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Measure and Integration Theory - Bauer, Heinz, and Burckel, Robert B (Translated by)
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This book gives a straightforward introduction to the field as it is nowadays required in many branches of analysis and especially in probability theory. The first three chapters (Measure Theory, Integration Theory, Product Measures) basically follow the clear and approved exposition given in the author's earlier book on "Probability Theory and Measure Theory". Special emphasis is laid on a complete discussion of the transformation of measures and integration with respect to the product measure, convergence theorems, ...

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Measure and Integration Theory 2001, de Gruyter, Berlin/Boston

ISBN-13: 9783110167191

Hardcover