The theory of integration is one of the twin pillars on which analysis is built. The first version of integration that students see is the Riemann integral. Later, graduate students learn that the Lebesgue integral is “better” because it removes some restrictions on the integrands and the domains over which we integrate. However, there are still drawbacks to Lebesgue integration, for instance, dealing with the Fundamental Theorem of Calculus, or with “improper” integrals. This book is an introduction to a relatively new theory of the integral (called the “generalized Riemann integral” or the “Henstock-Kurzweil integral”) that corrects the defects in the classical Riemann theory and both simplifies and extends the Lebesgue theory of integration. Although this integral includes that of Lebesgue, its definition is very close to the Riemann integral that is familiar to students from calculus. One virtue of the new approach is that no measure theory and virtually no topology is required.
A Modern Theory of Integration Volume 32 PDF Free Download
March 18, 2023

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