ABSTRACT
Here, we present the theoretical process that extends the Lebesgue measure from ℝ to the plane ℝ2, first, and, then, to the Euclidean space ℝn. The Fubini theorem is also described, both for the ℝ2 case and for the general ℝn case. A brief outline of the theory on products of σ–algebras is given at the end of this chapter.
