Table of contents : Cover Title Page Copyright Page Preface Table of Contents Chapter 1. Sets and Functions 1.1. Generalities 1.2. Countable and Uncountable Sets 1.3. Sets in R^n 1.4. Compactness 1.5. Functions Chapter 2. Lebesgue Measure 2.1. Preliminaries 2.2. The Class 2.3. Measurable Sets 2.4. Sets of Measure Zero 2.5. Borel Sets and Nonmeasurable Sets Chapter 3. The Integral I 3.1. Definition 3.2. Elementary Properties 3.3. Measurable Functions 3.4. Complex and Vector Functions 3.5. Other Definitions of the Integral Chapter 4. The Integral II 4.1. Convergence Theorems 4.2. Fubinis Theorems 4.3. Approximations to Integrable Functions 4.4. The L p Spaces 4.5. Convergence in Mean 4.6. Fourier Theory Chapter 5. Calculus 5.1. Change of Variables 5.2. Differentiation of Integrals 5.3. Integration of Derivatives 5.4. Integration by Parts Chapter 6. More General Measures 6.1. Borel Measures 6.2. Signed Measures and Complex Measures 6.3. Absolute Continuity 6.4 Measures, Functions, and Functionals 6.5 Norms, Fourier Transforms, Convolution Products Index