A Short Course on the Lebesgue Integral and Measure Theory by Steve Cheng

By Steve Cheng

This text develops the fundamentals of the Lebesgue indispensable and degree concept. when it comes to content material, it provides not anything new to any of the prevailing textbooks at the topic. yet our process the following might be to prevent unduly abstractness and absolute generality, as a substitute targeting generating proofs of valuable effects as quick as attainable. a lot of the fabric right here comes from lecture notes from a quick genuine research path I had taken, and the remainder are recognized effects whose proofs I had labored out myself with tricks from quite a few assets. I typed this up commonly for my very own gain, yet i am hoping it is going to be attention-grabbing for someone concerned with the Lebesgue indispensable (or larger arithmetic in general). i'll be supplying proofs of each theorem. while you're bored studying them, you're invited to do your individual proofs. The bibliography outlines the historical past you want to comprehend this text.

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Example text

E. f = j=1 aj χEj for aj ∈ Rn . It is also trivial if f = ∞. To prove the inequality for the other f , we use the following easy lemma. 1. Let f : X → Rn be integrable. There exists a sequence of simple functions ϕj : X → Rn converging pointwise to f , with lim j→∞ ϕj − f = 0 . Proof. By equivalence of norms, it suffices to prove this only for the norm · Σ as defined above. For each f k+ , by the approximation theorem in R, there exists measurable k− simple ϕk+ increasing to f k+ . Similarly for f k− .

15 Other examples of measures Since so far we have chiefly worked only in Rn with Lebesgue measure, it should be of interest to give a few more useful examples of measures. k-dimensional volume of a k-dimensional manifold A manifold is a generalization of curves and surfaces to higher dimensions, and sometimes even to spaces other than Rn . But here we shall concentrate on differentiable manifolds inside Rn ; the theory is elucidated in [Spivak2] or [Munkres]. Here we give a definition of the k-dimensional volume for k-dimensional manifolds which does not require those dreaded “partitions of unity”.

As indicated by the quotation marks, these assertions about “surface area” are completely non-rigorous, and we won’t belabour to prove them, since the equation above is our definition of k-dimensional volume. But it should be pointed out that there are better theories of kdimensional volume available, which are intrinsic to the sets being measured, instead of our computational theory. ) Back to our definitions. If M is not covered by a single coordinate chart, but more than one, say αi : Ui → M , i = 1, 2, .

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