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Item Details
Title: MEASURE THEORY AND INTEGRATION
By: Michael Eugene Taylor
Format: Hardback

List price: £87.00


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ISBN 10: 0821841807
ISBN 13: 9780821841808
Publisher: AMERICAN MATHEMATICAL SOCIETY
Pub. date: 1 August, 2006
Series: Graduate Studies in Mathematics No. 76
Pages: 319
Description: Offers a treatment of measure and integration that begins with a brief review of the Riemann integral and proceeds to a construction of Lebesgue measure on the real line. This text also treats probabilistic concepts, in chapters on ergodic theory, probability spaces and random variables, Wiener measure and Brownian motion, and martingales.
Synopsis: 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 $L^p$ spaces, normed linear spaces that are shown to be complete (i.e., Banach spaces) due to the limit theorems. Particular attention is paid to $L^2$ 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 of differential 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.
Illustrations: Illustrations
Publication: US
Imprint: American Mathematical Society
Returns: Returnable
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