概率论：基本测度论——测度延拓定理 (3)

Hi everyone! We continue the measure extension theorem in this lecture. Today, we will seek 3 basic properties of the class of all μ*-measurable subsets of Omega, that is the set class calligraphic M(μ*) defined in the previous lecture. The most important one of these properties is given by the last lemma in the lecture, which state calligraphic M(μ*) is a σ-algebra and μ* is a measure on calligraphic M(μ*). Enjoy!