Measure and Integration

This highly flexible text is organized into two parts: Part I is suitable for a one-semester course at the first-year graduate level, and the book as a whole is suitable for a full-year course. Part I treats the theory of measure and integration over abstract measure spaces. Prerequisites are a familiarity with epsilon-delta arguments and with the language of naive set theory (union, intersection, function). The fundamental theorems of the subject are derived from first principles, with details in full. Highlights include convergence theorems (monotone, dominated), completeness of classical function spaces (Riesz-Fischer theorem), product measures (Fubini’s theorem), and signed measures (Radon- Nikodym theorem).

Part II is more specialized; it includes regular measures on locally compact spaces, the Riesz-Markoff theorem on the measure-theoretic representation of positive linear forms, and Haar measure on a locally compact group. The group algebra of a locally compact group is constructed in the last chapter, by an especially transparent method that minimizes measure-theoretic difficulties. Prerequisites for Part II include Part I plus a course in general topology.

To quote from the Preface: “Finally, I am under no illusions as to originality, for the subject of measure theory is an old one which has been worked over by many experts. My contribution can only be in selection, arrangement, and emphasis. I am deeply indebted to Paul R. Halmos, from whose textbook I first studied measure theory; I hope that these pages may reflect their debt to his book without seeming to be almost everywhere equal to it.”