The General Theory of Integration

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Written by one of the subject's foremost experts, this is the first book on division space integration theory. It is intended to present a unified account of many classes of integrals including the Lebesgue-Bochner, Denjoy-Perron gauge, Denjoy-Hincin, Cesaro-Perron, and Marcinkiewicz-Zygmund integrals. Professor Henstock develops here the general axiomatic theory of Riemann-type integration from first principles in such a way that familiar classes of integrals (such as Lebesgue and Wiener integrals) are subsumed into the general theory in a systematic fashion. In particular, the theory seeks to place Feynman integration on a secure analytical footing. By adopting an axiomatic approach, proofs are, in general, simpler and more transparent than have previously appeared. The author also shows how one proof can prove corresponding results for a wide variety of integrals. As a result, this book will be the central reference work in this subject for many years to come. Readership: Research workers and advanced graduate students in analysis; some mathematicians and theoretical physicists whose work touches on the Wiener and Feynman integrals

Author(s): Ralph Henstock
Series: Oxford Mathematical Monographs
Publisher: Oxford University Press
Year: 1991

Language: English
Pages: C, xii+262, B

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Series Editors

Publications of OXFORD MATHEMATICAL MONOGRAPHS

The General Theory of Integration

© Ralph Henstock 1991
ISBN 0-19-853566-X
QA311. H54 1991 515' 4-dc20
LCCN 90020901

PREFACE

CONTENTS

CHAPTER 0 INTRODUCTION AND PREREQUISITES
0.1 INTRODUCTION: THE CALCULUS, LEBESGUE, AND GAUGE (KURZWEIL-HENSTOCK) INTEGRALS
0.2 BASIC DEFINITIONS FOR SIMPLE SET THEORY
0.3 BASIC DEFINITIONS FOR ALGEBRA
0.4 BASIC DEFINITIONS AND THEORY FOR TOPOLOGY
0.5 BASIC DEFINITIONS AND THEORY FOR ORDER
0.6 SHORT HISTORY OF INTEGRATION

CHAPTER 1 DIVISION SYSTEMS AND DIVISION SPACES
1.1 DEFINITIONS
1.2 THE NORM INTEGRAL (HENSTOCK (1968b, pp. 219-20, Ex. 43.1))
1.3 THE REFINEMENT INTEGRAL (HENSTOCK (1968b, p. 220, Ex. 43.2))
1.4 THE GAUGE (KURZWEIL-HENSTOCK) INTEGRAL (HENSTOCK (1968b, pp. 220, 221, Ex. 43.3; and 1988a))
1.5 THE GAUGE INTEGRAL, ASSOCIATED POINTS AT VERTICES, AND INFINITE INTERVALS
1.6 McSHANE'S MODIFICATION, GIVING ABSOLUTE INTEGRALS
1.7 SYMMETRIC INTERVALS
1.8 THE DIVERGENCE THEOREM
1.9 THE GENERAL DENJOY INTEGRAL
1.10 BURKILL'S APPROXIMATE PERRON INTEGRAL
1.11 DIVISION SYSTEMS AND SPACES IN A TOPOLOGY

CHAPTER 2 GENERALIZED RIEMANN AND VARIATIONAL INTEGRATION IN DIVISION SYSTEMS AND DIVISION SPACES
2.1 FREE DIVISION SYSTEMS, THE FREE p-VARIATION, FREE NORM VARIATION, AND CORRESPONDING VARIATIONAL INTEGRAL, AND THE FREE VARIATION SET
2.2 FREELY DECOMPOSABLE DIVISION SYSTEMS
2.3 DIVISION SYSTEMS, THE GENERALIZED RIEMANN AND VARIATIONAL INTEGRALS, THE VARIATION, AND THE VARIATION SET
2.4 DECOMPOSABLE DIVISION SYSTEMS
2.5 DIVISION SPACES
2.6 DECOMPOSABLE DIVISION SPACES AND INTEGRATION BY SUBSTITUTION
2.7 ADDITIVE DIVISION SPACES
2.8 DECOMPOSABLE ADDITIVE DIVISION SPACES
2.9 STAR-SETS AND THE INTRINSIC TOPOLOGY
2.10 SPECIAL RESULTS

CHAPTER 3 LIMITS UNDER THE INTEGRAL SIGN, FUNCTIONS DEPENDING ON A PARAMETER
3.1 INTRODUCTION AND NECESSARY AND SUFFICIENT CONDITIONS
3.2 MONOTONE SEQUENCES AND FUNCTIONS
3.3 THE BOUNDED RIEMANN SUMS TEST AND THE MAJORIZED (DOMINATED) CONVERGENCE TEST OF ARZELA AND LEBESGUE

CHAPTER 4 DIFFERENTIATION
4.1 THE DIFFERENTIATION OF STRONG VARIATIONAL INTEGRALS
4.2 FURTHER RESULTS ON DIFFERENTIATION

CHAPTER 5 CARTESIAN PRODUCTS OF A FINITE NUMBER OF DIVISION SYSTEMS (SPACES)
5.1 FUBINI-TYPE RESULTS
5.2 TONELLI-TYPE RESULTS ON THE REVERSAL OF ORDER OF DOUBLE INTEGRALS

CHAPTER 6 INTEGRATION IN INFINITE DIMENSIONAL SPACES
6.1 INTRODUCTION
6.2 DIVISION SPACE INTEGRATION

CHAPTER 7 PERRON-TYPE, WARD-TYPE, AND CONVERGENCE-FACTOR INTEGRALS
7.1 PERRON-TYPE INTEGRALS IN FULLY DECOMPOSABLE DIVISION SPACES
7.2 WARD INTEGRALS IN DECOMPOSABLE DIVISION SYSTEMS AND SPACES
7.3 CONVERGENCE-FACTOR INTEGRALS IN FULLY DECOMPOSABLE DIVISION SPACES

CHAPTER 8 FUNCTIONAL ANALYSIS AND INTEGRATION THEORY
8.1 INTRODUCTION
8.2 YOUNG'S INEQUALITY AND ORLICZ SPACES
8.3 THE FUNCTIONAL ANALYSIS OF CONTINUOUS GENERALIZED RIEMANN INTEGRALS
8.4 DENSITY INTEGRATION

REFERENCES

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