Synopses & Reviews
While mathematics students generally meet the Riemann integral early in their undergraduate studies, those whose interests lie more in the direction of applied mathematics will probably find themselves needing to use the Lebesgue or Lebesgue-Stieltjes Integral before they have acquired the necessary theoretical background. This book is aimed at exactly this group of readers. The authors introduce the Lebesgue-Stieltjes integral on the real line as a natural extension of the Riemann integral, making the treatment as practical as possible. They discuss the evaluation of Lebesgue-Stieltjes integrals in detail, as well as the standard convergence theorems, and conclude with a brief discussion of multivariate integrals and surveys of L spaces plus some applications. The whole is rounded off with exercises that extend and illustrate the theory, as well as providing practice in the techniques.
Synopsis
Mathematics students generally meet the Riemann integral early in their undergraduate studies, then at advanced undergraduate or graduate level they receive a course on measure and integration dealing with the Lebesgue theory. However, those whose interests lie more in the direction of applied mathematics will in all probability find themselves needing to use the Lebesgue or Lebesgue-Stieltjes Integral without having the necessary theoretical background. It is to such readers that this book is addressed. The authors aim to introduce the Lebesgue-Stieltjes integral on the real line in a natural way as an extension of the Riemann integral. They have tried to make the treatment as practical as possible. The evaluation of Lebesgue-Stieltjes integrals is discussed in detail, as are the key theorems of integral calculus as well as the standard convergence theorems. The book then concludes with a brief discussion of multivariate integrals and surveys ok L p spaces and some applications. Exercises, which extend and illustrate the theory, and provide practice in techniques, are included. Michael Carter and Bruce van Brunt are senior lecturers in mathematics at Massey University, Palmerston North, New Zealand. Michael Carter obtained his Ph.D. at Massey University in 1976. He has research interests in control theory and differential equations, and has many years of experience in teaching analysis. Bruce van Brunt obtained his D.Phil. at the University of Oxford in 1989. His research interests include differential geometry, differential equations, and analysis. His publications include
Synopsis
The book introduces the Lebesgue-Stieltjes integral on the real line in a natural way as an extension of the Riemann integral. Many applied mathematicians will in all probability find themselves needing to use the Lebesgue or Lebesgue-Stieltjes Integral without having the necessary theoretical background. It is to such readers that this book is addressed. Exercises which extend and illustrate the theory, and provide practice in techniques, are included.
Synopsis
Mathematics students generally meet the Riemann integral early in their undergraduate studies, but only later are they introduced to Lebesgue theory. However, those who are interested in applied mathematics will likely need to use the Lebesgue or Lebesgue-Stieltjes Integral without having the necessary theoretical background. This book introduces the Lebesgue-Stieltjes integral in a natural way as an extension of the Riemann integral. A variety of exercises extend and illustrate the theory, and provide practice in the techniques.
Description
Includes bibliographical references (p. 221-223) and index.
Table of Contents
Real Numbers.- Some Analytic Preliminaries.- The Riemann Integral.- The Lebesgue-Stieltjes Integral.- Properties of the Integral.- Integral Calculus.- Double and Repeated Integrals.- The Lebesgue Spaces Lp.- Hilbert Spaces and L2.- Epilogue.