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Measure Theory and Integration (Graduate Studies in Mathematics)
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Description for Measure Theory and Integration (Graduate Studies in Mathematics)
Hardcover. Offers a treatment of measure and integration that begins with a brief review of the Riemann integral and proceeds to a construction of Lebesgue measure on the real line. This text also treats probabilistic concepts, in chapters on ergodic theory, probability spaces and random variables, Wiener measure and Brownian motion, and martingales. Series: Graduate Studies in Mathematics. Num Pages: 319 pages, Illustrations. BIC Classification: PB. Category: (UP) Postgraduate, Research & Scholarly; (UU) Undergraduate. Weight in Grams: 765.
This self-contained treatment of measure and integration begins with a brief review of the Riemann integral and proceeds to a construction of Lebesgue measure on the real line. From there the reader is led to the general notion of measure, to the construction of the Lebesgue integral on a measure space, and to the major limit theorems, such as the Monotone and Dominated Convergence Theorems. The treatment proceeds to $L^p$ spaces, normed linear spaces that are shown to be complete (i.e., Banach spaces) due to the limit theorems. Particular attention is paid to $L^2$ spaces as Hilbert spaces, with a ... Read more
This self-contained treatment of measure and integration begins with a brief review of the Riemann integral and proceeds to a construction of Lebesgue measure on the real line. From there the reader is led to the general notion of measure, to the construction of the Lebesgue integral on a measure space, and to the major limit theorems, such as the Monotone and Dominated Convergence Theorems. The treatment proceeds to $L^p$ spaces, normed linear spaces that are shown to be complete (i.e., Banach spaces) due to the limit theorems. Particular attention is paid to $L^2$ spaces as Hilbert spaces, with a ... Read more
Product Details
Publisher
American Mathematical Society
Format
Hardback
Publication date
2006
Series
Graduate Studies in Mathematics
Condition
New
Weight
764g
Place of Publication
Providence, United States
ISBN
9780821841808
SKU
V9780821841808
Shipping Time
Usually ships in 15 to 20 working days
Ref
99-2
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