Earlier quoted context omitted.
This is an amazing book and I'm so suprised to see someone else knows about it. However , who cares about the Lebesgue integral? The only thing its good for is integrating pathological functions like the rationals, the indicator of the Cantor set, and fractals. Riemann integration is just fine and I'm not sure what all the fuss is about the Lebesgue Integral. Sure expectation of a random variable is a Lebesgue integr…
Interchange of limits and integrals is more straightforward with Lebesgue integrals.
Have you ever encountered a scenario where interchanging limit with integral in practice was not allowed?