Integration theory (Q760514)

The aim of this book is to present and compare the approaches to Lebesgue integration in the circle line, that distinguishes this work from many other books. The common part of the usual methods (catch words: Carathéodory, Bourbaki, Daniel) consists of obtaining somehow a space B of basic functions on a set S, together with a positive linear functional I on B that has a certain continuity property. Then one enlarges B to a complete space L, and extends I to a positive linear functional (again denoted by I) on L. In the situation thus obtained, denoted symbolically by L(L,I) or L, one has Lebesgue's dominated convergence theorem, which is really at the heart of any theory of integration. The book is divided into seven chapters. Chapter 0 contains some preliminary material. In Chapter 1 the stations of the circle line are developed, the connections between stations are described. In Chapter 2, the theory of integration is further developed; one meets measurability, \(L^ p\)-spaces and local null functions. The Chapter 3 is devoted to integration on measure spaces. The purpose of the next chapter is to investigate the integration on locally compact Hausdorff spaces. The final two chapters are not related to the circle line. Chapter 5 is about signed measure. The main result is the Radon-Nikodym theorem; an important application of this theorem is the identification of continuous linear functionals on \(L^ p\) \((1\leq p<\infty)\). Classical question about the relationship between differentiation and integration on \({\mathbb{R}}\) are treated here. The integration on the product of two spaces is the subject of Chapter 6. There is a section on Fourier theory in \(L^ 2({\mathbb{R}})\) and the final section contains an application of the Radon-Nikodym theorem together with product measures to a question about stochastic processes. Each chapter is preceded by a short survey of definitions and basic theorems. The exposure is accessible, attractive and contains a lot of exercises. Detailed proofs and comments are given and the state of the art in the investigated area is revealed. The book ends with a list of conditions, processes and symbols. The accurate mathematical language and the elegant style of A. J. E. M. Janssen and P. van der Steen offer to the reader an excellent treatment of the matter and so it is a valuable book for many people, from specialists to all interested in mathematics.