Presented here is a detailed exposition of the general theory of measure and integration. The first half of the book demonstrates the power and efficacy of Caratheodory's method in obtaining general results in the subject most quickly and naturally. The author then establishes the need of inner measures and their importance for topological measure spaces and extension theory of measures beyond Caratheodory's approach. The lifting theorem, the capacity theory of Choquet's and topology through measure find a significant place in the exposition and their interrelations with other parts of the subject are included. Treated extensively are product measures and the Radon-Nikodym theory. Special attention is given to the motivation for each concept and to the general ideas behind most of the proofs, as well as detailed outlines of their execution. Exercises are also included.

Significantly revised and expanded, this authoritative reference/text comprehensively describes concepts in measure theory, classical integration, and generalized Riemann integration of both scalar and vector types-providing a complete and detailed review of every aspect of measure and integration theory using valuable examples, exercises, and applications.

With more than 170 references for further investigation of the subject, this Second Edition

  • provides more than 60 pages of new information, as well as a new chapter on nonabsolute integrals
  • contains extended discussions on the four basic results of Banach spaces
  • presents an in-depth analysis of the classical integrations with many applications, including integration of nonmeasurable functions, Lebesgue spaces, and their properties
  • details the basic properties and extensions of the Lebesgue-Caratheodory measure theory, as well as the structure and convergence of real measurable functions
  • covers the Stone isomorphism theorem, the lifting theorem, the Daniell method of integration, and capacity theory

    Measure Theory and Integration, Second Edition is a valuable reference for all pure and applied mathematicians, statisticians, and mathematical analysts, and an outstanding text for all graduate students in these disciplines.