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Part I Measure and Integration |
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3 | (34) |
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1.1 Algebras and σ-Algebras of Sets |
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3 | (4) |
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1.1.1 Notation and Preliminaries |
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3 | (2) |
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1.1.2 Algebras and σ-Algebras |
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5 | (2) |
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7 | (6) |
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1.2.1 Additive and σ-Additive Functions |
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7 | (3) |
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10 | (2) |
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1.2.3 Borel--Cantelli Lemma |
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12 | (1) |
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1.3 The Basic Extension Theorem |
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13 | (7) |
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13 | (3) |
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16 | (4) |
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20 | (17) |
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1.4.1 Lebesgue Measure on [ 0, 1) |
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20 | (2) |
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1.4.2 Lebesgue Measure on R |
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22 | (3) |
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1.4.3 Lebesgue Measure on RN |
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25 | (2) |
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27 | (2) |
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1.4.5 Regularity of Radon Measures |
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29 | (6) |
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35 | (2) |
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37 | (44) |
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38 | (6) |
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2.1.1 Inverse Image of a Function |
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38 | (1) |
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2.1.2 Measurable Maps and Borel Functions |
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38 | (6) |
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2.2 Convergence Almost Everywhere |
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44 | (2) |
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2.3 Approximation by Continuous Functions |
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46 | (3) |
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2.4 Integral of Borel Functions |
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49 | (18) |
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2.4.1 Integral of Positive Simple Functions |
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50 | (1) |
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2.4.2 Repartition Function |
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51 | (2) |
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2.4.3 The Archimedean Integral |
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53 | (3) |
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2.4.4 Integral of Positive Borel Functions |
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56 | (6) |
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2.4.5 Integral of Functions with Variable Sign |
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62 | (5) |
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2.5 Convergence of Integrals |
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67 | (11) |
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2.5.1 Dominated Convergence |
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67 | (4) |
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2.5.2 Uniform Summability |
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71 | (3) |
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2.5.3 Integrals Depending on a Parameter |
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74 | (4) |
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2.6 Miscellaneous Exercises |
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78 | (3) |
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81 | (26) |
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3.1 The Spaces lp(X, μ) and LP(X, μ) |
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81 | (8) |
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89 | (5) |
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3.3 Convergence in Measure |
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94 | (1) |
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3.4 Convergence and Approximation in LP |
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95 | (8) |
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3.4.1 Convergence Results |
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95 | (3) |
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3.4.2 Dense Subsets in LP |
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98 | (5) |
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3.5 Miscellaneous Exercises |
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103 | (4) |
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106 | (1) |
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107 | (26) |
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107 | (8) |
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107 | (5) |
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4.1.2 Fubini-Tonelli Theorem |
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112 | (3) |
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115 | (3) |
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4.3 Convolution and Approximation |
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118 | (15) |
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4.3.1 Convolution Product |
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119 | (4) |
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4.3.2 Approximation by Smooth Functions |
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123 | (7) |
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130 | (3) |
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Part II Functional Analysis |
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133 | (34) |
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5.1 Definitions and Examples |
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134 | (4) |
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5.2 Orthogonal Projection |
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138 | (7) |
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5.2.1 Projection onto a Closed Convex Set |
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139 | (2) |
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5.2.2 Projection onto a Closed Subspace |
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141 | (4) |
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5.3 Riesz Representation Theorem |
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145 | (8) |
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5.3.1 Bounded Linear Functionals |
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145 | (2) |
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147 | (6) |
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5.4 Orthonormal Sequences and Bases |
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153 | (10) |
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5.4.1 Bessel's Inequality |
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154 | (1) |
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155 | (4) |
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5.4.3 Completeness of the Trigonometric System |
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159 | (4) |
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5.5 Miscellaneous Exercises |
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163 | (4) |
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166 | (1) |
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167 | (62) |
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6.1 Definitions and Examples |
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168 | (2) |
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6.2 Bounded Linear Operators |
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170 | (14) |
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6.2.1 The Principle of Uniform Boundedness |
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176 | (2) |
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6.2.2 The Open Mapping Theorem |
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178 | (6) |
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6.3 Bounded Linear Functionals |
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184 | (16) |
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6.3.1 Hahn-Banach Theorem |
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185 | (5) |
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6.3.2 Separation of Convex Sets |
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190 | (4) |
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194 | (6) |
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6.4 Weak Convergence and Reflexivity |
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200 | (15) |
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201 | (3) |
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6.4.2 Weak Convergence and Bolzano-Weierstrass Property |
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204 | (11) |
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6.5 Miscellaneous Exercises |
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215 | (14) |
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225 | (4) |
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7 Absolutely Continuous Functions |
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229 | (24) |
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230 | (7) |
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7.1.1 Differentiation of Monotone Functions |
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231 | (6) |
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7.2 Functions of Bounded Variation |
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237 | (5) |
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7.3 Absolutely Continuous Functions |
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242 | (9) |
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7.4 Miscellaneous Exercises |
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251 | (2) |
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253 | (18) |
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8.1 Comparison Between Measures |
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254 | (2) |
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8.2 Lebesgue Decomposition |
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256 | (5) |
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8.2.1 The Case of Finite Measures |
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256 | (3) |
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259 | (2) |
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261 | (6) |
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261 | (3) |
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8.3.2 Radon-Nikodym Theorem |
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264 | (1) |
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265 | (2) |
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267 | (4) |
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270 | (1) |
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271 | (8) |
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9.1 Definitions and Examples |
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271 | (2) |
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9.2 Existence of a Summable Selection |
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273 | (6) |
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277 | (2) |
Appendix A Distance Function |
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279 | (6) |
Appendix B Semicontinuous Functions |
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285 | (4) |
Appendix C Finite-Dimensional Linear Spaces |
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289 | (4) |
Appendix D Baire's Lemma |
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293 | (2) |
Appendix E Relatively Compact Families of Continuous Functions |
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295 | (4) |
Appendix F Legendre Transform |
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299 | (4) |
Appendix G Vitali's Covering Theorem |
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303 | (4) |
Appendix H Ekeland's Variational Principle |
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307 | (4) |
Index |
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311 | |