Measurable space
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- I can probably remove the old page... it doesn't say anything different.
Contents
Definition
Given a set, [ilmath]X[/ilmath], and a [ilmath]\sigma[/ilmath]-algebra, [ilmath]\mathcal{A}\in\mathcal{P}(\mathcal{P}(X))[/ilmath][Note 1] then a measurable space[1][2] is the tuple:
- [ilmath](X,\mathcal{A})[/ilmath]
This is not to be confused with a measure space which is a [ilmath]3[/ilmath]-tuple: [ilmath](X,\mathcal{A},\mu)[/ilmath] where [ilmath]\mu[/ilmath] is a measure on the measurable space [ilmath](X,\mathcal{A})[/ilmath]
Premeasurable space
- REDIRECT Pre-measurable space/Definition
See also
Notes
- ↑ More neatly written perhaps:
- [ilmath]A\subseteq\mathcal{P}(X)[/ilmath]
References
- ↑ Measures, Integrals and Martingales - René L. Schilling
- ↑ A Guide To Advanced Real Analysis - Gerald B. Folland
OLD PAGE
Definition
A measurable space[1] is a tuple consisting of a set [ilmath]X[/ilmath] and a [ilmath]\sigma[/ilmath]-algebra [ilmath]\mathcal{A} [/ilmath], which we denote:
- [ilmath](X,\mathcal{A})[/ilmath]
Pre-measurable space
A pre-measurable space[2] is a set [ilmath]X[/ilmath] coupled with an algebra, [ilmath]\mathcal{A} [/ilmath] (where [ilmath]\mathcal{A} [/ilmath] is NOT a [ilmath]\sigma[/ilmath]-algebra) which we denote as follows:
- [ilmath](X,\mathcal{A})[/ilmath]