As the title says, I'm interested in reading about measure theory and integration theory on my own time, and was hoping for book recommendations, prerequisites, and things like that.
As for my background, I've taken introductory analysis, where we covered the "typical" subjects up until some theorems about differentiable functions.
I'm taking intermediate real analysis now; we talked about metric spaces in general for a while, but lately we've focused solely on $\mathbb{R}^n$. Now we're working towards a proof of the implicit function theorem in $\mathbb{R}^n$.
I haven't learned any of the theory behind Riemann integration, unfortunately. Is it important to be familiar with this first?
Best Answer
I recommend "Real Analysis, Modern Techniques and Their Applications" by "Gerald B. Folland". The book is excellent for self-studying.
Good Luck :)