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Probability, Fourth Edition by Rick Durrett

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Appendix AMeasure Theory Details

This Appendix proves the results from measure theory that were stated but not proved in the text.

A.1 Carathéodory’s Extension Theorem

This section is devoted to the proof of:

Theorem A.1.1. Let Images be a semialgebra, and let μ defined on Images have μ(Images) = 0. Suppose (i) if SImages is a finite disjoint union of sets Sithen μ

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