Designed for the analyst, physicist, engineer or economist, this book attempts to provide its readers with most of the measure theory they will ever need. This edition, while retaining the concise features of the earlier book, contains new sections along with exercises and selected solutions. The new sections are: one in which Stroock proves the isodiametric inequality and discusses Lebesque's measure from the Hausdorff point of view; and another in which he gives a proof (based on the Hardy-Littlewood maximal inequality) of Lebesque's Differential Theorem for R.
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"This is a very attractive textbook Unusual in many respects, [it] fully achieves its goal, a one-semester, concise but logically complete treatment of abstract integration. It is remarkable that [the author] has accomplished so much in so short a compass."- Mathematical Reviews (review of the first edition)"A number of valuable applications and a good collection of problems... A very interesting, well-informed book which draws on recent approaches not found in several commonly used texts."- Zentralblatt Math (review of the second edition) "The author succeeded in choosing the right level of generality and showed how a good combination of a measure and integration course and advanced calculus can be done. Strongly recommended to students as well as to teachers."- EMS Newsletter (review of the second edition)."..the author is a distinguished probabilist/analyst who has made seminal contributions to the interface of probability theory with PDEs/harmonic analysis/functional analysis; the
Designed for the analyst, physicist, engineer, or economist, provides such readers with most of the measure theory they will ever need. Emphasis is on the concrete aspects of the subject. Subjects include classical theory, Lebesgue's measure, Lebesgue integration, products of measures, changes of variable, some basic inequalities, and abstract theo
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