This book is a record of a course on functions of a real variable, addressed to first-year graduate students in mathematics, offered in the academic year 1985-86 at the University of Texas at Austin. It consists essentially of the day-by-day lecture notes that I prepared for the course, padded up with the exercises that I seemed never to have the time to prepare in advance; the structure and contents of the course are preserved faithfully, with minor cosmetic changes here and there.
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