A (terse) Introduction to Lebesgue Integration

Author: John M. Franks

Publisher: American Mathematical Soc.

ISBN: 0821848623

Category: Mathematics

Page: 202

View: 7453

This book provides a student's first encounter with the concepts of measure theory and functional analysis. Its structure and content reflect the belief that difficult concepts should be introduced in their simplest and most concrete forms. Despite the use of the word ``terse'' in the title, this text might also have been called A (Gentle) Introduction to Lebesgue Integration. It is terse in the sense that it treats only a subset of those concepts typically found in a substantial graduate-level analysis course. The book emphasizes the motivation of these concepts and attempts to treat them simply and concretely. In particular, little mention is made of general measures other than Lebesgue until the final chapter and attention is limited to $R$ as opposed to $R^n$. After establishing the primary ideas and results, the text moves on to some applications. Chapter 6 discusses classical real and complex Fourier series for $L^2$ functions on the interval and shows that the Fourier series of an $L^2$ function converges in $L^2$ to that function. Chapter 7 introduces some concepts from measurable dynamics. The Birkhoff ergodic theorem is stated without proof and results on Fourier series from Chapter 6 are used to prove that an irrational rotation of the circle is ergodic and that the squaring map on the complex numbers of modulus 1 is ergodic. This book is suitable for an advanced undergraduate course or for the start of a graduate course. The text presupposes that the student has had a standard undergraduate course in real analysis.

A User-Friendly Introduction to Lebesgue Measure and Integration

Author: Gail S. Nelson

Publisher: American Mathematical Soc.

ISBN: 1470421992

Category: Integration, Functional

Page: 221

View: 4640

A User-Friendly Introduction to Lebesgue Measure and Integration provides a bridge between an undergraduate course in Real Analysis and a first graduate-level course in Measure Theory and Integration. The main goal of this book is to prepare students for what they may encounter in graduate school, but will be useful for many beginning graduate students as well. The book starts with the fundamentals of measure theory that are gently approached through the very concrete example of Lebesgue measure. With this approach, Lebesgue integration becomes a natural extension of Riemann integration. Next, -spaces are defined. Then the book turns to a discussion of limits, the basic idea covered in a first analysis course. The book also discusses in detail such questions as: When does a sequence of Lebesgue integrable functions converge to a Lebesgue integrable function? What does that say about the sequence of integrals? Another core idea from a first analysis course is completeness. Are these -spaces complete? What exactly does that mean in this setting? This book concludes with a brief overview of General Measures. An appendix contains suggested projects suitable for end-of-course papers or presentations. The book is written in a very reader-friendly manner, which makes it appropriate for students of varying degrees of preparation, and the only prerequisite is an undergraduate course in Real Analysis.

Invitation to Ergodic Theory

Author: César Ernesto Silva

Publisher: American Mathematical Soc.

ISBN: 0821844202

Category: Mathematics

Page: 262

View: 3963

This book is an introduction to basic concepts in ergodic theory such as recurrence, ergodicity, the ergodic theorem, mixing, and weak mixing. It does not assume knowledge of measure theory; all the results needed from measure theory are presented from scratch. In particular, the book includes a detailed construction of the Lebesgue measure on the real line and an introduction to measure spaces up to the Caratheodory extension theorem. It also develops the Lebesgue theory of integration, including the dominated convergence theorem and an introduction to the Lebesgue $Lp$spaces.

A (terse) Introduction to Linear Algebra

Author: Yitzhak Katznelson,Yonatan R. Katznelson

Publisher: American Mathematical Soc.

ISBN: 0821844199

Category: Mathematics

Page: 215

View: 6003

Linear algebra is the study of vector spaces and the linear maps between them. It underlies much of modern mathematics and is widely used in applications. A (Terse) Introduction to Linear Algebra is a concise presentation of the core material of the subject--those elements of linear algebra that every mathematician, and everyone who uses mathematics, should know. It goes from the notion of a finite-dimensional vector space to the canonical forms of linear operators and their matrices, and covers along the way such key topics as: systems of linear equations, linear operators and matrices, determinants, duality, and the spectral theory of operators on inner-product spaces. The last chapter offers a selection of additional topics indicating directions in which the core material can be applied. The Appendix provides all the relevant background material. Written for students with some mathematical maturity and an interest in abstraction and formal reasoning, the book is self-contained and is appropriate for an advanced undergraduate course in linear algebra.

