Measure theory and Integration

This text approaches integration via measure theory as opposed to measure theory via integration, an approach which makes it easier to grasp the subject. Apart from its central importance to pure mathematics, the material is also relevant to applied mathematics and probability, with proof of the mathematics set out clearly and in considerable detail. Numerous worked examples necessary for teaching and learning at undergraduate level constitute a strong feature of the book, and after studying statements of results of the theorems, students should be able to attempt the 300 problem exercises which test comprehension and for which detailed solutions are provided.

• Approaches integration via measure theory, as opposed to measure theory via integration, making it easier to understand the subject
• Includes numerous worked examples necessary for teaching and learning at undergraduate level
• Detailed solutions are provided for the 300 problem exercises which test comprehension of the theorems provided

Undergraduate students

Measure on the real line; Integration of functions of a real variable; Differentiation; Abstract measure spaces; Inequalities and the Lp spaces; Convergence; Signed measures and their derivatives; Lebesgue-stieljes integration; Measure and integration in a product space; Hints and answers to exercises; References.