This is a graduate text introducing the fundamentals of measure theory and integration theory, which is the foundation of modern real analysis. The text focuses first on the concrete setting of Lebesgue measure and the Lebesgue integral (which in turn is motivated by the more classical concepts of Jordan measure and the Riemann integral), before moving on to abstract measure and integration theory, including the standard convergence theorems, Fubini's theorem, and the Carathéodory extension theorem. Classical differentiation theorems, such as the Lebesgue and Rademacher differentiation theorems, are also covered, as are connections with probability theory. The material is intended to cover a quarter or semester's worth of material for a first graduate course in real analysis. There is an emphasis in the text on tying together the abstract and the concrete sides of the subject, using the latter to illustrate and motivate the former. The central role of key principles (such as Littlewood's three principles) as providing guiding intuition to the subject is also emphasized. There are a large number of exercises throughout that develop key aspects of the theory, and are thus an integral component of the text. As a supplementary section, a discussion of general problem-solving strategies in analysis is also given. The last three sections discuss optional topics related to the main matter of the book.
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Terence Tao was the winner of the 2014 Breakthrough Prize in Mathematics. He is the James and Carol Collins Chair of mathematics at UCLA and the youngest person ever to be promoted to full professor at the age of 24. In 2006 Tao became the youngest ever mathematician to win the Fields Medal. His other honours include the George Polya Prize from the Society for Industrial and Applied Mathematics (2010), the Alan T Waterman Award from the National Science Foundation (2008), the SASTRA Ramanujan Prize (2006), the Clay Research Award from the Clay Mathematical Institute (2003), the Bocher Memorial Prize from the American Mathematical Society (2002) and the Salem Prize (2000).
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