Measure Theory and Integration, Second Edition

Measure Theory and Integration, Second Edition PDF Author: M.M. Rao
Publisher: CRC Press
ISBN: 9780824754013
Category : Mathematics
Languages : en
Pages : 794

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Book Description
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.

Measure Theory and Integration, Second Edition

Measure Theory and Integration, Second Edition PDF Author: M.M. Rao
Publisher: CRC Press
ISBN: 9780824754013
Category : Mathematics
Languages : en
Pages : 794

Get Book

Book Description
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.

Measure and Integration Theory

Measure and Integration Theory PDF Author: Heinz Bauer
Publisher: Walter de Gruyter
ISBN: 311086620X
Category : Mathematics
Languages : en
Pages : 249

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Book Description
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.

Measure theory and Integration

Measure theory and Integration PDF Author: G De Barra
Publisher: Elsevier
ISBN: 0857099523
Category : Mathematics
Languages : en
Pages : 240

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Book Description
This text approaches integration via measure theory as opposed to measure theory via integration, an approach which makes it easier to grasp the subject. Apart from its central importance to pure mathematics, the material is also relevant to applied mathematics and probability, with proof of the mathematics set out clearly and in considerable detail. Numerous worked examples necessary for teaching and learning at undergraduate level constitute a strong feature of the book, and after studying statements of results of the theorems, students should be able to attempt the 300 problem exercises which test comprehension and for which detailed solutions are provided. Approaches integration via measure theory, as opposed to measure theory via integration, making it easier to understand the subject Includes numerous worked examples necessary for teaching and learning at undergraduate level Detailed solutions are provided for the 300 problem exercises which test comprehension of the theorems provided

Measure Theory and Integration

Measure Theory and Integration PDF Author: Michael Eugene Taylor
Publisher: American Mathematical Soc.
ISBN: 0821841807
Category : Convergence
Languages : en
Pages : 338

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Book Description
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 $Lp$ spaces, normed linear spaces that are shown to be complete (i.e., Banach spaces) due to the limit theorems. Particular attention is paid to $L2$ 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 ofdifferential 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.

The Theory of Measures and Integration

The Theory of Measures and Integration PDF Author: Eric M. Vestrup
Publisher: John Wiley & Sons
ISBN: 0470317957
Category : Mathematics
Languages : en
Pages : 622

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Book Description
An accessible, clearly organized survey of the basic topics of measure theory for students and researchers in mathematics, statistics, and physics In order to fully understand and appreciate advanced probability, analysis, and advanced mathematical statistics, a rudimentary knowledge of measure theory and like subjects must first be obtained. The Theory of Measures and Integration illuminates the fundamental ideas of the subject-fascinating in their own right-for both students and researchers, providing a useful theoretical background as well as a solid foundation for further inquiry. Eric Vestrup's patient and measured text presents the major results of classical measure and integration theory in a clear and rigorous fashion. Besides offering the mainstream fare, the author also offers detailed discussions of extensions, the structure of Borel and Lebesgue sets, set-theoretic considerations, the Riesz representation theorem, and the Hardy-Littlewood theorem, among other topics, employing a clear presentation style that is both evenly paced and user-friendly. Chapters include: * Measurable Functions * The Lp Spaces * The Radon-Nikodym Theorem * Products of Two Measure Spaces * Arbitrary Products of Measure Spaces Sections conclude with exercises that range in difficulty between easy "finger exercises"and substantial and independent points of interest. These more difficult exercises are accompanied by detailed hints and outlines. They demonstrate optional side paths in the subject as well as alternative ways of presenting the mainstream topics. In writing his proofs and notation, Vestrup targets the person who wants all of the details shown up front. Ideal for graduate students in mathematics, statistics, and physics, as well as strong undergraduates in these disciplines and practicing researchers, The Theory of Measures and Integration proves both an able primary text for a real analysis sequence with a focus on measure theory and a helpful background text for advanced courses in probability and statistics.

