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1 History of the Subject. |
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1.2 Deficiencies of the Riemann Integral. |
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1.3 Motivation for the Lebesgue Integral. |
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2 Fields, Borel Fields and Measures. |
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2.1 Fields, Monotone Classes, and Borel Fields. |
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2.3 Carathéodory Outer Measure. |
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2.4 E. Hopf’s Extension Theorem. |
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3.1 The Finite Interval [ -N,N). |
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3.2 Measurable Sets, Borel Sets, and the Real Line. |
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3.3 Measure Spaces and Completions. |
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3.4 Semimetric Space of Measurable Sets. |
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3.5 Lebesgue Measure in Rn. |
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3.6 Jordan Measure in Rn. |
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4.1 Measurable Functions. |
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4.2 Limits of Measurable Functions. |
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4.3 Simple Functions and Egoroff’s Theorem. |
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5.1 Special Simple Functions. |
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5.2 Extending the Domain of the Integral. |
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5.3 Lebesgue Dominated Convergence Theorem. |
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5.4 Monotone Convergence and Fatou’s Theorem. |
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5.5 Completeness of L1 and the Pointwise Convergence Lemma. |
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5.6 Complex Valued Functions. |
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6 Product Measures and Fubini’s Theorem. |
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6.3 Comparison of Lebesgue and Riemann Integrals. |
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7 Functions of a Real Variable. |
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7.1 Functions of Bounded Variation. |
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7.2 A Fundamental Theorem for the Lebesgue Integral. |
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7.3 Lebesgue’s Theorem and Vitali’s Covering Theorem. |
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7.4 Absolutely Continuous and Singular Functions. |
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8 General Countably Additive Set Functions. |
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8.1 Hahn Decomposition Theorem. |
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8.2 Radon-Nikodym Theorem. |
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8.3 Lebesgue Decomposition Theorem. |
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9. Examples of Dual Spaces from Measure Theory. |
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9.2 The Dual of a Banach Space. |
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9.3 The Dual Space of Lp. |
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9.4 Hilbert Space, Its Dual, and L2. |
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9.5 Riesz-Markov-Saks-Kakutani Theorem. |
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10 Translation Invariance in Real Analysis. |
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10.1 An Orthonormal Basis for L2(T). |
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10.2 Closed Invariant Subspaces of L2(T). |
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10.3 Schwartz Functions: Fourier Transform and Inversion. |
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10.4 Closed, Invariant Subspaces of L2(R). |
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10.5 Irreducibility of L2(R) Under Translations and Rotations. |
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Appendix A: The Banach-Tarski Theorem. |
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A.1 The Limits to Countable Additivity. |
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