Essentials of Integration Theory for Analysis

Essentials of Integration Theory for Analysis PDF Author: Daniel W. Stroock
Publisher: Springer Nature
ISBN: 303058478X
Category : Mathematics
Languages : en
Pages : 296

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Book Description
When the first edition of this textbook published in 2011, it constituted a substantial revision of the best-selling Birkhäuser title by the same author, A Concise Introduction to the Theory of Integration. Appropriate as a primary text for a one-semester graduate course in integration theory, this GTM is also useful for independent study. A complete solutions manual is available for instructors who adopt the text for their courses. This second edition has been revised as follows: §2.2.5 and §8.3 have been substantially reworked. New topics have been added. As an application of the material about Hermite functions in §7.3.2, the author has added a brief introduction to Schwartz's theory of tempered distributions in §7.3.4. Section §7.4 is entirely new and contains applications, including the Central Limit Theorem, of Fourier analysis to measures. Related to this are subsections §8.2.5 and §8.2.6, where Lévy's Continuity Theorem and Bochner's characterization of the Fourier transforms of Borel probability on RN are proven. Subsection 8.1.2 is new and contains a proof of the Hahn Decomposition Theorem. Finally, there are several new exercises, some covering material from the original edition and others based on newly added material.

Essentials of Integration Theory for Analysis

Essentials of Integration Theory for Analysis PDF Author: Daniel W. Stroock
Publisher: Springer Nature
ISBN: 303058478X
Category : Mathematics
Languages : en
Pages : 296

Get Book

Book Description
When the first edition of this textbook published in 2011, it constituted a substantial revision of the best-selling Birkhäuser title by the same author, A Concise Introduction to the Theory of Integration. Appropriate as a primary text for a one-semester graduate course in integration theory, this GTM is also useful for independent study. A complete solutions manual is available for instructors who adopt the text for their courses. This second edition has been revised as follows: §2.2.5 and §8.3 have been substantially reworked. New topics have been added. As an application of the material about Hermite functions in §7.3.2, the author has added a brief introduction to Schwartz's theory of tempered distributions in §7.3.4. Section §7.4 is entirely new and contains applications, including the Central Limit Theorem, of Fourier analysis to measures. Related to this are subsections §8.2.5 and §8.2.6, where Lévy's Continuity Theorem and Bochner's characterization of the Fourier transforms of Borel probability on RN are proven. Subsection 8.1.2 is new and contains a proof of the Hahn Decomposition Theorem. Finally, there are several new exercises, some covering material from the original edition and others based on newly added material.

Measure, Integration & Real Analysis

Measure, Integration & Real Analysis PDF Author: Sheldon Axler
Publisher: Springer Nature
ISBN: 3030331431
Category : Mathematics
Languages : en
Pages : 430

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Book Description
This open access textbook welcomes students into the fundamental theory of measure, integration, and real analysis. Focusing on an accessible approach, Axler lays the foundations for further study by promoting a deep understanding of key results. Content is carefully curated to suit a single course, or two-semester sequence of courses, creating a versatile entry point for graduate studies in all areas of pure and applied mathematics. Motivated by a brief review of Riemann integration and its deficiencies, the text begins by immersing students in the concepts of measure and integration. Lebesgue measure and abstract measures are developed together, with each providing key insight into the main ideas of the other approach. Lebesgue integration links into results such as the Lebesgue Differentiation Theorem. The development of products of abstract measures leads to Lebesgue measure on Rn. Chapters on Banach spaces, Lp spaces, and Hilbert spaces showcase major results such as the Hahn–Banach Theorem, Hölder’s Inequality, and the Riesz Representation Theorem. An in-depth study of linear maps on Hilbert spaces culminates in the Spectral Theorem and Singular Value Decomposition for compact operators, with an optional interlude in real and complex measures. Building on the Hilbert space material, a chapter on Fourier analysis provides an invaluable introduction to Fourier series and the Fourier transform. The final chapter offers a taste of probability. Extensively class tested at multiple universities and written by an award-winning mathematical expositor, Measure, Integration & Real Analysis is an ideal resource for students at the start of their journey into graduate mathematics. A prerequisite of elementary undergraduate real analysis is assumed; students and instructors looking to reinforce these ideas will appreciate the electronic Supplement for Measure, Integration & Real Analysis that is freely available online. For errata and updates, visit https://measure.axler.net/

