14 Best Books on Measure and Integration

We have compiled a list of the Best Reference Books on Measure and Integration, which are used by students of top universities, and colleges. This will help you choose the right book depending on if you are a beginner or an expert. Here is the complete list of Measure and Integration Books with their authors, publishers, and an unbiased review of them as well as links to the Amazon website to directly purchase them. If permissible, you can also download the free PDF books on Measure and Integration below.

1. Measure and Integration

 
1."An Introduction to Measure and Integration" by Inder K Rana
“An Introduction to Measure and Integration” Book Review: This book is an introduction to Real Analysis, which covers topics like Lebesgue Measure and Integration, Measure Theory, Modern Analysis, and Advanced Analysis. Firstly, it provides an overview of Riemann Integral and its characteristics. Then, it explains two approaches to extend the concept of Riemann Integral. After that, it presents the general setting for the extension of measures and construction of integral with Lebesgue Measure. The fundamental theorem of calculus for Lebesgue Integral is also explained with complete proof. It also talks about extending the concept of integral to complex valued functions. Finally, it discusses the Radon-Nikodym theorem and additive set functions.

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2."Lebesgue Measure and integration" by Jain P K
“Lebesgue Measure and integration” Book Review: This book is a beginner’s guide to Lebesgue Measure and Integration, aimed at Honours and PG students. It covers the basics of the subject and includes solved and unsolved examples, notes, and references for further learning. It explains the methods used in detail and includes counterexamples. The book covers topics such as Infinite Sets, Measurable Sets, Measurable Functions, Lebesgue Integral, Differentiation and Integration, and the Lebesgue Lp-Spaces

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3."Measure Theory and Integration" by De Barra G
“Measure Theory and Integration” Book Review: This book presents integration through measure, which makes the concepts easier to understand for the readers. The book provides detailed yet simple proofs of the mathematical ideas involved. It includes various worked examples, theorems, exercises with solutions that help in better understanding. This book is helpful for students studying measure theory and analysis, and also serves as a reference for those who are already familiar with the topic. It covers a basic course on Lebesgue Measure and Integration, and includes essential results on functions of bounded variation and convergence in measure. Additionally, the book emphasizes Lebesgue-Stieltjes integrals.

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4."Real Analysis: Measure Theory, Integration, and Hilbert Spaces" by Elias M Stein
“Real Analysis: Measure Theory, Integration, and Hilbert Spaces” Book Review: This book explains the important areas of analysis and how they are related. It shows how the ideas of analysis are used in other fields of math and science. It focuses on measure and integration theory, differentiation and integration, Hilbert spaces, and fractals. The book explains the concepts of Hilbert space using L2 theory and shows how these concepts are used in Fourier analysis, partial differential equations, and complex analysis. Finally, the book discusses fractional-dimensional sets such as self-replicating sets, space-filling curves, and Besicovitch sets, and explains Hausdorff measure.

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5."General Measure and Integration" by P K Jain
“General Measure and Integration” Book Review: This book is a valuable resource for anyone interested in learning about measure theory and integration. The book covers a wide range of topics, including abstract measures, Lebesgue-Stieltjes measures, Borel measures, and Radon measures. The author has presented the material in a clear and concise manner, making it easy for readers to follow and understand. The book includes numerous examples, exercises, and solving problems, which help to reinforce the concepts and ideas presented in each chapter. The author has also provided a wealth of references for readers who wish to delve deeper into the subject matter.

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6."The Elements of Integration and Lebesque Measure" by Robert G. Bartle
“The Elements of Integration and Lebesgue Measure” Book Review: This book is divided into two parts, and it aims to introduce the reader to Lebesgue Theory of Integration and Measure Theory. The first part covers important topics such as Decomposition of Measures, Generation of Measures, and Modes of Convergence. The second part focuses on Lebesgue Measure in the space Rp, using an abstract measure space approach that leads directly to convergence theorems. This makes it useful for students of probability, statistics and analysis. Additionally, the book covers Examples of Measurable Sets, Approximation of Measurable Sets, Additivity and Nonadditivity, among other topics. It also includes worked examples and exercises to aid in understanding.

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7."Measure and Integration" by Gupta
“Measure and Integration” Book Review: This is a book that explains the basic concepts of measure theory and integration in a comprehensive way. It is great for graduate and undergraduate students studying mathematics and related fields. The book starts with an introduction to measure and measurable functions, then covers Lebesgue measure and integration, convergence theorems, differentiation and integration, Lp spaces, and product measures. The author provides clear explanations, examples and exercises throughout the book. One of the strengths of this book is its focus on how measure theory and integration can be applied to other areas of mathematics, such as probability theory and functional analysis. The author also includes advanced topics such as Hausdorff measure and fractals, which makes it useful for students interested in further research in these areas.

