A good book on measure theory for self study












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I have been looking for a book on measure theory and im a bit stuck. I have checked out real analysis by stein and measure theory by tao. These books seem to emphasize a rigorous but intuitive approach. I have also checked out rudin, folland, etc. Which are more standard for a beginning grad course. My question is which book should i go with for self study and is it one of the ones ive checked out or a lesser known book?










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  • $begingroup$
    I've heard good things about Cohn's Measure Theory, though I haven't read it myself yet.
    $endgroup$
    – MisterRiemann
    Dec 26 '18 at 21:27










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    Personally, I’ve used Royden’s Real Analysis (third edition) and Wheeden and Zygmund’s Measure and Integral. I liked both of these books but prefer Royden’s.
    $endgroup$
    – Clayton
    Dec 26 '18 at 21:35










  • $begingroup$
    Back in the day, people liked Bartle’s book. Roy den is the standard if you take a class. Halmos’ book has good things about it. Sacks had a good book. I would get a bunch of sources and read them simultaneously as you don’t have a teacher. Gaps in one source fill another. Also you find the one book that speaks to you more directly than the others and that will be your guide.
    $endgroup$
    – Charlie Frohman
    Dec 26 '18 at 22:00










  • $begingroup$
    You could try Measures, integrals and martingales by R. Schilling. The book is a nice read and has plenty of exercises (solutions are available on the webpage).
    $endgroup$
    – saz
    Dec 27 '18 at 17:31


















0












$begingroup$


I have been looking for a book on measure theory and im a bit stuck. I have checked out real analysis by stein and measure theory by tao. These books seem to emphasize a rigorous but intuitive approach. I have also checked out rudin, folland, etc. Which are more standard for a beginning grad course. My question is which book should i go with for self study and is it one of the ones ive checked out or a lesser known book?










share|cite|improve this question











$endgroup$












  • $begingroup$
    I've heard good things about Cohn's Measure Theory, though I haven't read it myself yet.
    $endgroup$
    – MisterRiemann
    Dec 26 '18 at 21:27










  • $begingroup$
    Personally, I’ve used Royden’s Real Analysis (third edition) and Wheeden and Zygmund’s Measure and Integral. I liked both of these books but prefer Royden’s.
    $endgroup$
    – Clayton
    Dec 26 '18 at 21:35










  • $begingroup$
    Back in the day, people liked Bartle’s book. Roy den is the standard if you take a class. Halmos’ book has good things about it. Sacks had a good book. I would get a bunch of sources and read them simultaneously as you don’t have a teacher. Gaps in one source fill another. Also you find the one book that speaks to you more directly than the others and that will be your guide.
    $endgroup$
    – Charlie Frohman
    Dec 26 '18 at 22:00










  • $begingroup$
    You could try Measures, integrals and martingales by R. Schilling. The book is a nice read and has plenty of exercises (solutions are available on the webpage).
    $endgroup$
    – saz
    Dec 27 '18 at 17:31
















0












0








0





$begingroup$


I have been looking for a book on measure theory and im a bit stuck. I have checked out real analysis by stein and measure theory by tao. These books seem to emphasize a rigorous but intuitive approach. I have also checked out rudin, folland, etc. Which are more standard for a beginning grad course. My question is which book should i go with for self study and is it one of the ones ive checked out or a lesser known book?










share|cite|improve this question











$endgroup$




I have been looking for a book on measure theory and im a bit stuck. I have checked out real analysis by stein and measure theory by tao. These books seem to emphasize a rigorous but intuitive approach. I have also checked out rudin, folland, etc. Which are more standard for a beginning grad course. My question is which book should i go with for self study and is it one of the ones ive checked out or a lesser known book?







real-analysis measure-theory reference-request






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share|cite|improve this question













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edited Dec 26 '18 at 22:55









rafa11111

1,2042417




1,2042417










asked Dec 26 '18 at 21:17









Samuel MillardSamuel Millard

686




686












  • $begingroup$
    I've heard good things about Cohn's Measure Theory, though I haven't read it myself yet.
    $endgroup$
    – MisterRiemann
    Dec 26 '18 at 21:27










