Description
Book SynopsisAn accessible, clearly organized survey of the basic topics of measure theory for students and researchers in mathematics, statistics, and physics In order to fully understand and appreciate advanced probability, analysis, and advanced mathematical statistics, a rudimentary knowledge of measure theory and like subjects must first be obtained.
Trade Review"…an excellent read…I was impressed with the wealth of information and the amount of flawless detail." (
Journal of the American Statistical Association, March 2006)
“…contains many really good exercises…the style is clear and the notation appropriate…” (Zentralbaltt MATH, May 2005)
Table of ContentsPreface.
Acknowledgments.
1. Set Systems.
2. Measures.
3. Extensions of Measures.
4. Lebesgue Measure.
5. Measurable Functions.
6. The Lebesgue Integral.
7. Integrals Relative to Lebesgue Measure.
8. The Lp Spaces.
9. The Radon–Nikodym Theorem.
10. Products of Two Measure Spaces.
11. Arbitrary Products of Measure Spaces.
References.
Index.
