Abstract

In this section we begin a systematic study of the algebras furnished with a measure or measure algebras. Recall that a measure is an essentially positive totally additive function. The most important class is constituted by probability measures (see 0.3.5). Each algebra with probability measure may be interpreted as a system of events, with the measure itself the probability on this system. The most part of this and subsequent chapters admits translation into the language of probability theory.

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