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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.
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A metric space M is bounded if there is an r such that no pair of points in M is more than distance r apart. [b] The least such r is called the diameter of M. The space M is called precompact or totally bounded if for every r > 0 there is a finite cover of M by open balls of radius r. Every totally bounded space is bounded.
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]
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