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Measure and Integration Theory

3/5 ( ratings)

This book gives a straightforward introduction to the field as it is nowadays required in many branches of analysis and especially in probability theory. The first three chapters basically follow the clear and approved exposition given in the author's earlier book on "Probability Theory and Measure Theory." Special emphasis is laid on a complete discussion of the transformation of measures and integration with respect to the product measure, convergence theorems, parameter depending integrals, as well as the Radon-Nikodym theorem.

The final chapter, essentially new and written in a clear and concise style, deals with the theory of Radon measures on Polish or locally compact spaces. With the main results being Luzin's theorem, the Riesz representation theorem, the Portmanteau theorem, and a characterization of locally compact spaces which are Polish, this chapter is a true invitation to study topological measure theory.

The text addresses graduate students, who wish to learn the fundamentals in measure and integration theory as needed in modern analysis and probability theory. It will also be an important source for anyone teaching such a course.

Language: English

Pages: 246

Format: Hardcover

Publisher: Walter de Gruyter

Release: June 21, 2001

ISBN: 3110167190

ISBN 13: 9783110167191

Measure and Integration Theory

3/5 ( ratings)

This book gives a straightforward introduction to the field as it is nowadays required in many branches of analysis and especially in probability theory. The first three chapters basically follow the clear and approved exposition given in the author's earlier book on "Probability Theory and Measure Theory." Special emphasis is laid on a complete discussion of the transformation of measures and integration with respect to the product measure, convergence theorems, parameter depending integrals, as well as the Radon-Nikodym theorem.

The final chapter, essentially new and written in a clear and concise style, deals with the theory of Radon measures on Polish or locally compact spaces. With the main results being Luzin's theorem, the Riesz representation theorem, the Portmanteau theorem, and a characterization of locally compact spaces which are Polish, this chapter is a true invitation to study topological measure theory.

The text addresses graduate students, who wish to learn the fundamentals in measure and integration theory as needed in modern analysis and probability theory. It will also be an important source for anyone teaching such a course.

Language: English

Pages: 246

Format: Hardcover

Publisher: Walter de Gruyter

Release: June 21, 2001

ISBN: 3110167190

ISBN 13: 9783110167191

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