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Measure And Derivative A Unified Approach by G.E. Shilov; B.L. Gurevich
This volume is intended as a textbook for students of mathematics and physics, at the graduate or advanced undergraduate level. It should also be intelligible to readers with a good background in advanced calculus and sufficient “mathematical maturity.” The phrase “unified approach” in the title of the book refers to the consistent use of the Daniell scheme, which starts from the concept of an…
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When someone says the Lebesgue integral is a generalization of the Riemann integral, they’re wrong. The Lebesgue integral is a generalization of the proper Riemann integral.
For a counterexample, sinc(x) has an improper Riemann integral from 0 to ∞ but no Lebesgue integral.