Linked from
The 35 pages that link to Measure theory, each with the reason it gives.
Borel–Cantelli lemmaNarrower topic: The lemmas express probability as a measure on event sequences.
Functional analysisRelated: Measure supplies the integrals used to build many function spaces.
IntegralNarrower topic: Lebesgue integration rests on its account of size and measurable functions.
Ergodic theoryNarrower topic: Its definitions make probability and invariant averages precise.
Probability axiomsNarrower topic: Kolmogorov modeled probability as a normalized measure.
Volume integralNarrower topic: It formalizes integration over general regions and functions.