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實分析(英文版·原書第4版)
本書是實分析課程的教材,被國外眾多大學(xué)(如斯坦福大學(xué)、哈佛大學(xué)等)采用。全書分為三部分:第壹部分為實變函數(shù)論,介紹一元實變函數(shù)的勒貝格測度和勒貝格積分;第二部分為抽象空間,介紹拓?fù)淇臻g、度量空間、巴拿赫空間和希爾伯特空間;第三部分為一般測度與積分理論,介紹一般度量空間上的積分,以及拓?fù)、代?shù)和動態(tài)結(jié)構(gòu)的一般理論。書中不僅包含數(shù)學(xué)定理和定義,而且還提出了富有啟發(fā)性的問題,以便讀者更深入地理解書中內(nèi)容。
第一部分 一元實變量函數(shù)的Lebesgue積分
第0章 集合、映射與關(guān)系的預(yù)備知識3 0.1 集合的并與交3 0.2 集合間的映射4 0.3 等價關(guān)系、選擇公理以及Zorn引理5 第1章 實數(shù)集:集合、序列與函數(shù)7 1.1 域、正性以及完備性公理7 1.2 自然數(shù)與有理數(shù)11 1.3 可數(shù)集與不可數(shù)集13 1.4 實數(shù)的開集、閉集和Borel集16 1.5 實數(shù)序列20 1.6 實變量的連續(xù)實值函數(shù)25 第2章 Lebesgue測度29 2.1 引言29 2.2 Lebesgue外測度31 2.3 Lebesgue可測集的代數(shù)34 2.4 Lebesgue可測集的外逼近和內(nèi)逼近40 2.5 可數(shù)可加性、連續(xù)性以及Borel-Cantelli引理43 2.6 不可測集47 2.7 Cantor集和Cantor-Lebesgue函數(shù)49 第3章 Lebesgue可測函數(shù)54 3.1 和、積與復(fù)合54 3.2 序列的逐點(diǎn)極限與簡單逼近60 3.3 Littlewood的三個原理、Egoroff定理以及Lusin定理64 第4章 Lebesgue積分68 4.1 Riemann積分68 4.2 有限測度集上的有界可測函數(shù)的 Lebesgue積分71 4.3 非負(fù)可測函數(shù)的Lebesgue積分79 4.4 一般的Lebesgue積分85 4.5 積分的可數(shù)可加性與連續(xù)性90 4.6 一致可積性:Vitali收斂定理92 第5章 Lebesgue積分:深入課題97 5.1 一致可積性和緊性:一般的Vitali收斂定理97 5.2 依測度收斂99 5.3 Riemann可積與Lebesgue可積的刻畫102 第6章 微分與積分107 6.1 單調(diào)函數(shù)的連續(xù)性108 6.2 單調(diào)函數(shù)的可微性:Lebesgue定理109 6.3 有界變差函數(shù):Jordan定理116 6.4 絕對連續(xù)函數(shù)119 6.5 導(dǎo)數(shù)的積分:微分不定積分124 6.6 凸函數(shù)130 第7章 Lp空間:完備性與逼近135 7.1 賦范線性空間135 7.2 Young、H鰈der與Minkowski不等式139 7.3 Lp是完備的:Riesz-Fischer定理144 7.4 逼近與可分性150 第8章 Lp空間:對偶與弱收斂155 8.1 關(guān)于Lp(1≤p<∞)的對偶的Riesz表示定理155 8.2 Lp中的弱序列收斂162 8.3 弱序列緊性171 8.4 凸泛函的最小化174 第二部分 抽象空間:度量空間、 拓?fù)淇臻g、Banach空間 和Hilbert空間 第9章 度量空間:一般性質(zhì)183 9.1 度量空間的例子183 9.2 開集、閉集以及收斂序列187 9.3 度量空間之間的連續(xù)映射190 9.4 完備度量空間193 9.5 緊度量空間197 9.6 可分度量空間204 第10章 度量空間:三個基本定理206 10.1 Arzelà-Ascoli定理206 10.2 Baire范疇定理211 10.3 Banach壓縮原理215 第11章 拓?fù)淇臻g:一般性質(zhì)222 11.1 開集、閉集、基和子基222 11.2 分離性質(zhì)227 11.3 可數(shù)性與可分性228 11.4 拓?fù)淇臻g之間的連續(xù)映射230 11.5 緊拓?fù)淇臻g233 11.6 連通的拓?fù)淇臻g237 第12章 拓?fù)淇臻g:三個基本定理239 12.1 Urysohn引理和Tietze延拓定理239 12.2 Tychonoff乘積定理244 12.3 Stone-Weierstrass定理247 第13章 Banach空間之間的連續(xù)線性算子253 13.1 賦范線性空間253 13.2 線性算子256 13.3 緊性喪失:無窮維賦范線性空間259 13.4 開映射與閉圖像定理263 13.5 一致有界原理268 第14章 賦范線性空間的對偶271 14.1 線性泛函、有界線性泛函以及弱拓?fù)?71 14.2 Hahn-Banach定理277 14.3 自反Banach空間與弱序列 收斂性282 14.4 局部凸拓?fù)湎蛄靠臻g286 14.5 凸集的分離與Mazur定理290 14.6 Krein-Milman定理295 第15章 重新得到緊性:弱拓?fù)?98 15.1 Helly定理的Alaoglu推廣298 15.2 自反性與弱緊性:Kakutani定理300 15.3 緊性與弱序列緊性:Eberlein-mulian定理302 15.4 弱拓?fù)涞亩攘炕?05 第16章 Hilbert空間上的連續(xù)線性算子308 16.1 內(nèi)積和正交性309 16.2 對偶空間和弱序列收斂313 16.3 Bessel不等式與規(guī)范正交基316 16.4 線性算子的伴隨與對稱性319 16.5 緊算子324 16.6 Hilbert-Schmidt定理326 16.7 Riesz-Schauder定理:Fredholm算子的刻畫329 第三部分 測度與積分:一般理論 第17章 一般測度空間:性質(zhì)與構(gòu)造337 17.1 測度與可測集337 17.2 帶號測度:Hahn與Jordan分解342 17.3 外測度誘導(dǎo)的Carathéodory測度346 17.4 外測度的構(gòu)造349 17.5 將預(yù)測度延拓為測度:Carathéodory-Hahn定理352 第18章 一般測度空間上的積分359 18.1 可測函數(shù)359 18.2 非負(fù)可測函數(shù)的積分365 18.3 一般可測函數(shù)的積分372 18.4 Radon-Nikodym定理381 18.5 