Π类上测度的扩张

MEASURE EXTENSION ON A Π CLASS

在σ代数上构造不同的测度是概率论和随机过程理论中经常遇到的问题．构造条件越少，所得到的自由度也就越多．本文给出了一种Π类上构造测度的方法。

Constructing various measures on given σ algebras is often encountered in probability theory and stochastic process theory. The less constructing conditions are, the more freedoms have. A method to construct measure on a given Π class is given,and it is prored that the required condition for construction is sufficient and necessary in this paper.