Measure Extensions, Lebesgue-Stieltjes Measure, Kolmogorov Consistency Theorem

Yuan Shih Chow and Henry Teicher
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Yuan Shih Chow: Columbia University, Department of Mathematics and Statistics
Henry Teicher: Rutgers University, Department of Statistics

Chapter 6 in Probability Theory, 1978, pp 156-197 from Springer

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

Keywords: Lebesgue Measure; Probability Space; Measure Space; Absolute Continuity; Measure Extension (search for similar items in EconPapers)
Date: 1978
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DOI: 10.1007/978-1-4684-0062-5_6

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