The Integrals of Lebesgue, Denjoy, Perron, and Henstock

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This book provides an elementary, self-contained presentation of the integration processes developed by Lebesgue, Denjoy, Perron, and Henstock. The Lebesgue integral and its essential properties are first developed in detail. The other three integrals are all generalizations of the Lebesgue integral that satisfy the ideal version of the Fundamental Theorem of Calculus: if F is differentiable on the interval [a,b], then F′ is integrable on [a,b] and ∫baF′=F(b)−F(a). One of the book's unique features is that the Denjoy, Perron, and Henstock integrals are each developed fully and carefully from their corresponding definitions. The last part of the book is devoted to integration processes which satisfy a theorem analogous to the Fundamental Theorem, in which F is approximately differentiable. This part of this book is preceded by a detailed study of the approximate derivative and ends with some open questions. This book contains over 230 exercises (with solutions) that illustrate and expand the material in the text. It would be an excellent textbook for first-year graduate students who have background in real analysis. Readership: First year graduate students in mathematics.

Author(s): Russell A. Gordon
Series: Graduate Studies in Mathematics, Vol.4
Publisher: American Mathematical Society
Year: 1994

Language: English
Pages: C+xi+395+B

Cover

Graduate Studies in Mathematics VOLUME 4

The Integrals of Lebesgue, Denjoy, Perron, and Henstock

Copyright

© Copyright 1994 by the American Mathematical Society

ISBN 0-8218-3805-9

QA312.G63 1994 515' .42--dc20

LCCN 94-19080

Dedicated To Brenda and Charles

Contents

Preface

Chapter 1. Lebesgue Measure

Exercises

Chapter 2. Measurable Functions

Exercises

Chapter 3. The Lebesgue Integral

Exercises

Chapter 4. Bounded Variation and Absolute Continuity

Exercises

Chapter 5. Darboux and Baire Class One Functions

Exercises

Chapter 6. Functions of Generalized Bounded Variation

Exercises

Chapter 7. The Denjoy Integral

Exercises

Chapter 8. The Perron Integral

Exercises

Chapter 9. The Henstock Integral

Exercises

Chapter 10. The McShane Integral

Exercises

Chapter 11. Equivalence of Integrals

Exercises

Chapter 12. Integration by Parts

Exercises

Chapter 13. Convergence Theorems

Exercises

Chapter 14. Approximate Derivatives

Exercises

Chapter 15. The Khintchine Integral

Exercises

Chapter 16. The Approximately Continuous Henstock Integral

Exercises

Chapter 17. The Approximately Continuous Perron Integral

Exercises

Solutions to Exercises

Chapter 1 Exercises.

Chapter 2 Exercises

Chapter 3 Exercises

Chapter 4 Exercises.

Chapter 5 Exercises.

Chapter 6 Exercises.

Chapter 7 Exercises

Chapter 8 Exercises.

Chapter 9 Exercises

Chapter 10 Exercises

Chapter 11 Exercises.

Chapter 12 Exercises

Chapter 13 Exercises

Chapter 14 Exercises

Chapter 15 Exercises

Chapter 16 Exercises

Chapter 17 Exercises.

References

Notation Index

Subject Index

Back Cover