The Lebesgue-Stieltjes Integral

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.

Contenu
1 Real Numbers.- 1.1 Rational and Irrational Numbers.- 1.2 The Extended Real Number System.- 1.3 Bounds.- 2 Some Analytic Preliminaries.- 2.1 Monotone Sequences.- 2.2 Double Series.- 2.3 One-Sided Limits.- 2.4 Monotone Functions.- 2.5 Step Functions.- 2.6 Positive and Negative Parts of a Function.- 2.7 Bounded Variation and Absolute Continuity.- 3 The Riemann Integral.- 3.1 Definition of the Integral.- 3.2 Improper Integrals.- 3.3 A Nonintegrable Function.- 4 The Lebesgue-Stieltjes Integral.- 4.1 The Measure of an Interval.- 4.2 Probability Measures.- 4.3 Simple Sets.- 4.5 Definition of the Integral.- 4.6 The Lebesgue Integral.- 5 Properties of the Integral.- 5.1 Basic Properties.- 5.2 Null Functions and Null Sets.- 5.3 Convergence Theorems.- 5.4 Extensions of the Theory.- 6 Integral Calculus.- 6.1 Evaluation of Integrals.- 6.2 IWo Theorems of Integral Calculus.- 6.3 Integration and Differentiation.- 7 Double and Repeated Integrals.- 7.1 Measure of a Rectangle.- 7.2 Simple Sets and Simple Functions in Two Dimensions.- 7.3 The Lebesgue-Stieltjes Double Integral.- 7.4 Repeated Integrals and Fubini's Theorem.- 8 The Lebesgue SpacesLp.- 8.1 Normed Spaces.- 8.2 Banach Spaces.- 8.3 Completion of Spaces.- 8.4 The SpaceL1.- 8.5 The LebesgueLp.- 8.6 Separable Spaces.- 8.7 ComplexLpSpaces.- 8.8 The Hardy SpacesHp.- 8.9 Sobolev SpacesWk,p.- 9 Hilbert Spaces andL2.- 9.1 Hilbert Spaces.- 9.2 Orthogonal Sets.- 9.3 Classical Fourier Series.- 9.4 The Sturm-Liouville Problem.- 9.5 Other Bases forL2.- 10 Epilogue.- 10.1 Generalizations of the Lebesgue Integral.- 10.2 Riemann Strikes Back.- 10.3 Further Reading.- Appendix: Hints and Answers to Selected Exercises.- References.