Significantly revised and expanded, this authoritative reference/text comprehensively describes concepts in measure theory, classical integration, and generalized Riemann integration of both scalar and vector types-providing a complete and detailed review of every aspect of measure and integration theory using valuable examples, exercises, and applications.
With more than 170 references for further investigation of the subject, this Second Edition
provides more than 60 pages of new information, as well as a new chapter on nonabsolute integrals
contains extended discussions on the four basic results of Banach spaces
presents an in-depth analysis of the classical integrations with many applications, including integration of nonmeasurable functions, Lebesgue spaces, and their properties
details the basic properties and extensions of the Lebesgue-Carathéodory measure theory, as well as the structure and convergence of real measurable functions
covers the Stone isomorphism theorem, the lifting theorem, the Daniell method of integration, and capacity theory
Measure Theory and Integration, Second Edition is a valuable reference for all pure and applied mathematicians, statisticians, and mathematical analysts, and an outstanding text for all graduate students in these disciplines.
Table of Contents
Introduction and Preliminaries
Measurability and Measures
Differentiation and Duality
Product Measures and Integrals
Capacity Theory and Integration
The Lifting Theorem
Some Complements and Applications
Index of Symbols and Notation
"Significantly revised and expanded, this authoritative reference/text comprehensively describes concepts in measure theory, classical integration, and generalized Riemann integration of both scalar and vector types - providing a complete and detailed review of every aspect of measure and integration theory[,] offering valuable examples, exercises, and applications. This book examines the Henstock-Kurzweil integral with approaches not found in any other text."
- L'Enseignement Mathematique, Vol. 50, 1-2, Jan-Jun 2004
"This monograph provides a significantly revised and expanded version of the original edition published in 1987 on the classical topics in measure theory and integration. …The book is well understandable and requires only a basic knowledge of advanced calculus….It can be warmly recommended to a broad spectrum of reader - to graduate students as well as young researchers who wish to become acquainted with the basic elements and deeper properties of abstract analysis and its applications."
-EMS Newsletter, March 2006