Contents I Lebesgue Integration for Functions of a Single Real Variable 1 0 Preliminaries on Sets, Mappings, and Relations 3 UnionsandIntersectionsofSets ............................. 3 Mappings Between Sets............................. 4 Equivalence Relations, the Axiom of Choice, and Zorn’s Lemma . . . . . . . . . . 5 1 The Real Numbers: Sets, Sequences, and Functions 7 1.1 The Field, Positivity, and Completeness Axioms . . . . . . . . . . . . . . . . . 7 1.2 TheNaturalandRationalNumbers ........................ 11
4.2 The Lebesgue Integral of a Bounded Measurable Function over a Set of FiniteMeasure.................................... 71 4.3 The Lebesgue Integral of a Measurable Nonnegative Function . . . . . . . . 79 4.4 TheGeneralLebesgueIntegral .......................... 85
4.5 Countable Additivity and Continuity of Integration . . . . . . . . . . . . . . . 90 4.6 Uniform Integrability: The Vitali Convergence Theorem . . . . . . . . . . . . 92 5 Lebesgue Integration: Further Topics 97 5.1 Uniform Integrability and Tightness: A General Vitali Convergence Theorem 97 5.2 ConvergenceinMeasure .............................. 99
5.3 Characterizations of Riemann and Lebesgue Integrability . . . . . . . . . . . 102 6 Differentiation and Integration 107 6.1 ContinuityofMonotoneFunctions ........................ 108
14 Duality for Normed Linear Spaces 271 14.1 Linear Functionals, Bounded Linear Functionals, and Weak Topologies . . . 271 14.2TheHahn-BanachTheorem ............................ 277
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