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(Terse) Introduction to Lebesgue Integration
http://dx.doi.org/10.1090/stml/048 A (Terse) Introduction to Lebesgue Integration STUDENT MATHEMATICAL LIBRARY Volume 48 A (Terse) Introduction to Lebesgue Integration John Franks Providence, Rhode Island Editorial Board Gerald B. Folland Brad G. Osgood (Chair) Robin Forman Michael Starbird 2000 Mathematics Subject Classification. Primary 28A20, 28A25, 42B05. The images on the cover are representations of the ergodic transformations in Chapter 7. The figure with the implied cardioid traces iterates of the squaring map on the unit circle. The “spirograph” figures trace iterates of an irrational rotation. The arc of + signs consists of iterates of an irrational rotation. I am grateful to Edward Dunne for providing the figures. For additional information and updates on this book, visit www.ams.org/bookpages/stml-48 Library of Congress Cataloging-in-Publication Data Franks, John M., 1943– A (terse) introduction to Lebesgue integration / John Franks. p. cm. – (Student mathematical library ; v. 48) Includes bibliographical references and index. ISBN 978-0-8218-4862-3 (alk. paper) 1. Lebesgue integral. I. Title. II. Title: Introduction to Lebesgue integra- tion. QA312.F698 2009 515.43–dc22 2009005870 Copying and reprinting. Individual readers of this publication, and nonprofit libraries acting for them, are permitted to make fair use of the material, such as to copy a chapter for use in teaching or research. Permission is granted to quote brief passages from this publication in reviews, provided the customary acknowledgment of the source is given. Republication, systematic copying, or multiple reproduction of any material in this publication is permitted only under license from the American Mathematical Society. -
Arxiv:1910.08491V3 [Math.ST] 3 Nov 2020
Weakly stationary stochastic processes valued in a separable Hilbert space: Gramian-Cram´er representations and applications Amaury Durand ∗† Fran¸cois Roueff ∗ September 14, 2021 Abstract The spectral theory for weakly stationary processes valued in a separable Hilbert space has known renewed interest in the past decade. However, the recent literature on this topic is often based on restrictive assumptions or lacks important insights. In this paper, we follow earlier approaches which fully exploit the normal Hilbert module property of the space of Hilbert- valued random variables. This approach clarifies and completes the isomorphic relationship between the modular spectral domain to the modular time domain provided by the Gramian- Cram´er representation. We also discuss the general Bochner theorem and provide useful results on the composition and inversion of lag-invariant linear filters. Finally, we derive the Cram´er-Karhunen-Lo`eve decomposition and harmonic functional principal component analysis without relying on simplifying assumptions. 1 Introduction Functional data analysis has become an active field of research in the recent decades due to technological advances which makes it possible to store longitudinal data at very high frequency (see e.g. [22, 31]), or complex data e.g. in medical imaging [18, Chapter 9], [15], linguistics [28] or biophysics [27]. In these frameworks, the data is seen as valued in an infinite dimensional separable Hilbert space thus isomorphic to, and often taken to be, the function space L2(0, 1) of Lebesgue-square-integrable functions on [0, 1]. In this setting, a 2 functional time series refers to a bi-sequences (Xt)t∈Z of L (0, 1)-valued random variables and the assumption of finite second moment means that each random variable Xt belongs to the L2 Bochner space L2(Ω, F, L2(0, 1), P) of measurable mappings V : Ω → L2(0, 1) such that E 2 kV kL2(0,1) < ∞ , where k·kL2(0,1) here denotes the norm endowing the Hilbert space L2h(0, 1). -
A. the Bochner Integral
