On the Princeton Lectures

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I've heard nothing but good things about the Princeton Lectures in Analysis and was looking to start reading them. I just have a question for anyone who's read them before. Do they have to be read in order to be understood? I ask because I'm least interested in the first book on Fourier Analysis and most interested in looking at their third book on Real Analysis/ Measure Theory. So I was wondering if I could skip book 1 and maybe even book 2 and come back to them later. Am I going to be completely lost if I do that? I'd rather just buy the books one at a time so it'd be good to know beforehand if I can just buy book 2 or 3 right now or if I should just start with book 1. For reference I have only taken one course in analysis and it was real analysis.

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The books, and the course sequence from which they arose, are intended to show the extensive links between the different topic areas.

Even so, as the Introduction to Book 3, Real Analysis: Measure Theory, Integration, and Hilbert Spaces explains,

Despite the substantial connections that exist between the different volumes, enough overlapping material has been provided so that each of the first three books requires only minimal prerequisites...

Moral of the story: Mathematics texts usually do a good job in their introductions explaining their intended audiences and are well worth reading!