... (x)p(x)dx = Ef with the Riemann-integral on the left-hand side and the expectation of the random variable f with respect to the probability space (R, B(R), P) on the right-hand side Let us consider ... L and An ⊆ An+ 1 , n = 1, 2, imply ∞ n=1 An ∈ L Proposition 1.4.2 [ - -Theorem] If P is a π-system and L is a λsystem, then P ⊆ L implies σ(P) ⊆ L Definition 1.4.3 [equivalence relation] An ... from ω to f (ω)? This yields to the introduction of the random variables in Chapter Step 3: What are properties of f which might be important to know in practice? For example the mean-value and...