A. The Bochner Integral This chapter is a slight modification of Chap. A in [FK01]. Let X, be a Banach space, B(X) the Borel σ-field of X and (Ω, F,µ) a measure space with finite measure µ. A.1. Definition of the Bochner integral Step 1: As first step we want to define the integral for simple functions which are defined as follows. Set n E → ∈ ∈F ∈ N := f :Ω X f = xk1Ak ,xk X, Ak , 1 k n, n k=1 and define a semi-norm E on the vector space E by f E := f dµ, f ∈E. To get that E, E is a normed vector space we consider equivalence classes with respect to E . For simplicity we will not change the notations. ∈E n For f , f = k=1 xk1Ak , Ak’s pairwise disjoint (such a representation n is called normal and always exists, because f = k=1 xk1Ak , where f(Ω) = {x1,...,xk}, xi = xj,andAk := {f = xk}) and we now define the Bochner integral to be n f dµ := xkµ(Ak). k=1 (Exercise: This definition is independent of representations, and hence linear.) In this way we get a mapping E → int : , E X, f → f dµ which is linear and uniformly continuous since f dµ f dµ for all f ∈E. Therefore we can extend the mapping int to the abstract completion of E with respect to E which we denote by E. 105 106 A. The Bochner Integral Step 2: We give an explicit representation of E. Definition A.1.1. -
Arxiv:1505.04809V5 [Math-Ph] 29 Sep 2016
THE PERTURBATIVE APPROACH TO PATH INTEGRALS: A SUCCINCT MATHEMATICAL TREATMENT TIMOTHY NGUYEN Abstract. We study finite-dimensional integrals in a way that elucidates the mathemat- ical meaning behind the formal manipulations of path integrals occurring in quantum field theory. This involves a proper understanding of how Wick's theorem allows one to evaluate integrals perturbatively, i.e., as a series expansion in a formal parameter irrespective of convergence properties. We establish invariance properties of such a Wick expansion under coordinate changes and the action of a Lie group of symmetries, and we use this to study essential features of path integral manipulations, including coordinate changes, Ward iden- tities, Schwinger-Dyson equations, Faddeev-Popov gauge-fixing, and eliminating fields by their equation of motion. We also discuss the asymptotic nature of the Wick expansion and the implications this has for defining path integrals perturbatively and nonperturbatively. Contents Introduction 1 1. The Wick Expansion 4 1.1. The Morse-Bott case 8 2. The Wick Expansion and Gauge-Fixing 12 3. The Wick Expansion and Integral Asymptotics 19 4. Remarks on Quantum Field Theory 22 4.1. Change of variables in the path integral 23 4.2. Ward identities and Schwinger-Dyson equations 26 4.3. Gauge-fixing of Feynman amplitudes and path integrals 28 4.4. Eliminating fields by their equation of motion 30 4.5. Perturbative versus constructive QFT 32 5. Conclusion 33 References 33 arXiv:1505.04809v5 [math-ph] 29 Sep 2016 Introduction Quantum field theory often makes use of manipulations of path integrals that are without a proper mathematical definition and hence have only a formal meaning. -
Theory of the Integral
THEORY OF THE INTEGRAL Brian S. Thomson Simon Fraser University CLASSICALREALANALYSIS.COM This text is intended as a treatise for a rigorous course introducing the ele- ments of integration theory on the real line. All of the important features of the Riemann integral, the Lebesgue integral, and the Henstock-Kurzweil integral are covered. The text can be considered a sequel to the four chapters of the more elementary text THE CALCULUS INTEGRAL which can be downloaded from our web site. For advanced readers, however, the text is self-contained. For further information on this title and others in the series visit our website. www.classicalrealanalysis.com There are free PDF files of all of our texts available for download as well as instructions on how to order trade paperback copies. We also allow access to the content of our books on GOOGLE BOOKS and on the AMAZON Search Inside the Book feature. COVER IMAGE: This mosaic of M31 merges 330 individual images taken by the Ultravio- let/Optical Telescope aboard NASA’s Swift spacecraft. It is the highest-resolution image of the galaxy ever recorded in the ultraviolet. The image shows a region 200,000 light-years wide and 100,000 light-years high (100 arcminutes by 50 arcminutes). Credit: NASA/Swift/Stefan Immler (GSFC) and Erin Grand (UMCP) —http://www.nasa.gov/mission_pages/swift/bursts/uv_andromeda.html Citation: Theory of the Integral, Brian S. Thomson, ClassicalRealAnalysis.com (2013), [ISBN 1467924393 ] Date PDF file compiled: June 11, 2013 ISBN-13: 9781467924399 ISBN-10: 1467924393 CLASSICALREALANALYSIS.COM Preface The text is a self-contained account of integration theory on the real line. -
