ABSTRACT

What we have done in the last several chapters is to construct a σ‐algebra L $ {\mathcal{L}} $ https://s3-euw1-ap-pe-df-pch-content-public-p.s3.eu-west-1.amazonaws.com/9781351056823/5c92c9a4-ddd5-4d42-82bc-8e5903ddaaca/content/inline-math10_1.tif"/> of subsets of R $ {\mathbb{R}} $ https://s3-euw1-ap-pe-df-pch-content-public-p.s3.eu-west-1.amazonaws.com/9781351056823/5c92c9a4-ddd5-4d42-82bc-8e5903ddaaca/content/inline-math10_2.tif"/> , called the Lebesgue measurable sets. And we have also constructed Lebesgue measure, which is a function whose domain is L . $ {\mathcal{L}}. $ https://s3-euw1-ap-pe-df-pch-content-public-p.s3.eu-west-1.amazonaws.com/9781351056823/5c92c9a4-ddd5-4d42-82bc-8e5903ddaaca/content/inline-math10_3.tif"/>