This book covers the subject matter that is central to mathematical analysis: measure and integration theory, some point set topology, and rudiments of functional analysis. Also, a number of other topics are developed to illustrate the uses of this core material in important areas of mathematics and to introduce readers to more advanced techniques. Some of the material presented has never appeared outside of advanced monographs and research papers, or been readily available in comparative texts. About 460 exercises, at varying levels of difficulty, give readers practice in working with the ideas presented here.