Measure Theory provides a solid background for study in both harmonic analysis and probability theory and is an excellent resource for advanced undergraduate and graduate students in mathematics. The prerequisites for this book are courses in topology and analysis.
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"This textbook provides a comprehensive and consistent introduction to measure and integration theory. ... The book can be recommended to anyone having basic knowledge of calculus and point-set topology. It is very self-contained, and can thus serve as an excellent reference book as well." (Ville Suomala, Mathematical Reviews, July, 2014)
"In this second edition, Cohn has updated his excellent introduction to measure theory ... and has made this great textbook even better. Those readers unfamiliar with Cohn's style will discover that his writing is lucid. ... this is a wonderful text to learn measure theory from and I strongly recommend it." (Tushar Das, MAA Reviews, June, 2014)