Probability Theory pp 1-48 | Cite as

# Basic Measure Theory

Chapter

In this chapter, we introduce the classes of sets that allow for a systematic treatment of events and random observations in the framework of probability theory. Furthermore, we construct measures, in particular probability measures, on such classes of sets. Finally, we define random variables as measurable maps.

## Keywords

Probability Measure Lebesgue Measure Measurable Space Outer Measure Real Random Variable
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© Springer-Verlag London Limited 2008