Measure Theory and Integration

Author: M.M. Rao

Publisher: CRC Press

ISBN: 1351991485

Category: Mathematics

Page: 792

View: 9403

Significantly revised and expanded, this authoritative reference/text comprehensively describes concepts in measure theory, classical integration, and generalized Riemann integration of both scalar and vector types-providing a complete and detailed review of every aspect of measure and integration theory using valuable examples, exercises, and applications. With more than 170 references for further investigation of the subject, this Second Edition provides more than 60 pages of new information, as well as a new chapter on nonabsolute integrals contains extended discussions on the four basic results of Banach spaces presents an in-depth analysis of the classical integrations with many applications, including integration of nonmeasurable functions, Lebesgue spaces, and their properties details the basic properties and extensions of the Lebesgue-Carathéodory measure theory, as well as the structure and convergence of real measurable functions covers the Stone isomorphism theorem, the lifting theorem, the Daniell method of integration, and capacity theory Measure Theory and Integration, Second Edition is a valuable reference for all pure and applied mathematicians, statisticians, and mathematical analysts, and an outstanding text for all graduate students in these disciplines.

Real Analysis

Theory of Measure and Integration Third Edition

Author: J Yeh

Publisher: World Scientific Publishing Company

ISBN: 9814578568

Category: Mathematics

Page: 840

View: 6976

This book presents a unified treatise of the theory of measure and integration. In the setting of a general measure space, every concept is defined precisely and every theorem is presented with a clear and complete proof with all the relevant details. Counter-examples are provided to show that certain conditions in the hypothesis of a theorem cannot be simply dropped. The dependence of a theorem on earlier theorems is explicitly indicated in the proof, not only to facilitate reading but also to delineate the structure of the theory. The precision and clarity of presentation make the book an ideal textbook for a graduate course in real analysis while the wealth of topics treated also make the book a valuable reference work for mathematicians. The book is also very helpful to graduate students in statistics and electrical engineering, two disciplines that apply measure theory.

Measure Theory and Integration, Second Edition

Author: M.M. Rao

Publisher: CRC Press

ISBN: 1482258102

Category: Mathematics

Page: 792

View: 4207

Significantly revised and expanded, this authoritative reference/text comprehensively describes concepts in measure theory, classical integration, and generalized Riemann integration of both scalar and vector types-providing a complete and detailed review of every aspect of measure and integration theory using valuable examples, exercises, and applications. With more than 170 references for further investigation of the subject, this Second Edition provides more than 60 pages of new information, as well as a new chapter on nonabsolute integrals contains extended discussions on the four basic results of Banach spaces presents an in-depth analysis of the classical integrations with many applications, including integration of nonmeasurable functions, Lebesgue spaces, and their properties details the basic properties and extensions of the Lebesgue-Carathéodory measure theory, as well as the structure and convergence of real measurable functions covers the Stone isomorphism theorem, the lifting theorem, the Daniell method of integration, and capacity theory Measure Theory and Integration, Second Edition is a valuable reference for all pure and applied mathematicians, statisticians, and mathematical analysts, and an outstanding text for all graduate students in these disciplines.

Lebesgue Measure and Integration

Author: Pawan Kumar Jain,V. P. Gupta,Pankaj Jain

Publisher: Anshan Pub

ISBN: 9781848290648

Category: Mathematics

Page: 295

View: 9511

This is the second edition of a successful textbook intended to provide a basic course in Lebesgue measure and integration for honours and post graduate students. Meticulous care has been taken to give detailed explanations of the reasons of worked content and of the methods used, together with numerous examples and counter examples throughout the book. Each topic has been presented in an easy, lucid style, for ease of understanding. The material has been arranged by sections, spread through seven chapters. The book opens with a chapter on preliminaries discussing basic concepts and results which will be taken for granted later in the text. It is followed by chapters on Infinite Sets, Measurable Sets, Measurable Functions, Lebesgue Integral, Differentiation and Integration, and the Lebesgue Lp Spaces, a chapter that will lend itself to applications within the field of functional analysis. Each chapter also contains a set of graded problems, with hints where necessary to help find the solutions. Contents: Preliminaries Infinite Sets Measurable Sets Measurable Functions Lebesgue Integral Differentiation and Integration Lebesgue Lp Spaces

MEASURE THEORY AND PROBABILITY

Author: A. K. BASU

Publisher: PHI Learning Pvt. Ltd.

