MEASURE THEORY
Arizona State University
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MEASURE THEORY
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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...
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