NAVIGATION
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Let (X,F,μ)(X,\mathcal{F},\mu)(X,F,μ) be a measure space. This space is called σ-finite if XXX can be written as the countable union of sets of finite Measure. i.e. ∃A1,A2,⋯∈F\exists A_{1},A_{2},\dots\in\mathcal{F}∃A1,A2,⋯∈F where μ(Ai)<∞\mu(A_{i})<\inftyμ(Ai)<∞ such that: X=⋃n∈NAiX=\bigcup_{n\in\mathbb{N}} A_{i}X=n∈N⋃Ai
Lebesgue-Stieltjes Measure
Radon-Nikodym Theorem
Hopf's Extension Theorem
Lebesgue Measure
Fubini Theorem (For indicator functions)
Fubini-Tonelli
Product Measure
Scheffé's Theorem
Doléans Measure
Invariant probability measure