ISBN: 8120343859

Category: Mathematics

Page: 240

View: 1726

This compact and well-received book, now in its second edition, is a skilful combination of measure theory and probability. For, in contrast to many books where probability theory is usually developed after a thorough exposure to the theory and techniques of measure and integration, this text develops the Lebesgue theory of measure and integration, using probability theory as the motivating force. What distinguishes the text is the illustration of all theorems by examples and applications. A section on Stieltjes integration assists the student in understanding the later text better. For easy understanding and presentation, this edition has split some long chapters into smaller ones. For example, old Chapter 3 has been split into Chapters 3 and 9, and old Chapter 11 has been split into Chapters 11, 12 and 13. The book is intended for the first-year postgraduate students for their courses in Statistics and Mathematics (pure and applied), computer science, and electrical and industrial engineering. KEY FEATURES : Measure theory and probability are well integrated. Exercises are given at the end of each chapter, with solutions provided separately. A section is devoted to large sample theory of statistics, and another to large deviation theory (in the Appendix).

The Theory of Lebesgue Measure and Integration

Author: S. Hartman,J. Mikusinski

Publisher: Elsevier

ISBN: 1483280330

Category: Mathematics

Page: 176

View: 9042

The Theory of Lebesgue Measure and Integration deals with the theory of Lebesgue measure and integration and introduces the reader to the theory of real functions. The subject matter comprises concepts and theorems that are now considered classical, including the Yegorov, Vitali, and Fubini theorems. The Lebesgue measure of linear sets is discussed, along with measurable functions and the definite Lebesgue integral. Comprised of 13 chapters, this volume begins with an overview of basic concepts such as set theory, the denumerability and non-denumerability of sets, and open sets and closed sets on the real line. The discussion then turns to the theory of Lebesgue measure of linear sets based on the method of M. Riesz, together with the fundamental properties of measurable functions. The Lebesgue integral is considered for both bounded functions — upper and lower integrals — and unbounded functions. Later chapters cover such topics as the Yegorov, Vitali, and Fubini theorems; convergence in measure and equi-integrability; integration and differentiation; and absolutely continuous functions. Multiple integrals and the Stieltjes integral are also examined. This book will be of interest to mathematicians and students taking pure and applied mathematics.

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: 8488

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.

Measure Theory

Second Edition

Author: Donald L. Cohn

Publisher: Springer Science & Business Media

ISBN: 1461469562

Category: Mathematics

Page: 457

View: 3965

Intended as a self-contained introduction to measure theory, this textbook also includes a comprehensive treatment of integration on locally compact Hausdorff spaces, the analytic and Borel subsets of Polish spaces, and Haar measures on locally compact groups. This second edition includes a chapter on measure-theoretic probability theory, plus brief treatments of the Banach-Tarski paradox, the Henstock-Kurzweil integral, the Daniell integral, and the existence of liftings. Measure Theory provides a solid background for study in both functional analysis and probability theory and is an excellent resource for advanced undergraduate and graduate students in mathematics. The prerequisites for this book are basic courses in point-set topology and in analysis, and the appendices present a thorough review of essential background material.

The Elements of Integration and Lebesgue Measure

Author: Robert G. Bartle

Publisher: John Wiley & Sons

ISBN: 1118626125

Category: Mathematics

Page: 179

View: 6200

Consists of two separate but closely related parts. Originally published in 1966, the first section deals with elements of integration and has been updated and corrected. The latter half details the main concepts of Lebesgue measure and uses the abstract measure space approach of the Lebesgue integral because it strikes directly at the most important results—the convergence theorems.

Measure and Integration Theory

Author: Heinz Bauer

Publisher: Walter de Gruyter

ISBN: 311086620X

Category: Mathematics

Page: 246

View: 6677

This book gives a straightforward introduction to the field as it is nowadays required in many branches of analysis and especially in probability theory. The first three chapters (Measure Theory, Integration Theory, Product Measures) basically follow the clear and approved exposition given in the author's earlier book on "Probability Theory and Measure Theory". Special emphasis is laid on a complete discussion of the transformation of measures and integration with respect to the product measure, convergence theorems, parameter depending integrals, as well as the Radon-Nikodym theorem. The final chapter, essentially new and written in a clear and concise style, deals with the theory of Radon measures on Polish or locally compact spaces. With the main results being Luzin's theorem, the Riesz representation theorem, the Portmanteau theorem, and a characterization of locally compact spaces which are Polish, this chapter is a true invitation to study topological measure theory. The text addresses graduate students, who wish to learn the fundamentals in measure and integration theory as needed in modern analysis and probability theory. It will also be an important source for anyone teaching such a course.

