“Though introductory, it is not an easy read... due to its conciseness and lack of detail/poor explanations. In other words, this is not a didactic book!” Goodreads · 20 years ago
: Beyond standard measure and integration, the second edition includes expanded content on Hausdorff measures, Fourier analysis , and the Riesz representation theorems. Expert and Community Perspectives
Reviewers frequently praise its clarity while noting some specific omissions in its "concise" approach. Praise for its Clarity and Range measures, integrals and martingales
“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...” Amazon.com
“Excellent book and very accessible. My only gripe with it is that it doesn't cover the fundamental theorem of calculus... and it doesn't cover absolutely continuous functions at all.” Reddit · r/math · 2 years ago Availability “Though introductory, it is not an easy read
: While mathematically formal, the author uses a "light touch" to handle technicalities, starting with the basic need for measurement before diving into complex proofs.
-algebras, product measures, and martingale convergence theorems . My only gripe with it is that it
Measures, Integrals and Martingales by is a widely acclaimed textbook designed to make the traditionally dense subject of measure theory accessible to senior undergraduates and first-year graduate students. Unlike many classic texts that focus strictly on analysis or probability, Schilling bridge the two fields, making it an excellent foundation for future specialists in either area. Key Highlights