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_c₹ 1270.00
040 _bENG
_cIISER-BPR
041 _aENG
082 _a515.42
_bTAY
_223rd
100 _aTaylor, Michael
_91097
222 _aMathematics
245 0 _aMeasure theory and integration
250 _a1st ed.
260 _aRhode Island:
_bAmerican Mathematical Society,
_cc2012.
300 _axiii, 319p. :
_c24cm
440 _aGraduate Studies in Mathematics
_vVol. 76
_92623
504 _aIncludes appendices, bibliographic references, symbol index and subject index.
520 _aThis 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 Lp spaces, normed linear spaces that are shown to be complete (i.e., Banach spaces) due to the limit theorems. Particular attention is paid to L2 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.
650 _aMathematics
_92624
650 _aAnalysis
_92625
650 _aTheory of measure and integration
_92626
650 _aMeasure theory
_92627
650 _aIntegration
_92628
942 _cBK
_2ddc
942 _2ddc
947 _a1270
948 _a22
999 _c4237
_d4237