Textbook in PDF format
This undergraduate textbook offers a self-contained and concise introduction to measure theory and integration.
The author takes an approach to integration based on the notion of distribution. This approach relies on deeper properties of the Riemann integral which may not be covered in standard undergraduate courses. It has certain advantages, notably simplifying the extension to "fuzzy" measures, which is one of the many topics covered in the book.
This book will be accessible to undergraduate students who have completed a first course in the foundations of analysis. Containing numerous examples as well as fully solved exercises, it is exceptionally well suited for self-study or as a supplement to lecture courses.
Table of contents
Preliminaries
Measure Space and Integral
Properties of the Integral
Construction of a Measure
The Counting Measure
Product Measures
Differentiation
The Cantor Set and Function