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Measure Space

Last updated Nov 1, 2022

# Definition

Let $X$ be a Nonempty Set and let $\mathcal{M}$ be a Sigma Algebra on $X$. Let $\mu : \mathcal{M} \to [0, \infty]$ be a Measure on $X, \mathcal{M}$. Then we call $(X, \mathcal{M}, \mu)$ a Measure Space.