Advanced integration theory

MaRDI QIDQ4220408zbMATH OpenFDO

Authors Wolfgang Filter, K. Weber, Corneliu Constantinescu, Alexia Sontag

Publication date 23 November 1998

\(L^p\)-spaces continuity integration theory real functions real-valued measures vector lattices

Introductory exposition (textbooks, tutorial papers, etc.) pertaining to measure and integration (28-01) Research exposition (monographs, survey articles) pertaining to measure and integration (28-02)

Review text

This book develops a complete and general integration theory using the Daniell method. The integral used here was defined in the book of \textit{C. Constantinescu} and \textit{K. Weber} (in collaboration with \textit{A. Sontag}); ``Integration theory: Measure and integral (1985; Zbl 0565.28001), and it coincides with the usual one in the case of Radon measures on Hausdorff spaces. Chapter 1 is devoted to the theory of vector lattices, Chapter 2 develops the notions of integral and measure, Chapter 3 is dedied to \(L^p\)-spaces and Chapter 4 treats about real measures and their integrals. Absolute continuity for measures and the Radon-Nikodým theorem are presented in Chapter 5 describing also the duality for \(L^p\)-spaces. Finally, Chapter 6 is devoted to the classical integration theory. Here, the relation of functions of locally finite variation to Stieltjes measures, and the subspace of the absolutely continuous functions, are studied. Furthermore, the Vitali covering theorem is proved in a rather general form, and several questions about differentiable functions and the space of multiply differentiable functions are examined. Chapter 6 ends studying the Riemann-Stieltjes integrals. All sections contain various kinds of exercises with accompanying suggestions and commentaries. Many of such exercises are of interest in themselves. A brief section with historical remarks is also included. The book is essentially self-contained and only a background in elementary real analysis is required.

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