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Measure and Integration Theory

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Heinz Bauer’s Measure and Integration Theory is as an English translation and extension of his textbook Wahrscheinlichkeitstheorie und Grundziige der Maßtheorie, which serves as the foundation for Measure and Integration Theory at numerous universities. In providing this translation, Bauer states two purposes: First, to provide a measure-theoretic background for probability theory. Secondly, this book should act as an introduction to Measure and Integration theory, which possesses increasing significance in fields such as mathematics, physics, economics, and computer science. This book goes beyond a simple translation — it is a re-examination and improvement of its German counterpart. Through its publication, readers are able to press further and ask deeper questions in applying these theories.

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