Measure space

From Maths
Jump to: navigation, search

Note: This page requires knowledge of measurable spaces.

Definition

A measure space[1] is a tuple:

  • (X,\mathcal{A},\mu:\mathcal{A}\rightarrow[0,+\infty]) - but because Mathematicians are lazy we simply write:
    • (X,\mathcal{A},\mu)

Where X is a set, and \mathcal{A} is a \sigma-algebra on that set (which together, as (X,\mathcal{A}), form a measurable space) and \mu is a measure.

Pre-measure space

Given a set X and an algebra, \mathcal{A} (NOT a \sigma-algebra) we can define a pre-measure space[2] as follows:

  • (X,\mathcal{A},\mu_0) where \mu_0 is a Pre-measure (a mapping, \mu_0:\mathcal{A}\rightarrow[0,+\infty] with certain properties)

the tuple (X,\mathcal{A} ) are a pre-measurable space

See also

References

  1. Jump up Measures, Integrals and Martingales - Rene L. Schilling
  2. Jump up Alec's own terminology. It is likely not in books because it's barely worth a footnote