Abstract
Abstract The concept of an integral on a general measure space is developed from first principles. Riemann–Stieltjes and Lebesgue–Stieltjes integrals are defined. The monotone convergence theorem, fundamental properties of integrals, and related inequalities are covered. Other topics include product measure and multiple integrals, Fubini’s theorem, signed measures, and the Radon–Nikodym theorem.
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