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FRIGYES RIESZ and BELA SZ.-NAGY FUNCTIONAL ANALYSIS Translated from the 2.4 French edition by LEO F. BORON Department of Mathematics, University of Michigan a BLACKIE & SON LIMITED LONDON AND GLASGOW 1956 FUNCTIONAL ANALYSIS by F. RIESZ and B. SZ..NAGY Universities of Budapest and The first part covers the modern theories of differentiation and integration and serves as an introduction to the second, which deals with integral equations and the theory of linear operators in Hilbert space. The two parts form an organic unit centred about the concept of the linear operator. This concept is reflected in the method by which the Lebesgue integral is constructed. The section on Hilbert space covers a considerable portion of the known theory including some of the latest results. There is also a separate chapter on completely continuous operators. Translated from LECONS D’ANALYSE FONCTIONELLE BLACKIE & SON LIMITED 16/18 William LV Street, Charing Cross, Lonpon, W.C.2 17 Stanhope Street, GLascow BLACKIE & SON (INDIA) LIMITED 103/5 Fort Street, Bomuay BLACKIE & SON (CANADA) LIMITED Toronto Copyright 1955 by Frederick Ungar Publishing Co. Prunten iN THE UNITED STATES OF AMERICA PREFACE TO THE FIRST EDITION This book has developed from courses entitled “Real Functions,” “Integral Equations,” “Hilbert Space,” etc., which the two authors have taught for several years at the Universities of Szeged and Budapest. As the printing was delayed by technical difficulties we have in the meantime added some para- graphs dealing with recent results. The first part, on modern theories of differentiation and integration, serves as introduction to the second, which treats integral equations and linear functionals and transformations. This division into two parts corresponds to the division of the work by the two authors; although they have worked together, the first part was written principally by the first, and the second by the second author. The two parts form an organic unit centered about the concept of linear operator. This concept is reflected in the method by which we have con- structed the Lebesgue integral; this method, which seems to us to be simpler and clearer than that based on the theory of measure, has been used by the first author in his lectures for more than twenty years although it has not been published in definitive form. The first part begins with a direct proof of the Lebesgue theorem on the differentiation of monotonic functions and its application to the study of the relations between the derivatives and the integrals of interval functions. After this we construct the theory of the Lebesgue integral and study the spaces L, and L, and their linear functionals. The Stieltjes integral and its generalizations are introduced in terms of linear operations on the space of continuous functions. The second part begins with a chapter on integral equations, the subject which prepared the way for the general theory of linear transformations. We present several methods for arriving at the Fredholm alternative, and in the succeeding chapter we apply them to completely continuous functional equations of general type on either a Hilbert space or a Banach space. Sym- metric completely continuous linear transformations are studied in a separate chapter. We then develop the spectral theory of self-adjoint transformations, either bounded or unbounded, of Hilbert space. We also consider the problem of the extensions of unbounded symmetric transformations. A special chapter mr wv PREFACE is devoted to functions of a self-adjoint transformation, as well as to the study of the spectrum and its perturbations. Stone’s theorem on groups of unitary transformations and some related theorems, as well as certain ergodic theorems, are the subject of another chapter. The last chapter surveys the beginnings, as yet fragmentary, of the spec- tral theory of linear transformations which are not necessarily normal; we present the method based on the calculus of residues, and we also include a study of the very recent results of J. von Neumann on spectral sets. In the exposition we have not attempted to study in detail all possible generalizations; rather we have sought to present the principal problems and the methods for handling them. At times we have presented several methods for attaining the same goal and have compared them and discussed their scopes. We wish to express here our profound gratitude to the Hungarian Academy of Science for publishing our book in French, thus assuring for it an international public. Our hearty thanks are also due A. Csdszdr, who read the manuscript and whose critical remarks helped us to improve the text. We also acknowledge our