A course on integration theory (Q5906347)

This book is a textbook on the theory of integration on a measure space. The material is classical. The theory of integration is developed using the Daniell-Riesz approach. The integral of a measurable function is defined using a sequence of integrals of simple functions. The uniqueness of the integral is proved by Egoroff's theorem. Contents: Integration; Lebesgue spaces; Lebesgue measure; Product measures; Fubini's theorem; Radon-Nikodým theorem.