Measurable space
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Contents
[hide]Definition
Given a set, X, and a σ-algebra, A∈P(P(X))[Note 1] then a measurable space[1][2] is the tuple:
- (X,A)
This is not to be confused with a measure space which is a 3-tuple: (X,A,μ) where μ is a measure on the measurable space (X,A)
Premeasurable space
- REDIRECT Pre-measurable space/Definition
See also
Notes
- Jump up ↑ More neatly written perhaps:
- A⊆P(X)
References
- Jump up ↑ Measures, Integrals and Martingales - René L. Schilling
- Jump up ↑ A Guide To Advanced Real Analysis - Gerald B. Folland
OLD PAGE
Definition
A measurable space[1] is a tuple consisting of a set X and a σ-algebra A, which we denote:
- (X,A)
Pre-measurable space
A pre-measurable space[2] is a set X coupled with an algebra, A (where A is NOT a σ-algebra) which we denote as follows:
- (X,A)