In [[measure theory|measure]] and [[probability theory]] in [[mathematics]], a '''convex measure''' is a [[probability measure]] that — loosely put — does not assign more mass to any intermediate set “"between”" two [[measurable set]]s ''A'' and ''B'' than it does to ''A'' or ''B'' individually. There are multiple ways in which the comparison between the probabilities of ''A'' and ''B'' and the intermediate set can be made, leading to multiple definitions of convexity, such as [[logarithmically concave measure|log-concavity]], [[harmonically convex measure|harmonic convexity]], and so on. The [[mathematician]] [[Christer Borell]] was a pioneer of the detailed study of convex measures on [[locally convex space]]s in the 1970s.<ref name="Borell1974">{{cite journal
