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Real Analysis

Real AnalysisCourse NotesC. McMullenContents1 Introduction ..12 Set Theory and the Real Numbers ..43 Lebesgue Measurable Sets .. 134 Measurable Functions .. 265 Integration .. 356 Differentiation and Integration .. 447 The Classical Banach Spaces .. 608 Baire Category .. 729 General Topology .. 8110 Banach Spaces .. 9711 Fourier Series .. 11212 Harmonic Analysis onRandS2.. 12613 General Measure Theory .. 131 AMeasurableAwithA Anonmeasurable .. 1361 IntroductionWe begin by discussing the motivation for real Analysis , and especially forthe reconsideration of the notion of integral and the invention of Lebesgueintegration, which goes beyond the Riemannian integral familiar from clas-sical of one of the oldest branches of mathematics,and one that i

R ˜ E. 2 Set Theory and the Real Numbers The foundations of real analysis are given by set theory, and the notion of cardinality in set theory, as well as the axiom of choice, occur frequently in analysis. Thus we begin with a rapid review of this theory. For more details see, e.g. [Hal]. We then discuss the real numbers from both the axiomatic

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