This book deals with topics usually studied in a masters or graduate level course on the theory of measure and integration. It starts with the Riemann integral and points out some of its shortcomings which motivate the theory of measure and the Lebesgue integral. Starting with abstract measures and outermeasures, the Lebesgue measure is constructed and its important properties are highlighted. Measurable functions, different notions of convergence, the Lebesgue integral, the fundamental theorem of calculus, product spaces, and signed measures are studied. There is a separate chapter on the change of variable formula and one on Lp- spaces. Most of the material in this book can be covered in a one semester course. The prerequisite for following this book is familiarity with basic real analysis and elementary topological notions, with special emphasis on the topology of the N- dimensional euclidean space. Each chapter is provided with a variety of exercises.

The material presented in this book is suited for a first course in Functional Analysis which can be followed by masters students. While covering all the standard material expected of such a course, efforts have been made to illustrate the use of various theorems via examples taken from differential equations and the calculus of variations, either through brief sections or through exercises. In fact, this book will be particularly useful for students who would like to pursue a research career in the applications of mathematics. The book includes a chapter on weak and weak*topologies and their applications to the notions of reflexivity, separability and uniform convexity. The chapter on the Lebesgue spaces also presents the theory of one of the simplest classes of Sobolev spaces. The book includes a chapter on compact operators and the spectral theory for compact self-adjoint operators on a Hilbert space. Each chapter has large collection of exercises at the end. These illustrate the results of the text, show the optimality of the hypotheses of various theorems via examples or counterexamples, or develop simple versions of theories not elaborated upon in the text.