Review of previous edition: '... thorough introduction to a wide variety of first-year graduate-level topics in analysis ... accessible to anyone with a strong undergraduate background in calculus, linear algebra and real analysis.' Zentralblatt MATH Review of previous edition: 'The author truly covers a wide range of topics ... Proofs are written in a very organized and detailed manner ... I believe this to be a great book for self-study as well as for course use. The book is ideal for future probabilists as well as statisticians, and can serve as a good introduction for mathematicians interested in measure theory.' Ita Cirovic Donev, MAA Reviews Review of previous edition: '... succeeds in handling the technicalities of measure theory, which is traditionally regarded as dry and inaccessible to students (and, I think, the most difficult material that I have taught at undergraduate level) with a light touch. The book is eminently suitable for a course (or two) for good final-year or first-year post-graduate students and has the potential to revitalize the way that measure theory is taught.' N. H. Bingham, Journal of the Royal Statistical Society Review of previous edition: 'This book will remain a good reference on the subject for years to come.' Peter Eichelsbacher, Mathematical Reviews Review of previous edition: '... this well-written and carefully structured book is an excellent choice for an undergraduate course on measure and integration theory. Most good books on measure and integration are graduate books and, therefore, are not optimal for undergraduate courses ... This book is aimed at both (future) analysts and (future) probabilists, and is therefore suitable for students from both these groups.' Filip Lindskog, Royal Institute of Technology, Journal of the American Statistical Association