Real analysis self-study book
May 13, 2008 9:50 PM Subscribe
What's a good real analysis textbook for a self-learner who doesn't have much of a pure math background?
posted by pravit to education (12 answers total) 15 users marked this as a favorite
I've just finished a degree in electrical engineering; what better way to celebrate than to spend the summer studying real analysis? I'll be starting a master's program in mathematical finance in fall; by all accounts, the program is very fast-paced and a lot of work, so I want to be up to speed on everything before I start.
As an EE, I never really saw a lot of "real math"; I did your standard Calculus I-III sequence, linear algebra, differential equations, etc. but those classes were mostly computation. This semester, I took a more theoretical course in partial differential equations and had a hard time just reading the textbook, let alone doing proofs. I think the math in my masters program will be more applied than theoretical, but they still do recommend students to have "general knowledge of real analysis, measure and integration, ..."
I've got three months until the program starts and not a whole lot to do, so what analysis books would you recommend for someone who doesn't have any pure math background? I'd like something that goes slow and holds your hand in explaining all the proofs; it's hard for me to follow really terse textbooks where the author assumes that what he's doing is obvious. I know people swear by Rudin, but I honestly don't think I have the background for it.