Preface Bibliography Acknowledgments 1 Introduction to Rn A Sets B Countable Sets C Topology D Compact Sets E Continuity F The Distance Function 2 Lebesgue Measure on Rn A Construction B Properties of Lebesgue Measure C Appendix: Proof of P1 and P2 3 Invariance of Lebesgue Measure A Some Linear Algebra B Translation and Dilation C Orthogonal Matrices D The General Matrix 4 Some Interesting Sets A A Nonmeasurable Set B A Bevy of Cantor Sets C The Lebesgue Function D Appendix: The Modulus of Continuity of the Lebesgue Functions 5 Algebras of Sets and Measurable Functions A Algebras and a-Algebras B Borel Sets C A Measurable Set which Is Not a Borel Set D Measurable Functions E Simple Functions 6 Integration A Nonnegative Functions B General Measurable Functions C Almost Everywhere D Integration Over Subsets of Rn E Generalization: Measure Spaces F Some Calculations G Miscellany 7 Lebesgue Integral on n A Riemann Integral B Linear Change of Variables C Approximation of Functions in L1 D Continuity of Translation in L1 8 Fubini's Theorem for Rn 9 The Gamma Function A Definition and Simple Properties B Generalization C The Measure of Balls D Further Properties of the Gamma Function
E Stirling's Formula F The Gamma Function on 10 LP Spaces A Definition and Basic Inequalities B Metric Spaces and Normed Spaces C Completeness of Lp D The Case p = cc E Relations between Lp Spaces F Approximation by C (R) G Miscellaneous Problems H The Case 0 < p < 1 11 A Products of a-Algebras B Monotone Classes C Construction of the Product Measure D The Fubini Theorem E The Generalized Minkowski Inequality 12 Convolutions A Formal Properties B Basic Inequalities C Approximate Identities 13 Fourier Transform on Rn A Fourier Transform of Functions in LI(R) B The Inversion Theorem C The Schwartz Class D The Fourier-Plancherel Transform E Hilbert Space F Formal Application to Differential Equations G Bessel Functions H Special Results for n = 1 I Hermite Polynomials 14 Fourier Series in One Variable A Periodic Functions B Trigonometric Series C Fourier Coefficients D Convergence of Fourier Series E Summability of Fourier Series F A Counterexample G Parseval's Identity H Poisson Summation Formula I A Special Class of Sine Series 15 Differentiation A The Vitali Covering Theorem B The Hardy-Littlewood Maximal Function C Lebesgue's Differentiation Theorem D The Lebesgue Set of a Function E Points of Density F Applications G The Vitali Covering Theorem (Again) H The Besicovitch Covering Theorem I The Lebesgue Set of Order p
J Change of Variables K Noninvertible Mappings 16 Differentiation for Functions on R A Monotone Functions B Jump Functions : C Another Theorem of Fubini : D Bounded Variation E Absolute Continuity F Further Discussion of Absolute Continuity G Arc Length H Nowhere Differentiable Functions I Convex Functions Index Symbol Index