The Lebesgue Integral

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Dr Burkill gives a straightforward introduction to Lebesgue's theory of integration. His approach is the classical one, making use of the concept of measure, and deriving the principal results required for applications of the theory.

Author(s): J. C. Burkill
Series: Cambridge Tracts in Mathematics (40)
Edition: 3
Publisher: Cambridge University Press
Year: 1951

Language: English
Pages: 95
City: Cambridge, United Kingdom
Tags: Mathematics (general), Mathematics, Abstract Analysis

Contents

Author's Preface

Chapter I. SETS OF POINTS

1.1 The algebra of sets
1.2 Infinite sets
1.3 Sets of points. Descriptive properties
1.4 Covering theorems
1.5 Plane sets

Chapter II. MEASURE

2.1 Measure
2.2 Measure of open sets
2.3 Measure of closed sets
2.4 Open and closed sets
2.5 Outer and inner measure. Measurable sets
2.6 The additive property of measure
2.7 Non-measurable sets
2.8 Further properties of measure
2.9 Sequences of sets
2.10 Plane measure
2.11 Measurability in the sense of Borel
2.12 Measurable functions

Chapter III. THE LEBESGUE INTEGRAL

3.1 The Lebesgue integral
3.2 The Riemann integral
3.3 The scope of Lebesgue's definition
3.4 The integral as the limit of approximating sums
3.5 The integral of an unbounded function
3.6 The integral over an infinite range
3.7 Simple properties of the integral
3.8 Sets of Measure zero
3.9 Sequences of integrals of positive functions
3.10 Sequences of integrals (integration term by term)

Chapter IV. DIFFERENTIATION AND INTEGRATION

4.1 Differentiation and integration as inverse processes
4.2 The derivatives of a function
4.3 Vitali's covering theorem
4.4 Differentiability of a monotonic function
4.5 The integral of the derivative of an increasing function
4.6 Functions of bounded variation
4.7 Differentiation of the indefinite integral
4.8 Absolutely continuous functions

Chapter V. FURTHER PROPERTIES OF THE INTEGRAL

5.1 Integration by parts
5.2 Change of variable
5.3 Multiple integrals
5.4 Fubini's theorem
5.5 Differentiation of multiple integrals
5.6 The class Lp

5.7 The metric space Lp

Chapter VI. THE LEBESGUE-STIELTJES INTEGRAL

6.1 Integration with respect to a function
6.2 The variation of an increasing function
6.3 The Lebesgue-Stieltjes integral
6.4 Integration by parts
6.5 Change of variable. Second mean-value theorem

Solutions of some examples