A Concise Introduction To The Theory Of Integration

by Daniel W Stroock

Overview

The choice of topics included in this book, as well as the presentation of those topics, has been guided by the author's experience in teaching this material to classes consisting of advanced graduate students who are not concentrating in mathematics. This book contains an introduction to the modern theory of integration with a strong emphasis on the case of LEBESGUE's measure for (RN and eye toward applications to real analysis and probability theory. Following a brief review of the classical RIEMANN theory in Chapter I, the details of LEBESGUE's construction are given in Chapter II, which also contains a derivation of the transformation properties of LEBESGUE's measure under linear maps. Chapter III is devoted to LEBESGUE's theory of integration of real-valued functions on a general measure space. Besides the basic convergence theorems, this chapter introduces product measures and FUBINI's Theorem. In Chapter IV, various topics having to do with the transformation properties of measures are derived. These include: the representation of general integrals in terms of RIEMANN integrals with respect to the distribution function, polar coordinates, JACOBI's transformation formula and finally the introduction of surface measure followed by a proof of the Divergence Theorem. A few of the basic inequalitites of measure theory are derived in Chapter V. In particular, the inequalities of JENSEN, MINKOWSKI and HÖLDER are presented. Finally, Chapter VI starts with the DANIELL integral and its applications to the CARATHÉODORY Extension and RIESZ Representation Theorems. It closes with VON NEUMANN's derivation of the RADON-NIKODYM Theorem.

Product Details

ISBN-13:	9789810201456
Publisher:	World Scientific Publishing Company, Incorporated
Publication date:	03/01/1990
Series:	Series In Pure Mathematics , #12
Pages:	160
Product dimensions:	6.10(w) x 8.80(h) x 0.60(d)

Table of Contents

Preface to Third Edition

Preface to Second Edition

Preface to First Edition

Ch. I: The Classical Theory

Ch. II: Lebesgue Measure

Ch. III: Lebesgue Integration

Ch. IV: Products of Measures

Ch. V: Changes of Variable

Ch. VI: Some Basic Inequalities

Ch. VII: Elements of Fourier Analysis

Ch. VIII: A Little Abstract Theory

Solution Manual

Notation

Index

Editorial Reviews

Designed for the analyst, physicist, engineer, or economist, provides such readers with most of the measure theory they will ever need. Emphasis is on the concrete aspects of the subject. Subjects include classical theory, Lebesgue's measure, Lebesgue integration, products of measures, changes of variable, some basic inequalities, and abstract theory. Annotation c. Book News, Inc., Portland, OR (booknews.com)

Booknews

"This is a very attractive textbook… Unusual in many respects, [it] fully achieves its goal, a one-semester, concise but logically complete treatment of abstract integration. It is remarkable that [the author] has accomplished so much in so short a compass."

- Mathematical Reviews (review of the first edition)

"A number of valuable applications and a good collection of problems... A very interesting, well-informed book which draws on recent approaches not found in several commonly used texts."

- Zentralblatt Math (review of the second edition)

"The author succeeded in choosing the right level of generality and showed how a good combination of a measure and integration course and advanced calculus can be done. Strongly recommended to students as well as to teachers."

- EMS Newsletter (review of the second edition)

"...the author is a distinguished probabilist/analyst who has made seminal contributions to the interface of probability theory with PDEs/harmonic analysis/functional analysis; the flavor of all these subjects is brought out in the book, especially in chapters V-VII...[the] book can be highly rewarding, serving as a launching pad for an intensive study of any branch of analysis including probability theory."

--Current Science (review of the third edition)

From the Publisher