Contents
         Preface iii
         Lebesgue Integration for Functions of Single Real Variable
         Preliminaries on Sets, Mappings, and Relations
         UnionsandIntersectionsofSets
         Equivalence Relations, the Axiom of Choice, and Zorn’s Lemma .
         The Real Numbers: Sets, Sequences, and Functions
         1.1 The Field, Positivity, and Completeness Axioms 7
         1.2 TheNaturalandRationalNumbers 11
         1.3 CountableandUncountableSets . 13
         1.4 Open Sets, Closed Sets, and Borel Sets of Real Numbers 16
         1.5 SequencesofRealNumbers . 20
         1.6 Continuous Real-Valued Functions of a Real Variable . 25
         Lebesgue Measure 29
         2.1 Introduction . 29
         2.2 LebesgueOuterMeasure 31
         2.3 The σ-AlgebraofLebesgueMeasurableSets . 34
         2.4 Outer and Inner Approximation of Lebesgue Measurable Sets 40
         2.5 Countable Additivity, Continuity, and the Borel-Cantelli Lemma . 43
         2.6 NonmeasurableSets 47
         .2.7 The Cantor Set and the Cantor-Lebesgue Function 49
         Lebesgue Measurable Functions 54
         3.1 Sums,Products,andCompositions 54
         3.2 Sequential Pointwise Limits and Simple Approximation 60
         3.3 Littlewood’s Three Principles, Egoroff’s Theorem, and Lusin’s Theorem 64
         Lebesgue Integration 68
         4.1 TheRiemannIntegral 68
         4.2 The Lebesgue Integral of a Bounded Measurable Function over a Set of
         FiniteMeasure 71
         4.3 The Lebesgue Integral of a Measurable Nonnegative Function 79
         4.4 TheGeneralLebesgueIntegral 85
         4.5 Countable Additivity and Continuity of Integration 90
         4.6 Uniform Integrability: The Vitali Convergence Theorem 92
         Lebesgue Integration: Further Topics 97
         5.1 Uniform Integrability and Tightness: A General Vitali Convergence Theorem 97
         5.2 ConvergenceinMeasure 99
         5.3 Characterizations of Riemann and Lebesgue Integrability 102
         Differentiation and Integration 107
         6.1 ContinuityofMonotoneFunctions 108
         6.2 Differentiability of Monotone Functions: Lebesgue’s Theorem 109
         6.3 Functions of Bounded Variation: Jordan’s Theorem 116
         6.4 AbsolutelyContinuousFunctions . 119
         6.5 Integrating Derivatives: Differentiating Indefinite Integrals . 124
         6.6 ConvexFunctions . 130
         7The Lp Spaces: Completeness and Approximation 135
         7.1 NormedLinearSpaces . 135
         7.2 The Inequalities of Young, H older, and Minkowski 139¨
         7.3 Lp IsComplete:TheRiesz-FischerTheorem 144
         7.4 ApproximationandSeparability 150
         8The Lp Spaces: Duality and Weak Convergence 155
         8.1 The Riesz Representation for the Dual of Lp, 1 155
         8.2 Weak Sequential Convergence in Lp 162
         8.3 WeakSequentialCompactness 171
         8.4 TheMinimizationofConvexFunctionals174
         II Abstract Spaces: Metric, Topological, Banach, and Hilbert Spaces 181
         Metric Spaces: General Properties 183
         9.1 ExamplesofMetricSpaces 183
         9.2 Open Sets, Closed Sets, and Convergent Sequences 187
         9.3 ContinuousMappingsBetweenMetricSpaces 190
         9.4 CompleteMetricSpaces 193
         9.5 CompactMetricSpaces . 197
         9.6 SeparableMetricSpaces 204
         10 Metric Spaces: Three Fundamental Theorems 206
         10.1TheArzela-AscoliTheorem `. 206
         10.2TheBaireCategoryTheorem 211
         10.3TheBanachContractionPrinciple. 215
         11 Topological Spaces: General Properties 222
         11.1 OpenSets,ClosedSets,Bases,andSubbases. 222
         11.2TheSeparationProperties 227
         11.3CountabilityandSeparability 228
         11.4 Continuous Mappings Between Topological Spaces 230
         11.5CompactTopologicalSpaces. 233
         11.6ConnectedTopologicalSpaces 237
         12 Topological Spaces: Three Fundamental Theorems 239
         12.1 Urysohn’s Lemma and the Tietze Extension Theorem . 239
         12.2TheTychonoffProductTheorem . 244
