2. Caratheodory’s Extension - Probability

Tutorial 2: Caratheodory’s Extension 1 2. Caratheodory’s Extension In the following, Ω is a set. Whenever a union of sets is denoted as opposed to ∪, it indicates that the sets involved are pairwise disjoint. Definition 6 A semi-ring on Ω is a subset S of the power set P(Ω) with the following properties:

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