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.
An introduction to integration and measure theory
✍ Scribed by Nielsen, Ole A
- Publisher
- J. Wiley
- Year
- 1997
- Tongue
- English
- Leaves
- 492
- Series
- Canadian Mathematical Society series of monographs and advanced texts
- Category
- Library
No coin nor oath required. For personal study only.
✦ Table of Contents
LIMITATIONS OF THE RIEMANN INTEGRAL. Limits of Integrals and Integrability. Expectations in Probability Theory. RIEMANN--STIELTJES INTEGRALS. Riemann--Stieltjes Integrals: Introduction. Characterization of Riemann--Stieltjes Integrability. Continuous Linear Functionals on C[a,b]. Riemann--Stieltjes Integrals: Further Properties. LEBESGUE--STIELTJES INTEGRALS. The Extension of the Riemann--Stieltjes Integral. Lebesgue--Stieltjes Integrals. MEASURE THEORY. sigma--Algebras and Algebras of Sets. Measurable Functions. Measures. Lebesgue--Stieltjes Measures. THE ABSTRACT LEBESGUE INTEGRAL. 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. Differentiation. Convergence of Sequences of Functions. Measures on Locally Compact Spaces. Hausdorff Measures and Dimension. Lorentz Spaces. Appendices. Indexes.
✦ Subjects
Espace;Probabilite;Intégrales généralisées;Mesure, Théorie de la;Matériel d'éducation et de formation;Matériel didactique;Mesure, Théorie de la;Intégrales généralisées;Espace -- Fubini -- Hausdorff -- Integrale -- Integration -- Lebesgue -- Lebesgue-Stieltjes -- Lorentz -- Mathematique -- Mesure;Probabilite -- Riemann -- Riemann-Stieltjes -- Theoreme -- Theorie
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