An Introduction to Integration and Measure Theory / Edition 1

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This book describes integration and measure theory for readers interested in analysis, engineering, and economics. It gives a systematic account of Riemann-Stieltjes integration and deduces the Lebesgue-Stieltjes measure from the Lebesgue-Stieltjes integral.

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Editorial Reviews

A textbook for a 36-lecture senior or beginning graduate course for students of mathematics, economics, or engineering. Totally different from the two courses Nielson took as a student, which turned him off to the subject for 25 years. Begins with integration theory, and why it is necessary to replace the Riemann integral with either the Stieltjes or the Lebesgue integral. No bibliography. Annotation c. by Book News, Inc., Portland, Or.
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Product Details

Table of Contents


Limits of Integrals and Integrability.

Expectations in Probability Theory.


Riemann-Stieltjes Integrals: Introduction.

Characterization of Riemann-Stieltjes Integrability.

Continuous Linear Functionals on C[a,b].

Riemann-Stieltjes Integrals: Further Properties.


The Extension of the Riemann-Stieltjes Integral.

Lebesgue-Stieltjes Integrals.


sigma-Algebras and Algebras of Sets.

Measurable Functions.


Lebesgue-Stieltjes Measures.


The Integral Associated with a Measure Space.

The Lebesgue Spaces and Norms.

Absolutely Continuous Measures.

Linear Functionals on the Lebesgue Spaces.

Product Measures and Fubini's Theorem.

Lebesgue Integration and Measures on R^n.

Signed Measures and Complex Measures.


Convergence of Sequences of Functions.

Measures on Locally Compact Spaces.

Hausdorff Measures and Dimension.

Lorentz Spaces.



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