Applied Functional Analysis, Second Edition

Author: J. Tinsley Oden,Leszek Demkowicz

Publisher: CRC Press

ISBN: 1420091956

Category: Mathematics

Page: 596

View: 9140

Through numerous illustrative examples and comments, Applied Functional Analysis, Second Edition demonstrates the rigor of logic and systematic, mathematical thinking. It presents the mathematical foundations that lead to classical results in functional analysis. More specifically, the text prepares students to learn the variational theory of partial differential equations, distributions and Sobolev spaces, and numerical analysis with an emphasis on finite element methods. While retaining the structure of its best-selling predecessor, this second edition includes revisions of many original examples, along with new examples that often reflect the authors’ own vast research experiences and perspectives. This edition also provides many more exercises as well as a solutions manual for qualifying instructors. Each chapter begins with an extensive introduction and concludes with a summary and historical comments that frequently refer to other sources. New to the Second Edition Completely revised section on lim sup and lim inf New discussions of connected sets, probability, Bayesian statistical inference, and the generalized (integral) Minkowski inequality New sections on elements of multilinear algebra and determinants, the singular value decomposition theorem, the Cauchy principal value, and Hadamard finite part integrals New example of a Lebesgue non-measurable set Ideal for a two-semester course, this proven textbook teaches students how to prove theorems and prepares them for further study of more advanced mathematical topics. It helps them succeed in formulating research questions in a mathematically rigorous way.

A Primer of Lebesgue Integration

Author: H. S. Bear

Publisher: Academic Press

ISBN: 9780120839711

Category: Mathematics

Page: 164

View: 3037

This successful 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. "The Lebesgue integral has been around for almost a century. Most authors prefer to blast through the preliminaries and get quickly to the more interesting results. This very efficient approach puts a great burden on the reader; all the words are there, but none of the music." Bear's goal is to proceed more slowly so the reader can develop some intuition about the subject. Many readers of the successful first edition would agree that he achieves this goal. The principal change in this edition is the simplified definition of the integral. The integral is defined either with upper and lower sums as in the calculus, or with Riemann sums, but using countable partitions of the domain into measurable sets. This one-shot approach works for bounded or unbounded functions and for sets of finite or infinite measure. The author's style is graceful and pleasant to read. The explanations are exceptionally clear. Someone looking for an introduction to Lebesgue integration could scarcely do better than this text. -John Erdman Portland State University This is an excellent book. Several features make it unique. The author gets through the standard canon in only 150 pages and then arranges the material into easily digestible units (a proof hardly ever exceeds three-fourths of a page). The author writes with concision, clarity, and focus. -Robert Burckel Kansas State University This text achieves its worthy goals. The author tends to the business at hand. The short chapter on Lebesgue integration is refreshing and easily understood. One can use a semester covering the book, and the students will be well-grounded in the basics and ready for any of a dozen possible second semesters. -Joseph Diestel Kent State University

General Integration and Measure

Author: Alan J. Weir

Publisher: CUP Archive

ISBN: 9780521204071

Category: Mathematics

Page: 298

View: 8321

This is a sequel to Dr Weir's undergraduate textbook on Lebesgue Integration and Measure (CUP. 1973) in which he provided a concrete approach to the Lebesgue integral in terms of step functions and went on from there to deduce the abstract concept of Lebesgue measure. In this second volume, the treatment of the Lebesgue integral is generalised to give the Daniell integral and the related general theory of measure. This approach via integration of elementary functions is particularly well adapted to the proof of Riesz's famous theorems about linear functionals on the classical spaces C (X) and LP and also to the study of topological notions such as Borel measure. This book will be used for final year honours courses in pure mathematics and for graduate courses in functional analysis and measure theory.

Probability and Measure Theory

Author: Robert B. Ash,Catherine Doléans-Dade

Publisher: Academic Press

ISBN: 9780120652020

Category: Mathematics

Page: 516

View: 5030

Probability and Measure Theory, Second Edition, is a text for a graduate-level course in probability that includes essential background topics in analysis. It provides extensive coverage of conditional probability and expectation, strong laws of large numbers, martingale theory, the central limit theorem, ergodic theory, and Brownian motion. * Clear, readable style * Solutions to many problems presented in text * Solutions manual for instructors * Material new to the second edition on ergodic theory, Brownian motion, and convergence theorems used in statistics * No knowledge of general topology required, just basic analysis and metric spaces * Efficient organization

