Intended as a self-contained introduction to measure theory,
this textbook provides a comprehensive treatment of integration on
locally compact Hausdorff spaces, the analytic and Borel subsets of
Polish spaces, and Haar measures on locally compact groups. This
second edition provides the reader with a broad perspective on
measure theory through additional topics such as the
Kurzweil-Henstock integral, the Banach-Tarski paradox, a proof of
the existence of liftings, the Daniell integral. In addition,
applications and introductions to other related areas such as
measure-theoretic probability theory are also included in this new
edition.
Measure Theory provides a solid background for study in both
harmonic analysis and probability theory and is an excellent
resource for advanced undergraduate and graduate students in
mathematics. The prerequisites are courses in topology and
analysis, and the appendices present a thorough review of essential
background material.
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