... inequality, 60monotone class theorem, 52monotone convergence, 45open set, 11Poisson distribution, 21Poisson’s Theorem, 24 probability measure, 12 probability space, 12product of probability spaces, ... σ(G0) can be shown in the same way. 1.2 Probability measuresNow we introduce the measures we are going to use:Definition 1.2.1 [probability measure, probability space] Let(Ω, F) be a measurable ... by therandom number generator: the random number generator of the computergives us a number which has (a discrete) uniform distribution on [0, 1]. Sowe take the probability space ([0, 1],...