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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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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:
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]
Hence (singular continuous measures aside), Lebesgue decomposition gives a very explicit description of measures. The Cantor measure (the probability measure on the real line whose cumulative distribution function is the Cantor function) is an example of a singular continuous measure.
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.
In real analysis and measure theory, the Vitali convergence theorem, named after the Italian mathematician Giuseppe Vitali, is a generalization of the better-known dominated convergence theorem of Henri Lebesgue. It is a characterization of the convergence in L p in terms of convergence in measure and a condition related to uniform integrability.
Download as PDF; Printable version ... In mathematics, a Loeb space is a type of measure space introduced by Loeb ... extension theorem the measure ...