Measure Theory / Birkhäuser Advanced Texts Basler Lehrbücher (PDF)

Intended as a self-contained introduction to measure theory, this textbook also includes a comprehensive treatment of integration on locally compact Hausdorff spaces, the analytic and Borel subsets of Polish spaces, and Haar measures on locally compact groups. This second edition includes a chapter on measure-theoretic probability theory, plus brief treatments of the Banach-Tarski paradox, the Henstock-Kurzweil integral, the Daniell integral, and the existence of liftings.

Measure Theory provides a solid background for study in both functional analysis and probability theory and is an excellent resource for advanced undergraduate and graduate students in mathematics. The prerequisites for this book are basic courses in point-set topology and in analysis, and the appendices present a thorough review of essential background material.

The author aims to present  a straightforward treatment of the part of measure theory necessary for analysis and probability' assuming only basic knowledge of analysis and topology...Each chapter includes numerous well-chosen exercises, varying from very routine practice problems to important extensions and developments of the theory; for the difficult ones there are helpful hints. It is the reviewer's opinion that the author has succeeded in his aim. In spite of its lack of new results, the selection and presentation of materials makes this a useful book for an introduction to measure and integration theory.

-Mathematical Reviews (Review of the First Edition)

The book is a comprehensive and clearly written textbook on measure and integration...The book contains appendices on set theory, algebra, calculus and topology in Euclidean spaces, topological and metric spaces, and the Bochner integral. Each section of the book contains a number of exercises.  

-zbMATH (Review of the First Edition)