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Real Analysis - people.math.harvard.edu

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 o

2. Completeness. We now motivate the need for a sophisticated theory of measure and integration, called the Lebesgue theory, which will form the rst topic in this course. In analysis it is necessary to take limits; thus one is naturally led to the construction of the real numbers, a system of numbers containing the rationals and closed under ...

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