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8."Measure Theory and Integration" by A K Malik and S K Gupta
“Measure Theory and Integration” Book Review: This book gives an introduction to set theory and integral theory, starting with their historical development. It then covers the Lebesgue Integral and various related topics, such as Measurable Functions, Lp-spaces, Fubini’s Theorem, and the Radon-Nikodym Theorem. The book includes motivating examples, exercises, and questions to help readers understand the concepts. It also covers Countability of Sets, Lebesgue Measure, Differentiation and Integration, Product and Signed Measures. The book is filled with examples, theorems, and questions for readers to practice and learn the concepts thoroughly.

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9."Real Analysis: Theory Of Measure And Integration" by J Yeh
“Real Analysis: Theory Of Measure And Integration” Book Review: This book starts by introducing the concepts of measure and measurable functions. The next chapter deals with integration of functions on an arbitrary measure space. It then explores the relationship between integration and differentiation on the Lebesgue Measure Space, as well as additive set functions to measure. The book also specializes in integration in the Lebesgue Measure space on Rn and provides an introduction to Hausdorff measures on Rn. The book is accurate and every theorem is provided with a detailed proof. It is recommended for those interested in advanced topics in mathematics.

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10."A User-Friendly Introduction to Lebesgue Measure and Integration: 78 (Student Mathematical Library)" by Gail S Nelson
“A User-Friendly Introduction to Lebesgue Measure and Integration: 78 (Student Mathematical Library)” Book Review: In this book, the author covers the theory of integration, including topics related to Lebesgue. The book assumes readers are familiar with basic concepts in real analysis. It mainly focuses on measure theory, integration, and Lp spaces. The book provides clear and detailed proofs of the theorems and includes many examples. The author starts with a summary of the Riemann integral by Darboux approach and then introduces the notion of Lebesgue measure for subsets of Rn. The book shows how measurable subsets of Rn form a σ-algebra. Additionally, the author presents the Lebesgue dominated convergence theorem, and uses it to derive Fatou’s lemma and the monotone convergence theorem.

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11."A Modern Approach to Functional Integration (Applied and Numerical Harmonic Analysis)" by John R Klauder
“A Modern Approach to Functional Integration(Applied and Numerical Harmonic Analysis)” Book Review: This book talks about path integration and functional integration theories. It is made for students who are studying physics, chemistry, and mathematics at the graduate level. The book gives solutions to problems related to quantum and other wave equations. It also covers many modern research topics and better ways to use functional integration. There are practice exercises at the end of each chapter.

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2. Normed Linear Spaces and Theory of Integration

 
1."Measure Theory" by P R Halmos
“Measure Theory” Book Review: This book is meant for students who are in graduate school. It has twelve chapters and includes references, a bibliography, and indexes at the end. The book talks about sets, classes, and rings in algebra. It gives detailed explanations on measures of rings and intervals, and their properties. Measurable functions and their properties are also discussed in depth. The book describes different techniques for integration and set functions. It also covers probability and locally compact spaces in great detail. The book also explains product spaces and topology.

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2."Measure and Integration" by S K Berberian
“Measure and Integration” Book Review: This book is written for students in graduate school. It talks about the theory of measure and integration in great detail. The book explains important concepts like convergence theorems, Riesz-Fischer theorem, Fubini’s theorem, and Radon-Nikodym theorem. It also talks about the Riesz-Markoff theorem and Haar measure on a locally compact group. The book goes into depth on generalizing the Riemman and Riemman Stieltjes integrals. There are many examples in the book that help to understand the concepts better.

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3."Mathematical Methods: Linear Algebra, Normed Spaces, Distributions, Integration (Dover Books on Mathematics)" by Jacob Korevaar
“Mathematical Methods: Linear Algebra, Normed Spaces, Distributions, Integration (Dover Books on Mathematics)” Book Review: This book is about advanced mathematical methods and is intended for students in graduate school. The book covers many important topics such as orthogonal series, linear operators in Hilbert space, integral equations, and partial differential equations. It also includes basic concepts of vector spaces, linear transformation, and properties of Lebesgue integral functions. The book uses examples and diagrams to help understand the concepts better. This book is helpful for students studying applied mathematics and physical sciences at the graduate level.

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We have put a lot of effort into researching the best books on Measure and Integration and came out with a recommended list and their reviews. If any more book needs to be added to this list, please email us. We are working on free pdf downloads for books on Measure and Integration and will publish the download link here. Fill out this Measure and Integration books pdf download" request form for download notification.

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