A Course on Integration Theory

This book on integration theory is based on the lecture notes for courses that the author gave at the Tata Institute of Fundamental Research, Mumbai, and at ETH, Zürich. The subject matter is classical. The goal of the notes is to provide a concise, clear, and accurate treatment of the basic ideas of the subject.

Reviews

"As the author asserts, the material presented in this slim volume is classical; his goal has been "concision, clarity, and accuracy". The author is extraordinarily careful in detail, for example in showing that the integrals of simple functions and integrable functions are well-defined."

-- Mathematical Reviews

Contents

1. Integration on a measure space
2. The Lebesgue spaces
3. The outer measure and its applications: the Lebesgue measure
4. Product measures and multiple integrals
5. Set functions and their derivatives.