Index 409 measurable function, 31, 37, 156 rectangle, 117 set, 27, 55 space, 27 measure, 41 of decreasing intersection, 44, 46 of increasing union, 43 of intersection of two sets, 45 of union of three sets, 46 of union of two sets, 45 measure space, 42 Melas, Antonios, 107 metric, 147 metric space, 147 Minkowski’s inequality, 199 Minkowski, Hermann, 193, 211 monotone class, 122 Monotone Class Theorem, 122 Monotone Convergence Theorem, 78 Moon, 44 Moscow State University, 68 multiplication operator, 281 Napoleon, 339, 371 Nikodym, Otto, 272 Noether, Emmy, 211 norm, 163 coming from inner product, 214 normal, 302 normed vector space, 163 null space, 172 of T ∗ , 285 open ball, 148 cover, 18 cube, 136 set, 136, 137, 148 unit ball, 141 unit disk, 253, 340 Open Mapping Theorem, 186 operator, 286 orthogonal complement, 229 decomposition, 217, 231 elements of inner product space, 216 projection, 227, 232, 247 orthonormal basis, 244 family, 237 sequence, 237 subset, 249 outer measure, 14 parallelogram equality, 220 Parseval’s identity, 244 Parseval, Marc-Antoine, 245 partial derivative, 142 partial derivatives, order does not matter, 143 partial isometry, 311 partition, 2 Pascal, Blaise, 380 photo credits, 400–401 Plancherel’s Theorem, 375 p-norm, 194 pointwise convergence, 62 Poisson integral on unit disk, 349 on upper half-plane, 372 Poisson kernel, 346, 370 Poisson, Siméon, 371, 373 positive measure, 41, 256 Principle of Uniform Boundedness, 190 probability distribution, 392 probability measure, 381 probability of a set, 381 probability space, 381 product of Banach spaces, 188 of Borel sets, 138 of measures, 127 of open sets, 137 of scalar and vector, 159 of σ-algebras, 117 Pythagorean Theorem, 217 Rademacher, Hans, 238 Radon, Johann, 255 Radon–Nikodym derivative, 274 Radon–Nikodym Theorem, 272 Ramanujan, Srinivasa, 101 <strong>Measure</strong>, <strong>Integration</strong> & <strong>Real</strong> <strong>Analysis</strong>, by Sheldon Axler
410 Index random variable, 385 range dense, 285 of T ∗ , 285 real inner product space, 212 real measure, 256 real part, 155 rectangle, 117 reflexive, 210 region under graph, 133 Riemann integrable, 5 Riemann integral, 5, 93 Riemann sum, 2 Riemann, Bernhard, 1, 211 Riemann–Lebesgue Lemma, 344, 364 Riesz Representation Theorem, 233, 250 Riesz, Frigyes, 234 right invertible, 289 right shift, 289, 294 sample space, 381 scalar multiplication, 159 Schmidt, Erhard, 247 Schwarz, Hermann, 219 Scuola Normale Superiore di Pisa, 116 self-adjoint, 299 separable, 183, 245 Shakespeare, William, 70 σ-algebra, 26 smallest, 28 σ-finite measure, 123 signed measure, 257 Simon, Barry, 69 simple function, 65 singular measures, 268 Singular Value Decomposition, 332 singular values, 333 span, 174 S-partition, 74 Spectral Mapping Theorem, 298 Spectral Theorem, 329–330 spectrum, 294 standard deviation, 388 standard normal density, 395 standard representation, 79 Steinhaus, Hugo, 189 step function, 97 St. Petersburg University, 102 subspace, 160 dense, 230 Supreme Court, 216 Swiss Federal Institute of Technology, 193 Tonelli’s Theorem, 129, 131 Tonelli, Leonida , 116 total variation measure, 259 total variation norm, 263 translation of set, 16, 60 triangle inequality, 163, 219 Trinity College, Cambridge, 101 two-sided ideal, 313 unbounded linear functional, 177 uniform convergence, 62 uniform density, 395 unit circle, 340 unit disk, 253, 340 unitary, 305 University of Göttingen, 211 University of Vienna, 255 unordered sum, 239 upper half-plane, 370 upper Riemann integral, 4 upper Riemann sum, 2 Uppsala University, 280 variance, 388 vector space, 159 Vitali Covering Lemma, 103 Vitali, Giuseppe, 13 Volterra operator, 286, 315, 320, 331, 334, 338 Volterra, Vito, 286 volume of unit ball, 141 von Neumann, John, 272 Weak Law of Large Numbers, 397 Wirtinger’s inequality, 362 Young’s inequality, 196 Young, William Henry, 196 Zorn’s Lemma, 176, 183, 236 Zorn, Max, 176 <strong>Measure</strong>, <strong>Integration</strong> & <strong>Real</strong> <strong>Analysis</strong>, by Sheldon Axler
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Measure, Integration & Real Analysi
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About the Author Sheldon Axler was
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viii Contents 2D Lebesgue Measure 4
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x Contents 6E Consequences of Baire
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xii Contents 11 Fourier Analysis 33
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Preface for Instructors You are abo
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xvi Preface for Instructors • Cha
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Acknowledgments I owe a huge intell
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2 Chapter 1 Riemann Integration 1A
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4 Chapter 1 Riemann Integration m (
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10 Chapter 1 Riemann Integration Ca
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12 Chapter 1 Riemann Integration EX
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14 Chapter 2 Measures 2A Outer Meas
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16 Chapter 2 Measures The next resu
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18 Chapter 2 Measures Outer Measure
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20 Chapter 2 Measures Now we can pr
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24 Chapter 2 Measures 10 Prove that
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26 Chapter 2 Measures We have shown
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28 Chapter 2 Measures Borel Subsets
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30 Chapter 2 Measures Inverse image
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32 Chapter 2 Measures The definitio
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34 Chapter 2 Measures 2.42 Definiti
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36 Chapter 2 Measures The next resu
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38 Chapter 2 Measures EXERCISES 2B
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40 Chapter 2 Measures 23 Suppose f
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42 Chapter 2 Measures • Suppose X
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44 Chapter 2 Measures For convenien
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46 Chapter 2 Measures 5 Suppose (X,
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48 Chapter 2 Measures Thus |A ∪ G
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50 Chapter 2 Measures where the equ
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52 Chapter 2 Measures Lebesgue Meas
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54 Chapter 2 Measures In practice,
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56 Chapter 2 Measures 2.74 Definiti
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58 Chapter 2 Measures Now we can de
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60 Chapter 2 Measures EXERCISES 2D
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62 Chapter 2 Measures 2E Convergenc
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64 Chapter 2 Measures Proof Suppose
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66 Chapter 2 Measures Luzin’s The
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70 Chapter 2 Measures The next resu
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72 Chapter 2 Measures 9 Suppose F 1
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74 Chapter 3 Integration 3A Integra
