Abstract
In these notes I give an introduction to nonstandard measure theory and probability theory. As with any short introduction, the number of topics that can be covered is a tiny subset of all that one would really like to discuss; in particular, I don’t always present theorems in their strongest form. However, this development should be adequate for all but an infinitesimal number of applications.
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Ross, D.A. (1997). Loeb Measure and Probability. In: Arkeryd, L.O., Cutland, N.J., Henson, C.W. (eds) Nonstandard Analysis. NATO ASI Series, vol 493. Springer, Dordrecht. https://doi.org/10.1007/978-94-011-5544-1_4
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DOI: https://doi.org/10.1007/978-94-011-5544-1_4
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