Measure and integral

Author: Zhao Rongxia
Publisher:
Publish Date: 2002-10-01
Features: This book is the result of the author's teaching reform research project titled "Research and Practice on the Teaching Content and System of Core Courses for Undergraduate Mathematics Majors." The author introduces the fundamental theory of real analysis from the perspective of probability, which is a novel approach. Based on a relatively complete and systematic introduction to Lebesgue measure and Lebesgue integration theory, the book intersperses essential knowledge from modern probability theory, organically integrating the two fields. It consistently focuses on measure and integration as the main thread, fully demonstrating the consistency of many concepts between the two. The book is divided into seven chapters, covering preliminary knowledge, measure, measurable functions, integration theory, spaces of integrable functions, product measures and Fubini's theorem, as well as limit theory. This book is suitable for senior undergraduate students in science majors and graduate students in engineering disciplines.