Measure and Integration

Measure and Integration PDF Author: Leonard F. Richardson
Publisher: John Wiley & Sons
ISBN: 0470501146
Category : Mathematics
Languages : en
Pages : 255

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Book Description
A uniquely accessible book for general measure and integration, emphasizing the real line, Euclidean space, and the underlying role of translation in real analysis Measure and Integration: A Concise Introduction to Real Analysis presents the basic concepts and methods that are important for successfully reading and understanding proofs. Blending coverage of both fundamental and specialized topics, this book serves as a practical and thorough introduction to measure and integration, while also facilitating a basic understanding of real analysis. The author develops the theory of measure and integration on abstract measure spaces with an emphasis of the real line and Euclidean space. Additional topical coverage includes: Measure spaces, outer measures, and extension theorems Lebesgue measure on the line and in Euclidean space Measurable functions, Egoroff's theorem, and Lusin's theorem Convergence theorems for integrals Product measures and Fubini's theorem Differentiation theorems for functions of real variables Decomposition theorems for signed measures Absolute continuity and the Radon-Nikodym theorem Lp spaces, continuous-function spaces, and duality theorems Translation-invariant subspaces of L2 and applications The book's presentation lays the foundation for further study of functional analysis, harmonic analysis, and probability, and its treatment of real analysis highlights the fundamental role of translations. Each theorem is accompanied by opportunities to employ the concept, as numerous exercises explore applications including convolutions, Fourier transforms, and differentiation across the integral sign. Providing an efficient and readable treatment of this classical subject, Measure and Integration: A Concise Introduction to Real Analysis is a useful book for courses in real analysis at the graduate level. It is also a valuable reference for practitioners in the mathematical sciences.

The Theory of Measures and Integration

The Theory of Measures and Integration PDF Author: Eric M. Vestrup
Publisher: John Wiley & Sons
ISBN: 0470317957
Category : Mathematics
Languages : en
Pages : 622

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Book Description
An accessible, clearly organized survey of the basic topics of measure theory for students and researchers in mathematics, statistics, and physics In order to fully understand and appreciate advanced probability, analysis, and advanced mathematical statistics, a rudimentary knowledge of measure theory and like subjects must first be obtained. The Theory of Measures and Integration illuminates the fundamental ideas of the subject-fascinating in their own right-for both students and researchers, providing a useful theoretical background as well as a solid foundation for further inquiry. Eric Vestrup's patient and measured text presents the major results of classical measure and integration theory in a clear and rigorous fashion. Besides offering the mainstream fare, the author also offers detailed discussions of extensions, the structure of Borel and Lebesgue sets, set-theoretic considerations, the Riesz representation theorem, and the Hardy-Littlewood theorem, among other topics, employing a clear presentation style that is both evenly paced and user-friendly. Chapters include: * Measurable Functions * The Lp Spaces * The Radon-Nikodym Theorem * Products of Two Measure Spaces * Arbitrary Products of Measure Spaces Sections conclude with exercises that range in difficulty between easy "finger exercises"and substantial and independent points of interest. These more difficult exercises are accompanied by detailed hints and outlines. They demonstrate optional side paths in the subject as well as alternative ways of presenting the mainstream topics. In writing his proofs and notation, Vestrup targets the person who wants all of the details shown up front. Ideal for graduate students in mathematics, statistics, and physics, as well as strong undergraduates in these disciplines and practicing researchers, The Theory of Measures and Integration proves both an able primary text for a real analysis sequence with a focus on measure theory and a helpful background text for advanced courses in probability and statistics.

Theory of the Integral

Theory of the Integral PDF Author: Stanislaw Saks
Publisher: Franklin Classics
ISBN: 9780343289959
Category :
Languages : en
Pages : 362

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Book Description
This work has been selected by scholars as being culturally important and is part of the knowledge base of civilization as we know it. This work is in the public domain in the United States of America, and possibly other nations. Within the United States, you may freely copy and distribute this work, as no entity (individual or corporate) has a copyright on the body of the work. Scholars believe, and we concur, that this work is important enough to be preserved, reproduced, and made generally available to the public. To ensure a quality reading experience, this work has been proofread and republished using a format that seamlessly blends the original graphical elements with text in an easy-to-read typeface. We appreciate your support of the preservation process, and thank you for being an important part of keeping this knowledge alive and relevant.

