1. measures
1. algebras and sigma-algebras
2. measures
3. outer measures
4. lebesgue measure
5. completeness and regularity
6. dynkin classes
2. functions and integrals
1. measurable functions
2. properties that hold almost everywhere
3. the integral
4. limit theorems
5. the riemann integral
6. measurable functions again, complex-valued functions, and image
measures
3. convergence
1. modes of convergence
2. normed spaces
3. definition of..of p and ls
4. properties of p and lp
5. dual spaces
4. signed and complex measures
1. signed and complex measures
2. absolute continuity
3. singularity
4. functions of bounded variation
5. the duals of the lp spaces
5. product measures
1. constructions
2. fubini''s theorem
3. applications
6. differentiation
1. change of variable in ra
2. differentiation of measures
3. differentiation of functions
7. measures on locally compact spaces
1. locally compact spaces
2. the riesz representation theorem
3. signed and complex measures; duality
4. additional properties of regular measures
5. the μ*-measurable sets and the dual of l1
6. products of locally compact spaces
8. polish spaces and analytic sets
1. polish spaces
2. analytic sets
3. the separation theorem and its consequences
4. the measurability of analytic sets
5. cross sections
6. standard, analytic, lusin, and souslin spaces
9. haar measure
1. topological groups
2. the existence and uniqueness of haar measure
3. properties of haar measure
4. the algebras lt g and mg
appendices
a. notation and set theory
b. algebra
c. calculus and topology in ra
d. topological spaces and metric spaces
e. the bochner integral
bibliography
index of notation
index