ABSTRACT

Basic Analysis IV: Measure Theory and Integration introduces students to concepts from measure theory and continues their training in the abstract way of looking at the world. This is a most important skill to have when your life's work will involve quantitative modeling to gain insight into the real world. This text generalizes the notion of integration to a very abstract setting in a variety of ways. We generalize the notion of the length of an interval to the measure of a set and learn how to construct the usual ideas from integration using measures. We discuss carefully the many notions of convergence that measure theory provides.

Features

• Can be used as a traditional textbook as well as for self-study
• Suitable for advanced students in mathematics and associated disciplines
• Emphasises learning how to understand the consequences of assumptions using a variety of tools to provide the proofs of propositions

part I|11 pages

Introductory Matter

chapter Chapter 1|9 pages

Introduction

part II|96 pages

Classical Riemann Integration

chapter Chapter 2|13 pages

An Overview of Riemann Integration

chapter Chapter 3|26 pages

Functions of Bounded Variation

chapter Chapter 4|38 pages

The Theory of Riemann Integration

chapter Chapter 5|16 pages

Further Riemann Integration Results

part III|38 pages

Riemann - Stieltjes Integration

chapter Chapter 6|21 pages

The Riemann - Stieltjes Integral

chapter Chapter 7|14 pages

Further Riemann - Stieltjes Results

part IV|102 pages

Abstract Measure Theory One

chapter Chapter 8|23 pages

Measurable Functions and Spaces

chapter Chapter 9|49 pages

Measure and Integration

chapter Chapter 10|26 pages

The Lp Spaces

part V|73 pages

Constructing Measures

chapter Chapter 11|21 pages

Constructing Measures

chapter Chapter 12|28 pages

Lebesgue Measure

chapter Chapter 13|8 pages

Cantor Set Experiments

chapter Chapter 14|13 pages

Lebesgue - Stieltjes Measure

part VI|94 pages

Abstract Measure Theory Two

chapter Chapter 15|24 pages

Modes of Convergence

chapter Chapter 16|26 pages

Decomposition of Measures

chapter Chapter 17|4 pages

Connections to Riemann Integration

chapter Chapter 18|18 pages

Fubini Type Results

chapter Chapter 19|20 pages

Differentiation

part VII|6 pages

Summing It All Up

chapter Chapter 20|4 pages

Summing It All Up