Oct 21, 2017
I have added in Chapter 12 the final version of Change of Variable Theorem for finite-dimensional Euclidean spaces. I decided against including surface measure in Chapter 12, since I don’t have a general theory. I have proofread Chapter 13, and I added a result that the Fourier series is complete in L2((-π,π],IK). I think that I will leave Chapters 12 and 13 as is now, and I may add to these chapters in the future if I think of something interesting. One topic I definitely want to add is Fourier transform. Another would be Laplace transform. But they may not be fit in Chapter 13. But, my current top priority is Chapter 14, Probability Theory. I want to lay the foundation for my teaching and research in stochastic systems.