An introduction to measure theory

Almost perfect mathematical introduction: concise but the concepts are well motivated. Perhaps not usual request for a graduate book, but pictures may help for easier understanding.

The explanations are very clear. The text begins from the Lebesgue theory and builds up to more general measure theory, which will be helpful to people who are new to the area.

This text adopts the "bottoms-up" approach of starting with elementary measure and working through Jordan measure to Lebesgue outer measure, and finally Lebesgue measure itself. In my opinion, measure theory (at least in concrete cases) is a fairly intuitive subject, but it does have a tendency to get a little messy.

Terence Tao

About Terence Tao

Terence "Terry" Tao FAA FRS (simplified Chinese: 陶哲轩; traditional Chinese: 陶哲軒; pinyin: Táo Zhéxuān) is an Australian-American mathematician who has worked in various areas of mathematics. He currently focuses on harmonic analysis, partial differential equations, algebraic combinatorics, arithmetic combinatorics, geometric combinatorics, compressed sensing and analytic number theory. As of 2015, he holds the James and Carol Collins chair in mathematics at the University of California, Los Angeles. Tao was a co-recipient of the 2006 Fields Medal and the 2014 Breakthrough Prize in Mathematics....

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