In this section, we give a brief review of the measure theory which will be used in later sections. We use [R, Chapters 1 and 2] as our main resource. A σ-algebra on a set X is a collectionM of subsets of X such that ∅ ∈M, if S ∈M, then X \ S ∈ M, and if a countable collection S1, S2, . . . ∈ M, then ∪i=1Si ∈ M. That is, M is closed under complements and countable unions, and contains the empty...