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  2. PROBABILITY AND MEASURE J. R. NORRIS Contents 1. Measures ...

    www.statslab.cam.ac.uk/~james/Lectures/pm.pdf
    6 Oct 2021: Then A D′ because A is a π-system. Let us check that D′ is a d-system: clearlyE D′; next, suppose B1,B2 D′ with B1 B2, then for A ... B2 B1) A = (B2 A) (B1 A) D. because D is a d-system, so B2 B1 D′; finally, if Bn D′,n N, and Bn B,then for

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