It would be helpful if I can get some comparison between these three books,
- T. Tao, An epsilon of room, I, Graduate Series in Mathematics 117, American Mathematical Society (2010).
- T. Tao Analysis II (3rd edition), Texts in Mathematics 38, Hindustan Book Agency (2014).
- E. Stein, R. Shakarchi, Functional Analysis, Princeton Lectures in Analysis 4, Princeton University Press (2011).
There exists "measure theory" books by both these above authors. But I didn't include them in the above list. Though feel free to compare them too if you think that they are more closely aligned to the topics below.
For example which of these books is closer to things like this, Aronszajn-Krein formula or resolvent formalism for Marchenko-Pastur distribution and such?
- I am anyway looking for a good exposition about the Aronszajn-Krein formula. Any help about that?