gratitude to H. Grenet and K. Tandori for the care they gave to the cor- rection of the proofs. Budapest and Szeged, February 1952 PREFACE TO THE SECOND EDITION The favorable reception which this book has received has necessitated a new edition. In it we have tried to eliminate the misprints of the first edition and to improve some passages. There are major changes in Chapters X and XI, mainly in the sections dealing with semi-groups of general type, the relations between the spectrum of a linear transformation and the norms of the iterated transformations, and the spectral sets of von Neumann. We wish to express our thanks to all those, and particularly to A. Csdszar, who by their criticisms have facilitated our task of improving the text. Budapest and Szeged, May 1953 F. R. and B. Sz.-N. CONTENTS Part One MODERN THEORIES OF DIFFERENTIATION AND INTEGRATION CHAPTER I: DIFFERENTIATION Lebesgue’s Theorem on the Derivative of a Monotonic Function 1, Example of a Nondifferentiable Continuous Function 2. Lebesgue’s Theorem on the Differentiation of a Monotonic Function. Sets of Measure Zero 3. Proof of Lebesgue’s Theorem 4. Functions of Bounded Variation Some Immediate Consequences of Lebesgue’s Theorem 5. Fubini’s Theorem on the Differentiation of Series with Monotonic Terms 6. Density Points of Linear Sets 7. Saltus Functions 8. Arbitrary Functions of Bounded Variation 9. The Denjoy-Young-Saks Theorem on the Derived Numbers of Arbitrary Functions Interval Functions . Preliminaries . First Fundamental Theorem . Second Fundamental Theorem . The Darboux Integrals and the Riemann Integral . Darboux’s Theorem . Functions of Bounded Variation and Rectification of Curves. o 19 22 23 26 il 19 vr CONTENTS CHAPTER II: THE LEBESGUE INTEGRAL Definition and Fundamental Properties . The Integral for Step Functions. Two Lemmas . The Integral for Summable Functions . Term-by-Term Integration of an Increasing Sequence (Beppo Levi's Theorem) . Term-by-Term Integration of a Majorized Sequence (Le- besgue’s Theorem) |. Theorems Affirming the Integrability of a Limit Function 21. 22. The Schwarz, Hélder, and Minkowski Inequalities Measurable Sets and Measurable Functions Indefinite Integrals. Absolutely Continuous Functions 23. 24, 25. 26. 27. The Total Variation and the Derivative of the Indefinite Integral Example of a Monotonic Continuous Function Whose Derivative Is Zero Almost Everywhere Absolutely Continuous Functions. Canonical Decomposition of Monotonic Functions Integration by Parts and Integration by Substitution The Integral as a Set Function The Space L? and its Linear Functionals. L® Spaces 28. 29. 30, 31. 32, 33. 34, 35. 36. 37. 38. The Space L?; Convergence in the Mean; the Riesz-Fischer Theorem Weak Convergence Linear Functionals Sequence of Linear Functionals; a Theorem of Osgood Separability of L?, The Theorem of Choice Orthonormal Systems Subspaces of L?, The Decomposition Theorem Another Proof of the Theorem of Choice. Extension of Functionals The Space L? and Its Linear Functional A Theorem on Mean Convergence A Theorem of Banach and Saks Functions of Several Variables 39. 40. Definitions. Principle of Transition Successive Integrations. Fubini’s Theorem 33 36 38 43, 47 50 54 56 57 60 él 63 64 66 70 72 73 78 47 57 81 41 CONTENTS. . The Derivative Over a Net of a Non-negative, Additive Rectangle Function, Parallel Displacement of the Net 42, Rectangle Functions of Bounded Variation. Conjugate Nets 43, Additive Set Functions. Sets Measurable (B) Other Definitions of the Lebesgue Integral 44, Sets Measurable (L) 45, Functions Measurable (L) and the Integral (L) 46, Other Definitions. Egoroff’s Theorem 47. Elementary Proof of the Theorems of Arzela and Osgood 48, The Lebesgue Integral Considered as the Inverse Operation of Differentiation 84 87 89 92 94 96 100 103 CHAPTER III: THE STIELTJES INTEGRAL AND ITS GENERALIZATIONS Linear Functionals on the Space of Continuous Functions 49, 50. 51. 52, 53, 54, 55. The Stieltjes Integral Linear Functionals on the Space C Uniqueness of the Generating Function Extension of a Linear Functional The Approximation Theorem. Moment Problems Integration by Parts. The Second Theorem of the Mean Sequences of Functionals Generalization of the Stieltjes Integral . The Riemann-Stieltjes and Lebesgue-Stieltjes Integrals . Reduction of the Lebesgue-Stieltjes Integral to That of Lebesgue . Relations Between Two Lebesgue-Stieltjes Integrals Functions of Several Variables. Direct Definition inition by Means of the Principle of Transition The Daniel Integral 61, 62. 63. . Positive Linear Functionals . Functionals of Variable Sign . The Derivative of One Linear Functional With Respect to Another 105 nal 112 Ws 118 119 122 124 126 128 132 134 137 vil 92 122 132