The Integral

Part of the Universitext book series (UTX)

Based on the notions of measure spaces and measurable maps, we introduce the integral of a measurable map with respect to a general measure. This generalises the Lebesgue integral that can be found in textbooks on calculus. Furthermore, the integral is a cornerstone in a systematic theory of probability that allows for the definition and investigation of expected values and higher moments of random variables.


Normal Representation Monotone Convergence Monotone Convergence Theorem Nonnegative Measurable Function Lebesgue Integrable Function 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.


Unable to display preview. Download preview PDF.

Unable to display preview. Download preview PDF.

Copyright information

© Springer-Verlag London Limited 2008

Personalised recommendations