Chapter

Measure

James Davidson

in Stochastic Limit Theory

Published in print October 1994 | ISBN: 9780198774037
Published online November 2003 | e-ISBN: 9780191596117 | DOI: http://dx.doi.org/10.1093/0198774036.003.0003

Series: Advanced Texts in Econometrics

 Measure

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This chapter examines the concept of a measure space. The main topic is the extension theorem and its ramifications. Nonmeasurable sets are illustrated, and then measure concepts for product spaces introduced. Other topics include measurability under transformations, and Borel functions.

Keywords: Borel function; extension theorem; Lebesgue measure; measurable transformation; measure; measure space; nonmeasurability; product spaces

Chapter.  12264 words.  Illustrated.

Subjects: Econometrics and Mathematical Economics

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