MEASURE AND INTEGRAL ‘An Introduction to Real Analysis Richard L. Wheeden Antoni Zygmund Deputnen of Mathematics Deparment of Mathematics Rutgers the Ste University University of Chicago New esey Crago nos New Brunswick, Now Jers PURE AND APPLIED MATHEMATICS A Praga of Monograph, Textbook, and Lectre Notes Execonve Eotrons—Monoorarus, Texrtooss, axp Lecrurs Noves EJ. Tat Edwin Hewit eto on CCusunay oF 8 orton. Bowe S. Kobayashi ety of Caf, Boke ie, ealtre orromst. Bost Masao Aoki WS, Moy irr of Can args Yl One ‘ier E Bredon Ini Ree errs Unety Une of leaf Une Chemeiee Siew Helgaon Pau Sly . Mansons banat Teaiey Uae Crane ana eof Bry‘ ay vant of Caf Sts Bars Ysa aryMONOGRAPHS AND TEXTBOOKS IN PURE AND APPLIED MATHEMATICS Yano, nel Forms in Riernnan ome (1970) fut ofoett 5 Roboyai Hyperbole Manos aod Holoerphe Maples (0970) terotase YS. Vlatimioy, Equios of Matematica! Physi (A ey, er ‘A Litleweod, wanes 1970) fora ore) {BLN Neer Conditions eran xtreme (L,Nest, frandaton eter: K Maloy andor) (971) LL Mar Boker and G. Backman Functional Ansys snd Valuation Theor (197) D'S Ponta, nt Croup Ring (1971) 2, Doraoff Group Representation Toy (ito pasts) Pr (nd Repemtatin Toy. Pat B: Modul Representation Theor (p71, 1973) W, Booty and GL Wes fo, Syme paces: Shor Courses rsntd t Washingon Unerity (1972) font ofr Y. Marah, Dierenble Manse (E. Kobayat,tantr) can 1. Word Je, Topoeny: An Ove for a est Course (1972) fav oto 1. Babin, Coorg Methods in Group Theory (1972) 1 Glier, Muliplestve el Theory (1972) fot oto T Yeh Sochst Proceses nd the Wire nepal (197) fw eae 4. Baronet, totuctos othe Theory of Dstebtos (1973) fut of ‘Lane, Fanetonal Aral An eeodutos (1973) fat fon Yan and Lr, Tagen and Cotngest Bune: Dieta ‘Geomety (197) fet opi Croce: Rigs with Polynomial denies (1973) 2 Herma, Geometry, Pass, Syste (1973) foto) 2. Walch, amon Arlsson Homogeneous Spaces (1978) owe 4 Dieutonné trou to the Theory af Foal Gros (1973) 2 a n. Fs » a 1. Yoiman, Cohomology and Ditters Forms (0973) [BAY Chon, Gcomety of Subaanfls(1973) avoid 1M Maran, Fite Denna Mullin Alb ( 0 sts) 973.1935) 2. Late, Basch Alera: An Inodction (1973) RO. Ruelaand AL. Vitr (ode, Va Disebtion Theory: Pat A: Prt B De nd exo Estimates by Wan Sto (973) IE Siolashy, Aiea: Numbers a Diopartine Approxination (1978) 1A A Moni The Sepa ali Theory of Commetatire Rigs (1974) 1 Medina. te Rigs wth ett (1973) 2 Seat, ines Alera Koh, T- Aba, apd tas esas) 935) 418. Golan, Leazation of Noncommutative Rigs (1975) 4: klombouer Mathematies Aas (978) MK corton Aig Topology APs Cue (1978) 1 Goodor, Ring Teor Nong Rigs and Mes (1976) [LE Mange, Liget Agee wth Genet Aplestions (1976) NJ. Pala sie Theory ands Appiaons Seated Tops (1976) ‘BR MeDonal, Geomette Alea Ove Local Rigs (1978) € W.Grownch,Ganeraied vere of Linear Operators: Representation td Approxiaton (977) TPE Ruckus a Gein, Most oom C0, Cries nd WL. Vorman, Aspects of Topology (1977) 1M Nagas, Fd Theory (1977) ene, gst Number Theory (1977) WWF Defies etal and Messe (1977) Li, Wheeden ont A. Zoprun, Messreand otal: An latodcton to Rea Anas (197) 1 Alpe A Est Lookee seated Copyright © 1977 by Mane Degee, Ie, ALL- mE ERD, ‘ihr hs bok tor any pat mayb reproduce or ans ny fxm oF ‘Sram mms econ omen atudnspotospin, mikotiming ant ‘Lontng ey any fornaton storage and real ate, vhs permission Tein rom he publi. Mager Dost, ne 20 alan Aron, Nev Yor, New Yok 10016 To our familieIntroduction “The modem theory of metre and integration wat crete, through te work of Lebo athe tor ofthis cnt Al tis eas are ty ow wel eb, there re ever widening apeatons Stich have made the theory one othe cental parts of mathematical However, dierent pletion require diferent empl om various spe ofthe cory. For example certain ats are of pea intrest for eal and Somplen antsy sre for finconal analy, and sll thers for prob- Siig and satis, This text i writen fom the plat of View of el arial a treats the theory pray as deen calls "The took pewppose tat be reer has a fein for igo and some knonfedge of mentary facts fom cles. Some material