Theory of the Integral (Dover Books on Mathematics)

An excellent introduction to modern real variable theorem, this volume covers all the standard topics: theory, theory of measure, functions with general properties, and theory of integration, with emphasis on the Lebesgue integral and its related theory of derivation.
The author begins with a discussion of the integral in an abstract space, covering additive classes of sets, measurable functions, integration of sequences of functions, and the Lebesgue decomposition of an additive function. Succeeding chapters cover Carathéodory measure; functions of bounded variation and the Lebesgue-Stieltjes integral; the derivation of additive functions of a set and of an interval; and major and minor functions and the Perron integral. Additional topics include functions of generalized bounded variation; Denjoy integrals; and derivates of functions of one or two real variables.
This book will prove to be extremely useful as a course text or as supplementary reading to students of real variable theory and others interested in this branch of mathematics. Only a minimal background in elementary analysis is necessary, and the preface offers a helpful overview of the history of the theory of real functions.