Measure, Integral and Probability

Rating:
Summary: fine book
Review: A correction to one of the previous comments. There is now an 'errata' on Springer's website. A 2nd edition of the book should be coming sometime, so you might want to check on that before buying.

Rating:
Summary: fine book
Review: A correction to one of the previous comments. There is now an 'errata' on Springer's website. A 2nd edition of the book should be coming sometime, so you might want to check on that before buying.

Rating:
Summary: A good introduction to Measure Theory
Review: A good introduction to measure theory. Highly recomended if you are an undergraduate student in Mathematics or a graduate student in subjects such as Mathematical Statistics or Econometrics. Unfortunately, chapter 6 (on product measures) lacks of the clarity of exposition of precedent ones (what may be problem for anyone interested in probability theory).
In any case, this is a book worth having.

Rating:
Summary: Highly accessible
Review: Highly accessible and clear intro to measure and Lebesgue integration. Can relax with this book while waiting for the train after work. Only minor negatives are: (1) not enough exercises and (2) there are typos but Springer Verlag doesn't provide any errata list whatsoever.

Rating:
Summary: Excellent
Review: This is an excellent reference book for measure theory as it applays to probability.

Rating:
Summary: A solid introductory text
Review: This text is a leisurely development of the major concepts in measure of probability theory. There are many useful examples that are sprinkled throughout the text that motivate the discussion. The solutions to the problems are also provided. This book is suitable for advanced undergraduate. Although I don't have any major complaints about the book, there already exists a much better book with many more exercises, diagrams, and much more thorough development and extension of the principal concepts. That book is Jones' "Lebesgue integration on Euclidean space", which I cannot recommend highly enough.