whichis No floubt fans to. many readers has bee included: ts inlsion seemed ‘dsl inode to mae the presentation cea and e-onained "The approach of the book & 10 develop the ther) of measure and inigrtion fw in he spl sen of Euciean spe. this ese these Finch theory ving sow elation to fare fst From elas and enerlsing those fst Later on, we intodoce more seeal treats Fat on absact tons characterized hy axioms and wih ss seometi Content We have chown ths approach parposes, eves TRouph i kas to Some repetition, sae conseing spel case st ust) helps in de Seloping beter understanding ofthe general situation. Anyway, we all "ear by repetition "The Clie ofthe book it follows. Chape is primarily colletion of various bckgroond infrmaton, icluding eementary deitions and ‘est that wil Be taken foe pamted Tate in he book: the reader should ‘Srey be famiior with mot thi mei. Very few prot ese in {ChapeeI. Atul preension of the thory bri in Chapter 2 which {vents notions asad wth futons 9f founded writin, such asthe Ficman- Ses ata Sty speaking,» reading of Chapter 2 could‘be postponed etl Chaper 5, where we se the RemannStjs ing ss way of peeing the Lebezue intra “Chuva eas wi Lebesgue essen Bacean spac, via the ton ‘of outer measure. Chapter 4 gives the theory of measrale functions, ad CChaper 5 comiders the Leenge integra, agin in Eula space, fa {Chap 6, we study repeated integration, the cena cesut beng Fei’ theorem. Chapter 7 arte the gross whi the inverse of migration, ‘ames difrentiton, Here, we consider the difeentition of intra trated set Tintin, aswell the dfleretation of el-raled funtons ta sngle variable, sich as the diferestabiity of monotone functions. CChapers 3-7 comple the teatnet ofthe gener! theory o ategeaton in velean spaces. Tn Chopes# and 9 we consider special clases of fantons, ke Zand {Lan spl ru for thee classes, sch ste behavior of convostion ‘operator, the Fan-Lilewood matin fonction, and the Ineral of Marsinbewice. In Chaps 10nd 11 we pve an abstract treatment of Lebesgue measure and integration. Hee, thre ar several powuble approaches Weave chosen {o start wth an sbstatdeiiton of mearute and develop the theory of fngpatio folowing the pattern of arr chaters. This done in Chaper Toles auido ase hom sch bract menses actual are This ques toa is anshered t sme extent ip Caper I, where we We the notion of ‘ovat outer mete fo constuct some sei examen of meas ‘Chaper 2 plays special ole and ea be end immediatly afer Chapter 19. deal nan appeaton ofthe Lebesge intra 10 spi Branch ff anabso~harnonte analy Thi is very broad ol, and we conser nya fw problems indstiv of the vle tat Ustesue iteration pays Inapptiations, Harmonic analy ako happens to Be a Bld whose develop- tend a great impact on the theory of gration. "Ate cad ofeach chapter, we lst a number of problems a5 exerci, somettns ith parent ins at sltions Some rately important ‘Rte are gan te exerci, bot se rae te teat does no ogre its (lc have appeared eater ony an eerie ‘We mould He to expres ou thins tothe Department of Matera of Rotges Uninesty ad the Univesity of Chea, snd in partes to Profesor Wins H. Meyer fr the fod help he eave vs daring the Drparton af the mandi of he book, Special than logo to Joanne aries and De Edman! Lotkowsi, both of whom proofread almost the ace anscrit and ofr many elf comments, and to Michele “Ginooes for her help with the coer deen. Final, than o Met Ante Rosell ety fora aly exelent jo, Richard L Wheeden and Anton Zr [chapter 1 \ | Chapter 2 | A) chapter(3 Contents Prtiminares Poins and Sets io Rt vn Metis Space ‘Open and Closed Sets in Special Sts ‘Compact Set the Heine Borel Theorem Fenctons Conia Fapetions and Transformations ‘Toe Riera teal eres Faction f Beandd Vara the Riemaan- Sls tntegrl 1. uncon of Bounded Variation 2. Rell Cares 3, The Rimnnn SteljsTnteprat 4A Parter Revels About Riemann Sees negra Eseries 1, Lebeigue Outer Measure: 2. Lebesgue Mesrerabe Ses 3. To Property of Lebesgue Mens A. Characterization of Measubity S. Upshite Traaornations oF & A Nonmentrale Set Evers 3