Preliminaries |
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1 | (14) |
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1 Metric and Normed Spaces |
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15 | (18) |
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15 | (7) |
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1.1.1 Convergence and Completeness |
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16 | (1) |
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1.1.2 Topology in Metric Spaces |
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17 | (1) |
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1.1.3 Compact Sets in Metric Spaces |
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18 | (2) |
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1.1.4 Continuity for Functions on Metric Spaces |
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20 | (2) |
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22 | (5) |
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22 | (1) |
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1.2.2 Seminorms and Norms |
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23 | (1) |
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1.2.3 Infinite Series in Normed Spaces |
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24 | (2) |
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26 | (1) |
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27 | (4) |
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1.3.1 Some Function Spaces |
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28 | (3) |
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1.4 Holder and Lipschitz Continuity |
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31 | (2) |
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33 | (54) |
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2.1 Exterior Lebesgue Measure |
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34 | (18) |
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35 | (1) |
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2.1.2 Some Facts about Boxes |
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36 | (3) |
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2.1.3 Exterior Lebesgue Measure |
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39 | (5) |
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2.1.4 The Exterior Measure of a Box |
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44 | (2) |
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46 | (3) |
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2.1.6 Regularity of Exterior Measure |
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49 | (3) |
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52 | (19) |
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2.2.1 Definition and Basic Properties |
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53 | (2) |
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2.2.2 Toward Countable Additivity and Closure under Complements |
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55 | (4) |
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2.2.3 Countable Additivity |
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59 | (3) |
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2.2.4 Equivalent Formulations of Measurability |
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62 | (2) |
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2.2.5 Caratheodory's Criterion |
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64 | (2) |
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2.2.6 Almost Everywhere and the Essential Supremum |
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66 | (5) |
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2.3 More Properties of Lebesgue Measure |
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71 | (10) |
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2.3.1 Continuity from Above and Below |
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71 | (3) |
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74 | (1) |
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2.3.3 Linear Changes of Variable |
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75 | (6) |
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81 | (6) |
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2.4.1 The Axiom of Choice |
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81 | (1) |
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2.4.2 Existence of a Nonmeasurable Set |
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82 | (2) |
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84 | (3) |
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87 | (32) |
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3.1 Definition and Properties of Measurable Functions |
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87 | (6) |
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3.1.1 Extended Real-Valued Functions |
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88 | (4) |
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3.1.2 Complex-Valued Functions |
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92 | (1) |
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3.2 Operations on Functions |
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93 | (10) |
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93 | (2) |
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95 | (1) |
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96 | (2) |
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98 | (5) |
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3.3 The Lebesgue Space L∞(E) |
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103 | (4) |
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3.3.1 Convergence and Completeness in L∞(E) |
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105 | (2) |
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107 | (4) |
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3.5 Convergence in Measure |
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111 | (6) |
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117 | (2) |
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119 | (58) |
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4.1 The Lebesgue Integral of Nonnegative Functions |
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119 | (7) |
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4.1.1 Integration of Nonnegative Simple Functions |
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121 | (2) |
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4.1.2 Integration of Nonnegative Functions |
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123 | (3) |
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4.2 The Monotone Convergence Theorem and Fatou's Lemma |
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126 | (6) |
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4.2.1 The Monotone Convergence Theorem |
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127 | (3) |
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130 | (2) |
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4.3 The Lebesgue Integral of Measurable Functions |
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132 | (6) |
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4.3.1 Extended Real-Valued Functions |
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133 | (2) |
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4.3.2 Complex-Valued Functions |
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135 | (1) |
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4.3.3 Properties of the Integral |
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136 | (2) |
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4.4 Integrable Functions and L1(E) |
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138 | (8) |
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4.4.1 The Lebesgue Space L1(E) |
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138 | (2) |
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4.4.2 Convergence in L1-Norm |
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140 | (2) |
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4.4.3 Linearity of the Integral for Integrable Functions |
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142 | (1) |
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4.4.4 Inclusions between L1(E) and L∞(E) |
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143 | (3) |
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4.5 The Dominated Convergence Theorem |
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146 | (15) |
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4.5.1 The Dominated Convergence Theorem |
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147 | (2) |
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4.5.2 First Applications of the DCT |
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149 | (1) |
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4.5.3 Approximation by Continuous Functions |
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150 | (3) |
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4.5.4 Approximation by Really Simple Functions |
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153 | (1) |
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4.5.5 Relation to the Riemann Integral |
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154 | (7) |
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161 | (16) |
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161 | (7) |
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168 | (3) |
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171 | (6) |
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177 | (42) |
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5.1 The Cantor-Lebesgue Function |
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178 | (4) |
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5.2 Functions of Bounded Variation |
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182 | (12) |
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5.2.1 Definition and Examples |
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183 | (3) |
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5.2.2 Lipschitz and Holder Continuous Functions |
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186 | (1) |
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5.2.3 Indefinite Integrals and Antiderivatives |
