Concise Introduction to the Theory of Integration

• The classical theory; Lebesgue's measure; Lebesgue's integration; products of measures; changes of variable; some basic inequalities; elements of Fourier analysis; a little abstract theory.

"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 flavor of all these subjects is brought out in the book, especially in chapters V-VII...[the] book can be highly rewarding, serving as a launching pad for an intensive study of any branch of analysis including probability theory." --Current Science (review of the third edition)