MEASURE THEORY

We always denote by X our universe, i.e. all the sets we shall consider are subsets of X. Recall some standard notation. 2 everywhere denotes the set of all subsets of a given set X. If A B = ? then we often write A t B rather than A [ B, to underline the disjointness. The complement (in X) of a set A is denoted by A X . By A4B the symmetric difference of A and B is denoted, i.e. A 4 B = (A n B) [ (B n A). Letters i; j; k always denote positive integers. The sign ¹ is used for restr...