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Measure Extensions, Lebesgue—Stieltjes Measure, Kolmogorov Consistency Theorem

  • Yuan Shih Chow
  • Henry Teicher
Chapter
  • 1.7k Downloads
Part of the Springer Texts in Statistics book series (STS)

Abstract

A salient underpinning of probability theory is the one-to-one correspondence between distribution functions onR n and probability measures on the Borel subsets ofR n . Verification of this correspondence involves the notion of measure extension.

Keywords

Lebesgue Measure Probability Space Measure Space Borel Subset Borel Function 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

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Copyright information

© Springer Science+Business Media New York 1997

Authors and Affiliations

  • Yuan Shih Chow
    • 1
  • Henry Teicher
    • 2
  1. 1.Department of StatisticsColumbia UniversityNew YorkUSA
  2. 2.Department of StatisticsRutgers UniversityNew BrunswickUSA

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