Measure and integration theory (Q5894159)

[For the 6\,th edition from 2009 see the review Zbl 1175.28001.] This edition differs from the preceding editions mainly by an additional chapter on convergence of measures and compactness of sets of measures. Here some of the essential topics are the Portmanteau theorem, the theorems of Helly and Helly-Bray, and the important theorem of Prochorov on the relative series compactness of sets of finite measures on Polish spaces. To include these topics in this edition was a suggestion of Prof. Mattner. The text here was again corrected and updated.