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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I was going through this book after a gap of 3 years, reason being, I had conveniently forgotten some important stuff relating to martingale theory. Now that my work demanded a thorough application of this theory, I had to go over it again. In order to refresh my memory, I thought I should go over this book by Jacod & Protter where I had read about Martingales for the first time.