What book should I use for measure theory?I have solved Rudin's Principle Of mathematical analysis up to chapter 7.Some people advised me to use Real and complex analysis by Rudin, while other said it must be stein and shakarchi.I'm confused , please help.
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1I quite liked Folland but I'm sure there are many good texts. – Jason Knapp Aug 01 '14 at 18:24
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Measure Theory by Pal Halmos is quite good, in my opinion. – Micah Aug 01 '14 at 18:29
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2I quite like Terence Tao's Introduction. – MRicci Aug 01 '14 at 18:35
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What are you looking for in the book? There is no way to objectively evaluate the answers to "what should I use"; it's just an opinion poll. – Aug 01 '14 at 20:58
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Try looking at Bogachev's book. It has a good collection of problems. – hot_queen Aug 02 '14 at 14:55
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My top three:
- Folland, lots of good problems; good chapter on probability; applications to other fields.
- Tao, most enjoyable to read, IMO.
- Wheeden and Zygmund, written by one of the masters; abstract, but forgiving introductory chapters.
MRicci
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