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76 Chapter 3 Integration 3.6 Exampl
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78 Chapter 3 Integration 3.11 Monot
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80 Chapter 3 Integration Now we can
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82 Chapter 3 Integration The condit
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84 Chapter 3 Integration The inequa
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88 Chapter 3 Integration 3B Limits
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90 Chapter 3 Integration 3.27 Defin
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92 Chapter 3 Integration Suppose (X
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94 Chapter 3 Integration Proof Supp
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96 Chapter 3 Integration 3.42 Examp
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98 Chapter 3 Integration in other w
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100 Chapter 3 Integration 7 Let λ
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102 Chapter 4 Differentiation 4A Ha
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104 Chapter 4 Differentiation Suppo
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106 Chapter 4 Differentiation EXERC
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108 Chapter 4 Differentiation 4B De
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110 Chapter 4 Differentiation Deriv
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112 Chapter 4 Differentiation The n
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114 Chapter 4 Differentiation Proof
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Chapter 5 Product Measures Lebesgue
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118 Chapter 5 Product Measures 5.3
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120 Chapter 5 Product Measures Mono
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122 Chapter 5 Product Measures Now
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124 Chapter 5 Product Measures The
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126 Chapter 5 Product Measures 5.23
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128 Chapter 5 Product Measures EXER
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130 Chapter 5 Product Measures The
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132 Chapter 5 Product Measures As y
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136 Chapter 5 Product Measures 5C L
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140 Chapter 5 Product Measures Volu
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144 Chapter 5 Product Measures EXER
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Chapter 6 Banach Spaces We begin th
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148 Chapter 6 Banach Spaces The mat
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150 Chapter 6 Banach Spaces The def
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152 Chapter 6 Banach Spaces Entranc
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154 Chapter 6 Banach Spaces 14 Supp
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156 Chapter 6 Banach Spaces For b a
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158 Chapter 6 Banach Spaces We now
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160 Chapter 6 Banach Spaces 6.28 Ex
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162 Chapter 6 Banach Spaces EXERCIS
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164 Chapter 6 Banach Spaces Sometim
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166 Chapter 6 Banach Spaces 6.40 De
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168 Chapter 6 Banach Spaces 6.45 Ex
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170 Chapter 6 Banach Spaces EXERCIS
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172 Chapter 6 Banach Spaces 6D Line
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174 Chapter 6 Banach Spaces Discont
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176 Chapter 6 Banach Spaces The not
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178 Chapter 6 Banach Spaces If V is
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180 Chapter 6 Banach Spaces Then A
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182 Chapter 6 Banach Spaces 2 Suppo
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184 Chapter 6 Banach Spaces 6E Cons
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186 Chapter 6 Banach Spaces Because
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188 Chapter 6 Banach Spaces The nex
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190 Chapter 6 Banach Spaces 6.86 Pr
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192 Chapter 6 Banach Spaces A linea
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194 Chapter 7 L p Spaces 7A L p (μ
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196 Chapter 7 L p Spaces What we ca
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200 Chapter 7 L p Spaces 6 Suppose
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202 Chapter 7 L p Spaces 7B L p (μ
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204 Chapter 7 L p Spaces L p (μ) I
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206 Chapter 7 L p Spaces Duality Re
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208 Chapter 7 L p Spaces EXERCISES
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210 Chapter 7 L p Spaces 18 Suppose
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212 Chapter 8 Hilbert Spaces 8A Inn
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214 Chapter 8 Hilbert Spaces As we
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242 Chapter 8 Hilbert Spaces Proof
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246 Chapter 8 Hilbert Spaces A mome
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248 Chapter 8 Hilbert Spaces 8.73 E
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250 Chapter 8 Hilbert Spaces Riesz
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252 Chapter 8 Hilbert Spaces 10 (a)
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254 Chapter 8 Hilbert Spaces 23 Pro
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256 Chapter 9 Real and Complex Meas
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258 Chapter 9 Real and Complex Meas
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260 Chapter 9 Real and Complex Meas
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332 Chapter 10 Linear Maps on Hilbe
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336 Chapter 10 Linear Maps on Hilbe
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338 Chapter 10 Linear Maps on Hilbe
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340 Chapter 11 Fourier Analysis 11A
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342 Chapter 11 Fourier Analysis Hil
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344 Chapter 11 Fourier Analysis 11.
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346 Chapter 11 Fourier Analysis 11.
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348 Chapter 11 Fourier Analysis Sol
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350 Chapter 11 Fourier Analysis Fou
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352 Chapter 11 Fourier Analysis In
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354 Chapter 11 Fourier Analysis 12
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356 Chapter 11 Fourier Analysis Now
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