You don't just read/skim Tao's lecture notes. I used them to teach myself measure theory to skip some prerequisites at university, and they were _hard_. Every o

You don't just read/skim Tao's lecture notes. I used them to teach myself measure theory to skip some prerequisites at university, and they were _hard_. Every other page is a list of exercises. I doubt you would learn much if you didn't take time to solve them. But they are hard exercises.