MEASURE AND INTEGRAL

An Introduction to Real Analysis

Richard L. Wheeden

Antoni Zygmund

Department of Mathematics
Rutgers, the State University
of New Jersey
New Brunswick, New Jersey

Department of Mathematics
University of Chicago
Chicagk-IUinois

MARCEL DEKKER, INC.

NEW YORK AND BASEL

Contents

Introduction
Chapter 1

1.
2.
3.
4.
5.
6.
7.
Chapter 2

Points and Sets in R"

R" as a Metric Space
Open and Closed Sets in R"; Special Sets
Compact Sets; the Heine-Borel Theorem
Functions
Continuous Functions and Transformations
The Riernann Integral
Exercises

Functions of Bounded Variation; the RiemannStieltjes Integral

1.
2.
3.
4.

Chapter 3

Preliminaries

Functions of Bounded Variation

Rectifiable Curves
The Riemann-Stieltjes Integral
Further Results About Riemann-Stieltjes Integrals
Exercises

1
2
5
8
9
10
11
12
15
15
21
23
28
31

Lebesgue Measure and Outer Measure

33

1.
2.
3.
4.
5.
6.

33
37
40
42
44
46
47

Lebesgue Outer Measure; the Cantor Set

Lebesgue Measurable Sets
Two Properties of Lebesgue Measure
Characterizations of Measurability
Lipschitz Transformations of R"
A Nonmeasurable Set
Exercises
*
vii

Contents

VIII

Chapter 4

Chapter 5

Lebesgue Measurable Functions

50

1. Elementary Properties of Measurable Functions

2. Semicontinuous Functions
3. Properties of Measurable Functions: Egorov's
Theorem and Lusin's Theorem
4. Convergence in Measure
Exercises

51
55

The Lebesgue Integral

64

1. Definition of the Integral of a Nonnegative

Function
2. Properties of the Integral
3. The Integral of an Arbitrary Measurable/
4. A Relation Between Riemann-Stieltjes and
Lebesgue Integrals; the LP Spaces, 0 < p < oo
5. Riemann and Lebesgue Integrals
Exercises
Chapter 6

Chapter 7

64
66
71
76
83
85

Repeated Integration

87

1. Fubini's Theorem
2. Tonelli's Theorem
3. Applications of Fubini's Theorem
Exercises

87
91
93
96

Differentiation

98

1.
2.
3.
4.
5.
6.

Chapter 8

56
59
61

The Indefinite Integral

Lebesgue's Differentiation Theorem
The Vitali Covering Lemma
Differentiation of Monotone Functions
Absolutely Continuous and Singular Functions
Convex Functions
Exercises

98
100
109
111
115
118
123

If Classes

125

1.
2.
3.
4.

125
127
130
13,1

Definition of U
Haider's Inequality; Minkowski's Inequality
Classes lp
Banach and Metric Space Properties

Contents

Chapter 9

Chapter 10

Chapter 11

Chapter 12

IX

5. The Space L 2 ; Orthogonality

6. Fourier Series; Parseval's Formula
7. Hilbert Spaces
Exercises

135
137
141
143

Approximations of the Identity; Maximal Functions

145

1.
2.
3.
4.

145
148
155
157
159

Convolutions
Approximations of the Identity
The Hardy-Littlewood Maximal Function
The Marcinkiewicz Integral
Exercises

Abstract Integration

161

1. Additive Set Functions; Measures

2. Measurable Functions; Integration
3. Absolutely Continuous and Singular Set
Functions and Measures
4. The Dual Space of V
5. Relative Differentiation of Measures
Exercises

161
167
174
182
185
190

Outer Measure; Measure

193

1.
2.
3.
4.
5.

193
196
197
201
204
208

Constructing Measures from Outer Measures

Metric Outer Measures
Lebesgue-Stieltjes Measure
Hausdorff Measure
The Carath6odory-Hahn Extension Theorem
Exercises

A Few Facts From Harmonic Analysis

1.
2.
3.
4.
5.
6.

Trigonometric Fourier Series

Theorems about Fourier Coefficients
Convergence of S[f] and S[f]
Divergence of Fourier Series
Summability of Sequences and Series
Summability of S[f\ and S[f] by the
Method of the Arithmetic Mean

211
211
217
222
227
229
235

Contents

7.
8.
9.
10.

Summability of S[f] by Abel Means

Existence of/
Properties of / for feLp, 1 < p < oo
Application of Conjugate Functions to Partial
Sums of S[f]
Exercises

246
250
256
259
260

Notation

265

Index

267