Nikodym度量空間:Vitali-Hahn-Saks定理388 第19章 一般的Lp空間:完備性、對偶性和弱收斂性394 19.1 Lp(X, )(1≤p≤∞)的完備性394 19.2 關(guān)于Lp(X, )(1≤p<∞)的對偶的Riesz表示定理399 19.3 關(guān)于L∞(X, )的對偶的Kantorovitch表示定理404 19.4 Lp(X, )(1<p<∞)的弱序列緊性407 19.5 L1(X, )的弱序列緊性:Dunford-Pettis定理409 第20章 特定測度的構(gòu)造414 20.1 乘積測度:Fubini與Tonelli定理414 20.2 歐氏空間Rn上的Lebesgue測度424 20.3 累積分布函數(shù)與Borel測度437 20.4 度量空間上的Carathéodory外測度與Hausdorff測度441 第21章 測度與拓?fù)?46 21.1 局部緊拓?fù)淇臻g447 21.2 集合分離與函數(shù)延拓452 21.3 Radon測度的構(gòu)造454 21.4 Cc(X)上的正線性泛函的表示:Riesz-Markov定理457 21.5 C(X)的對偶的表示:Riesz-Kakutani表示定理462 21.6 Baire測度的正則性470 第22章 不變測度477 22.1 拓?fù)淙海阂话憔性群477 22.2 Kakutani不動點(diǎn)定理480 22.3 緊群上的不變Borel測度:von Neumann定理485 22.4 測度保持變換與遍歷性:Bogoliubov-Krilov定理488 參考文獻(xiàn)495 Contents I Lebesgue Integration for Functions of a Single Real Variable 1 0 Preliminaries on Sets, Mappings, and Relations 3 UnionsandIntersectionsofSets ............................. 3 Mappings Between Sets............................. 4 Equivalence Relations, the Axiom of Choice, and Zorn’s Lemma . . . . . . . . . . 5 1 The Real Numbers: Sets, Sequences, and Functions 7 1.1 The Field, Positivity, and Completeness Axioms . . . . . . . . . . . . . . . . . 7 1.2 TheNaturalandRationalNumbers ........................ 11 1.3 CountableandUncountableSets ......................... 13 1.4 Open Sets, Closed Sets, and Borel Sets of Real Numbers . . . . . . . . . . . . 16 1.5 SequencesofRealNumbers ............................ 20 1.6 Continuous Real-Valued Functions of a Real Variable . . . . . . . . . . . . . 25 2 Lebesgue Measure 29 2.1 Introduction ..................................... 29 2.2 LebesgueOuterMeasure.............................. 31 2.3 The σ-AlgebraofLebesgueMeasurableSets .. .. .. .. .. ... .. .. . 34 2.4 Outer and Inner Approximation of Lebesgue Measurable Sets . . . . . . . . 40 2.5 Countable Additivity, Continuity, and the Borel-Cantelli Lemma . . . . . . . 43 2.6 NonmeasurableSets................................. 47 2.7 The Cantor Set and the Cantor-Lebesgue Function . . . . . . . . . . . . . . . 49 3 Lebesgue Measurable Functions 54 3.1 Sums,Products,andCompositions ........................ 54 3.2 Sequential Pointwise Limits and Simple Approximation . . . . . . . . . . . . 60 3.3 Littlewood’s Three Principles, Egoroff’s Theorem, and Lusin’s Theorem . . . 64 4 Lebesgue Integration 68 4.1 TheRiemannIntegral................................ 68 4.2 The Lebesgue Integral of a Bounded Measurable Function over a Set of FiniteMeasure.................................... 71 4.3 The Lebesgue Integral of a Measurable Nonnegative Function . . . . . . . . 79 4.4 TheGeneralLebesgueIntegral .......................... 85 4.5 Countable Additivity and Continuity of Integration . . . . . . . . . . . . . . . 90 4.6 Uniform Integrability: The Vitali Convergence Theorem . . . . . . . . . . . . 92 5 Lebesgue Integration: Further Topics 97 5.1 Uniform Integrability and Tightness: A General Vitali Convergence Theorem 97 5.2 ConvergenceinMeasure .............................. 