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I would like to study measure theory. Any idea on what I should learn before assuming I already know basic linear algebra (matrix) ?

Thx for

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set theory...more set theory –  user9352 Sep 16 '11 at 20:31
    
any good online tuto you can point me to ? –  Stephane Kouakou Sep 16 '11 at 20:33
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It might be a good idea to know some advanced calculus/basic analysis, just so you have something to "fall back on" (measure on the real line, Lebesgue integration). You should know a bit of basic set theory, and should be comfortable with proofs and mathematical arguments. Measure Theory can be very abstract, or reasonably down-to-earth, so that would also be a factor: the more abstract the viewpoint you follow, the more "mathematical maturity" you will need. –  Arturo Magidin Sep 16 '11 at 20:34
    
If you can obtain a copy of "Measure Theory" by Paul Halmos, he has a "Chapter 0" in which he lists all the pre-requisites –  Ishihara Sep 4 '12 at 10:47

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up vote 14 down vote accepted

You should be comfortable with real analysis on the level of Rudin's Principles of Mathematical Analysis. Don't skimp on this; it's as much a maturity prerequisite as a prerequisite for actual concepts and techniques.

It might also help to study a little point-set topology, just so you're used to the idea of considering a collection of subsets of a set satisfying certain axioms.

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+1 I think chapters 1-7 of Rudin's Principles of Mathematical Analysis furnish sufficient preparation for measure theory. However, the notions of "pointwise convergence" and "uniform convergence" in chapter 7 of this publication are essential prerequisites that are often neglected by students intending to study measure theory. –  Amitesh Datta Sep 17 '11 at 1:53

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