By Nicolas Lerner

This textbook offers an in depth remedy of summary integration concept, building of the Lebesgue degree through the Riesz-Markov Theorem and likewise through the Carathéodory Theorem. it's also a few undemanding homes of Hausdorff measures in addition to the elemental homes of areas of integrable services and conventional theorems on integrals reckoning on a parameter. Integration on a product area, switch of variables formulation in addition to the development and learn of classical Cantor units are taken care of intimately. Classical convolution inequalities, akin to Young's inequality and Hardy-Littlewood-Sobolev inequality are confirmed. The Radon-Nikodym theorem, notions of harmonic research, classical inequalities and interpolation theorems, together with Marcinkiewicz's theorem, the definition of Lebesgue issues and Lebesgue differentiation theorem are extra issues integrated. a close appendix offers the reader with quite a few components of uncomplicated arithmetic, comparable to a dialogue round the calculation of antiderivatives or the Gamma functionality. The appendix additionally presents extra complicated fabric equivalent to a few easy homes of cardinals and ordinals that are worthy within the examine of measurability.

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**A Course on Integration Theory: including more than 150 exercises with detailed answers**

This textbook presents an in depth therapy of summary integration concept, development of the Lebesgue degree through the Riesz-Markov Theorem and likewise through the Carathéodory Theorem. it is also a few basic houses of Hausdorff measures in addition to the elemental houses of areas of integrable services and traditional theorems on integrals looking on a parameter.

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**Additional resources for A Course on Integration Theory: including more than 150 exercises with detailed answers**

**Sample text**

A. Beppo Levi Theorem). Let (X, M, μ) be a measure space where μ is a positive measure. Let (fn )n≥0 be a sequence of measurable functions X → R+ . , fn converges pointwise increasingly towards f . Then the function f is measurable and fn dμ = sup lim n→∞ X n≥0 fn dμ = X f dμ. X We can note that the convergence assumption is reduced to pointwise convergence. Of course, without the additional hypothesis of monotonicity, the result is not true in general22 . Proof. 4 implies that the sequence ( X fn dμ)n∈N is increasing and bounded from above by X f dμ.

Moreover 0 ≤ g n ≤ f 1N c () and f 1N c ∈ L1 (μ). 5 shows that ( ) and ( ) imply the convergence of gn towards 0 in L1 (μ). From ( ),we get f dμ ≤ nμ(E) + θn , 0≤ with θn −→ 0+ . E n→+∞ Let > 0 be given: ∃N ∈ N such that θN < /2. Deﬁning α = indeed α > 0), we get for μ(E) ≤ α, 0≤ f dμ ≤ E N + θN < /2 + /2 = , 2N + 1 2N +1 (we have qed. A slightly shorter reasoning from ( ) would be ∀n ∈ N, 0 ≤ lim sup μ(E)→0 f dμ ≤ θn =⇒ 0 ≤ lim sup E μ(E)→0 f dμ ≤ lim θn = 0. 8 Notes Let us follow alphabetically the names of mathematicians encountered in our text above.

Typically, it is our goal to prove that, under a rather mild convergence assumption of a sequence fn towards f , we obtain as well the convergence of the sequence X fn dμ towards X f dμ (at any rate, our convergence assumption on the fn will be much weaker than uniform convergence). It is also certainly a great achievement of Lebesgue theory of integration to provide a vector space of integrable functions which is actually a Banach space. Our ﬁrst convergence theorem is due to Beppo Levi. a. Beppo Levi Theorem).