A concise, elementary introduction to measure and integration theory, requiring few prerequisites as theory is developed quickly and simply.

This book, first published in 2005, introduces measure and integration theory as it is needed in many parts of analysis and probability.

Often it is more instructive to know 'what can go wrong' and to understand 'why a result fails' than to plod through yet another piece of theory. In this text,

This very well written and accessible book emphasizes the reasons for studying measure theory, which is the foundation of much of probability. By focusing on me

This book grew from a one-semester course offered for many years to a mixed audience of graduate and undergraduate students who have not had the luxury of takin