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Measures, Integrals and Martingales
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This is a concise and elementary introduction to measure and integration theory as it is nowadays needed in many parts of analysis and probability theory. The basic theory - measures, integrals, convergence theorems, Lp-spaces and multiple integrals - is explored in the first part of the book. The second part then uses the notion of martingales to develop the theory further, covering topics such as Jacobi's generalized transformation Theorem, the Radon-Nikodym theorem, differentiation of measures, Hardy-Littlewood maximal functions or general Fourier series. Undergraduate calculus and an introductory course on rigorous analysis are the only essential prerequisites, making this text suitable for both lecture courses and for self-study. Numerous illustrations and exercises are included and these are not merely drill problems but are there to consolidate what has already been learnt and to discover variants, sideways and extensions to the main material. Hints and solutions can be found on the authors website, which can be reached from www.cambridge.org/9780521615259.
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Cambridge University Press; November 2005
395 pages; ISBN 9780511343339
Read online, or download in secure PDF format
395 pages; ISBN 9780511343339
Read online, or download in secure PDF format
Subject categories
- Academic > Mathematics > Calculus > Integrals, Generalized
- Academic > Mathematics > General > Mathematics
- Academic > Mathematics > General > Mathematics, Greek
- Academic > Mathematics > Analysis
- Academic > Physics > Mathematical physics
- Academic > Physics > Measure theory
- Academic > Physics > Atomic physics
- Mathematics > Calculus
- Mathematics > Differential Equations
ISBNs
0511343337
9780511343339
9780521850155