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An elementary introduction to integration theory on the real line. This is at the level of an honor's course in calculus or a first undergraduate level real analysis course. In the end the student should be adequately prepared for a graduate level course in Lebesgue integration.

This book is an outgrowth of classes given at the University of California, Santa Barbara, mainly for students who had little mathematical background. Many of the students indicated they never understood what mathematics was all about (beyond what they learned in algebra and geometry). Was there any more math- ematics to be discovered or created? How could one actually discover or create new mathematics? In order to give these students some sort of... more...