Measure Theory: Second Edition (Birkhäuser Advanced Texts   Basler Lehrbücher)
From the reviews of the second edition:“In this second edition, Cohn has updated his excellent introduction to measure theory … and has made this great textbook even better. Those readers unfamiliar with Cohn’s style will discover that his writing is lucid. … this is a wonderful text to learn measure theory from and I strongly recommend it.” (Tushar Das, MAA Reviews, June, 2014)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)