99 5.3 Characterizations of Riemann and Lebesgue Integrability . . . . . . . . . . . 102 6 Differentiation and Integration 107 6.1 ContinuityofMonotoneFunctions ........................ 108 6.2 Differentiability of Monotone Functions: Lebesgue’s Theorem . . . . . . . . 109 6.3 Functions of Bounded Variation: Jordan’s Theorem . . . . . . . . . . . . . . 116 6.4 AbsolutelyContinuousFunctions ......................... 119 6.5 Integrating Derivatives: Differentiating Inde.nite Integrals . . . . . . . . . . 124 6.6 ConvexFunctions .................................. 130 7The Lp Spaces: Completeness and Approximation 135 7.1 NormedLinearSpaces ............................... 135 7.2 The Inequalities of Young, H older, and Minkowski . . . . . . 139 7.3 Lp IsComplete:TheRiesz-FischerTheorem . . . . . . . . . . . . . . . . . . 144 7.4 ApproximationandSeparability.......................... 150 8The Lp Spaces: Duality and Weak Convergence 155 8.1 The Riesz Representation for the Dual of Lp, 1 ≤ p < ∞ ........... 155 8.2 Weak Sequential Convergence in Lp ....................... 162 8.3 WeakSequentialCompactness........................... 171 8.4 TheMinimizationofConvexFunctionals. . . . . . . . . . . . . . . . . . . . . 174 II Abstract Spaces: Metric, Topological, Banach, and Hilbert Spaces 181 9 Metric Spaces: General Properties 183 9.1 ExamplesofMetricSpaces ............................. 183 9.2 Open Sets, Closed Sets, and Convergent Sequences . . . . . . . . . . . . . . . 187 9.3 ContinuousMappingsBetweenMetricSpaces . . . . . . . . . . . . . . . . . . 190 9.4 CompleteMetricSpaces .............................. 193 9.5 CompactMetricSpaces ............................... 197 9.6 SeparableMetricSpaces .............................. 204 10 Metric Spaces: Three Fundamental Theorems 206 10.1TheArzela-AscoliTheorem `............................ 206 10.2TheBaireCategoryTheorem ........................... 211 10.3TheBanachContractionPrinciple......................... 215 11 Topological Spaces: General Properties 222 11.1 OpenSets,ClosedSets,Bases,andSubbases. . . . . . . . . . . . . . . . . . . 222 11.2TheSeparationProperties ............................. 227 11.3CountabilityandSeparability ........................... 228 11.4 Continuous Mappings Between Topological Spaces . . . . . . . . . . . . . . . 230 Contents i. 11.5CompactTopologicalSpaces............................ 233 11.6ConnectedTopologicalSpaces........................... 237 12 Topological Spaces: Three Fundamental Theorems 239 12.1 Urysohn’s Lemma and the Tietze Extension Theorem . . . . . . . . . . . . . 239 12.2TheTychonoffProductTheorem ......................... 244 12.3TheStone-WeierstrassTheorem.......................... 247 13 Continuous Linear Operators Between Banach Spaces 253 13.1NormedLinearSpaces ............................... 253 13.2LinearOperators .................................. 