Given the finite measures n, n = 1, 2,...., on the measurable space ((, A), define a
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Define on A by A n1 nA2 n n Then is finite since n1 2n 1 It is a probability measure since 0 A 0 ...View the full answer
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Related Book For
An Introduction to Measure Theoretic Probability
ISBN: 978-0128000427
2nd edition
Authors: George G. Roussas
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