內容簡介
《歐氏空間上的勒貝格積分(修訂版)(英文版)》簡明、詳細地介紹勒貝格測度和Rn上的積分。《歐氏空間上的勒貝格積分(英文版)》的基本目的有四個,介紹勒貝格積分;從一開始引入n維空間;徹底介紹傅裏葉積分;深入講述實分析。貫穿全書的大量練習可以增強讀者對知識的理解。目次:Rn導論;Rn勒貝格測度;勒貝格積分的不變性;一些有趣的集閤;集閤代數和可測函數;積分;Rn勒貝格積分;Rn的Fubini定理;Gamma函數;Lp空間;抽象測度的乘積;捲積;Rn+上的傅裏葉變換;單變量傅裏葉積分;微分;R上函數的微分。
讀者對象:《歐氏空間上的勒貝格積分(修訂版)(英文版)》適用於數學專業的學生、老師和相關的科研人員。
內頁插圖
目錄
Preface
Bibliography
Acknowledgments
1 Introduction to Rn
A Sets
B Countable Sets
C Topology
D Compact Sets
E Continuity
F The Distance Function
2 Lebesgue Measure on Rn
A Construction
B Properties of Lebesgue Measure
C Appendix: Proof of P1 and P2
3 Invariance of Lebesgue Measure
A Some Linear Algebra
B Translation and Dilation
C Orthogonal Matrices
D The General Matrix
4 Some Interesting Sets
A A Nonmeasurable Set
B A Bevy of Cantor Sets
C The Lebesgue Function
D Appendix: The Modulus of Continuity of the Lebesgue Functions
5 Algebras of Sets and Measurable Functions
A Algebras and a-Algebras
B Borel Sets
C A Measurable Set which Is Not a Borel Set
D Measurable Functions
E Simple Functions
6 Integration
A Nonnegative Functions
B General Measurable Functions
C Almost Everywhere
D Integration Over Subsets of Rn
E Generalization: Measure Spaces
F Some Calculations
G Miscellany
7 Lebesgue Integral on Rn
A Riemann Integral
B Linear Change of Variables
C Approximation of Functions in L1
D Continuity of Translation in L1
8 Fubinis Theorem for Rn
9 The Gamma Function
A Definition and Simple Properties
B Generalization
C The Measure of Balls
D Further Properties of the Gamma Function
E Stirlings Formula
F The Gamma Function on R
10 LP Spaces ,
A Definition and Basic Inequalities
B Metric Spaces and Normed Spaces
C Completeness of Lp
D The Case p=∞
E Relations between Lp Spaces
F Approximation by C∞c (Rn)
G Miscellaneous Problems ;
H The Case 0[p[1
11 Products of Abstract Measures
A Products of 5-Algebras
B Monotone Classes
C Construction of the Product Measure
D The Fubini Theorem
E The Generalized Minkowski Inequality
12 Convolutions
A Formal Properties
B Basic Inequalities
C Approximate Identities
13 Fourier Transform on Rn
A Fourier Transform of Functions in L1 (Rn)
B The Inversion Theorem
C The Schwartz Class
D The Fourier-Plancherel Transform
E Hilbert Space
F Formal Application to Differential Equations
G Bessel Functions
H Special Results for n = i
I Hermite Polynomials
14 Fourier Series in One Variable
A Periodic Functions
B Trigonometric Series
C Fourier Coefficients
D Convergence of Fourier Series
E Summability of Fourier Series
F A Counterexample
G Parsevals Identity
H Poisson Summation Formula
I A Special Class of Sine Series
15 Differentiation
A The Vitali Covering Theorem
B The Hardy-Littlewood Maximal Function
C Lebesgues Differentiation Theorem
D The Lebesgue Set of a Function
E Points of Density
F Applications
G The Vitali Covering Theorem (Again)
H The Besicovitch Covering Theorem
I The Lebesgue Set of Order p
J Change of Variables
K Noninvertible Mappings
16 Differentiation for Functions on R
A Monotone Functions
B Jump Functions
C Another Theorem of Fubini
D Bounded Variation
E Absolute Continuity
F Further Discussion of Absolute Continuity
G Arc Length
H Nowhere Differentiable Functions
I Convex Functions
Index
Symbol Index
前言/序言
"Though of real knowledge there be little, yet of books there are plenty" -Herman Melville, Moby Dick, Chapter XXXI.
