scientific article; zbMATH DE number 1017538

Introductory exposition (textbooks, tutorial papers, etc.) pertaining to real functions (26-01) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to measure and integration (28-01)

Review text

This introductory level text on integration and measure theory has the avowed purpose of making the presentation more interesting by developing the Lebesgue-Stieltjes integral from the Riemann-Stieltjes integral without reference to measures. The very complete development of the Riemann and Riemann-Stieltjes integrals (including a characterization of Riemann-Stieltjes integrability) and ensuing development of the Lebesgue and Lebesgue-Stieltjes integrals on the real line make up the first fourth of the text. Some proofs in this first part, such as that of Arzelà's Theorem for a uniformly bounded sequence of Riemann integrable functions (stated in Section 1.1 on page 6 but proved in Section 6.4 on page 84), are understandably more difficult and intricate without the advantage of measure theory. The balance of the text presents standard topics of measure theory using generally standard approaches. This strategy has some trade-offs: more structure must be built up to develop the Lebesgue-Stieltjes integral in the absence of measure theory and some theorems (e.g., the Monotone Convergence Theorem) must be proved twice, first for Lebesgue-Stieltjes integrals and then for abstract integrals. It is true that the Lebesgue theory, including the Lebesgue \(\sigma\)-algebra and measurability of functions, can be gotten from the Lebesgue integral, but not without a bit of work. The measure theory section for the most part shows little dependence on the first fourth of the text, progressing through algebras and \(\sigma\)-algebras of sets, measurable functions, measures, Lebesgue-Stieltjes measures (which does draw on the first part), abstract integration, Lebesgue spaces and their duals, absolute continuity of measures and the Radon-Nikodým theorem, product measures, Lebesgue integration on \(n\)-dimensional euclidean space, various decompositions, differentiation, modes of convergence, measures on locally compact spaces and associated representation theorems, Hausdorff measures and Lorentz spaces. At many points in the text, reference is made to results which are proved or developed later in the text, sometimes many sections or chapters later, together with lists of pertinent theorems or exercises. An expert might recognize the significance of these references, but they will be less valuable for students. The style is more verbal than typical for a graduate text, both in section/chapter introductions and proofs. Similarly, definitions often rely more on verbal descriptions and less on symbolic notation. The text includes a large number of exercises of varying degrees of difficulty but has no bibliography. Some of the more unusual aspects are the proof of Minkowski's inequality without use of Hölder's inequality, inclusion properties of Lebesgue spaces, spherical coordinates on the unit sphere in \(n\)-dimensional euclidean space, and the proof of the Radon-Nikodým theorem using a sequence of Radon-Nikodým derivatives on finite sub-\(\sigma\)-algebras.

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