Measure Theory (4): Caratheodory theorem
In last lecture, we have shown we have a unique way of extending μ\muμ, σ\sigmaσ-additive defined in a semi-algebra S\mathscr{S}S to ν
uν, σ\sigmaσ-additive defined in an algebra A(S)\mathcal{A}(\mathscr{S})A(S), algebra generated by S\mathscr{S}SIn this
uν, σ\sigmaσ-additive defined in an algebra A(S)\mathcal{A}(\mathscr{S})A(S), algebra generated by S\mathscr{S}SIn this