         12.3TheStone-WeierstrassTheorem 247
         13 Continuous Linear Operators Between Banach Spaces 253
         13.1NormedLinearSpaces . 253
         13.2LinearOperators . 256
         13.3 Compactness Lost: Infinite Dimensional Normed Linear Spaces 259
         13.4 TheOpenMappingandClosedGraphTheorems . 263
         13.5TheUniformBoundednessPrinciple 268
         14 Duality for Normed Linear Spaces 271
         14.1 Linear Functionals, Bounded Linear Functionals, and Weak Topologies 271
         14.2TheHahn-BanachTheorem . 277
         14.3 Reflexive Banach Spaces and Weak Sequential Convergence 282
         14.4 LocallyConvexTopologicalVectorSpaces 286
         14.5 The Separation of Convex Sets and Mazur’s Theorem . 290
         14.6TheKrein-MilmanTheorem. 295
         15 Compactness Regained: The Weak Topology 298
         15.1 Alaoglu’sExtensionofHelley’sTheorem . 298
         15.2 Reflexivity and Weak Compactness: Kakutani’s Theorem 300
         15.3 Compactness and Weak Sequential Compactness: The Eberlein-ˇ
         Smulian Theorem 302
         15.4MetrizabilityofWeakTopologies . 305
         16 Continuous Linear Operators on Hilbert Spaces 308
         16.1TheInnerProductandOrthogonality 309
         16.2 The Dual Space and Weak Sequential Convergence 313
         16.3 Bessel’sInequalityandOrthonormalBases . 316
         16.4 AdjointsandSymmetryforLinearOperators 319
         16.5CompactOperators 324
         16.6TheHilbert-SchmidtTheorem 326
         16.7 The Riesz-Schauder Theorem: Characterization of Fredholm Operators 329
         III Measure and Integration: General Theory 335
         17 General Measure Spaces: Their Properties and Construction 337
         17.1MeasuresandMeasurableSets 337
         17.2 Signed Measures: The Hahn and Jordan Decompositions 342
         17.3 The Carath′346
         eodory Measure Induced by an Outer Measure
         17.4TheConstructionofOuterMeasures 349
         17.5 The Carath′eodory-Hahn Theorem: The Extension of a Premeasure to a
         Measure 352
         18 Integration Over General Measure Spaces 359
         18.1MeasurableFunctions 359
         18.2 Integration of Nonnegative Measurable Functions 365
         18.3 Integration of General Measurable Functions 372
         18.4TheRadon-NikodymTheorem 381
         18.5 The Nikodym Metric Space: The Vitali–Hahn–Saks Theorem 388
         19 General Lp Spaces: Completeness, Duality, and Weak Convergence 394
         19.1 The Completeness of LpX,μ1 ≤≤. 394
         19.2 The Riesz Representation Theorem for the Dual of LpX,μ1 ≤≤ 399
         19.3 The Kantorovitch Representation Theorem for the Dual of L∞X,μ. 404
         19.4 Weak Sequential Compactness in LpX,μ1 [p[ 1. 407
         19.5 Weak Sequential Compactness in L1X,μ: The Dunford-Pettis Theorem 409
         20 The Construction of Particular Measures 414
         20.1 Product Measures: The Theorems of Fubini and Tonelli 414
         20.2 Lebesgue Measure on Euclidean Space Rn 424
         20.3 Cumulative Distribution Functions and Borel Measures on 437
         20.4 Caratheodory Outer Measures and Hausdorff Measures on a Metric Space ′. 441
         21 Measure and Topology 446
         21.1LocallyCompactTopologicalSpaces 447
         21.2 SeparatingSetsandExtendingFunctions452
         21.3TheConstructionofRadonMeasures 454
         21.4 The Representation of Positive Linear Functionals on CcX:The Riesz-
         MarkovTheorem . 457
         21.5 The Riesz Representation Theorem for the Dual of CX 462
         21.6 RegularityPropertiesofBaireMeasures 470
         22 Invariant Measures 477
         22.1 Topological Groups: The General Linear Group . 477
         22.2Kakutani’sFixedPointTheorem . 480
         22.3 Invariant Borel Measures on Compact Groups: von Neumann’s Theorem 485
         22.4 Measure Preserving Transformations and Ergodicity: The Bogoliubov-Krilov
         Theorem 488
         Bibliography 495
         Index 497
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