Lebesgue measure

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Definition

The set function λn:(Rn,B(Rn))R[1] that assigns every half-open rectangle [[a,b))=[a1,b1)××[an,bn)J as follows:

λn([[a,b)))=Πni=1(biai)

References

  1. Jump up P27 - Measures, Integrals and Martingales - Rene L. Schilling