本书是作者在莫斯科国立大学数学力学系的讲稿基础上编写而成的：第一卷包括了通常测度论教材中的内容：测度的构造与延拓，Lebesgue积分的定义及基本性质，Jordan分解，Radon-Nikodym定理，Fourier变换，卷积，Lp空间，测度空间，Newton-Leibniz公式，极大函数，Henstock-Kurzweil；积分等。每章最后都附有非常丰富的补充与习题，其中包含许多有用的知识，例如：Whitney分解，Lebesgue-Stieltjes积分，Hausdorff测度，Brunn-Minkowski不等式，Hellinger积分与Heltinger距离，BMO类，Calderon-Zygmund分解等。书的最后有详尽的参考文献及历史注记。这是一本很好的研究生教材和教学参考书。

My main purpose in this book is to present a unified treatment of that part of measure theory which in recent years has shown itself to be most useful for its applications in modern analysis. If I have accomplished my purpose, then the book should be found usable both as a text for students and as a source of reference for the more advanced mathematician. I have tried to keep to a minimum the amount of new and unusual terminology and notation. In the few places where my nomenclature differs from that in the existing literature of measure theory, I was motivated by an attempt to harmonize with the usage of other parts of mathematics. There are, for instance, sound algebraic reasons for using the terms "lattice" and "ring" for certain classes of sets--reasons which are more cogent than the similarities that caused Hausdorff to use "ring" and "field."

《现代概率论基础》(影印版)(第2版)增加了四章，并对原版内容作了大量修改。

My main purpose in this book is to present a unified treatment of that part of measure theory which in recent years has shown itself to be most useful for its applications in modern analysis. If I have accomplished my purpose, then the book should be found usable both as a text for students and as a source of reference for the more advanced mathematician. I have tried to keep to a minimum the amount of new and unusual terminology and notation. In the few places where my nomenclature differs from that in the existing literature of measure theory, I was motivated by an attempt to harmonize with the usage of other parts of mathematics. There are, for instance, sound algebraic reasons for using the terms "lattice" and "ring" for certain classes of sets--reasons which are more cogent than the similarities that caused Hausdorff to use "ring" and "field."

《测度论与概率论基础》为高等院校概率统计系本科生“测度论与概率论基础”课程的教材。测度论内容旨在“短平快”地为初等概率论与公理化的概率论之间搭起一座桥梁。《测度论与概率论基础》通过精选在抽象分析中为建立概率论公理化系统所必需的测度论内容，在此基础上，着重讲述那些在初等概率中没有解释清楚或不可能解释清楚的概念和公式。全书共分六章，内容包括：可测空间和可测函数、测度空间、积分、符号测度、乘积空间、独立随机变量序列等。《测度论与概率论基础》选材少而精，叙述由浅入深，通俗易懂，难点分散，论证严谨。为了满足非数学专业出身而又必须学习公理化概率论的读者的需要，《测度论与概率论基础》对于概念的解释和定理的证明都尽量做得精细，使之便于自学。每章配有适量习题，书末给出大部分习题的解答或提示。