Measure and Integral PDF Download

Author: Richard Wheeden
Publisher: CRC Press
ISBN: 1482229536
Category : Mathematics
Languages : en
Pages : 289

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Book Description
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.

Author: Richard L. Wheeden
Publisher: CRC Press
ISBN: 1498702902
Category : Mathematics
Languages : en
Pages : 524

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Book Description
Now considered a classic text on the topic, Measure and Integral: An Introduction to Real Analysis provides an introduction to real analysis by first developing the theory of measure and integration in the simple setting of Euclidean space, and then presenting a more general treatment based on abstract notions characterized by axioms and with less

Author: Martin Brokate
Publisher: Birkhäuser
ISBN: 331915365X
Category : Mathematics
Languages : en
Pages : 172

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Book Description
The Lebesgue integral is an essential tool in the fields of analysis and stochastics and for this reason, in many areas where mathematics is applied. This textbook is a concise, lecture-tested introduction to measure and integration theory. It addresses the important topics of this theory and presents additional results which establish connections to other areas of mathematics. The arrangement of the material should allow the adoption of this textbook in differently composed Bachelor programmes.

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/

Author: G. E. Shilov
Publisher: Courier Corporation
ISBN: 0486165612
Category : Mathematics
Languages : en
Pages : 258

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Book Description
This treatment examines the general theory of the integral, Lebesque integral in n-space, the Riemann-Stieltjes integral, and more. "The exposition is fresh and sophisticated, and will engage the interest of accomplished mathematicians." — Sci-Tech Book News. 1966 edition.

Author: Marek Capinski
Publisher: Springer Science & Business Media
ISBN: 1447136314
Category : Mathematics
Languages : en
Pages : 229

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Book Description
This very well written and accessible book emphasizes the reasons for studying measure theory, which is the foundation of much of probability. By focusing on measure, many illustrative examples and applications, including a thorough discussion of standard probability distributions and densities, are opened. The book also includes many problems and their fully worked solutions.

Author: Sergei Ovchinnikov
Publisher: Springer Science & Business Media
ISBN: 1461471966
Category : Mathematics
Languages : en
Pages : 146

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Book Description
This classroom-tested text is intended for a one-semester course in Lebesgue’s theory. With over 180 exercises, the text takes an elementary approach, making it easily accessible to both upper-undergraduate- and lower-graduate-level students. The three main topics presented are measure, integration, and differentiation, and the only prerequisite is a course in elementary real analysis. In order to keep the book self-contained, an introductory chapter is included with the intent to fill the gap between what the student may have learned before and what is required to fully understand the consequent text. Proofs of difficult results, such as the differentiability property of functions of bounded variations, are dissected into small steps in order to be accessible to students. With the exception of a few simple statements, all results are proven in the text. The presentation is elementary, where σ-algebras are not used in the text on measure theory and Dini’s derivatives are not used in the chapter on differentiation. However, all the main results of Lebesgue’s theory are found in the book. http://online.sfsu.edu/sergei/MID.htm

Author: Beloslav Riecan
Publisher: Springer Science & Business Media
ISBN: 9401589194
Category : Mathematics
Languages : en
Pages : 389

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Book Description
The present book is a monograph including some recent results of mea sure and integration theory. It concerns three main ideas. The first idea deals with some ordering structures such as Riesz spaces and lattice or dered groups, and their relation to measure and integration theory. The second is the idea of fuzzy sets, quite new in general, and in measure theory particularly. The third area concerns some models of quantum mechanical systems. We study mainly models based on fuzzy set theory. Some recent results are systematically presented along with our suggestions for further development. The first chapter has an introductory character, where we present basic definitions and notations. Simultaneously, this chapter can be regarded as an elementary introduction to fuzzy set theory. Chapter 2 contains an original approach to the convergence of sequences of measurable functions. While the notion of a null set can be determined uniquely, the notion of a set of "small" measure has a fuzzy character. It is interesting that the notion of fuzzy set and the notion of a set of small measure (described mathematically by so-called small systems) were introduced independently at almost the same time. Although the axiomatic systems in both theories mentioned are quite different, we show that the notion of a small system can be considered from the point of view of fuzzy sets.

Author: D. Denneberg
Publisher: Springer Science & Business Media
ISBN: 9401724342
Category : Mathematics
Languages : en
Pages : 182

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Book Description
Non-Additive Measure and Integral is the first systematic approach to the subject. Much of the additive theory (convergence theorems, Lebesgue spaces, representation theorems) is generalized, at least for submodular measures which are characterized by having a subadditive integral. The theory is of interest for applications to economic decision theory (decisions under risk and uncertainty), to statistics (including belief functions, fuzzy measures) to cooperative game theory, artificial intelligence, insurance, etc. Non-Additive Measure and Integral collects the results of scattered and often isolated approaches to non-additive measures and their integrals which originate in pure mathematics, potential theory, statistics, game theory, economic decision theory and other fields of application. It unifies, simplifies and generalizes known results and supplements the theory with new results, thus providing a sound basis for applications and further research in this growing field of increasing interest. It also contains fundamental results of sigma-additive and finitely additive measure and integration theory and sheds new light on additive theory. Non-Additive Measure and Integral employs distribution functions and quantile functions as basis tools, thus remaining close to the familiar language of probability theory. In addition to serving as an important reference, the book can be used as a mathematics textbook for graduate courses or seminars, containing many exercises to support or supplement the text.

Author: Konrad Jacobs
Publisher: Academic Press
ISBN: 1483263045
Category : Mathematics
Languages : en
Pages : 592

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Book Description
Probability and Mathematical Statistics: Measure and Integral provides information pertinent to the general mathematical notions and notations. This book discusses how the machinery of ?-extension works and how ?-content is derived from ?-measure. Organized into 16 chapters, this book begins with an overview of the classical Hahn–Banach theorem and introduces the Banach limits in the form of a major exercise. This text then presents the Daniell extension theory for positive ?-measures. Other chapters consider the transform of ?-contents and ?-measures by measurable mappings and kernels. This text is also devoted to a thorough study of the vector lattice of signed contents. This book discusses as well an abstract regularity theory and applied to the standard cases of compact, locally compact, and Polish spaces. The final chapter deals with the rudiments of the Krein–Milman theorem, along with some of their applications. This book is a valuable resource for graduate students.