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I have found this book very challenging to go over a few years ago. This was one subject that I found it very difficult to understand. The main reason being I was never exposed to any real analysis course back then. Needless to say, my understanding was shallow. The offshoot of this limited understanding has come to plague me now when my task is to develop a model that is completely based on general measures.

The book is a memoir from Namita Devidayal. Belonging to a cosmopolitan family in Mumbai, Namita narrates a parallel universe that she lives in, i.e the world of Hindustani Classical, which is vastly different from her home environment. This parallel universe is given a metaphorical name,”The Music Room”. Namita is dragged in to the world of music at a young age by her mother to improve her marriage prospects. Namita reluctantly starts taking music lessons from Dhondutai Kulkarni, a musician from Jaipur gharana.

Firstly, something on the pronunciation –:).Lebesgue Stieltjes is pronounced as Le-BECK Steel-ye. The former being a French mathematician and the latter being a Dutch mathematician and the integral being named after their outstanding contribution to the field of analysis. I came across Stieltjes integral for the first time in Marek Capinski’s book on Probability. It was introduced in relation to measure decomposition theorems. The treatment in Marek Capinski’s book is very concise and hence I really did not understand the significance of Lebesgue Stieltjes integral.

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