The treatment of integration developed by the French mathematician Henri Lebesgue (1875-1944) almost a century ago has proved to be indispensable in many areas of mathematics. Lebesgues theory is of such extreme importance because on the one hand it has rendered previous theories of integration virtually obsolete, and on the other hand it has not been replaced with a significantly different, better theory. Most subsequent important investigations of integration theory have extended or illuminated Lebesgues work.
In fact, as is so often the case in a new field of mathematics, many of the best consequences were given by the originator. For example,Lebesgues dominated convergence theorem, Lebesgues increasing convergence theorem, the theory of the Lebesgue function of the Cantor ternary set, and Lebesgues theory of differentiation of indefinite integrals.
Naturally, many splendid textbooks have been produced in this area.I shall list some of these below. They axe quite varied in their approach to the subject. My aims in the present book are as follows.
1. To present a slow introduction to Lebesgue integration Most books nowadays take the opposite tack. I have no argument with their approach, except that I feel that many students who see only a very rapid approach tend to lack strong intuition about measure and integration. That is why I have made Chapter 2, "Lebesgue measure on Rn,"so lengthy and have restricted it to Euclidean space, and why I have (somewhat inconveniently) placed Chapter 3, "Invaxiance of Lebesgue measure," before Pubinis theorem. In my approach I have omitted much important material, for the sake of concreteness. As the title of the book signifies, I restrict attention almost entirely to Euclidean space.
2. To deal with n-dimensional spaces from the outset. I believe this is preferable to one standard approach to the theory which first thoroughly treats integration on the real line and then generalizes. There are several reasons for this belief. One is quite simply that significant figures are frequently easier to sketch in IRe than in R1! Another is that some things in IR1 are so special that the generalization to Rn is not clear; for example, the structure of the most general open set in R1 is essentially trivial —— it must be a disjoint union of open intervals (see Problem 2.6). A third is that coping with the n-dimensional case from the outset causes the learner to realize that it is not significantly more difficult than the one-dimensional case as far as many aspects of integration are concerned.
3. To provide a thorough treatment of Fourier analysis. One of the triumphs of Lebesgue integration is the fact that it provides definitive answers to many questions of Fourier analysis. I feel that without a thorough study of this topic the student is simply not well educated in integration theory. Chapter 13 is a very long one on the Fourier transform in several variables, and Chapter 14 also a very long one on Fourier series in one variable.
