Introduction to Lebesgue Integration W W L Chen英文电子书.pdf

Fundamentals of Analysis Introduction to Lebesgue Integration by WWL Chen This set of notes was mainly written in 1977 while the author was an undergraduate at Imperial College, University of London. Chapters 1 and 3 were first used in lectures given there in 1982 and 1983, while Chapter 2 was added in Sydney in 1996. The material has been organized in such a way to create a single volume suitable for an introduction to some of the basic ideas in Lebesgue integration with the minimal use of measure theory. To read the notes, click the chapters below for connection to the appropriate PDF files. The material is available free to all individuals, on the understanding that it is not to be used for financial gain, and may be downloaded and/or photocopied, with or without permission from the author. However, the documents may not be kept on any information storage and retrieval system without permission from the author, unless such system is not accessible to any individuals other than its owners. Chapter 1: THE REAL NUMBERS AND COUNTABILITY Introduction Completeness of the Real Numbers Consequences of the Completeness Axiom Countability Chapter 2: THE RIEMANN INTEGRAL Riemann Sums Lower and Upper Integrals .au/~wchen/lnilifolder/lnili.html (1 of 3)2008-10-23 9:48:46 Fundamentals of Analysis Riemann Integrability Further Properties of the Riemann Integral An Important Example Chapter 3: POINT SETS Open and Closed Sets Sets of Measure Zero Compact Sets Chapter 4: THE LEBESGUE INTEGRAL Step Functions on an Interval Upper Functions on an Interval Lebesgue Integrable Functions on an Interval Sets of Measure Zero Relationship with Riemann Integration Chapter 5: MONOTONE CONVERGENCE THEOREM Step Functions on an Interval Upper Functions on an Interval Lebesgue Integrable Functions on an Interval