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A measure space is a basic object of measure theory, a branch of mathematics that studies generalized notions of volumes. It contains an underlying set, the subsets of this set that are feasible for measuring (the σ-algebra) and the method that is used for measuring (the measure). One important example of a measure space is a probability space.
The term Borel space is used for different types of measurable spaces. It can refer to any measurable space, so it is a synonym for a measurable space as defined above [1] a measurable space that is Borel isomorphic to a measurable subset of the real numbers (again with the Borel -algebra) [3]
A simple example is a volume (how big an object occupies a space) as a measure. In mathematics, the concept of a measure is a generalization and formalization of geometrical measures (length, area, volume) and other common notions, such as magnitude, mass, and probability of events. These seemingly distinct concepts have many similarities and ...
Formally, a metric measure space is a metric space equipped with a Borel regular measure such that every ball has positive measure. [21] For example Euclidean spaces of dimension n, and more generally n-dimensional Riemannian manifolds, naturally have the structure of a metric measure space, equipped with the Lebesgue measure.
Given a (possibly incomplete) measure space (X, Σ, μ), there is an extension (X, Σ 0, μ 0) of this measure space that is complete. [3] The smallest such extension (i.e. the smallest σ-algebra Σ 0) is called the completion of the measure space. The completion can be constructed as follows:
An event space, , which is a set of events, where an event is a subset of outcomes in the sample space. A probability function , P {\displaystyle P} , which assigns, to each event in the event space, a probability , which is a number between 0 and 1 (inclusive).
A -finite measure on a measurable space (,) is called atomic or purely atomic if every measurable set of positive measure contains an atom. This is equivalent to say that there is a countable partition of formed by atoms up to a null set. [3]
In measure theory, a branch of mathematics, the Lebesgue measure, named after French mathematician Henri Lebesgue, is the standard way of assigning a measure to subsets of higher dimensional Euclidean n-spaces. For lower dimensions n = 1, 2, or 3, it coincides with the standard measure of length, area, or volume.