Bochner Integrals and Vector Measures
Michigan Technological University Digital Commons @ Michigan Tech Dissertations, Master's Theses and Master's Reports 1993 Bochner Integrals and Vector Measures Ivaylo D. Dinov Michigan Technological University Copyright 1993 Ivaylo D. Dinov Recommended Citation Dinov, Ivaylo D., "Bochner Integrals and Vector Measures", Open Access Master's Report, Michigan Technological University, 1993. https://doi.org/10.37099/mtu.dc.etdr/919 Follow this and additional works at: https://digitalcommons.mtu.edu/etdr Part of the Mathematics Commons “BOCHNER INTEGRALS AND VECTOR MEASURES” Project for the Degree of M.S. MICHIGAN TECH UNIVERSITY IVAYLO D. DINOV BOCHNER INTEGRALS RND VECTOR MEASURES By IVAYLO D. DINOV A REPORT (PROJECT) Submitted in partial fulfillment of the requirements for the degree of MASTER OF SCIENCE IN MATHEMATICS Spring 1993 MICHIGAN TECHNOLOGICRL UNIUERSITV HOUGHTON, MICHIGAN U.S.R. 4 9 9 3 1 -1 2 9 5 . Received J. ROBERT VAN PELT LIBRARY APR 2 0 1993 MICHIGAN TECHNOLOGICAL UNIVERSITY I HOUGHTON, MICHIGAN GRADUATE SCHOOL MICHIGAN TECH This Project, “Bochner Integrals and Vector Measures”, is hereby approved in partial fulfillment of the requirements for the degree of MASTER OF SCIENCE IN MATHEMATICS. DEPARTMENT OF MATHEMATICAL SCIENCES MICHIGAN TECHNOLOGICAL UNIVERSITY Project A d v is o r Kenneth L. Kuttler Head of Department— Dr.Alphonse Baartmans 2o April 1992 Date •vaylo D. Dinov “Bochner Integrals and Vector Measures” 1400 TOWNSEND DRIVE. HOUGHTON Ml 49931-1295 flskngiyledgtiients I wish to express my appreciation to my advisor, Dr. Kenneth L. Kuttler, for his help, guidance and direction in the preparation of this report. The corrections and the revisions that he suggested made the project look complete and easy to read. -
BOCHNER Vs. PETTIS NORM: EXAMPLES and RESULTS 3
Contemp orary Mathematics Volume 00, 0000 Bo chner vs. Pettis norm: examples and results S.J. DILWORTH AND MARIA GIRARDI Contemp. Math. 144 1993 69{80 Banach Spaces, Bor-Luh Lin and Wil liam B. Johnson, editors Abstract. Our basic example shows that for an arbitrary in nite-dimen- sional Banach space X, the Bo chner norm and the Pettis norm on L X are 1 not equivalent. Re nements of this example are then used to investigate various mo des of sequential convergence in L X. 1 1. INTRODUCTION Over the years, the Pettis integral along with the Pettis norm have grabb ed the interest of many. In this note, we wish to clarify the di erences b etween the Bo chner and the Pettis norms. We b egin our investigation by using Dvoretzky's Theorem to construct, for an arbitrary in nite-dimensional Banach space, a se- quence of Bo chner integrable functions whose Bo chner norms tend to in nity but whose Pettis norms tend to zero. By re ning this example again working with an arbitrary in nite-dimensional Banach space, we pro duce a Pettis integrable function that is not Bo chner integrable and we show that the space of Pettis integrable functions is not complete. Thus our basic example provides a uni- ed constructiveway of seeing several known facts. The third section expresses these results from a vector measure viewp oint. In the last section, with the aid of these examples, we give a fairly thorough survey of the implications going between various mo des of convergence for sequences of L X functions. -
A Riesz Representation Theorem for the Space of Henstock Integrable Vector-Valued Functions