Introduction to Representation Theory

Author: Pavel I. Etingof,Oleg Golberg,Sebastian Hensel ,Tiankai Liu ,Alex Schwendner ,Dmitry Vaintrob ,Elena Yudovina

Publisher: American Mathematical Soc.

ISBN: 0821853511

Category: Mathematics

Page: 228

View: 5950

Very roughly speaking, representation theory studies symmetry in linear spaces. It is a beautiful mathematical subject which has many applications, ranging from number theory and combinatorics to geometry, probability theory, quantum mechanics, and quantum field theory. The goal of this book is to give a ``holistic'' introduction to representation theory, presenting it as a unified subject which studies representations of associative algebras and treating the representation theories of groups, Lie algebras, and quivers as special cases. Using this approach, the book covers a number of standard topics in the representation theories of these structures. Theoretical material in the book is supplemented by many problems and exercises which touch upon a lot of additional topics; the more difficult exercises are provided with hints. The book is designed as a textbook for advanced undergraduate and beginning graduate students. It should be accessible to students with a strong background in linear algebra and a basic knowledge of abstract algebra.

Mathematical Analysis

An Introduction

Author: Andrew Browder

Publisher: Springer Science & Business Media

ISBN: 1461207150

Category: Mathematics

Page: 335

View: 8049

Among the traditional purposes of such an introductory course is the training of a student in the conventions of pure mathematics: acquiring a feeling for what is considered a proof, and supplying literate written arguments to support mathematical propositions. To this extent, more than one proof is included for a theorem - where this is considered beneficial - so as to stimulate the students' reasoning for alternate approaches and ideas. The second half of this book, and consequently the second semester, covers differentiation and integration, as well as the connection between these concepts, as displayed in the general theorem of Stokes. Also included are some beautiful applications of this theory, such as Brouwer's fixed point theorem, and the Dirichlet principle for harmonic functions. Throughout, reference is made to earlier sections, so as to reinforce the main ideas by repetition. Unique in its applications to some topics not usually covered at this level.

Probability with Martingales

Author: David Williams

Publisher: Cambridge University Press

ISBN: 1139642987

Category: Mathematics

Page: N.A

View: 8060

Probability theory is nowadays applied in a huge variety of fields including physics, engineering, biology, economics and the social sciences. This book is a modern, lively and rigorous account which has Doob's theory of martingales in discrete time as its main theme. It proves important results such as Kolmogorov's Strong Law of Large Numbers and the Three-Series Theorem by martingale techniques, and the Central Limit Theorem via the use of characteristic functions. A distinguishing feature is its determination to keep the probability flowing at a nice tempo. It achieves this by being selective rather than encyclopaedic, presenting only what is essential to understand the fundamentals; and it assumes certain key results from measure theory in the main text. These measure-theoretic results are proved in full in appendices, so that the book is completely self-contained. The book is written for students, not for researchers, and has evolved through several years of class testing. Exercises play a vital rôle. Interesting and challenging problems, some with hints, consolidate what has already been learnt, and provide motivation to discover more of the subject than can be covered in a single introduction.

A Primer of Lebesgue Integration

Author: Herbert Stanley Bear

Publisher: Academic Press

ISBN: 9780120839711

Category: Mathematics

Page: 164

View: 3114

"This succcssful text offers a reader-friendly approach to Lebesgue integration. - It is designed for advanced undergraduates, beginning graduate students, or advanced readers who may have forgotten one or two details from their real analysis courses."--BOOK JACKET.

A Modern Theory of Integration

Author: Robert G. Bartle

Publisher: American Mathematical Soc.

