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Measure Theory by Cohn

  • Analysis
  • Thread starter micromass
  • Start date

For those who have used this book

  • Lightly Recommend

    Votes: 0 0.0%
  • Lightly don't Recommend

    Votes: 0 0.0%
  • Strongly don't Recommend

    Votes: 0 0.0%

  • Total voters
  • #1
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Answers and Replies

  • #2
This is the book I used to learn measure theory. There is now a second edition featuring a slightly more friendly format, and a whole new chapter on probability.
I don't remember any lacking proofs with one exception - the approximation-by-simple-functions proposition. I guess this is because Cohn somewhat delays the introduction of the general definition of measurability. Rudin gives a concise (and unusually clear) proof in Real and Complex Analysis, Thm 1.17.
  • #3
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  • #4
This is also where I learned measure theory from (2nd edition). I found this text great for both learning and as a reference. I haven't used any other measure theory textbooks, but I didn't feel the need to with this book handy. There is a nice chapter on probability theory, and a proof of the Banach-Tarski paradox in the appendix.