Copyright © 1966 by John Wiley & Sons, Inc. All rights reserved. This book or any part thereof must not be reproduced in any form without the written permission of the publisher Library of Congress Catalog Card Number: 66-21048 Printed in the United States of America 109876543Preface This book was written to present to a reader having only a modest mathematical background the chief results in the modern theory of integration which was initiated by Lebesgue in 1902. Lebesgue’s integral has now become one of the cornerstones of mathematical analysis. This book developed from my lectures in a course at the University of Illinois and should be accessible to advanced under- graduate and beginning graduate students; its prerequisites are an understanding of the elementary theory of real analysis and the ability to comprehend “e — 5 arguments.” Although it is likely that a reader would have some familiarity with the Riemann integral, I do not presuppose that he has mastered its theoretical details, for the presenta- tion given here does not depend on the Riemann integral. A solid course in “advanced calculus,” or familiarity with the first third of my book, The Elements of Real Analysis, should provide adequate back- ground for reading this book. It has been my experience, both as student and teacher, that most students have difficulty in seeing the subject as a whole, and that surprisingly many have troubles with some of its major parts. I suspect that this is partly attributable to the different approaches to integration theory, but I think that it may also be due to the character of the current texts. Most authors who treat abstract measure spaces start with fairly extensive and detailed discussions of measure theory; only later do they turn to integration. This tends to give the impressionvi The Elemente of Integratian that an elaborate theory of measure is required for an understanding of integration. 1 feel that this is no more true than that a detailed study of set theory is required for an understanding of topology. Other authors prefer to get to the integral and its properties quickly. Such books often start with some type of ‘‘elementary integral” and extend it to a larger class of functions, after which they obtain whatever measure theory they wish. Their point of departure varies widely. It may be the Riemann integral on the continuous functions on an interval or a rectangle; it may be a linear functional on a collection of continuous functions; it may be an abstractly defined integral on a class of functions. Usually, these treatments inject topological notions at an early stage where, in my judgment, topology is neither needed nor desired. Although I also wish to develop the integral as soon as it can be conveniently done, I prefer to discuss abstract measure spaces. I regard the convergence theorems as the raison d’étre for the theory and consider set theory, measure theory, and topology to be largely irrelevant—they cannot be completely disregarded, but they should not be given undue prominence at the outset, for they only complicate the situation. However, once the initial steps have been taken and the integral has been established, the reader should try toconnect the integral with other parts of mathematics. Integration theory is much like point set topology: it is a basic subject, but it is not an end in itself. My purpose has been to strike directly toward the main results; I have not attempted to follow all the avenues which have been opened. Thus, a reader who completes this book is not through; instead, I hope that he will delve into the many questions that I have purposely laid aside. 1 put them aside be- cause I feel that these questions are not truly relevant to an introductory development of the basic ideas of integration; this does not mean that they are trivial or uninteresting. There is much that is yet to be done for the reader, but if this book helps speed him on his way, it has accom- plished its purpose. Since this is intended as an introduction, I shall deal with real-valued functions and with countably additive measures. Until recently it was thought that countable additivity was a necessary ingredient of any