MEASURE AND INTEGRAL An Introduction to Real Analysis Richard L. Wheeden Antoni Zygmund Department of Mathematies Department of Mathematics Rutgers, the State University University of Chicago of New Jersey Chicago, Ilinois New Brunswick, New Jersey MARCEL DEKKER, INC NEW YORK AND BASEL PURE AND APPLIED MATHEMATICS A Program of Monographs, Textbooks, and Lecture Notes Execurive Eprrors—Monocraris, Texrs0oks, AND LECTURE NOTES Earl J. Taft Rutgers University New Brunswick, New Jersey Edwin Hewitt v University of Washington Seattle, Washington (CHAIRMAN OF THE EDITORIAL BOARD S. Kobayashi University of California, Berkeley Berkeley, California EDITORIAL BOARD Masanao Aoki W. S. Massey University of California, Los Angeles Yale University Glen E, Bredon Irving Reiner Rutgers University University of Minos at Urbana-Champaign Sigurdur Helgason Paul J. Sally, Jr. \ Massachusetts Insitute of Technology Unversity of Chicago G. Leitmann Jane Cronin Scanton University of California, Berkeley ‘Rutgers University Marvin Marcus Martin Schechter University of California, Santa Barbara Yeshiva University Julius L. Shaneson ‘Rutgers University10. U1 2. 13 14, 15. 16, 17. 18, 19. 20. MONOGRAPHS AND TEXTBOOKS IN PURE AND APPLIED MATHEMATICS K. Yano, Integral Formulas in Riemannian Geometry (1970) (out of int) S. Kobayashi, Hyperbolic Manifolds and Holomorphic Mappings (1970) (out of rin ¥. S, Vladimiroy, Equations of Mathematical Physics (A. Jeffrey, editor; ‘A. Littlewood, translator) (1970) (out of rine) B.N. Pshenichnyi, Necessary Conditions for an Extremum (L. Neustadt, translation editor; K. Makowski, translator) (1971) 1. Narci,E. Beckenstein, and G. Bachman, Functional Analysis and Valuation Theory (1971) D. S. Passman, Infinite Group Rings (1971) L, Dornhoff, Group Representation Theory (in two pars). Part A Ordinary Representation Theory. Part B: Modular Representation Theory (1971, 1972) W. Boothby and G: L. Weis (eds ), Symmetric Spaces: Short Courses Presented at Washington Univesity (1972) (out of arnt) Y, Matsushima, Differeniable Manifolds (E. T. Kobayashi, translator) (i972) L. E, Ward, Jr, Topology: An Outline for a Fist Course (1972) fout of pr ‘A. Babakhanian, Cohomological Methods in Group Theory (1972) R Gilmer, Multiplicative Meal Theory (1972) (out of print J. Yeh, Stochastic Processes and the Wiener Integral (1973) fovt of print) J. Barros-Neto, Introduction to the Theory of Distributions (1973) ove of 'R. Larsen, Functional Analysis: An Introduction (1973) fou of print! K. Yano and S. Ishihara, Tangent and Cotangent Bundles: Differential Geometry (1973) (out ofrine) Procesi, Rings with Polynomial Identities (1973) R. Hermann, Geometry, Physics, and Systems (1973) four of print! N.R. Wallach, Harmonic Analysis on Homogencous Spaces (1973) out J. Dieudonnd,Intzoduction to the Theory of Formal Groups (1973) 26. 21, 28, 29. 30. 31 32 33, 34, 35, 36, 31, 38. 0, 41 a 43. I, Vaisman, Cohomology and Differential Forms (1973) ‘ BLY. Chen, Geometry of Submanifolds (1973) fove of prin) M. Marcus, Finite Dimensional Multilinear Algebra (in two parts) (1973, 1975) R, Larsen, Banach Algebras: An Introduction (1973) R.O. Kujalaand A. L, Vitter (eds j, Value Distribution Theory: Part A; Part B. Deficit and Bezout Estimates by Wilhelm Stoll (1973) K.B, Stolarsky, Algebraic Numbers and Diophantine Approximation (1974) ‘A. R, Magid, The Separable Galois Theory of Commutative Rings (1974) BR. McDonald, Finite Rings with Identity (1974) J. Satake, Linear Algebra (S, Koh, T. Akiba, and S. Ihara, translators) (975) JS. Golan, Localization of Noncommutative Rings (1975) G. Klambaer, Mathematical Analysis (1975) M. K. Agoston, Algebraic Topology: A First Course (1976) K. R. Goodearl, Ring Theory: Nonsingular Rings and Modules (1976) LE. Mansfield, Linear Algebra with Geometric Applications (1976) N. J. Pullman, Matsix Theory and its Applications: Selected Topics (1976) B. R. McDonald, Geometric Algebra Over Local Rings (1976) CW. Groetsch, Generalized Inverses of Linear Operators: Representation and Approximation (1977) J. E. Ruczkowski and J. L. Gersting, Abstract Algebra: A First Look (1977) C0. Christenson and W. L. Voxman, Aspects of Topology (1977) M, Nagata, Feld Theory (1977) a RL. Long, Algebraic Number Theory (1977) W. F Pfeffer, imegrals and Measures (1977) RI. Wheeden and A. Zygmund, Measure and Integral: An Introduction to Real Analysis (1977)Library of Congress Cataloging in Publication Data Wheeden, Richard L. ‘Measure and integral. (Monographs and textbooks in pure and applied mathematics ; 43) Includes index, I. Measure theory. 2. Integrals, Generalized. Copyright © 1977 by Mancet DexkeR, INC. ALL RIGHTS RESERVED. Neither this book nor any part may by reproduced or transmitted in any form or by any means, electronie or mechanical, including photocopying, microfilming, and recording, or by any information storage and retrieval system, without permission in waiting from the publisher. Mace Dekker, INC. 270 Madison Avenue, New York, New York 10016 To our familie