Integration in Lattice Spaces
The goal of this thesis is to extend the notion of integration with respect to a measure to Lattice spaces. To do so the paper is first summarizing the notion of integration with respect to a measure on R.
Then, a construction of an integral on Banach spaces called the Bochner integral is introduced and the main focus which is integration on lattice spaces is lastly addressed.
TABLE OF CONTENTS
General Introduction 1
Chapter 1. Introduction to Integration Theory 5
1.1. Riemann-Stieltjes Integration 5
1.2. Bounded Variation Functions 7
1.3. Lebesgue Integration 11
Chapter 2. Integration with respect to a measure on R: A summary 15
2.1. The construction 15
2.2. Properties of Real-valued Integrable Functions 19
2.3. Spaces of integrable functions 20
Chapter 3. Integration with respect to a measure on Banach spaces in general 23
3.1. The construction of the integral 23
3.2. The Bochner integral on R 45
3.3. Properties and limit theorems for Banach-Valued Bochner Integral 52
3.4. The space L1(;A; m;E), in short L1(;E) 63
3.5. Young-Fatou-Lebesgue Convergence Theorem in L1(;A; m;E) 72
Chapter 4. Integration of mappings with respect to a measure on lattice spaces 75
4.1. Another view on the construction of the Bochner integral 75
4.2. Properties of Ordered Vector Spaces 79
4.3. Two main Results of the integration on Ordered Banach Spaces 81
Chapter 5. Conclusion and Perspectives 83
Introduction to Integration Theory
1.1. Riemann-Stieltjes Integration
Definition of the Riemann-Stieltjes integral on a compact set consider an arbitrary function f : [a; b] ! R.
The Riemann-Stieltjes integral of f on [a; b] associated with F, if it exists, is denoted by:
In establishing the existence of the Riemann-Stieltjes integral of a function, we need the function to be bounded.
Next, we define the Riemann-Stieltjes sums. To do so, for each n 1, we divide [a; b] into l(n) sub-intervals (l 1).
Let n be a subdivision of [a; b] that divides[a; b] into l(n) sub-intervals.
]a; b] =
where a = x0;n 6 1. INTRODUCTION TO INTEGRATION THEORY
The modulus of the subdivision n is defined by:
m(n) = max
Then, in each sub-interval ]xi;n; xi+1;n], we pick an arbitrary point ci;n, we therefore have the arbitrary sequence (cn)n1 where, cn = (ci;n)1il(n)1.
we now define a sequence of Riemann-Stieltjes sum associated to the subdivision n and the vector cn in the form:
(1.1.1) Sn(f; F; a; b; n; cn) =
in short, Sn(n; cn)
Definition 1.1. A bounded function f is Riemann-Stieltjes integrable with respect to F if there exists a real number I such that any sequence of Riemann-Stieltjes sums Sn(n; cn) converges to I as n ! 1 whenever
m(n) ! 0 as n ! 1.
The number I is called the Riemann-Stieltjes integral of f on [a; b] Now, in particular, if F(x) = x; x 2 R, I is called the Riemann Integral of f over [a; b] and the sum in formula 1.1.1 is simply called the Riemann Sum.
For the sake of a later use, Let us introduce an important notion called
“‘Bounded Variation Functions’”.
Consider a function F : [a; b] ! R.
We define by P(a; b) the class of all partition of the interval [a; b] of the form: (1.2.1) = (a = x0 8 1. INTRODUCTION TO INTEGRATION THEORY
(2) Any non-increasing function F : [a; b] ! R is of bounded variation.
We have, for all 2 P, VF (; a; b) = F(a) F(b), So :
VF (a; b) = F(a) F(b) 1.2. BOUNDED VARIATION FUNCTIONS
smooth, we should at least expect, for a strong theory of integration, f to be Riemann-Stieltjes integrable.
However, for what function F can we define the Riemann-Stieltjes integral of f.
Theorem 1.5. If F is of bounded variation, every continuous function on [a; b] is integrable, i.e, has a Riemann-Stieltjes integral I denoted by:
The Riemann-Stieltjes integration is limited. In fact, we started the construction by first assuming that our function f is bounded and is defined on the interval of the form [a; b]. Moreover, we also considered different
parameters in establishing the Riemann Sum.
For example, Let F(x) = x. So to determine the Riemann integral of f : [a; b] ! R, bounded, we need to compute the Riemann Sums. In fact, in the process of computing the Riemann sums, for a fixed n, we are technically computing sum of areas of small rectangles of width w = xixi1;
However, to approximate the lengths of triangle, we arbitrarily choose a point ci between xi1 and xi and we use the image f(ci) of the point ci, in computing the areas of those triangle. That is, we can choose any ci in
For our approximation to make sense, we need to have that for any two points arbitrarily chosen in the sub-interval ]xi1; xi], the images of those points are not far from one another in terms of value. In order words, the
10 1. INTRODUCTION TO INTEGRATION THEORY
function f should be continuous.
However, in real-life situation, we hardly meet smooth functions. Therefore, we make use of the Lebesgue integration which mainly requires only measurability of functions.
The illustration is given below.
1.3. Lebesgue Integration
1.3.1. Distribution function on R.
Definition 1.6. A function F : R ! R is called a distribution function if and only if:
(i) F is right continuous
(ii) F assigns to intervals non-negative lengths i.e 8 a b, F(b) F(a) 0
1.3.2. Lebesgue-Stieltjes measure associated to F. We construct the Lebesgue-Stieltjes measure on (R; B(R)).
B(R) = (S)
where S = f]a; b]; a 12 1. INTRODUCTION TO INTEGRATION THEORY
The construction of this type of integral, depending on some properties of f, is given in chapter 3.
In fact, this thesis is mainly about the integration of measurable mappings with respect to measure.
Also, for the coherence in the theory of integration, it is not a surprise that the Riemann-Stieltjes integration and the Lebesgue-Stieltjes integration sometimes coincide.
Example 1.7. (1) Let f : [a; b] ! R, a 1.3. LEBESGUE INTEGRATION
called the Lebesgue integration.
In fact, the Lebesgue-Stietjes integration is simply the integration of real-valued measurable mappings with respect to the Lebesgue-Stieltjes measure.
In coming chapters, we will discuss the integration of measurable functions with respect to any arbitrary measure on some specific cases. Depending on the space, we put a finiteness condition on the