Measure and Integration

Catalog description

Rigorous treatment of integration and measure theory. General measures and measurable functions. Lebesgue measure and Lebesgue integral. Approximation of functions. Lebesgue's Monotone and Dominated Convergence Theorems. Signed measures and total variation of measures. Radon-Nikodym Theorem. Lebesgue-Stieltjes measures and integrals. Product measures and Fubini's theorem.