Linked Questions

4
votes
4answers
6k views

Book Suggestions for an Introduction to Measure Theory [duplicate]

Couldn't find this question asked anywhere on the site, so here it is! Do you guys have any recommendations for someone being introduced to measure theory and lebesgue integrals? A mentor has ...
0
votes
2answers
494 views

Good book on Lebesgue Theory [duplicate]

I am a graduate student and I need a suggestion for a good book in Lebesgue Measure Theory with good exercises and if its possibly with hints or solutions. Thank you.
0
votes
0answers
47 views

Measure Theory and Probability Theory [duplicate]

I have often been curious about the proofs in my Statistical Inference class, but often I have been told that it is not important to know all the details. I have looked into some of the proofs and ...
11
votes
4answers
2k views

Introductory measure theory textbook

I would like to teach myself measure theory and I am looking for a good introductory textbook at the advanced undergraduate or early graduate level. A reader-friendly text with plenty of examples ...
1
vote
4answers
3k views

The BEST book of measure theory for beginners

I need a book which explains the concepts of measure, set functions, outer meaures, extension of meaures, measurable functions, outer measurable functions and Lebesgue measure kindly help me...
4
votes
2answers
1k views

How should I study measure theory?

Im about to start studying measure theory on my own but I dont know what order I should follow, plus I dont know which textbook I should use. Any ideas? I've already had a course on measure theory ...
3
votes
3answers
799 views

Books on measure theory

Can someone kindly suggested a good book on measure theory? Taking into consideration a good treatment of the abstract measures and Caratheodory approach.
2
votes
2answers
781 views

Measure Theory Book for My Background / Need

My current Math background is as follows: 1) Read first 7 chapters of Rudin "Principles of Mathematical Analysis" and solved a lot of the given problems. 2) Completed Munkres "Analysis on Manifolds" ...
0
votes
0answers
773 views

book recommendation for martingale theory?

I am taking courses about stochastic processes, Markov chains, martingales,(mainly on brownian motion). My background is Electrical Engineering, where I had an introductory course about probability ...
1
vote
2answers
322 views

Any elementary-level text or notes on (i) measure theory? (ii) Lebesgue integration?

I still have no background in measure theory or Lebesgue integration. So is there any elementary-level resource --- book, set of notes, tutorial paper, website, or online video lecture series --- ...
1
vote
1answer
371 views

Reference request: Measure theory and/or manifolds [duplicate]

I have never encountered measure theory or manifolds yet, despite being close to my third year university level. Any texts for either or both of these subjects would be greatly appreciated.
0
votes
2answers
266 views

Integration and measure theories, a reference list

This is a rephrase of the questions posted regarding measure theory but also including integration. (Reference book on measure theory) I have to review the knowledge of measure and integration ...