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What are the best books on Measure Theory for a noob?
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What are the best books on Measure Theory for a noob?
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>>7765894
Why do you need a book on measure theory? Do you not know how to use a fucking ruler?
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>>7765894
>textbooks
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>>7765916
le meme

>>7765933
What's wrong with books?
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>>7766071
>not rederiving everything yourself
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>>7765894
Athreya & Lahiri includes measure theory and probability, heard great things and been reading some of it.

>>7765916
>>7765933
>>7766228
top kek
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>>7766234
>Athreya & Lahiri
"...the book is intended primarily for first year Ph.D. students in mathematics and statistics"

Keep in mind I'm ehh... kind of a noob.
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>>7765894
"Real Analysis: Measure Theory, Integration, and Hilbert Spaces" by Stein & Shakarchi
"Real Analysis" by Royden
"Real Analysis: Modern Techniques and Their Applications" by Folland
"Real and Complex Analysis" by Rudin
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>>7766243
Well, the last part of Terence Tao's Analysis II is about the lebesgue measure and lebesgue integration... you could use that first? (I'm assuming you already took analysis?)
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>>7766257
I already took Analysis. Do you mean this?

http://www.faculty.jacobs-university.de/poswald/teaching/RealAnal2/handouts/TaoMeasureTheory.pdf

>>7766250
Thank you.
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>>7766312
Well, I'm sure this is good but it's grad level. He wrote an Analysis book sequence (Analysis I and II) specifically for undegrads who had no prior exposure to rigorous math and the second tome has the beginings of measure theory.
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>>7766243
>"...the book is intended primarily for first year Ph.D. students in mathematics and statistics"

It's expected that a bright undergrad can tackle books at this level.
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