A Concise Introduction to the Theory of Integration - Tapa dura

Designed for the analyst, physicist, engineer or economist, this book attempts to provide its readers with most of the measure theory they will ever need. This edition, while retaining the concise features of the earlier book, contains new sections along with exercises and selected solutions. The new sections are: one in which Stroock proves the isodiametric inequality and discusses Lebesque's measure from the Hausdorff point of view; and another in which he gives a proof (based on the Hardy-Littlewood maximal inequality) of Lebesque's Differential Theorem for R.