Before Proof

Measure

Can every set be assigned a size?

Length is obvious for an interval and meaningless for a scattering of points. Measure theory is the attempt to extend length as far as it will go — and the discovery that it does not go all the way, which is a theorem rather than a failure.

6 films6 documents5 problem sets58% complete
Assumes: Set Theory Analysis
1

Outer measure

How do you measure a set with no edges?

2 units · 2 films
2 documents
Film15:22
Opens the questionWatched 11k times
Unit 1

Covering a set with intervals

Length is defined for intervals, so measure anything else by covering it with intervals and taking the cheapest cover. The film shows what the cheapest cover misses.

Film17:48
Opens the questionWatched 19k times
Unit 2

The set that cannot be measured

Not every set has a length. The construction requires the axiom of choice, which is why the theorem is a statement about mathematics as much as about sets.

2

The Lebesgue integral

Why rebuild an integral that already works?

2 units · 2 films
1 document · 1 in draft
Film16:10
Opens the questionWatched 23k times
Unit 3

Slicing horizontally instead of vertically

Riemann sums fail on functions that oscillate too fast. Turning the rectangles on their side fixes it, and the film makes clear why that is more than a trick.

Film14:36
Opens the questionWatched 8.7k times
Unit 4 Document in draft

When can you swap a limit and an integral?

The convergence theorems are the reason anyone builds this machinery, and each one is stated with an example showing what happens without its hypothesis.

3

Measurable functions

Which functions is this integral even defined for?

1 unit · 1 films
1 document
Film12:18
Opens the questionWatched 6.1k times
Unit 5

Almost everywhere, and why it is enough

Two functions differing on a set of measure zero are the same for every purpose here. That equivalence does more work than any theorem in the subject.

4

Product measures

Does Fubini's theorem ever actually fail?

In preparation — follows Convergence Theorems

Measure, as one volume

Every document in this subject is a chapter of the same book, compiled from one source with live cross-references and continuous numbering. Download the whole thing, or take chapters as you go — the page numbers and theorem references agree either way.

Download Volume V  ↓

196 pages · PDF · 7.0 MB · revision 6, 5 September 2026 · LaTeX source available