Measure Theory, Probability, and Stochastic Processes

Measure Theory, Probability, and Stochastic Processes PDF Author: Jean-François Le Gall
Publisher: Springer Nature
ISBN: 3031142055
Category : Mathematics
Languages : en
Pages : 409

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Book Description
This textbook introduces readers to the fundamental notions of modern probability theory. The only prerequisite is a working knowledge in real analysis. Highlighting the connections between martingales and Markov chains on one hand, and Brownian motion and harmonic functions on the other, this book provides an introduction to the rich interplay between probability and other areas of analysis. Arranged into three parts, the book begins with a rigorous treatment of measure theory, with applications to probability in mind. The second part of the book focuses on the basic concepts of probability theory such as random variables, independence, conditional expectation, and the different types of convergence of random variables. In the third part, in which all chapters can be read independently, the reader will encounter three important classes of stochastic processes: discrete-time martingales, countable state-space Markov chains, and Brownian motion. Each chapter ends with a selection of illuminating exercises of varying difficulty. Some basic facts from functional analysis, in particular on Hilbert and Banach spaces, are included in the appendix. Measure Theory, Probability, and Stochastic Processes is an ideal text for readers seeking a thorough understanding of basic probability theory. Students interested in learning more about Brownian motion, and other continuous-time stochastic processes, may continue reading the author’s more advanced textbook in the same series (GTM 274).

Mathematics of Probability

Mathematics of Probability PDF Author: Daniel W. Stroock
Publisher: American Mathematical Soc.
ISBN: 1470409070
Category : Mathematics
Languages : en
Pages : 299

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Book Description
This book covers the basics of modern probability theory. It begins with probability theory on finite and countable sample spaces and then passes from there to a concise course on measure theory, which is followed by some initial applications to probability theory, including independence and conditional expectations. The second half of the book deals with Gaussian random variables, with Markov chains, with a few continuous parameter processes, including Brownian motion, and, finally, with martingales, both discrete and continuous parameter ones. The book is a self-contained introduction to probability theory and the measure theory required to study it.

An Introduction to Integration and Measure Theory

An Introduction to Integration and Measure Theory PDF Author: Ole A. Nielsen
Publisher: Wiley-Interscience
ISBN:
Category : Mathematics
Languages : en
Pages : 504

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Book Description
This book describes integration and measure theory for readers interested in analysis, engineering, and economics. It gives a systematic account of Riemann-Stieltjes integration and deduces the Lebesgue-Stieltjes measure from the Lebesgue-Stieltjes integral.

Analysis in Banach Spaces

Analysis in Banach Spaces PDF Author: Tuomas Hytönen
Publisher: Springer
ISBN: 3319485202
Category : Mathematics
Languages : en
Pages : 614

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Book Description
The present volume develops the theory of integration in Banach spaces, martingales and UMD spaces, and culminates in a treatment of the Hilbert transform, Littlewood-Paley theory and the vector-valued Mihlin multiplier theorem. Over the past fifteen years, motivated by regularity problems in evolution equations, there has been tremendous progress in the analysis of Banach space-valued functions and processes. The contents of this extensive and powerful toolbox have been mostly scattered around in research papers and lecture notes. Collecting this diverse body of material into a unified and accessible presentation fills a gap in the existing literature. The principal audience that we have in mind consists of researchers who need and use Analysis in Banach Spaces as a tool for studying problems in partial differential equations, harmonic analysis, and stochastic analysis. Self-contained and offering complete proofs, this work is accessible to graduate students and researchers with a background in functional analysis or related areas.

Essentials of Mechanical Stress Analysis

Essentials of Mechanical Stress Analysis PDF Author: Amir Javidinejad
Publisher: CRC Press
ISBN: 1000845826
Category : Science
Languages : en
Pages : 267

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Book Description
Essentials of Mechanical Stress Analysis, updated for the second edition, covers stress analysis from an interdisciplinary perspective. Discussing techniques and theories essential to analysing structures, the book covers both analytical and numerical approaches. The second edition adds new topics and updates research to follow current advances in the field. New sections on material properties, composite materials and finite element analysis enable the reader to further establish the fundamental theory behind material behaviour and the causes of stress and strain. Also covering beams, plates, columns and elastic instability, the book discusses fatigue, life cycle, energy methods and MathCAD sample code. As a clear and comprehensive guide to stress and structural analysis, this book is relevant to students and scholars in the fields of mechanical, aerospace and civil engineering, as well as materials science.