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Item Details
Title: CONCISE INTRODUCTION TO THE THEORY OF INTEGRATION, A
By: Daniel W. Stroock
Format: Hardback

List price: £26.00


We currently do not stock this item, please contact the publisher directly for further information.

ISBN 10: 9810201451
ISBN 13: 9789810201456
Publisher: WORLD SCIENTIFIC PUBLISHING CO PTE LTD
Pub. date: 1 March, 1990
Series: Series In Pure Mathematics 12
Pages: 160
Synopsis: The choice of topics included in this book, as well as the presentation of those topics, has been guided by the author's experience in teaching this material to classes consisting of advanced graduate students who are not concentrating in mathematics. This book contains an introduction to the modern theory of integration with a strong emphasis on the case of LEBESGUE's measure for (RN and eye toward applications to real analysis and probability theory. Following a brief review of the classical RIEMANN theory in Chapter I, the details of LEBESGUE's construction are given in Chapter II, which also contains a derivation of the transformation properties of LEBESGUE's measure under linear maps. Chapter III is devoted to LEBESGUE's theory of integration of real-valued functions on a general measure space. Besides the basic convergence theorems, this chapter introduces product measures and FUBINI's Theorem. In Chapter IV, various topics having to do with the transformation properties of measures are derived. These include: the representation of general integrals in terms of RIEMANN integrals with respect to the distribution function, polar coordinates, JACOBI's transformation formula and finally the introduction of surface measure followed by a proof of the Divergence Theorem. A few of the basic inequalitites of measure theory are derived in Chapter V. In particular, the inequalities of JENSEN, MINKOWSKI and HOELDER are presented. Finally, Chapter VI starts with the DANIELL integral and its applications to the CARATHEODORY Extension and RIESZ Representation Theorems. It closes with VON NEUMANN's derivation of the RADON-NIKODYM Theorem.
Publication: Singapore
Imprint: World Scientific Publishing Co Pte Ltd
Returns: Returnable
Some other items by this author:
A CONCISE INTRODUCTION TO ANALYSIS (PB)
A CONCISE INTRODUCTION TO INTEGRATION THEORY (HB)
A CONCISE INTRODUCTION TO THE THEORY OF INTEGRATION (HB)
A CONCISE INTRODUCTION TO THE THEORY OF INTEGRATION (HB)
AN INTRODUCTION TO MARKOV PROCESSES (HB)
AN INTRODUCTION TO MARKOV PROCESSES (PB)
AN INTRODUCTION TO MARKOV PROCESSES (PB)
AN INTRODUCTION TO THE ANALYSIS OF PATHS ON A RIEMANNIAN MANIFOLD (PB)
ELEMENTS OF STOCHASTIC CALCULUS AND ANALYSIS (HB)
ESSENTIALS OF INTEGRATION THEORY FOR ANALYSIS
ESSENTIALS OF INTEGRATION THEORY FOR ANALYSIS (HB)
ESSENTIALS OF INTEGRATION THEORY FOR ANALYSIS (HB)
ESSENTIALS OF INTEGRATION THEORY FOR ANALYSIS (PB)
GAUSSIAN MEASURES IN FINITE AND INFINITE DIMENSIONS
LARGE DEVIATIONS (HB)
LECTURES ON STOCHASTIC ANALYSIS: DIFFUSION THEORY
LECTURES ON STOCHASTIC ANALYSIS: DIFFUSION THEORY (HB)
LECTURES ON STOCHASTIC ANALYSIS: DIFFUSION THEORY (PB)
MALLIAVIN CALCULUS AT SAINT-FLOUR (PB)
MARKOV PROCESSES FROM K. ITO'S PERSPECTIVE (AM-155)
MARKOV PROCESSES FROM K. ITO'S PERSPECTIVE (AM-155) (PB)
MARKOV PROCESSES FROM K. ITO'S PERSPECTIVE (HB)
MATHEMATICS OF PROBABILITY
MULTIDIMENSIONAL DIFFUSION PROCESSES (HB)
MULTIDIMENSIONAL DIFFUSION PROCESSES (HB)
MULTIDIMENSIONAL DIFFUSION PROCESSES (PB)
PARTIAL DIFFERENTIAL EQUATIONS FOR PROBABILISTS
PARTIAL DIFFERENTIAL EQUATIONS FOR PROBABILISTS
PARTIAL DIFFERENTIAL EQUATIONS FOR PROBABILISTS (HB)
PARTIAL DIFFERENTIAL EQUATIONS FOR PROBABILISTS (PB)
PROBABILITY THEORY
PROBABILITY THEORY (HB)
PROBABILITY THEORY (PB)
PROBABILITY THEORY, AN ANALYTIC VIEW (HB)
PROBABILITY THEORY, AN ANALYTIC VIEW (PB)
SELECTED PAPERS (HB)
THE LEGACY OF NORBERT WIENER (HB)

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