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I would like to study measure theory. Any idea on what I should learn before assuming I already know basic linear algebra (matrix) ?

Thx for

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    If you can obta$i$n a copy of "Measure Theory" by Paul Halmos, he has a "Chapter 0" in which he lists all the pre-requisites2012-09-04

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You should be comfortable with real analysis on the level of Rudin's Principles of Mathematical Analysis. Don't skimp on this; it's as much a maturity prerequisite as a prerequisite for actual concepts and techniques.

It might also help to study a little point-set topology, just so you're used to the idea of considering a collection of subsets of a set satisfying certain axioms.

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    +1 I think chapters 1-7 of Rudin's *Principles of Mathematical Analysis* furnish sufficient preparation for measure theory. However, the notions of "pointwise convergence" and "uniform convergence" in chapter 7 of this publication are essential prerequisites that are often neglected by students intending to study measure theory.2011-09-17