256 13.3 Compactness Lost: In.nite Dimensional Normed Linear Spaces . . . . . . . . 259 13.4 TheOpenMappingandClosedGraphTheorems .. .. .. .. ... .. .. . 263 13.5TheUniformBoundednessPrinciple ....................... 268 14 Duality for Normed Linear Spaces 271 14.1 Linear Functionals, Bounded Linear Functionals, and Weak Topologies . . . 271 14.2TheHahn-BanachTheorem ............................ 277 14.3 Re.exive Banach Spaces and Weak Sequential Convergence . . . . . . . . . 282 14.4 LocallyConvexTopologicalVectorSpaces. . . . . . . . . . . . . . . . . . . . 286 14.5 The Separation of Convex Sets and Mazur’s Theorem . . . . . . . . . . . . . 290 14.6TheKrein-MilmanTheorem. ........................... 295 15 Compactness Regained: The Weak Topology 298 15.1 Alaoglu’sExtensionofHelley’sTheorem .. .. .. .. .. .. ... .. .. . 298 15.2 Re.exivity and Weak Compactness: Kakutani’s Theorem . . . . . . . . . . . 300 15.3 Compactness and Weak Sequential Compactness: The Eberlein-ˇSmulian Theorem ........................... 302 15.4MetrizabilityofWeakTopologies ......................... 305 16 Continuous Linear Operators on Hilbert Spaces 308 16.1TheInnerProductandOrthogonality....................... 309 16.2 The Dual Space and Weak Sequential Convergence . . . . . . . . . . . . . . 313 16.3 Bessel’sInequalityandOrthonormalBases . . . . . . . . . . . . . . . . . . . 316 16.4 AdjointsandSymmetryforLinearOperators . . . . . . . . . . . . . . . . . . 319 16.5CompactOperators ................................. 324 16.6TheHilbert-SchmidtTheorem ........................... 326 16.7 The Riesz-Schauder Theorem: Characterization of Fredholm Operators . . . 329 III Measure and Integration: General Theory 335 17 General Measure Spaces: Their Properties and Construction 337 17.1MeasuresandMeasurableSets........................... 337 17.2 Signed Measures: The Hahn and Jordan Decompositions . . . . . . . . . . . 342 17.3 The Carath′346 eodory Measure Induced by an Outer Measure . . . . . . . . . . . 17.4TheConstructionofOuterMeasures ....................... 349 17.5 The Carath′eodory-Hahn Theorem: The Extension of a Premeasure to a Measure ....................................... 352 18 Integration Over General Measure Spaces 359 18.1MeasurableFunctions................................ 359 18.2 Integration of Nonnegative Measurable Functions . . . . . . . . . . . . . . . 365 18.3 Integration of General Measurable Functions . . . . . . . . . . . . . . . . . . 372 18.4TheRadon-NikodymTheorem .......................... 381 18.5 The Nikodym Metric Space: The Vitali–Hahn–Saks Theorem . . . . . . . . . 388 19 General LP Spaces: Completeness, Duality, and Weak Convergence 394 19.1 The Completeness of Lp.X, μ., 1 ≤p ≤∞ ................... 394 19.2 The Riesz Representation Theorem for the Dual of Lp.X, μ., 1 ≤p ≤∞ . . 399 19.3 The Kantorovitch Representation Theorem for the Dual of L∞.X, μ. .... 404 19.4 Weak Sequential Compactness in Lp.X, μ., 1
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