### An Introduction to Real Analysis

### An Introduction to Real Analysis

#### Get Citation

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.

Preliminaries Points and Sets in Rn Rn as a Metric Space Open and Closed Sets in Rn: Special Sets Compact Sets; The Heine-Borel Theorem Functions Continuous Functions and Transformations The Riemann Integral Exercises Function of Bounded Variation; The Riemann-Stieltjes Integral Functions of Bounded Variation Rectifiable Curves The Reiman-Stieltjes Integral Further Results About the Reimann-Stieltjes Integrals Exercises Lebesgue Measure and Outer Measure Lebesgue Outer Measures; The Cantor Set. Lebesgue Measurable Sets Two Properties of Lebesgue Measure Characterizations of Measurability Lipschitz Transformations of Rn A Nonmeasurable Set. Exercises Lebesgue Measurable Functions Elementary Properties of Measurable Functions. Semicontinuous Functions Properties of Measurable Functions; Egorov's Theorem and Lusin's Theorem Convergence in Measure Exercises The Lebesgue Integral Definition of the Integral of a Nonnegative Function Properties of the Integral he Integral of an Arbitrary Measurable f A Relation Between Riemann-Stieltjes and Lebesgue Integrals; the LP Spaces, 0

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.

Preliminaries Points and Sets in Rn Rn as a Metric Space Open and Closed Sets in Rn: Special Sets Compact Sets; The Heine-Borel Theorem Functions Continuous Functions and Transformations The Riemann Integral Exercises Function of Bounded Variation; The Riemann-Stieltjes Integral Functions of Bounded Variation Rectifiable Curves The Reiman-Stieltjes Integral Further Results About the Reimann-Stieltjes Integrals Exercises Lebesgue Measure and Outer Measure Lebesgue Outer Measures; The Cantor Set. Lebesgue Measurable Sets Two Properties of Lebesgue Measure Characterizations of Measurability Lipschitz Transformations of Rn A Nonmeasurable Set. Exercises Lebesgue Measurable Functions Elementary Properties of Measurable Functions. Semicontinuous Functions Properties of Measurable Functions; Egorov's Theorem and Lusin's Theorem Convergence in Measure Exercises The Lebesgue Integral Definition of the Integral of a Nonnegative Function Properties of the Integral he Integral of an Arbitrary Measurable f A Relation Between Riemann-Stieltjes and Lebesgue Integrals; the LP Spaces, 0

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.

Preliminaries Points and Sets in Rn Rn as a Metric Space Open and Closed Sets in Rn: Special Sets Compact Sets; The Heine-Borel Theorem Functions Continuous Functions and Transformations The Riemann Integral Exercises Function of Bounded Variation; The Riemann-Stieltjes Integral Functions of Bounded Variation Rectifiable Curves The Reiman-Stieltjes Integral Further Results About the Reimann-Stieltjes Integrals Exercises Lebesgue Measure and Outer Measure Lebesgue Outer Measures; The Cantor Set. Lebesgue Measurable Sets Two Properties of Lebesgue Measure Characterizations of Measurability Lipschitz Transformations of Rn A Nonmeasurable Set. Exercises Lebesgue Measurable Functions Elementary Properties of Measurable Functions. Semicontinuous Functions Properties of Measurable Functions; Egorov's Theorem and Lusin's Theorem Convergence in Measure Exercises The Lebesgue Integral Definition of the Integral of a Nonnegative Function Properties of the Integral he Integral of an Arbitrary Measurable f A Relation Between Riemann-Stieltjes and Lebesgue Integrals; the LP Spaces, 0