This popular textbook provides a detailed examination of the central assertions of measure theory in n-dimensional Euclidean space, with emphasis upon the roles of Hausdorff measure and capacity in characterizing the fine properties of sets and functions. This new Second Edition has been updated to provide corrections and minor edits from the previous Revised Edition, with countless improvements in notation, format and clarity of exposition. Also new is a section on the sub differentials of convex functions, and in addition the bibliography has been updated.