ISBN: 9780821883853

Category:

Page: 458

View: 4460

The theory of integration is one of the twin pillars on which analysis is built. The first version of integration that students see is the Riemann integral. Later, graduate students learn that the Lebesgue integral is ``better'' because it removes some restrictions on the integrands and the domains over which we integrate. However, there are still drawbacks to Lebesgue integration, for instance, dealing with the Fundamental Theorem of Calculus, or with ``improper'' integrals. This book is an introduction to a relatively new theory of the integral (called the ``generalized Riemann integral'' or the ``Henstock-Kurzweil integral'') that corrects the defects in the classical Riemann theory and both simplifies and extends the Lebesgue theory of integration. Although this integral includes that of Lebesgue, its definition is very close to the Riemann integral that is familiar to students from calculus. One virtue of the new approach is that no measure theory and virtually no topology is required. Indeed, the book includes a study of measure theory as an application of the integral. Part 1 fully develops the theory of the integral of functions defined on a compact interval. This restriction on the domain is not necessary, but it is the case of most interest and does not exhibit some of the technical problems that can impede the reader's understanding. Part 2 shows how this theory extends to functions defined on the whole real line. The theory of Lebesgue measure from the integral is then developed, and the author makes a connection with some of the traditional approaches to the Lebesgue integral. Thus, readers are given full exposure to the main classical results. The text is suitable for a first-year graduate course, although much of it can be readily mastered by advanced undergraduate students. Included are many examples and a very rich collection of exercises. There are partial solutions to approximately one-third of the exercises. A complete solutions manual is available separately.

Measure Theory and Integration

Author: Michael Eugene Taylor

Publisher: American Mathematical Soc.

ISBN: 0821841807

Category: Mathematics

Page: 319

View: 7647

This self-contained treatment of measure and integration begins with a brief review of the Riemann integral and proceeds to a construction of Lebesgue measure on the real line. From there the reader is led to the general notion of measure, to the construction of the Lebesgue integral on a measure space, and to the major limit theorems, such as the Monotone and Dominated Convergence Theorems. The treatment proceeds to $L^p$ spaces, normed linear spaces that are shown to be complete (i.e., Banach spaces) due to the limit theorems. Particular attention is paid to $L^2$ spaces as Hilbert spaces, with a useful geometrical structure. Having gotten quickly to the heart of the matter, the text proceeds to broaden its scope. There are further constructions of measures, including Lebesgue measure on $n$-dimensional Euclidean space. There are also discussions of surface measure, and more generally of Riemannian manifolds and the measures they inherit, and an appendix on the integration of differential forms. Further geometric aspects are explored in a chapter on Hausdorff measure. The text also treats probabilistic concepts, in chapters on ergodic theory, probability spaces and random variables, Wiener measure and Brownian motion, and martingales. This text will prepare graduate students for more advanced studies in functional analysis, harmonic analysis, stochastic analysis, and geometric measure theory.

Advanced Calculus

Author: Avner Friedman

Publisher: Courier Corporation

ISBN: 0486137864

Category: Mathematics

Page: 432

View: 2630

Intended for students who have already completed a one-year course in elementary calculus, this two-part treatment advances from functions of one variable to those of several variables. Solutions. 1971 edition.

A Course in Large Sample Theory

Author: Thomas S. Ferguson

Publisher: Routledge

ISBN: 1351470051

Category: Mathematics

Page: 256

View: 1686

A Course in Large Sample Theory is presented in four parts. The first treats basic probabilistic notions, the second features the basic statistical tools for expanding the theory, the third contains special topics as applications of the general theory, and the fourth covers more standard statistical topics. Nearly all topics are covered in their multivariate setting.The book is intended as a first year graduate course in large sample theory for statisticians. It has been used by graduate students in statistics, biostatistics, mathematics, and related fields. Throughout the book there are many examples and exercises with solutions. It is an ideal text for self study.

