MEASURE THEORYby D.h.fremlin 
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P.R. Halmos Measure Theory "As with the first edition, this considerably improved volume will serve the interested student to find his way to active and creative work in the field of Hilbert space theory."—MATHEMATICAL REVIEWS
Book Description
Useful both as a text for students and as a source of reference for the more advanced mathematician, this book presents a unified treatment of that part of measure theory which is most useful for its application in modern analysis. Topics studied include sets and classes, measures and outer measures, measurable functions, integration, general set functions, product spaces, transformations, probability, locally compact spaces, Haar measure and measure and topology in groups. The text is suitable for the beginning graduate student as well as the advanced undergraduate. Related Free eBooks - Measure theory, Probability, Stochastic calculus, General theory of processes, Financial mathematics
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