Measure Theory

Abstract

Intended as a straightforward introduction to measure theory, thistextbook emphasizes those topics relevant and necessary to the studyof analysis and probability theory. The first five chapters dealwith abstract measure and integration. At the end of these chapters,the reader will appreciate the elements of integration. Chapter 6,on differentiation, includes a treatment of changes of variablesin Rd. A unique feature of the book is the introductory, yet comprehensivetreatment of integration on locally Hausdorff spaces, of the analyticand Borel subsets of Polish spaces, and of Haar measures on locallycompact groups. Measure Theory provides the reader with tools neededfor study in several areas of current interest, in particular harmonicanalysis and probability theory, and is a valuable reference tool.