The Theory of Functions of Real Variables

Second Edition

Author: Lawrence M Graves

Publisher: Courier Corporation

ISBN: 0486158136

Category: Mathematics

Page: 400

View: 5084

This balanced introduction covers all fundamentals, from the real number system and point sets to set theory and metric spaces. Useful references to the literature conclude each chapter. 1956 edition.

Probability Theory

An Introductory Course

Author: Yakov G. Sinai

Publisher: Springer Science & Business Media

ISBN: 366202845X

Category: Mathematics

Page: 140

View: 1770

Sinai's book leads the student through the standard material for ProbabilityTheory, with stops along the way for interesting topics such as statistical mechanics, not usually included in a book for beginners. The first part of the book covers discrete random variables, using the same approach, basedon Kolmogorov's axioms for probability, used later for the general case. The text is divided into sixteen lectures, each covering a major topic. The introductory notions and classical results are included, of course: random variables, the central limit theorem, the law of large numbers, conditional probability, random walks, etc. Sinai's style is accessible and clear, with interesting examples to accompany new ideas. Besides statistical mechanics, other interesting, less common topics found in the book are: percolation, the concept of stability in the central limit theorem and the study of probability of large deviations. Little more than a standard undergraduate course in analysis is assumed of the reader. Notions from measure theory and Lebesgue integration are introduced in the second half of the text. The book is suitable for second or third year students in mathematics, physics or other natural sciences. It could also be usedby more advanced readers who want to learn the mathematics of probability theory and some of its applications in statistical physics.

Fourier Analysis

Author: Javier Duoandikoetxea Zuazo

Publisher: American Mathematical Soc.

ISBN: 9780821883846

Category: Mathematics

Page: 222

View: 1239

Probability Theory

A Comprehensive Course

Author: Achim Klenke

Publisher: Springer Science & Business Media

ISBN: 1447153618

Category: Mathematics

Page: 638

View: 7021

This second edition of the popular textbook contains a comprehensive course in modern probability theory, covering a wide variety of topics which are not usually found in introductory textbooks, including: • limit theorems for sums of random variables • martingales • percolation • Markov chains and electrical networks • construction of stochastic processes • Poisson point process and infinite divisibility • large deviation principles and statistical physics • Brownian motion • stochastic integral and stochastic differential equations. The theory is developed rigorously and in a self-contained way, with the chapters on measure theory interlaced with the probabilistic chapters in order to display the power of the abstract concepts in probability theory. This second edition has been carefully extended and includes many new features. It contains updated figures (over 50), computer simulations and some difficult proofs have been made more accessible. A wealth of examples and more than 270 exercises as well as biographic details of key mathematicians support and enliven the presentation. It will be of use to students and researchers in mathematics and statistics in physics, computer science, economics and biology.

An Introduction to Modern Analysis

Author: Vicente Montesinos,Peter Zizler,Václav Zizler

Publisher: Springer

ISBN: 3319124811

Category: Mathematics

Page: 863

View: 4391

Examining the basic principles in real analysis and their applications, this text provides a self-contained resource for graduate and advanced undergraduate courses. It contains independent chapters aimed at various fields of application, enhanced by highly advanced graphics and results explained and supplemented with practical and theoretical exercises. The presentation of the book is meant to provide natural connections to classical fields of applications such as Fourier analysis or statistics. However, the book also covers modern areas of research, including new and seminal results in the area of functional analysis.

The Lebesgue Integral for Undergraduates

Author: William Johnston

Publisher: The Mathematical Association of America

ISBN: 1939512077

Category: Mathematics

Page: 296

View: 8077

In 1902, modern function theory began when Henri Lebesgue described a new "integral calculus." His "Lebesgue integral" handles more functions than the traditional integral-so many more that mathematicians can study collections (spaces) of functions. For example, it defines a distance between any two functions in a space. This book describes these ideas in an elementary accessible way. Anyone who has mastered calculus concepts of limits, derivatives, and series can enjoy the material. Unlike any other text, this book brings analysis research topics within reach of readers even just beginning to think about functions from a theoretical point of view.