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187 | (2) |
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5.2.4 The Jordan Decomposition |
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189 | (5) |
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194 | (6) |
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5.3.1 The Simple Vitali Lemma |
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195 | (1) |
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5.3.2 The Vitali Covering Lemma |
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196 | (4) |
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5.4 Differentiability of Monotone Functions |
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200 | (7) |
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5.5 The Lebesgue Differentiation Theorem |
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207 | (12) |
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5.5.1 L1-Convergence of Averages |
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208 | (2) |
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5.5.2 Locally Integrable Functions |
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210 | (1) |
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5.5.3 The Maximal Theorem |
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210 | (3) |
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5.5.4 The Lebesgue Differentiation Theorem |
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213 | (3) |
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216 | (3) |
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6 Absolute Continuity and the Fundamental Theorem of Calculus |
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219 | (34) |
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6.1 Absolutely Continuous Functions |
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220 | (3) |
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6.1.1 Differentiability of Absolutely Continuous Functions |
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222 | (1) |
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223 | (6) |
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6.3 The Banach--Zaretsky Theorem |
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229 | (5) |
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6.4 The Fundamental Theorem of Calculus |
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234 | (7) |
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6.4.1 Applications of the FTC |
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235 | (2) |
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6.4.2 Integration by Parts |
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237 | (4) |
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6.5 The Chain Rule and Changes of Variable |
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241 | (4) |
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6.6 Convex Functions and Jensen's Inequality |
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245 | (8) |
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253 | (36) |
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254 | (15) |
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7.1.1 Holder's Inequality |
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256 | (3) |
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7.1.2 Minkowski's Inequality |
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259 | (3) |
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7.1.3 Convergence in the lp Spaces |
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262 | (2) |
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7.1.4 Completeness of the lp Spaces |
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264 | (1) |
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265 | (1) |
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266 | (3) |
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7.2 The Lebesgue Space Lp(E) |
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269 | (8) |
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7.2.1 Seminorm Properties of || · ||p |
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271 | (1) |
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7.2.2 Identifying Functions That Are Equal Almost Everywhere |
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272 | (1) |
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7.2.3 Lp(E) for 0 < p < 1 |
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273 | (1) |
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7.2.4 The Converse of Holder's Inequality |
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274 | (3) |
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7.3 Convergence in Lp-norm |
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277 | (7) |
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7.3.1 Dense Subsets of Lp(E) |
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279 | (5) |
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7.4 Separability of Lp(E) |
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284 | (5) |
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8 Hilbert Spaces and L2(E) |
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289 | (38) |
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8.1 Inner Products and Hilbert Spaces |
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289 | (6) |
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8.1.1 The Definition of an Inner Product |
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290 | (1) |
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8.1.2 Properties of an Inner Product |
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290 | (2) |
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292 | (3) |
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295 | (10) |
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8.2.1 Orthogonal Complements |
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296 | (2) |
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8.2.2 Orthogonal Projections |
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298 | (4) |
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8.2.3 Characterizations of the Orthogonal Projection |
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302 | (1) |
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302 | (1) |
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8.2.5 The Complement of the Complement |
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303 | (1) |
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304 | (1) |
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8.3 Orthonormal Sequences and Orthonormal Bases |
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305 | (15) |
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8.3.1 Orthonormal Sequences |
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305 | (2) |
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8.3.2 Unconditional Convergence |
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307 | (1) |
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8.3.3 Orthogonal Projections Revisited |
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308 | (2) |
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310 | (2) |
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8.3.5 Existence of an Orthonormal Basis |
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312 | (1) |
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8.3.6 The Legendre Polynomials |
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313 | (1) |
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314 | (2) |
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316 | (4) |
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8.4 The Trigonometric System |
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320 | (7) |
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9 Convolution and the Fourier Transform |
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327 | (60) |
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327 | (17) |
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9.1.1 The Definition of Convolution |
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328 | (1) |
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329 | (2) |
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9.1.3 Convolution as Averaging |
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331 | (2) |
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9.1.4 Approximate Identities |
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333 | (5) |
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338 | (6) |
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9.2 The Fourier Transform |
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344 | (16) |
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9.2.1 The Inversion Formula |
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348 | (5) |
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9.2.2 Smoothness and Decay |
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353 | (7) |
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360 | (18) |
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361 | (1) |
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9.3.2 Decay of Fourier Coefficients |
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362 | (3) |
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9.3.3 Convolution of Periodic Functions |
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365 | (1) |
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9.3.4 Approximate Identities and the Inversion Formula |
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365 | (6) |
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9.3.5 Completeness of the Trigonometric System |
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371 | (3) |
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9.3.6 Convergence of Fourier Series for p ≠ 2 |
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374 | (4) |
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9.4 The Fourier Transform on L2(R) |
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378 | (9) |
Hints for Selected Exercises and Problems |
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387 | (2) |
Index of Symbols |
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389 | (4) |
References |
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393 | (2) |
Index |
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395 | |