Aim of this lecture note
is to develop an understanding of the statements of the theorems and how to
apply them carefully. Major topics covered are: Measure spaces, Outer measure,
null set, measurable set, The Cantor set, Lebesgue measure on the real line,
Counting measure, Probability measures, Construction of a non-measurable set ,
Measurable function, simple function, integrable function, Reconciliation with
the integral introduced in Prelims, Simple comparison theorem, Theorems of
Fubini and Tonelli.
The contents of this book
include: Integrals, Applications of Integration, Differential Equations,
Infinite Sequences and Series, Hyperbolic Functions, Various Formulas, Table of
Integrals.
This graduate-level lecture
note covers Lebesgue's integration theory with applications to analysis,
including an introduction to convolution and the Fourier transform.
This book describes the following
topics: Elementary functions and their classification, The integration of
elementary functions, The integration of rational functions, The integration of
algebraical functions and The integration of transcendental functions.
This lecture note explains the following topics: The integral:
properties and construction, Function spaces, Probability, Random walk and
martingales, Radon integrals.