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Abstract

Few undergraduates are aware that the Riemann integral taught in introductory calculus courses has only limited application-essentially this integral can be used only to integrate continuous functions over intervals. The necessity to integrate a broader class of functions over a wider range of sets that arises in many applications motivates the theory of abstract integration and functional analysis. The founder of this theory was the French mathematician Henri Lebesgue, who in 1902 defined the "Lebesgue measure" of subsets of the real line. The purpose of this project is to elucidate the theory of abstract measure spaces and of important spaces of functions (a critical example of which are Banach spaces), and extend the application of this theory. Developing the tools for doing so has been the focus of my advisor Professor Dmitry Khavinson and me over the past three years. The primary goal of the thesis is to make this highly formal and abstract material accessible to an undergraduate having only a year of coursework in advanced calculus. These concepts are typically introduced at the graduate level, but the ideas require only a familiarity with the analytic style of proof learned as an undergraduate. It would be advantageous to expose advanced undergraduates to this material since these ideas form the foundation for how mathematical research is done at the professional level. The addition of interesting and practical examples (which are scarce in the standard graduate texts) will help to make the concepts more familiar and down-to-earth. The motivation for a new theory of integration came from the Riemann integral's apparent inability to operate on functions that fail to be continuous. For example, the Riemann integral of the function that assigns the value 1 to rational numbers and 0 to irrational numbers can be evaluated over the interval [0, 1] with equally valid justification to be 0 or 1. This is because the definition of the Riemann integral depends on partitioning the domain of the function to be integrated, and finding the maximum and minimum values of the function over each partition. The Lebesgue integral, on the other hand, partitions the range of the function to be integrated and then considers the length of the Jason Reed and Dmitry Khavinson pre-image of each partition as well as the maximum and minimum values of the function of the partition. The utility of this change of perspective arises when we refine what is meant by "length" in the aforementioned pre-image. The Riemann integral requires that the domain consist of intervals of real numbers (where length makes sense), while the Lebesgue integral can be used with a much broader class of sets. Lebesgue modified the notion of length by defining the measure of a set E to be the smallest possible total length of all collections of intervals that cover E. Using this ingenious method, Lebesgue constructed a theory of integration which forms the most useful example of all general integration theories. The theory has important applications in many areas of science and engineering as well as probability and statistics. Our approach to the subject has emphasized theory developed in H.L. Royden's classic text, Real Analysis. My project has included analysis of each concept in the text, and I have developed for each major subject a collection of problems solved and applications of major theorems that were explored. The result has been comprehension of many of the foundational ideas in the field. We have used a number of supplemental texts to gain depth of understanding where Royden's text provides only a survey, such as the Riesz Representation theorem, and to extend important ideas, such as the consideration of complex-valued (in addition to real-valued) measures. The synthesis has been a comprehensive paper which describes the theoretical directions the research has taken, the major results and theorems with proof, and applications and examples which are worked out in detail. The final record of my research will be divided into the following six sections: Lebesgue measure, Lebesgue integral, relationship between differentiation and Lebesgue integration, Banach space theory, abstract measure theory, and general integration theory. The analysis encompasses discussion of the main ideas (what it means for a set function to be a measure, how an integral can be defined in a coherent way with respect to a measure, when the derivative of an integral of a function is the function itself, different ideas about what it means for a sequence of functions to converge to a function, what are the properties of Banach spaces and why they are useful, etc.), as well as important ideas and theorems that interrelate these concepts (i.e., when we can interchange the limit of a sequence of functions and the integral, how we can represent a bounded linear functional, the structure of certain spaces of integrable functions).

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