Difference between revisions of "Measure space"

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(Created page with "Before we can define Measure space we need a measurable space. ==Measurable Space== Let {{M|X}} be a set and {{M|\mathcal{A} }} a \sigma}}-algebra, then...")
 
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==Measurable Space==
 
==Measurable Space==
Let {{M|X}} be a set and {{M|\mathcal{A} }} a [[Sigma algebra|{{M|\sigma}}-algebra]], then {{M|(X,\mathcal{A})}} is a ''Measurable space''
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Let {{M|X}} be a set and {{M|\mathcal{A} }} a [[Sigma-algebra|{{sigma|algebra}}]], then {{M|(X,\mathcal{A})}} is a ''Measurable space''
  
 
==Measure space==
 
==Measure space==

Revision as of 15:40, 13 March 2015

Before we can define Measure space we need a measurable space.

Measurable Space

Let [ilmath]X[/ilmath] be a set and [ilmath]\mathcal{A} [/ilmath] a [ilmath]\sigma[/ilmath]-algebra, then [ilmath](X,\mathcal{A})[/ilmath] is a Measurable space

Measure space

A measurable space and a function, [math]\mu:\mathcal{A}\rightarrow[0,\infty][/math] is a measure space, that is a measure space is:

[math](X,\mathcal{A},\mu:\mathcal{A}\rightarrow[0,\infty])[/math] but recall mathematicians are lazy so we just write [math](X,\mathcal{A},\mu)[/math]