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Apr 13, 2017 at 12:58 history edited CommunityBot
replaced http://mathoverflow.net/ with https://mathoverflow.net/
Apr 1, 2012 at 5:55 vote accept Adwaitvedant Mathkar
Mar 19, 2012 at 7:09 history edited CommunityBot
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Mar 19, 2012 at 7:09 history closed S. Carnahan exact duplicate
Mar 16, 2012 at 0:57 comment added Yemon Choi I also feel I should stick up for P with M, as it was one of the texts for the course where I actually learned my measure theory. My suspicion, as seems to be borne out in the answers to which Gerald Edgar has linked, is that both ways of setting up integrals have their advantages and disadvantages. However, since I am not a probabilist, this is just conjecture on my part.
Mar 16, 2012 at 0:44 answer added Marc Hoyois timeline score: 1
Mar 15, 2012 at 18:59 comment added Gerald Edgar QUite close to this question: mathoverflow.net/questions/25161
Mar 15, 2012 at 18:48 history edited Yemon Choi
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Mar 15, 2012 at 18:45 comment added Yemon Choi It's a long time since I studied this, but I think one initially wants to allow for integrals of positive functions to possibly take the value "plus infinity", as it makes various statements and proofs using monotonicity easier to handle. This is only possible if you rule out infinity minus infinity types of nonsense, hence one restricts to positive integrands. I seem to recall some related discussion of this on MO.
Mar 15, 2012 at 18:40 comment added Marc Palm I am not sure what kind of answer you expect. For convenience?
Mar 15, 2012 at 18:29 history asked Adwaitvedant Mathkar CC BY-SA 3.0