Measure and Integration Theory

Heinz Bauer

Measure and Integration Theory
Format
Hardback
Publisher
De Gruyter
Country
Germany
Published
21 June 2001
Pages
246
ISBN
9783110167191

Measure and Integration Theory

Heinz Bauer

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This text provides an introduction to the field of measure and integration theory. The first three chapters (Measure Theory, Integration Theory, Product Measures) basically follow the clear and approved exposition given in the author’s earlier book on Probability Theory and Measure Theory . Special emphasis is laid on a complete discussion of the transformation of measures and integration with respect to the product measure, convergence theorems, parameter depending integrals, as well as the Radon-Nikodym theorem. The final chapter, essentially new and written in a clear and concise style, deals with the theory of Radon measures on Polish or locally compact spaces. With the main results being Luzin’s theorem, the Riesz representation theorem, the Portmanteau theorem, and a characterization of locally compact spaces which are Polish, this chapter is a true invitation to study topological measure theory. The text addresses graduate students, who wish to learn the fundamentals in measure and integration theory as needed in modern analysis and probability theory.

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