In the diploma thesis we focused on the introduction of Lebesgue measure on a set of real numbers and introduced the Lebesgue integral, which removes certain theoretical weaknesses of the Riemann integral. Lebesgue integrals also provied us with a better understanding of the fundamental theorem of calculus. In the master's thesis we will deal with the general theory of integration of a positive measure in a measurable space. Among other things, we will be able to consider sums of number series as a theory of integration of functions defined on natural numbers with the usual counting measure. We will also use the Riesz representation theorem to give an alternative description of the Lebesgue measure. In the last chapter, product measures will be introduced.