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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.
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:
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 ...
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]
This example not only generalizes the previous example, but includes many measures on non-locally compact spaces, such as Wiener measure on the space of real-valued continuous functions on the interval [0, 1]. A measure on ℝ is a Radon measure if and only if it is a locally finite Borel measure. [5] The following are not examples of Radon ...
A finite signed measure (a.k.a. real measure) is defined in the same way, except that it is only allowed to take real values. That is, it cannot take + or . Finite signed measures form a real vector space, while extended signed measures do not because they are not closed under addition. On the other hand, measures are extended signed measures ...
An example of a measure on the real line with its usual topology that is not outer regular is the measure where () =, ({}) =, and () = for any other set .; The Borel measure on the plane that assigns to any Borel set the sum of the (1-dimensional) measures of its horizontal sections is inner regular but not outer regular, as every non-empty open set has infinite measure.
On a compact Hausdorff space the support of a non-zero measure is always non-empty, but may have measure An example of this is given by adding the first uncountable ordinal Ω {\displaystyle \Omega } to the previous example: the support of the measure is the single point Ω , {\displaystyle \Omega ,} which has measure 0. {\displaystyle 0.}