測度論與泛函分析基礎 專著簡介 本書係統地闡述瞭現代數學分析的兩大核心支柱:測度論(Measure Theory)與泛函分析(Functional Analysis)的基石概念、基本定理及其在解決經典分析問題中的應用。全書結構嚴謹,邏輯清晰,旨在為讀者構建一個從拓撲基礎到高級抽象結構的堅實橋梁,尤其適閤數學、物理及相關工程領域的高年級本科生、研究生以及希望深化理論基礎的研究人員。 全書共分為四個主要部分,內容層層遞進,深入淺齣。 --- 第一部分:拓撲預備與集閤論基礎(Foundations of Topology and Set Theory) 本部分首先迴顧和深化瞭讀者對點集拓撲的理解,為後續的測度論奠定必要的空間結構基礎。我們從一般拓撲空間的概念齣發,詳細討論瞭開集、閉集、緊緻性(Compactness)、連通性(Connectedness)以及完備性(Completeness)等核心性質。 內容提要: 1. 拓撲空間的構造: 引入度量空間(Metric Spaces)作為具體的模型,探討開球、閉球的性質,並推廣到更一般的拓撲空間定義。重點分析瞭Hausdorff空間和完備度量空間(如Baire空間)的特性。 2. 函數空間拓撲: 討論函數空間的常見拓撲結構,包括逐點收斂、一緻收斂以及各種泛函分析中將扮演關鍵角色的拓撲概念(如緊開收斂)。 3. 可數緊緻性與Borel集: 緊緻性在分析中的重要性不言而喻。本章將深入探討可數緊緻性與序列緊緻性之間的關係,並詳述Borel $sigma$-代數(Borel $sigma$-algebra)的構造,這是定義測度的起點。我們精確地界定瞭在任何拓撲空間上,由開集生成的最小 $sigma$-代數及其重要性質。 --- 第二部分:測度論的構建(Construction of Measure Theory) 本部分是全書的核心基礎,專注於測度論的嚴格構建,從外部測度(Outer Measure)過渡到 $sigma$-有限測度($sigma$-Finite Measures),並詳細介紹瞭勒貝格測度的構造過程。 內容提要: 1. Carathéodory擴張定理: 這是測度論的基石。我們將從一個給定的外部測度齣發,係統地構建可測集族(Measurable Sets)和對應的測度函數。詳細分析瞭 $sigma$-可加性($sigma$-Additivity)和有限可加性之間的本質區彆。 2. $sigma$-有限測度的性質: 討論瞭 $sigma$-有限測度的定義及其在測度論中的特殊地位。我們將分析有限測度空間(Finite Measure Spaces)和 $sigma$-有限測度空間下的基本結構定理。 3. 乘積測度與Fubini定理的先導: 在建立單變量積分之前,本章引入瞭乘積空間的直觀概念,並為後續的Fubini和Tonelli定理的嚴格證明打下基礎。雖然本部分不深入多維積分,但會清晰展示如何通過Kolmogorov擴張原理構造乘積測度,這對於理解更高維度積分至關重要。 4. 有界函數與積分的定義: 詳細定義瞭簡單函數(Simple Functions)和非負可測函數。通過遞增逼近原理,嚴格定義瞭勒貝格積分(Lebesgue Integral)的概念,並探討瞭積分的單調性與連續性性質。 --- 第三部分:積分的深入研究與收斂性(Advanced Integration and Convergence Theorems) 本部分將積分的理論提升到更高的層次,重點研究各種收斂定理,它們是微積分中極限和積分順序交換的嚴格數學基礎。 內容提要: 1. 三大收斂定理的證明與應用: 本章對測度論中最著名的三個定理——單調收斂定理(Monotone Convergence Theorem, MCT)、法圖勒引理(Fatou's Lemma)和占優收斂定理(Dominated Convergence Theorem, DCT)——進行瞭詳盡的證明和對比。特彆強調瞭DCT在處理積分與微分關係時的強大威力。 2. $L^p$ 空間(Lebesgue Spaces): 嚴格定義 $L^p$ 空間,並分析其作為賦範嚮量空間的基本屬性。 Hölder不等式與Minkowski不等式: 對 $L^p$ 空間上的乘積進行估計,證明瞭這些關鍵不等式的等價形式及其在分析中的應用。 完備性: 證明 $L^p$ 空間(對於 $p ge 1$)是完備的巴拿赫空間,這是泛函分析的基礎。 3. 積分的絕對連續性與Radon-Nikodym定理的鋪墊: 探討積分與測度的關係,引入絕對連續測度(Absolutely Continuous Measures)的概念,為後續的微分與積分關係(Radon-Nikodym導數)做好鋪墊。 --- 第四部分:泛函分析的引言(Introduction to Functional Analysis) 本部分將測度論的成果應用於抽象的函數空間,開啓瞭泛函分析的大門。重點關注綫性算子、拓撲嚮量空間以及對偶空間的概念。 內容提要: 1. 拓撲嚮量空間(Topological Vector Spaces): 將嚮量空間的綫性結構與拓撲結構結閤起來。討論局部凸性(Local Convexity)和常見的拓撲結構(如 $|cdot|_p$ 範數下的結構)。 2. 巴拿赫空間與希爾伯特空間(Banach and Hilbert Spaces): 集中討論完備的賦範嚮量空間。 希爾伯特空間: 引入內積概念,探討閉凸集上的投影定理,這是變分法和優化理論的基石。 Riesz錶示定理的初步介紹: 闡述瞭希爾伯特空間中綫性泛函的錶示形式,這是連接幾何結構與代數結構的關鍵橋梁。 3. 有界綫性算子(Bounded Linear Operators): 定義算子的範數,並研究算子空間的拓撲結構。 4. Hahn-Banach定理的敘述與幾何意義: 闡述分離超平麵定理(Separation Hyperplane Theorem)的函數空間版本——Hahn-Banach擴張定理,並討論其在構造分離泛函方麵的關鍵作用,這是理解對偶空間結構的重要一步。 本書的結構旨在讓讀者在掌握瞭嚴格的測度論工具後,能夠自然地步入泛函分析的抽象世界,為處理偏微分方程、調和分析和概率論中的高級問題做好充分準備。全書的論證力求細緻入微,確保讀者能夠獨立地理解每一個理論推導的每一步。