What is "radon measure"

n. (context mathematics English) A measure on the σ-algebra of Borel sets of a Hausdorff space that is locally finite and inner regular.

In mathematics (specifically in measure theory), a Radon measure, named after Johann Radon, is a measure on the σ-algebra of Borel sets of a Hausdorff topological space X that is locally finite and inner regular. (Intuitively, it is useful in mathematical finance particularly for working with Lévy processes because it has the properties of both Lebesgue and Dirac measures, as unlike the Lebesgue, a Radon measure on a single point is not necessarily of measure 0.)