Measure space

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Before we can define Measure space we need a Measurable space.

Measure space

A Measurable space [ilmath](X,\mathcal{A})[/ilmath] and a function, [math]\mu:\mathcal{A}\rightarrow[0,\infty][/math] which is a measure is a measure space, that is a measure space is:

[math](X,\mathcal{A},\mu:\mathcal{A}\rightarrow[0,\infty])[/math] but recall mathematicians are lazy so we just write [math](X,\mathcal{A},\mu)[/math]