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Existence of Uniform Measure

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Theorem
Probability

There exists a probability space (Ω,M,λ)(\Omega,\mathcal{M},\lambda) where Ω=[0,1]\Omega=[0,1], M\mathcal{M} is a σ-algebra on [0,1][0,1] and λ\lambda is a probability measure s.t. for any JM\mathcal{J}\in\mathcal{M} we have λ(J)=length of J\lambda(\mathcal{J})=\text{length of }\mathcal{J}.

If AΩA\subseteq\Omega, where P(A)=0\mathbb{P}^{*}(A)=0, then AMA\in\mathcal{M}. For ([0,1],M,λ)([0,1],\mathcal{M},\lambda), a set HMH\in\mathcal{M} has measure zero iff inf{iλ(Ai):Ai intervals,iAiH}=0\inf\left\{ \sum_{i}\lambda(A_{i}):A_{i} \text{ intervals},\cup_{i}A_{i}\supseteq H \right\}=0

Any countable set H[0,1]H\subseteq[0,1] has measure zero.