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Measure Theory (Graduate Texts in Mathematics, 18) 1950th Edition
Purchase options and add-ons
- ISBN-100387900888
- ISBN-13978-0387900889
- Edition1950th
- PublisherSpringer
- Publication dateJanuary 1, 1974
- LanguageEnglish
- Dimensions6 x 0.9 x 9.44 inches
- Print length316 pages
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P.R. Halmos
Measure Theory
"As with the first edition, this considerably improved volume will serve the interested student to find his way to active and creative work in the field of Hilbert space theory."―MATHEMATICAL REVIEWS
Product details
- Publisher : Springer; 1950th edition (January 1, 1974)
- Language : English
- Hardcover : 316 pages
- ISBN-10 : 0387900888
- ISBN-13 : 978-0387900889
- Item Weight : 3.06 pounds
- Dimensions : 6 x 0.9 x 9.44 inches
- Best Sellers Rank: #961,996 in Books (See Top 100 in Books)
- #121 in Functional Analysis Mathematics
- #471 in Mathematical Analysis (Books)
- #821 in Calculus (Books)
- Customer Reviews:
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After reading the text (up to the chapter on probability) my opinion of Halmos as a writer and mathematician not only has been elevated, but the book delivered the thorough study of measure theory that I had hoped for. Indeed, the author does an excellent job in presenting measure theory in its entire generality semi-rings, rings, hereditary rings, algebras, sigma algebras and their extensions are all considered in detail, as well as measures on these set systems: finitely additive , sigma additive, inner measures, outer measures, sigma-finite measures, the completion of measures, regular measures). I especially enjoyed his presentation of Fubini's Theorem along with the concept of "section of a measurable set", which helped the theorem fall out effortlessly. I also found his presentation of different types of convergence (e.g. pointwise, uniform, almost uniform, in measure, in mean) very good and helped give me the bigger picture on modes of convergence. Theorem 22A is essentially a generalization of the Borel-Cantelli Lemma.
The book does have a few downsides. In particular pi and lambda-systems are not used and in some sense replaced by the older notion of semiring. Also, the author's definition of Lesbegue integrable seemed a bit more complicated than what is usually presented (e.g. for nonnegative measurable f to be integrable it requires a sequence fn of simple functions that is mean fundamental and converges in measure to f; compare this with the simpler definition of the integral of measurable f being the sup of Lesbegue integrals of simple functions g for which g <= f). But I consider these downsides minor and highly recommend this text to anyone who seeks a deeper understanding of measure theory.
My impression of measure theory has gone from seeing it as abstract mathematical machinery for simplifying analysis proofs, to a kind of mathematical philosophy that unifies the infinite with the discrete, and lays the proper foundations for inference, probabilistic reasoning, and learning; i.e. the foundations of cognitive intelligence.
WH Cobbs Narberth PA
The next chapter explores more carefully the relation between measures and outer measures. It is also shown in this chapter to what extent a measure on a ring can be extended to the generated sigma-ring. The all-important Lebesgue measure is developed here also, and the author exhibits an example of a non-measurable set.
In order to develop an integration theory, one must first characterize the collection of measurable functions, and the author does this in chapter 4. The convergence properties of measurable functions are carefully outlined by the author.
The theory of integration begins in chapter 5, wherein the author follows the standard construction of an integral by first defining integrals over simple functions. Then in chapter 6, signed measures are defined, and the Lebesgue bounded convergence theorem is proven and the Hahn and Jordan decompositions of these measures are discussed. The all-important Radon-Nikodym theorem, which gives an integral representation of an absolutely continuous sigma-finite signed measure, is proven in detail.
One can of course take the Cartesian product of two measurable spaces, and the author shows how to define measures on these products in chapter 7, including infinite products. The physicist reader may want to pay attention to the section on infinite dimensional product measures, as it does have applications to functional integration in quantum field theory (although somewhat weakly).
The author treats measurable transformations in chapter 8, but interestingly, the word "ergodic" is never mentioned. He also introduces briefly the L-p spaces, so very important in many areas of mathematics, and proves the Holder and Minkowski inequalities.
The next chapter is the most important in the book, for it covers the notion of probability on measure spaces. After an brief motivation in the first section of the chapter, probability spaces are defined, and Bayes' theorem is discussed as an exercise. Both the weak and strong law of large numbers is proven in detail.
Things get more abstract in chapter 10, which discusses measure theory on locally compact spaces. Borel and Baire sets on these kinds of spaces are defined, and the author gives detailed arguments on what must be changed when doing measure theory in this more general kind of space.
The book ends with a discussion of measure theory on topological groups via the Haar measure. This chapter also has connections to physics, such as in the Faddeev-Popov volume measure over gauge equivalent classes in quantum field theory. The author does a fine job of characterizing the important properties of the Haar measure.
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Reviewed in Mexico on February 10, 2020







