Table of contents : Title page......Page 1 Date-line......Page 2 Preface to the Third Edition......Page 3 Preface to the Second Edition......Page 7 Contents......Page 9 Prologue to the Student......Page 14 1 Introduction......Page 19 2 Functions......Page 22 3 Unions, intersections, and complements......Page 25 4 Algebras of sets......Page 30 5 The axiom of choice and infinite direct products......Page 32 6 Countable sets......Page 33 7 Relations and equivalences......Page 36 8 Partial orderings and the maximal principle......Page 37 9 Well ordering and the countable ordinals......Page 39 Part One. THEORY OF FUNCTIONS OF A REAL VARIABLE......Page 42 1 Axioms for the real numbers......Page 44 2 The natural and rational numbers as subsets of $\\mathbb{R}$......Page 47 3 The extended real numbers......Page 49 4 Sequences of real numbers......Page 50 5 Open and closed sets of real numbers......Page 53 6 Continuous functions......Page 60 7 Borel sets......Page 65 1 Introduction......Page 67 2 Outer measure......Page 69 3 Measurable sets and Lebesgue measure......Page 71 *4 A nonmeasurable set......Page 77 5 Measurable functions......Page 79 6 Littlewood's three principles......Page 85 1 The Riemann integral......Page 88 2 The Lebesgue integral of a bounded function over a set of finite measure......Page 90 3 The integral of a nonnegative function......Page 98 4 The general Lebesgue integral......Page 102 *5 Convergence in measure......Page 108 1 Differentiation of monotone functions......Page 110 2 Functions of bounded variation......Page 115 3 Differentiation of an integral......Page 117 4 Absolute continuity......Page 121 5 Convex functions......Page 126 1 The $L^p$ spaces......Page 131 2 The Minkowski and Holder inequalities......Page 132 3 Convergence and completeness......Page 136 4 Approximation in $L^p$......Page 140 5 Bounded linear functionals on the $L^p$ spaces......Page 143 Part Two. ABSTRACT SPACES......Page 150 1 Introduction......Page 152 2 Open and closed sets......Page 154 3 Continuous functions and homeomorphisms......Page 157 4 Convergence and completeness......Page 159 5 Uniform continuity and uniformity......Page 161 6 Subspaces......Page 164 7 Compact metric spaces......Page 165 8 Baire category......Page 171 9 Absolute $G_\\delta$'s......Page 177 10 The Ascoli-Arzela Theorem......Page 180 1 Fundamental notions......Page 184 2 Bases and countability......Page 188 3 The separation axioms and continuous real-valued functions......Page 191 4 Connectedness......Page 195 5 Products and direct unions of topological spaces......Page 197 *6 Topological and uniform properties......Page 200 *7 Nets......Page 201 1 Compact spaces......Page 203 2 Countable compactness and the Bolzano-Weierstrass property......Page 206 3 Products of compact spaces......Page 209 4 Locally compact spaces......Page 212 5 $\\sigma$-compact spaces......Page 216 *6 Paracompact spaces......Page 217 7 Manifolds......Page 219 *8 The Stone-Cech compactification......Page 222 9 The Stone-Weierstrass Theorem......Page 223 1 Introduction......Page 230 2 Linear operators......Page 233 3 Linear functional and the Hahn-Banach Theorem......Page 235 4 The Closed Graph Theorem......Page 237 5 Topological vector spaces......Page 246 6 Weak topologies......Page 249 7 Convexity......Page 252 8 Hilbert space......Page 258 Part Three. GENERAL MEASURE AND INTEGRATION THEORY......Page 264 1 Measure spaces......Page 266 2 Measurable functions......Page 272 3 Integration......Page 276 4 General Convergence Theorems......Page 281 5 Signed measures......Page 283 6 The Radon-Nikodym Theorem......Page 289 7 The $L^p$-spaces......Page 295 1 Outer measure and measurability......Page 301 2 The Extension Theorem......Page 304 3 The Lebesgue-Stieltjes integral......Page 312 4 Product measures......Page 316 5 Integral operators......Page 326 *6 Inner measure......Page 330 *7 Extension by sets of measure zero......Page 338 8 Caratheodory outer measure......Page 339 9 HausdorfT measure......Page 342 1 Baire sets and Borel sets......Page 344 2 The regularity of Baire and Borel measures......Page 350 3 The construction of Borel measures......Page 358 4 Positive linear functional and Borel measures......Page 365 5 Bounded linear functional on $C(X)$......Page 368 1 Homogeneous spaces......Page 374 2 Topological equicontinuity......Page 375 3 The existence of invariant measures......Page 378 4 Topological groups......Page 383 5 Group actions and quotient spaces......Page 389 6 Unicity of invariant measures......Page 391 7 Groups of diffeomorphisms......Page 401 1 Point mappings and set mappings......Page 405 2 Boolean $\\sigma$-algebras......Page 407 3 Measure algebras......Page 411 4 Borel equivalences......Page 414 5 Borel measures on complete separable metric spaces......Page 419 6 Set mappings and point mappings on complete separable metric spaces......Page 425 7 The isometries of $L^p$......Page 428 1 Introduction......Page 432 2 The Extension Theorem......Page 435 3 Uniqueness......Page 440 4 Measurability and measure......Page 442 Bibliography......Page 448 Index of Symbols......Page 450 Subject Index......Page 452