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This book is aimed at those students who find themselves needing to use the Lebesgue or Lebesgue-Stieltjes Integral before they have acquired the necessary theoretical background. The authors introduce the integral on the real line as a natural extension of the Riemann integral, making the treatment as practical as possible. They discuss the evaluation of Lebesgue-Stieltjes integrals in detail, as well as the standard convergence theorems, and conclude with a brief discussion of multivariate integrals and surveys of L spaces plus some applications. The whole is rounded off with exercises that extend and illustrate the theory, as well as providing practice in the techniques.
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