MEASURE THEORY AND INTEGRATION G. de BARRA, Ph.D. Department of Mathematics Royal Holloway College, University of London . NEW AGE INTERNATIONAL (P) LIMITED, PUBLISHERS New Delhi + Bangalore + Calcutta + Chennai - Guwahati Hyderabad + Lucknow + MumbaiFirst published in 1981 by ELLIS HORWOOD LIMITED Copyright © 1981 G. De Barra/Ellis Horwood Ltd. First New Age International reprint, 1987 Reprint 2000 NEW AGE INTERNATIONAL (P) LIMITED, PUBLISHERS, 4835/24, Ansari Road, Daryaganj, New Delhi - 110 002 Offices at: Bangalore, Calcutta, Chennai, Guwahati, Hyderabad, Lucknow and Mumbai All rights reserved No part of this publication may be reproduced, stored in retrieval system, or transmitted, in any form or by any means, electronic, mechanical, photocopying, recording or otherwise, without the.permission of Ellis Horwood Limited, Market Cross House, Cooper Street, Chichester, West Sussex, England. Sales Area: India, South Asia, Egypt, Ethiopia, Kenya, Nigeria, Muzambique, Sudan, Pakistan, Tanzania, Uganda, Zambia, Zimbabwe ISBN : 0 85226 186 1 $673 9 1 Published by K. K. Gupta for New Age International (P) Limited 4835/24, Ansari Road, Daryaganj, New Delhi - 110 002 and printed in India at Taj Press, New Delhi - 110 064.Contents Preface ... Notation .. . Chapter 1 Preliminaries 1.1 Set Theory...... 1.2 Topological Ideas . 13 Sequences and Limits............ 1.4 Functions and Mappings. . 1.5 Cardinal Numbers and Countabi ty. 1.6 Further Properties of Open Sets . 1.7 Cantor-like Sets... .......--. Chapter 2. Measure on the Real Line 2.1 Lebesgue Outer Measure.......... 2.2. Measurable Sets. : 2.3. Regularity... vee eeee ees 2.4 Measurable Functions............ 2.5 Borel and Lebesgue Measurability. . . . 2.6 Hausdorff Measures on the Real Line . Chapter 3 Integration of Functions of a Real Variable 3.1 Integration of Non-negative Functions. 3.2. The General Integral ............ 3.3 Integration of Series... ....... 3.4 Riemann and Lebesgue Integrals. . Chapter 4 Differentiation 4.1 The Four Derivates .. 0.0.0.0... c cece eee eee eee eee ee 77 5