I have the book Measures, Integrals and Martingales by Schilling for self studying. I find it good because the chapters are short and precise.
I need a recommendation for a book that will be optimal choice for reading before Schilling. The book should cover some topics on rigorous analysis. The book should me as short and precise as Schilings (I have bad experience with long books). So, for those of you who are familiar with Schilling: What is a good book to read in order to be well prepared to read Schillings book?
I have a Bachelor in Mathematical Economics from a Business School so I know a lot about linear algebra and calculus but from an applied point of view ("understand the formulas and compute with parameters" approach). Now I try learn mathematical analysis from a theoretical point of view and a are interested in books directed for pure math students