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Existence and uniqueness of measures

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Abstract

As was shown in Chapter 3, for any measurable space (X, S), the correspondence between the set of measures on (X, S) and the set of Lebesgue integrals on (X, S) is a bijection (Theorems 3.29 and 3.37). This knowledge is of small value, however, unless one has in hand a good supply of measures to be integrated with respect to. In this chapter we discuss some of the more important ways in which measures arise.

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Bercovici, H., Brown, A., Pearcy, C. (2016). Existence and uniqueness of measures. In: Measure and Integration. Springer, Cham. https://doi.org/10.1007/978-3-319-29046-1_5

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