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[tex]\int f(w) P (dw)[/tex]

I don't really understand [tex] P (dw) [/tex] here. Does it mean [tex] P (x: x \in B(x, \delta))[/tex] for infinitely small [tex] \delta [/tex]?

For example, with [tex] P(x)=1/10[/tex] for [tex] x=1, 2, ..., 10 [/tex]. How can we interpret this in term of the above integral

Thanks...

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# Meaning of probability measure

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