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Real VariablesRatings: (0)|Views: 675|Likes: 59

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https://www.scribd.com/doc/22058652/Real-Variables

01/06/2013

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Theory of functions of a real variable.

Shlomo SternbergMay 10, 2005

2

Introduction.

I have taught the beginning graduate course in real variables and functionalanalysis three times in the last ﬁve years, and this book is the result. Thecourse assumes that the student has seen the basics of real variable theory andpoint set topology. The elements of the topology of metrics spaces are presented(in the nature of a rapid review) in Chapter I.The course itself consists of two parts: 1) measure theory and integration,and 2) Hilbert space theory, especially the spectral theorem and its applications.In Chapter II I do the basics of Hilbert space theory, i.e. what I can dowithout measure theory or the Lebesgue integral. The hero here (and perhapsfor the ﬁrst half of the course) is the Riesz representation theorem. Includedis the spectral theorem for compact self-adjoint operators and applications of this theorem to elliptic partial diﬀerential equations. The pde material followsclosely the treatment by Bers and Schecter in

Partial Diﬀerential Equations

byBers, John and Schecter AMS (1964)Chapter III is a rapid presentation of the basics about the Fourier transform.Chapter IV is concerned with measure theory. The ﬁrst part follows Caratheodory’sclassical presentation. The second part dealing with Hausdorﬀ measure and di-mension, Hutchinson’s theorem and fractals is taken in large part from the bookby Edgar,

Measure theory, Topology, and Fractal Geometry

Springer (1991).This book contains many more details and beautiful examples and pictures.Chapter V is a standard treatment of the Lebesgue integral.Chapters VI, and VIII deal with abstract measure theory and integration.These chapters basically follow the treatment by Loomis in his

Abstract Har-monic Analysis

.Chapter VII develops the theory of Wiener measure and Brownian motionfollowing a classical paper by Ed Nelson published in the Journal of Mathemat-ical Physics in 1964. Then we study the idea of a generalized random processas introduced by Gelfand and Vilenkin, but from a point of view taught to usby Dan Stroock.The rest of the book is devoted to the spectral theorem. We present threeproofs of this theorem. The ﬁrst, which is currently the most popular, derivesthe theorem from the Gelfand representation theorem for Banach algebras. Thisis presented in Chapter IX (for bounded operators). In this chapter we againfollow Loomis rather closely.In Chapter X we extend the proof to unbounded operators, following Loomisand Reed and Simon

Methods of Modern Mathematical Physics

. Then we giveLorch’s proof of the spectral theorem from his book

Spectral Theory

. This hasthe ﬂavor of complex analysis. The third proof due to Davies, presented at theend of Chapter XII replaces complex analysis by almost complex analysis.The remaining chapters can be considered as giving more specialized in-formation about the spectral theorem and its applications. Chapter XI is de-voted to one parameter semi-groups, and especially to Stone’s theorem aboutthe inﬁnitesimal generator of one parameter groups of unitary transformations.Chapter XII discusses some theorems which are of importance in applications of

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