Lebesgue Measure and Integration

Lebesgue Measure and Integration PDF Author: Frank Burk
Publisher: John Wiley & Sons
ISBN: 1118030982
Category : Mathematics
Languages : en
Pages : 312

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Book Description
A superb text on the fundamentals of Lebesgue measure and integration. This book is designed to give the reader a solid understanding of Lebesgue measure and integration. It focuses on only the most fundamental concepts, namely Lebesgue measure for R and Lebesgue integration for extended real-valued functions on R. Starting with a thorough presentation of the preliminary concepts of undergraduate analysis, this book covers all the important topics, including measure theory, measurable functions, and integration. It offers an abundance of support materials, including helpful illustrations, examples, and problems. To further enhance the learning experience, the author provides a historical context that traces the struggle to define "area" and "area under a curve" that led eventually to Lebesgue measure and integration. Lebesgue Measure and Integration is the ideal text for an advanced undergraduate analysis course or for a first-year graduate course in mathematics, statistics, probability, and other applied areas. It will also serve well as a supplement to courses in advanced measure theory and integration and as an invaluable reference long after course work has been completed.

Measure, Integration & Real Analysis

Measure, Integration & Real Analysis PDF Author: Sheldon Axler
Publisher: Springer Nature
ISBN: 3030331431
Category : Mathematics
Languages : en
Pages : 430

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Book Description
This open access textbook welcomes students into the fundamental theory of measure, integration, and real analysis. Focusing on an accessible approach, Axler lays the foundations for further study by promoting a deep understanding of key results. Content is carefully curated to suit a single course, or two-semester sequence of courses, creating a versatile entry point for graduate studies in all areas of pure and applied mathematics. Motivated by a brief review of Riemann integration and its deficiencies, the text begins by immersing students in the concepts of measure and integration. Lebesgue measure and abstract measures are developed together, with each providing key insight into the main ideas of the other approach. Lebesgue integration links into results such as the Lebesgue Differentiation Theorem. The development of products of abstract measures leads to Lebesgue measure on Rn. Chapters on Banach spaces, Lp spaces, and Hilbert spaces showcase major results such as the Hahn–Banach Theorem, Hölder’s Inequality, and the Riesz Representation Theorem. An in-depth study of linear maps on Hilbert spaces culminates in the Spectral Theorem and Singular Value Decomposition for compact operators, with an optional interlude in real and complex measures. Building on the Hilbert space material, a chapter on Fourier analysis provides an invaluable introduction to Fourier series and the Fourier transform. The final chapter offers a taste of probability. Extensively class tested at multiple universities and written by an award-winning mathematical expositor, Measure, Integration & Real Analysis is an ideal resource for students at the start of their journey into graduate mathematics. A prerequisite of elementary undergraduate real analysis is assumed; students and instructors looking to reinforce these ideas will appreciate the electronic Supplement for Measure, Integration & Real Analysis that is freely available online. For errata and updates, visit https://measure.axler.net/

Measure and Integration

Measure and Integration PDF Author: Hari Bercovici
Publisher: Springer
ISBN: 3319290460
Category : Mathematics
Languages : en
Pages : 300

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Book Description
This book covers the material of a one year course in real analysis. It includes an original axiomatic approach to Lebesgue integration which the authors have found to be effective in the classroom. Each chapter contains numerous examples and an extensive problem set which expands considerably the breadth of the material covered in the text. Hints are included for some of the more difficult problems.

Introduction to Measure and Integration

Introduction to Measure and Integration PDF Author: S. J. Taylor
Publisher: CUP Archive
ISBN: 9780521098045
Category : Mathematics
Languages : en
Pages : 274

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Book Description
This paperback, gives a self-contained treatment of the theory of finite measures in general spaces at the undergraduate level.

Measure and Integration

Measure and Integration PDF Author: Satish Shirali
Publisher: Springer Nature
ISBN: 3030187470
Category : Mathematics
Languages : en
Pages : 598

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Book Description
This textbook provides a thorough introduction to measure and integration theory, fundamental topics of advanced mathematical analysis. Proceeding at a leisurely, student-friendly pace, the authors begin by recalling elementary notions of real analysis before proceeding to measure theory and Lebesgue integration. Further chapters cover Fourier series, differentiation, modes of convergence, and product measures. Noteworthy topics discussed in the text include Lp spaces, the Radon–Nikodým Theorem, signed measures, the Riesz Representation Theorem, and the Tonelli and Fubini Theorems. This textbook, based on extensive teaching experience, is written for senior undergraduate and beginning graduate students in mathematics. With each topic carefully motivated and hints to more than 300 exercises, it is the ideal companion for self-study or use alongside lecture courses.