This text is based on lectures given by the author at the advanced undergaraduate and graduate levels in Measure theory, Functional Analysis, Bannach Algebras, Spectral Theory (of bounded and unbounded operators), Semigroups of Operators, Probability and Mathematical Statistics, and Partial Differential Equations. The first 10 chapters discuss theoretical methods in Measure Theory and Functional Analysis and contain over 120 end of chapter exercises. the final two chapters apply theory to applications in Probability Theory and Partial Differential Equations.