Map μ:Σ→R0+ where: Σ is a sigma-algebra over X. Non-negativity: μ(E)≥0∀E∈Σ μ(∅)=0 Countable additivity: ∀{Ek}k pairwise disjoint countable sets, μ(∪kEk)=∑kμ(Ek).