# Download A Short Course on the Lebesgue Integral and Measure Theory by Steve Cheng PDF

By Steve Cheng

This text develops the fundamentals of the Lebesgue essential and degree thought. by way of content material, it provides not anything new to any of the prevailing textbooks at the topic. yet our procedure the following might be to prevent unduly abstractness and absolute generality, in its place concentrating on generating proofs of priceless effects as fast as attainable. a lot of the fabric right here comes from lecture notes from a quick actual research direction I had taken, and the remaining are recognized effects whose proofs I had labored out myself with tricks from a variety of resources. I typed this up ordinarily for my very own gain, yet i'm hoping it is going to be fascinating for an individual all for the Lebesgue vital (or better arithmetic in general). i'll be supplying proofs of each theorem. while you're bored examining them, you're invited to do your personal proofs. The bibliography outlines the historical past you must comprehend this text.

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Extra info for A Short Course on the Lebesgue Integral and Measure Theory

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An ∈ A are disjoint, then µ( µ is monotone and finitely subadditive. i Ai ) = i µ(Ai ). It follows that 3. Also, if A1 , A2 , . . ∈ A are disjoint, and i Ai happens to be in A, the previous equation must also hold. ) Then we have the following important result. 4. A ⊆ M, and µ∗ (A) = µ(A) for all A ∈ A. Thus µ∗ is a measure extending of µ onto the sigma algebra M containing the algebra A. ) Proof. Fix A ∈ A. For any E ⊆ X and ε > 0, by definition we can find A1 , A2 , . . ∈ A with E ⊆ n An and n µ(An ) ≤ µ∗ (E) + ε.

Also let d(x, A) = inf y∈A d(x, y) be the distance from x ∈ X to A. Set Dn = {x ∈ X : d(x, A) ≥ 1/n}. Dn is closed, because d(·, A) is a continuous function, and [1/n, ∞] is closed. Clearly d(x, A) ≥ 1/n > 0 implies x ∈ Ac = B, but since A is closed, the converse is also true: for every x ∈ Ac = B, d(x, A) > 0. Obviously the Dn are increasing, so we have just shown that they in fact increase to B. Hence µ(B \ Dn ) < ε for large enough n. Thus B ∈ M. 44 The case that µ is not a finite measure is taken care of, as you would expect, by taking limits like we did for sigma-finite measures in Section 8.

E) = i α−1 i (E∩Vi ) It is left as an exercise to show that ν(E) is well-defined: it is independent of the coordinate charts αi used for M . Finally, the scalar integral of f : M → R over M is simply f dν . M And the integral of a differential form ω on an oriented manifold M is ω p ; T (p) dν , p∈M where T (p) is an orthonormal frame of the tangent space of M at p, oriented according to the given orientation of M . ) Again it is not hard to show that the formulae I have given are exactly equivalent to the classical ones for evaluating scalar integrals and integrals of differential forms, which are of course needed for actual computations.