Caratheodory extension theorem/Definition

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Revision as of 16:35, 26 July 2008 by imported>Jitse Niesen (A countably additive non-negative function on an algebra of subsets can be extended to be a measure on the σ-algebra generated by that algebra.)
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A definition or brief description of Caratheodory extension theorem.

A countably additive non-negative function on an algebra of subsets can be extended to be a measure on the σ-algebra generated by that algebra.