Measure Theory: Second Edition (Birkhauser Advanced Texts / Basler Lehrbucher) - Tapa dura

From the book reviews:

“This textbook provides a comprehensive and consistent introduction to measure and integration theory. ... The book can be recommended to anyone having basic knowledge of calculus and point-set topology. It is very self-contained, and can thus serve as an excellent reference book as well.” (Ville Suomala, Mathematical Reviews, July, 2014)

“In this second edition, Cohn has updated his excellent introduction to measure theory ... and has made this great textbook even better. Those readers unfamiliar with Cohn’s style will discover that his writing is lucid. ... this is a wonderful text to learn measure theory from and I strongly recommend it.” (Tushar Das, MAA Reviews, June, 2014)

Intended as a self-contained introduction to measure theory, this textbook also includes a comprehensive treatment of integration on locally compact Hausdorff spaces, the analytic and Borel subsets of Polish spaces, and Haar measures on locally compact groups. This second edition includes a chapter on measure-theoretic probability theory, plus brief treatments of the Banach-Tarski paradox, the Henstock-Kurzweil integral, the Daniell integral, and the existence of liftings.

Measure Theory provides a solid background for study in both functional analysis and probability theory and is an excellent resource for advanced undergraduate and graduate students in mathematics. The prerequisites for this book are basic courses in point-set topology and in analysis, and the appendices present a thorough review of essential background material.