Hindawi Journal of Function Spaces Volume 2018, Article ID 8169565, 9 pages https://doi.org/10.1155/2018/8169565 Research Article A Riesz Representation Theorem for the Space of Henstock Integrable Vector-Valued Functions Tomás Pérez Becerra ,1 Juan Alberto Escamilla Reyna,1 Daniela Rodríguez Tzompantzi,1 Jose Jacobo Oliveros Oliveros ,1 and Khaing Khaing Aye2 1 Facultad de Ciencias F´ısico Matematicas,´ Benemerita´ Universidad AutonomadePuebla,Puebla,PUE,Mexico´ 2Department of Engineering Mathematics, Yangon Technological University, Yangon, Myanmar Correspondence should be addressed to Tomas´ Perez´ Becerra; [email protected] Received 15 January 2018; Revised 21 March 2018; Accepted 5 April 2018; Published 17 May 2018 Academic Editor: Adrian Petrusel Copyright © 2018 Tomas´ Perez´ Becerra et al. Tis is an open access article distributed under the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited. Using a bounded bilinear operator, we defne the Henstock-Stieltjes integral for vector-valued functions; we prove some integration by parts theorems for Henstock integral and a Riesz-type theorem which provides an alternative proof of the representation theorem for real functions proved by Alexiewicz. 1. Introduction 2. Preliminaries Henstock in [1] defnes a Riemann type integral which Troughout this paper �, �,and� will denote three Banach is equivalent to Denjoy integral and more general than spaces, ‖⋅‖�, ‖⋅‖�,and‖⋅‖�, which will denote their respective ∗ the Lebesgue integral, called the Henstock integral. Cao in norms, � the dual of �, �:�×�→�a bounded bilinear [2] extends the Henstock integral for vector-valued func- operator fxed, and [�, �] aclosedfniteintervaloftherealline tions and provides some basic properties such as the Saks- with the usual topology and the Lebesgue measure, which we Henstock Lemma. -
Lebegue-Bochner Spaces and Evolution Triples
of Math al em rn a u ti o c J s l A a Int. J. Math. And Appl., 7(1)(2019), 41{52 n n d o i i t t a s n A ISSN: 2347-1557 r e p t p n l I i c • Available Online: http://ijmaa.in/ a t 7 i o 5 n 5 • s 1 - 7 4 I 3 S 2 S : N International Journal of Mathematics And its Applications Lebegue-Bochner Spaces and Evolution Triples Jula Kabeto Bunkure1,∗ 1 Department Mathematics, Ethiopian institute of Textile and Fashion Technology(EiEX), Bahir Dar University, Ethiopia. Abstract: The functional-analytic approach to the solution of partial differential equations requires knowledge of the properties of spaces of functions of one or several real variables. A large class of infinite dimensional dynamical systems (evolution systems) can be modeled as an abstract differential equation defined on a suitable Banach space or on a suitable manifold therein. The advantage of such an abstract formulation lies not only on its generality but also in the insight that can be gained about the many common unifying properties that tie together apparently diverse problems. It is clear that such a study relies on the knowledge of various spaces of vector valued functions (i.e., of Banach space valued functions). For this reason some facts about vector valued functions is introduced. We introduce the various notions of measurability for such functions and then based on them we define the different integrals corresponding to them. A function f :Ω ! X is strongly measurable if and only if it is the uniform limit almost everywhere of a sequence of countable-valued, Σ-measurable functions. -
Calculus of Variations (With Notes on Infinite-Dimesional Calculus)
