Lectures on Measure and Integration

These well-known and concise lecture notes present the fundamentals of the Lebesgue theory of integration and an introduction to some of the theory's applications. Suitable for advanced undergraduates and graduate students of mathematics, the topics include measures, integration, theorems of Fubini, [...]
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These well-known and concise lecture notes present the fundamentals of the Lebesgue theory of integration and an introduction to some of the theory's applications. Suitable for advanced undergraduates and graduate students of mathematics, the topics include measures, integration, theorems of Fubini, representations of measures, Lebesgue spaces, differentiation, and Fourier series.