Measure and Integration Theory on Infinite-Dimensional Spaces
Title | Measure and Integration Theory on Infinite-Dimensional Spaces PDF eBook |
Author | |
Publisher | Academic Press |
Pages | 439 |
Release | 1972-10-16 |
Genre | Mathematics |
ISBN | 0080873634 |
Measure and Integration Theory on Infinite-Dimensional Spaces
Measure and Integration Theory on Infinite-dimensional Spaces
Title | Measure and Integration Theory on Infinite-dimensional Spaces PDF eBook |
Author | Dao-xing Xia |
Publisher | |
Pages | 425 |
Release | 1972 |
Genre | Generalized spaces |
ISBN |
Measures on Infinite Dimensional Spaces
Title | Measures on Infinite Dimensional Spaces PDF eBook |
Author | Yasuo Yamasaki |
Publisher | World Scientific |
Pages | 276 |
Release | 1985 |
Genre | Science |
ISBN | 9789971978525 |
This book is based on lectures given at Yale and Kyoto Universities and provides a self-contained detailed exposition of the following subjects: 1) The construction of infinite dimensional measures, 2) Invariance and quasi-invariance of measures under translations. This book furnishes an important tool for the analysis of physical systems with infinite degrees of freedom (such as field theory, statistical physics and field dynamics) by providing material on the foundations of these problems.
An Introduction to Measure Theory
Title | An Introduction to Measure Theory PDF eBook |
Author | Terence Tao |
Publisher | American Mathematical Soc. |
Pages | 206 |
Release | 2021-09-03 |
Genre | Education |
ISBN | 1470466406 |
This is a graduate text introducing the fundamentals of measure theory and integration theory, which is the foundation of modern real analysis. The text focuses first on the concrete setting of Lebesgue measure and the Lebesgue integral (which in turn is motivated by the more classical concepts of Jordan measure and the Riemann integral), before moving on to abstract measure and integration theory, including the standard convergence theorems, Fubini's theorem, and the Carathéodory extension theorem. Classical differentiation theorems, such as the Lebesgue and Rademacher differentiation theorems, are also covered, as are connections with probability theory. The material is intended to cover a quarter or semester's worth of material for a first graduate course in real analysis. There is an emphasis in the text on tying together the abstract and the concrete sides of the subject, using the latter to illustrate and motivate the former. The central role of key principles (such as Littlewood's three principles) as providing guiding intuition to the subject is also emphasized. There are a large number of exercises throughout that develop key aspects of the theory, and are thus an integral component of the text. As a supplementary section, a discussion of general problem-solving strategies in analysis is also given. The last three sections discuss optional topics related to the main matter of the book.
Integration on Infinite-Dimensional Surfaces and Its Applications
Title | Integration on Infinite-Dimensional Surfaces and Its Applications PDF eBook |
Author | A. Uglanov |
Publisher | Springer Science & Business Media |
Pages | 280 |
Release | 2013-06-29 |
Genre | Mathematics |
ISBN | 9401596220 |
It seems hard to believe, but mathematicians were not interested in integration problems on infinite-dimensional nonlinear structures up to 70s of our century. At least the author is not aware of any publication concerning this theme, although as early as 1967 L. Gross mentioned that the analysis on infinite dimensional manifolds is a field of research with rather rich opportunities in his classical work [2. This prediction was brilliantly confirmed afterwards, but we shall return to this later on. In those days the integration theory in infinite dimensional linear spaces was essentially developed in the heuristic works of RP. Feynman [1], I. M. Gelfand, A. M. Yaglom [1]). The articles of J. Eells [1], J. Eells and K. D. Elworthy [1], H. -H. Kuo [1], V. Goodman [1], where the contraction of a Gaussian measure on a hypersurface, in particular, was built and the divergence theorem (the Gauss-Ostrogradskii formula) was proved, appeared only in the beginning of the 70s. In this case a Gaussian specificity was essential and it was even pointed out in a later monograph of H. -H. Kuo [3] that the surface measure for the non-Gaussian case construction problem is not simple and has not yet been solved. A. V. Skorokhod [1] and the author [6,10] offered different approaches to such a construction. Some other approaches were offered later by Yu. L. Daletskii and B. D. Maryanin [1], O. G. Smolyanov [6], N. V.
Gaussian Measures in Finite and Infinite Dimensions
Title | Gaussian Measures in Finite and Infinite Dimensions PDF eBook |
Author | Daniel W. Stroock |
Publisher | |
Pages | 0 |
Release | 2023 |
Genre | |
ISBN | 9783031231230 |
This text provides a concise introduction, suitable for a one-semester special topics course, to the remarkable properties of Gaussian measures on both finite and infinite dimensional spaces. It begins with a brief resumé of probabilistic results in which Fourier analysis plays an essential role, and those results are then applied to derive a few basic facts about Gaussian measures on finite dimensional spaces. In anticipation of the analysis of Gaussian measures on infinite dimensional spaces, particular attention is given to those properties of Gaussian measures that are dimension independent, and Gaussian processes are constructed. The rest of the book is devoted to the study of Gaussian measures on Banach spaces. The perspective adopted is the one introduced by I. Segal and developed by L. Gross in which the Hilbert structure underlying the measure is emphasized. The contents of this book should be accessible to either undergraduate or graduate students who are interested in probability theory and have a solid background in Lebesgue integration theory and a familiarity with basic functional analysis. Although the focus is on Gaussian measures, the book introduces its readers to techniques and ideas that have applications in other contexts.
Integration Theory on Infinite Dimensional Manifolds
Title | Integration Theory on Infinite Dimensional Manifolds PDF eBook |
Author | Hui-hsiung Kuo |
Publisher | |
Pages | 250 |
Release | 1970 |
Genre | Differential topology |
ISBN |