11. Complex Measures - Probability
Tutorial 11: Complex Measures 5 Definition 91 Let (Ω,F) be a measurable space and E ∈F.We call measurable partition of E, any sequence (E n) n≥1 of pairwise disjoint elements of F, such that E = n≥1E n. Definition 92 We call complex measure on a measurable space (Ω,F) any map μ: F→C, such that for all E ∈Fand (E n) n≥1 measurable partition of E,theseries
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