Description: In its new, updated edition, this book discusses integration on locally compact Hausdorff spaces, the analytic and Borel subsets of Polish spaces and Haar measures on locally compact groups. Includes a chapter on measure-theoretic probability theory and more.
Review Quotes:
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)