On: Why squared error?

[selimthegrim]

putting a shout in for Bollobas here, surely all roads to functional analysis don't lead through Rudin?

[graycat → selimthegrim]

Right. Also, say, Kolmogorov and Fomin. And Dunford and Schwartz.

No doubt the full literature is enormous -- I don't know all of it!

But Rudin is a good author, and as a writer got better, less severe in style and, thus, easier to read, over time in his career.