Measure Extensions, Lebesgue—Stieltjes Measure, Kolmogorov Consistency Theorem

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


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.


Lebesgue Measure Probability Space Measure Space Borel Subset Borel Function 
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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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