Maß und Kategorie

Author: J.C. Oxtoby

Publisher: Springer-Verlag

ISBN: 364296074X

Category: Mathematics

Page: 112

View: 7153

Dieses Buch behandelt hauptsächlich zwei Themenkreise: Der Bairesche Kategorie-Satz als Hilfsmittel für Existenzbeweise sowie Die "Dualität" zwischen Maß und Kategorie. Die Kategorie-Methode wird durch viele typische Anwendungen erläutert; die Analogie, die zwischen Maß und Kategorie besteht, wird nach den verschiedensten Richtungen hin genauer untersucht. Hierzu findet der Leser eine kurze Einführung in die Grundlagen der metrischen Topologie; außerdem werden grundlegende Eigenschaften des Lebesgue schen Maßes hergeleitet. Es zeigt sich, daß die Lebesguesche Integrationstheorie für unsere Zwecke nicht erforderlich ist, sondern daß das Riemannsche Integral ausreicht. Weiter werden einige Begriffe aus der allgemeinen Maßtheorie und Topologie eingeführt; dies geschieht jedoch nicht nur der größeren Allgemeinheit wegen. Es erübrigt sich fast zu erwähnen, daß sich die Bezeichnung "Kategorie" stets auf "Bairesche Kategorie" be zieht; sie hat nichts zu tun mit dem in der homologischen Algebra verwendeten Begriff der Kategorie. Beim Leser werden lediglich grundlegende Kenntnisse aus der Analysis und eine gewisse Vertrautheit mit der Mengenlehre vorausgesetzt. Für die hier untersuchten Probleme bietet sich in natürlicher Weise die mengentheoretische Formulierung an. Das vorlie gende Buch ist als Einführung in dieses Gebiet der Analysis gedacht. Man könnte es als Ergänzung zur üblichen Grundvorlesung über reelle Analysis, als Grundlage für ein Se minar oder auch zum selbständigen Studium verwenden. Bei diesem Buch handelt es sich vorwiegend um eine zusammenfassende Darstellung; jedoch finden sich in ihm auch einige Verfeinerungen bekannter Resultate, namentlich Satz 15.6 und Aussage 20.4. Das Literaturverzeichnis erhebt keinen Anspruch auf Vollständigkeit. Häufig werden Werke zitiert, die weitere Literaturangaben enthalten.

Measure, Integral and Probability

Author: Marek Capinski,Peter E. Kopp

Publisher: Springer Science & Business Media

ISBN: 1447106458

Category: Mathematics

Page: 311

View: 877

Measure, Integral and Probability is a gentle introduction that makes measure and integration theory accessible to the average third-year undergraduate student. The ideas are developed at an easy pace in a form that is suitable for self-study, with an emphasis on clear explanations and concrete examples rather than abstract theory. For this second edition, the text has been thoroughly revised and expanded. New features include: · a substantial new chapter, featuring a constructive proof of the Radon-Nikodym theorem, an analysis of the structure of Lebesgue-Stieltjes measures, the Hahn-Jordan decomposition, and a brief introduction to martingales · key aspects of financial modelling, including the Black-Scholes formula, discussed briefly from a measure-theoretical perspective to help the reader understand the underlying mathematical framework. In addition, further exercises and examples are provided to encourage the reader to become directly involved with the material.

Integration, Measure and Probability

Author: H. R. Pitt,Mathematics

Publisher: Courier Corporation

ISBN: 0486488152

Category: Mathematics

Page: 110

View: 7113

Introductory treatment develops the theory of integration in a general context, making it applicable to other branches of analysis. More specialized topics include convergence theorems and random sequences and functions. 1963 edition.

Measure and Integral

An Introduction to Real Analysis

Author: Richard Wheeden,Richard L. Wheeden,Antoni Zygmund

Publisher: CRC Press

ISBN: 9780824764999

Category: Mathematics

Page: 288

View: 9823

This volume develops the classical theory of the Lebesgue integral and some of its applications. The integral is initially presented in the context of n-dimensional Euclidean space, following a thorough study of the concepts of outer measure and measure. A more general treatment of the integral, based on an axiomatic approach, is later given. Closely related topics in real variables, such as functions of bounded variation, the Riemann-Stieltjes integral, Fubini's theorem, L(p)) classes, and various results about differentiation are examined in detail. Several applications of the theory to a specific branch of analysis--harmonic analysis--are also provided. Among these applications are basic facts about convolution operators and Fourier series, including results for the conjugate function and the Hardy-Littlewood maximal function. Measure and Integral: An Introduction to Real Analysis provides an introduction to real analysis for student interested in mathematics, statistics, or probability. Requiring only a basic familiarity with advanced calculus, this volume is an excellent textbook for advanced undergraduate or first-year graduate student in these areas.

Reelle und Komplexe Analysis

Author: Walter Rudin

Publisher: Walter de Gruyter

ISBN: 9783486591866

Category: Analysis - Lehrbuch

Page: 499

View: 3846

Besonderen Wert legt Rudin darauf, dem Leser die Zusammenhänge unterschiedlicher Bereiche der Analysis zu vermitteln und so die Grundlage für ein umfassenderes Verständnis zu schaffen. Das Werk zeichnet sich durch seine wissenschaftliche Prägnanz und Genauigkeit aus und hat damit die Entwicklung der modernen Analysis in nachhaltiger Art und Weise beeinflusst. Der "Baby-Rudin" gehört weltweit zu den beliebtesten Lehrbüchern der Analysis und ist in 13 Sprachen übersetzt. 1993 wurde es mit dem renommierten Steele Prize for Mathematical Exposition der American Mathematical Society ausgezeichnet. Übersetzt von Uwe Krieg.