本书是实分析课程的**教材，被国外众多**大学（如斯坦福大学、哈佛大学等）采用。全书分为三部分：**部分为实变函数论，介绍一元实变函数的勒贝格测度和勒贝格积分；第二部分为抽象空间，介绍拓扑空间、度量空间、巴拿赫空间和希尔伯特空间；第三部分为一般测度与积分理论，介绍一般度量空间上的积分，以及拓扑、代数和动态结构的一般理论。书中不仅包含数学定理和定义，而且还提出了富有启发性的问题，以便读者更深入地理解书中内容。
第4版主要更新如下：
·新增了50%的习题。
·扩充了基本结果，包括给出叶果洛夫定理和乌雷松引理的证明。
·介绍了博雷尔-坎特利引理、切比雪夫不等式、快速柯西序列及测度和积分所共有的连续性质，以及若干其他概念。

Lebesgue Integration for Functions of a Single Real Variable
Preliminaries on Sets, Mappings, and Relations
Unions and Intersections of Sets
Equivalence Relations, the Axiom of Choice, and Zorn's Lemma
1 The Real Numbers: Sets. Sequences, and Functions
The Field, Positivity, and Completeness Axioms
The Natural and Rational Numbers
Countable and Uncountable Sets
Open Sets, Closed Sets, and Borel Sets of Real Numbers
Sequences of Real Numbers
Continuous Real-Valued Functions of a Real Variable
2 Lebesgne Measure
Introduction
Lebesgue Outer Measure
The o'-Algebra of Lebesgue Measurable Sets
Outer and Inner Approximation of Lebesgue Measurable Sets
Countable Additivity, Continuity, and the Borel-Cantelli Lemma
Noumeasurable Sets
The Cantor Set and the Cantor Lebesgue Function
3 LebesgRe Measurable Functions
Sums, Products, and Compositions
Sequential Pointwise Limits and Simple Approximation
Littlewood's Three Principles, Egoroff's Theorem, and Lusin's Theorem
4 Lebesgue Integration
The Riemann Integral
The Lebesgue Integral of a Bounded Measurable Function over a Set of
Finite Measure
The Lebesgue Integral of a Measurable Nonnegative Function
The General Lebesgue Integral
Countable Additivity and Continuity of Integration
Uniform Integrability: The Vifali Convergence Theorem
viii Contents
5 Lebusgue Integration: Fm'ther Topics
Uniform Integrability and Tightness: A General Vitali Convergence Theorem
Convergence in Measure
Characterizations of Riemaun and Lebesgue Integrability
6 Differentiation and Integration
Continuity of Monotone Functions
Differentiability of Monotone Functions: Lebesgue's Theorem
Functions of Bounded Variation: Jordan's Theorem
Absolutely Continuous Functions
Integrating Derivatives: Differentiating Indefinite Integrals
Convex Function
7 The Lp Spaces: Completeness and Appro~umation
Nor/ned Linear Spaces
The Inequalities of Young, HOlder, and Minkowski
Lv Is Complete: The Riesz-Fiseher Theorem
Approximation and Separability
8 The LP Spacesc Deailty and Weak Convergence
The Riesz Representation for the Dual of
Weak Sequential Convergence in Lv
Weak Sequential Compactness
The Minimization of Convex Functionals
II Abstract Spaces: Metric, Topological, Banach, and Hiibert Spaces
9. Metric Spaces: General Properties
Examples of Metric Spaces
Open Sets, Closed Sets, and Convergent Sequences
Continuous Mappings Between Metric Spaces
Complete Metric Spaces
Compact Metric Spaces
Separable Metric Spaces
10 Metric Spaces: Three Fundamental Thanreess
The Arzelb.-Ascoli Theorem
The Baire Category Theorem
The Banaeh Contraction Principle
H Topological Spaces: General Properties
Open Sets, Closed Sets, Bases, and Subbases
The Separation Properties
Countability and Separability
Continuous Mappings Between Topological Spaces

Compact Topological Spaces
Connected Topological Spaces
12 Topological Spaces: Three Fundamental Theorems
Urysohn's Lemma and the Tietze Extension Theorem
The Tychonoff Product Theorem
The Stone-Weierstrass Theorem
13 Continuous Linear Operators Between Bausch Spaces
Normed Linear Spaces
Linear Operators
Compactness Lost: Infinite Dimensional Normod Linear Spaces
The Open Mapping and Closed Graph Theorems
The Uniform Boundedness Principle
14 Duality for Normed Iinear Spaces
Linear Ftmctionals, Bounded Linear Functionals, and Weak Topologies
The Hahn-Banach Theorem
Reflexive Banach Spaces and Weak Sequential Convergence
Locally Convex Topological Vector Spaces
The Separation of Convex Sets and Mazur's Theorem
The Krein-Miiman Theorem
15 Compactness Regained: The Weak Topology
Alaoglu's Extension of Helley's Theorem
Reflexivity and Weak Compactness: Kakutani's Theorem
Compactness and Weak Sequential Compactness: The Eberlein-mulian
Theorem
Memzability of Weak Topologies
16 Continuous Linear Operators on Hilbert Spaces
The Inner Product and Orthogonality
The Dual Space and Weak Sequential Convergence
Bessers Inequality and Orthonormal Bases
bAdjoints and Symmetry for Linear Operators
Compact Operators
The Hilbert-Schmidt Theorem
The Riesz-Schauder Theorem: Characterization of Fredholm Operators
Measure and Integration: General Theory
17 General Measure Spaces: Their Propertles and Construction
Measures and Measurable Sets
Signed Measures: The Hahn and Jordan Decompositions
The Caratheodory Measure Induced by an Outer Measure
18 Integration Oeneral Measure Spaces
19 Gengral L Spaces:Completeness,Duality and Weak Convergence
20 The Construciton of Particular Measures
21 Measure and Topbogy
22 Invariant Measures
Bibiiography
index

本书是实分析课程的**教材，被国外众多**大学（如斯坦福大学、哈佛大学等）采用。