  • $begingroup$
    Personally, I’ve used Royden’s Real Analysis (third edition) and Wheeden and Zygmund’s Measure and Integral. I liked both of these books but prefer Royden’s.
    $endgroup$
    – Clayton
    Dec 26 '18 at 21:35










  • $begingroup$
    Back in the day, people liked Bartle’s book. Roy den is the standard if you take a class. Halmos’ book has good things about it. Sacks had a good book. I would get a bunch of sources and read them simultaneously as you don’t have a teacher. Gaps in one source fill another. Also you find the one book that speaks to you more directly than the others and that will be your guide.
    $endgroup$
    – Charlie Frohman
    Dec 26 '18 at 22:00










  • $begingroup$
    You could try Measures, integrals and martingales by R. Schilling. The book is a nice read and has plenty of exercises (solutions are available on the webpage).
    $endgroup$
    – saz
    Dec 27 '18 at 17:31




















  • $begingroup$
    I've heard good things about Cohn's Measure Theory, though I haven't read it myself yet.
    $endgroup$
    – MisterRiemann
    Dec 26 '18 at 21:27










  • $begingroup$
    Personally, I’ve used Royden’s Real Analysis (third edition) and Wheeden and Zygmund’s Measure and Integral. I liked both of these books but prefer Royden’s.
    $endgroup$
    – Clayton
    Dec 26 '18 at 21:35










  • $begingroup$
    Back in the day, people liked Bartle’s book. Roy den is the standard if you take a class. Halmos’ book has good things about it. Sacks had a good book. I would get a bunch of sources and read them simultaneously as you don’t have a teacher. Gaps in one source fill another. Also you find the one book that speaks to you more directly than the others and that will be your guide.
    $endgroup$
    – Charlie Frohman
    Dec 26 '18 at 22:00










  • $begingroup$
    You could try Measures, integrals and martingales by R. Schilling. The book is a nice read and has plenty of exercises (solutions are available on the webpage).
    $endgroup$
    – saz
    Dec 27 '18 at 17:31


















$begingroup$
I've heard good things about Cohn's Measure Theory, though I haven't read it myself yet.
$endgroup$
– MisterRiemann
Dec 26 '18 at 21:27




$begingroup$
I've heard good things about Cohn's Measure Theory, though I haven't read it myself yet.
$endgroup$
– MisterRiemann
Dec 26 '18 at 21:27












$begingroup$
Personally, I’ve used Royden’s Real Analysis (third edition) and Wheeden and Zygmund’s Measure and Integral. I liked both of these books but prefer Royden’s.
$endgroup$
– Clayton
Dec 26 '18 at 21:35




$begingroup$
Personally, I’ve used Royden’s Real Analysis (third edition) and Wheeden and Zygmund’s Measure and Integral. I liked both of these books but prefer Royden’s.
$endgroup$
– Clayton
Dec 26 '18 at 21:35












$begingroup$
Back in the day, people liked Bartle’s book. Roy den is the standard if you take a class. Halmos’ book has good things about it. Sacks had a good book. I would get a bunch of sources and read them simultaneously as you don’t have a teacher. Gaps in one source fill another. Also you find the one book that speaks to you more directly than the others and that will be your guide.
$endgroup$
– Charlie Frohman
Dec 26 '18 at 22:00




$begingroup$
Back in the day, people liked Bartle’s book. Roy den is the standard if you take a class. Halmos’ book has good things about it. Sacks had a good book. I would get a bunch of sources and read them simultaneously as you don’t have a teacher. Gaps in one source fill another. Also you find the one book that speaks to you more directly than the others and that will be your guide.
$endgroup$
– Charlie Frohman
Dec 26 '18 at 22:00












$begingroup$
You could try Measures, integrals and martingales by R. Schilling. The book is a nice read and has plenty of exercises (solutions are available on the webpage).
$endgroup$
– saz
Dec 27 '18 at 17:31






$begingroup$
You could try Measures, integrals and martingales by R. Schilling. The book is a nice read and has plenty of exercises (solutions are available on the webpage).
$endgroup$
– saz
Dec 27 '18 at 17:31












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