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Measurable space

From Wikipedia, the free encyclopedia

In mathematics, a measurable space or Borel space[1] is a basic object in measure theory. It consists of a set and a σ-algebra, which defines the subsets that will be measured.

Definition

Consider a set and a σ-algebra on . Then the tuple is called a measurable space.[2]

Note that in contrast to a measure space, no measure is needed for a measurable space.

Example

Look at the set:

One possible -algebra would be:

Then is a measurable space. Another possible -algebra would be the power set on :

With this, a second measurable space on the set is given by .

Common measurable spaces

If is finite or countably infinite, the -algebra is most often the power set on , so . This leads to the measurable space .

If is a topological space, the -algebra is most commonly the Borel -algebra , so . This leads to the measurable space that is common for all topological spaces such as the real numbers .

Ambiguity with Borel spaces

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]

References

  1. ^ a b Sazonov, V.V. (2001) [1994], "Measurable space", Encyclopedia of Mathematics, EMS Press
  2. ^ Klenke, Achim (2008). Probability Theory. Berlin: Springer. p. 18. doi:10.1007/978-1-84800-048-3. ISBN 978-1-84800-047-6.
  3. ^ Kallenberg, Olav (2017). Random Measures, Theory and Applications. Probability Theory and Stochastic Modelling. 77. Switzerland: Springer. p. 15. doi:10.1007/978-3-319-41598-7. ISBN 978-3-319-41596-3.
This page was last edited on 16 April 2021, at 12:11
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