Designed to present the chief results of the Lebesgue theory of integration, this textbook provides students with detailed coverage of the main ideas of the Lebesgue measure. The approach is particularly well suited for students of analysis, probability and statistics.

THE ELEMENTS OF INTEGRATION. Measurable Functions. Measures. The Integral. Integrable Functions. The Lebesgue Spaces Lp. Modes of Convergence. Decomposition of Measures. Generation of Measures. Product Measures. THE ELEMENTS OF LEBESGUE MEASURE. Volumes of Cells and Intervals. The Outer Measure. Measurable Sets. Examples of Measurable Sets. Approximation of Measurable Sets. Additivity and Nonadditivity. Nonmeasurable and Non-Borel Sets. References. Index.

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