Calculus of Variations (with notes on infinite-dimesional calculus) J. B. Cooper Johannes Kepler Universit¨at Linz Contents 1 Introduction 2 1.1 Methods employed in the calculus of variations. 3 2 The Riemann mapping theorem. 5 3 Analysis in Banach spaces 7 3.1 Differentiation and integration of E-valued functions . 7 3.2 TheBochnerintegral . .. .. 12 3.3 TheOrlicz-PettisTheorem. 15 3.4 Holomorphic E-valuedfunctions. 16 3.5 Differentiability of functions on Banach spaces . 20 4 The calculus of variations 29 4.1 The Euler equations – application . 29 4.2 TheWeierstraßrepresentation:. 37 4.3 Applications to Physics: . 43 1 1 Introduction The calculus of variations deals with the problem of maximizing or minimiz- ing functionals i.e. functions which are defined not on subsets of Rn but on spaces of functions. As a simple example consider all parameterized curves (defined on [0, 1]) between two points x0 and x1 on the plane. Then the shortest such curve is characterized as that curve c with c(0) = x0, c(1) = x1 which minimizes the functional 1 L(c)= c˙(t) dt Z0 Of course this example is not particularly interesting since we know that the solution is the straight line segment from x0 to x1. However, it does become interesting and non trivial if we consider points in higher dimensional space and consider only those curves which lie on a given curved surface (the problem of geodetics). Further examples: 1. The Brachistone Problem. Given are two points O (the origin) and P with yP < 0. Find the curve from O to P for which 1 1 1 2 2 ds = c˙1(t) +c ˙2(t)dt c √ y 0 c (t) Z − Z − 2 q is a minimum. -
Fundamental Theorem of Calculus Under Weaker Forms of Primitive
Acta Univ. Sapientiae, Mathematica, 10, 1 (2018) 101{111 DOI: 10.2478/ausm-2018-0009 Fundamental theorem of calculus under weaker forms of primitive Nisar A. Lone T. A. Chishti Department of Mathematics, Department of Mathematics, University of Kashmir, Srinagar, India University of Kashmir, Srinagar, India email: [email protected] email: [email protected] Abstract. In this paper we will present abstract versions of fundamen- tal theorem of calculus (FTC) in the setting of Kurzweil - Henstock inte- gral for functions taking values in an infinite dimensional locally convex space. The result will also be dealt with weaker forms of primitives in a widespread setting of integration theories generalising Riemann integral. 1 Introduction and preliminaries The (FTC) theorem is one of the celeberated results of classical analysis. The result establishes a relation between the notions of integral and derivative of a function. In its origional form FTC asserts that: if for the function F :[a; b] − 0 0 R, F (t) exists and F (t) = f(t) and if f(t) if integrable then ! b f(t)dt = F(b)- F(a): Za Let us recall that a (tagged) partition of the interval [a; b] is a finite set of n non-overlapping subintervals P = f[xi-1; xi]; tigi=1, where a = x0 < x1 < ··· < 2010 Mathematics Subject Classification: Primary 46G10; Secondary 46G12 Key words and phrases: Fundamental theorem of calculus, Kurzweil - Henstock intgeral, Bochner integral, Frechet space 101 102 N. A. Lone, T. A. Chishti xn = b and ti's are the tags attached to each subinterval [xi-1; xi]. -
The Radon-Nikodym Theorem for the Bochner Integral
THE RADON-NIKODYM THEOREM FOR THE BOCHNER INTEGRAL BY M. A. RIEFFELF) Our Main Theorem, which we believe to be the first general Radon-Nikodym theorem for the Bochner integral, is Main Theorem. Let (X, S, p) be a o-finite positive measure space and let B be a Banach space. Let m be a B-valued measure on S. Then m is the indefinite integral with respect to p of a B-valued Bochner integrable function on X if and only if (1) m is p-continuous, that is, m(E) = 0 whenever p(E) = 0, Ee S, (2) the total variation, \m\,ofmis a finite measure, (3) locally m somewhere has compact average range, that is, given Ee S with 0 < p.(E) < co there is an F£ E such that p.(F) > 0 and AT(m) = {m(F')/p(F') :F'sF, p(F') > 0} is relatively (norm) compact, or equivalently (3') locally m somewhere has compact direction, that is, given EeS with 0 < p(E) < co there is an As E and a compact subset, K, of B not containing 0 such that p(F) > 0 and m(F') is contained in the cone generated by Kfor all F' s F. Hypothesis 3 is the traditional type of hypothesis which has been used in previous Radon-Nikodym theorems for vector-valued measures. We discuss these previous theorems below. But it is not obvious that hypothesis (3) is satisfied by every real- valued measure, and so, if hypothesis (3) is used, the classical Radon-Nikodym theorem is not an immediate consequence of the Main Theorem.