An Introduction to Measure Theory
TL;DR — Tao’s graduate measure-theory text, grown out of his blog and given away.
⬇ Download the archived copy — kept here so the document survives its source going dark. Explicitly free / author-released / CC.
265 pages from UCLA, dedicated in part “to the readers of my blog, for their feedback and contributions” — which is the unusual thing about it. The book was written in public, in posts, and the corrections came from readers before it was a book.
Standard graduate material — Lebesgue measure, integration, the convergence theorems — from an author who is unusually good at saying why each construction is forced.
Where this came from
265 pages. A copy is archived locally against link rot; the header links the original source.