=+ (a) Let u be a measure (not necessarily even o-finite) on a field $0, and let
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(a) Let u be a measure (not necessarily even o-finite) on a field $0, and let F=o(5%). If A is a nonempty set in 76 and u( A) < co, restrict u to a finite measure u , on the field 900 A, and extend u , to a finite measure
f, on the o-field FnA generated in A by So O.A.
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Related Book For
Probability And Measure Wiley Series In Probability And Mathematical Statistics
ISBN: 9788126517718
3rd Edition
Authors: Patrick Billingsley
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