The axiomatic approach to probability by Andrey Kolmogorov (1903–1987) makes essential use of the measure theory. In this appendix we review the aspects of the theory that are relevant to us. We do not prove everything and refer the interested reader for proofs and further study to one of the many volumes on this now classic subject, see e.g. [7, 27].

Here Ω shall denote a generic set. For a generic subset *E* of Ω, *E ^{c}* := Ω \

**Definition B.1** *We say that* *is a σ*-algebra ...

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