An Introduction to Measure and Integration by Inder K. Rana

By Inder K. Rana

Integration is likely one of the cornerstones of study. because the primary paintings of Lebesgue, integration has been interpreted when it comes to degree conception. This introductory textual content begins with the ancient improvement of the inspiration of the imperative and a evaluate of the Riemann vital. From right here, the reader is of course resulted in the honor of the Lebesgue vital, the place summary integration is built through degree concept. the real simple issues are all coated: the basic Theorem of Calculus, Fubini's Theorem, Lp areas, the Radon-Nikodym Theorem, switch of variables formulation, and so on.

The ebook is written in an off-the-cuff type to make the subject material simply available. options are built with assistance from motivating examples, probing questions, and plenty of workouts. it'd be appropriate as a textbook for an introductory direction at the subject or for self-study.

For this variation, extra workouts and 4 appendices were added.

The AMS continues specific distribution rights for this version in North the US and nonexclusive distribution rights around the globe, apart from India, Pakistan, Bangladesh, Nepal, Bhutan, Sikkim, and Sri Lanka.

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Additional resources for An Introduction to Measure and Integration

Example text

Let t E [a, b] be any accumulation point of D. , w(f, t) < e. Then there exists some St > 0 such that w(f, I) < e, where I = (t-6t,t+6t)n [a, b]. But then for every interval J such that t E J C I, we have w(f, J) < e. Hence w(f, y) < e for every y E I. Thus, I n D, _ 0, a contradiction to the fact that t is an accumulation point of DE . Hence t E DE and DE is a closed subset of [a, b]. 16. Theorem: Let f ][8 be a bounded function such that D :_ {x E [a, b] I w(f, x) > Of is a null set. Then f is Riemann integrable.

Geometrically, L(P, f) approximates the required area from `inside' (see Figure 2), and U(P, f ) approximates the required area from `outside' (see Figure 3). , every point in P1 is also a point in P2, then P2 is called a refinement of Pl. Given any two partitions Pl and P2, Pl U P2 is also a partition of [a, b]. In fact, P1 U P2 is a refinement of both Pl and P2 and is called the common refinement of Pl and P2. We first prove the intuitively obvious result: as we refine a partition, the approximations U(P, f) and L(P, f) improve.

Theorem (G. Darboux): Let f [a, b] ) II8 be a bounded function. Then f is R-integrable if f is Riemann integrable, and in that 1. Riemann integration 18 case b f f(x)dx= Q II1 m S(P, f) Proof: See Apostol [2]. 2. Characterization of Riemann integrable functions Let R[a, b] denote the set of all functions f : [a, b] I[8 which are Riemann integrable. Our next theorem describes some properties of R[a, b] and the ) map f H fa f(x)dx for f E R[a, b]. 1. Theorem: Let f, g : [a, b] ) functions and a be any real number.