Question
Let and v two positive measures on a measurable space (X, A). Suppose for every e > 0, there exists E E A such
Let and v two positive measures on a measurable space (X, A). Suppose for every e > 0, there exists E E A such that (E) < & and v(E) < E. Show that .
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An Introduction to Measure Theoretic Probability
Authors: George G. Roussas
2nd edition
128000422, 978-0128000427
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