If µ(X)=1, a measure µ is called a probability measure and the triple (X, A, µ) is a probability space. Let f : A → [−∞, +∞] be defined on A ⊂ X belonging to a σ-algebra A on X. The function f is...

If µ(X)=1, a measure µ is called a probability measure and the triple (X, A, µ) is a probability space.

Let f : A → [−∞, +∞] be defined on A ⊂ X belonging to a σ-algebra A on X. The function f is called measurable (with respect to A) if {x ∈ A | f(x) <>∈ A, ∀ t ∈ R.