Lebesgue-measurable Function
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Lebesgue-measurable Function
In mathematics and in particular measure theory, a measurable function is a function between the underlying sets of two measurable spaces that preserves the structure of the spaces: the preimage of any measurable set is measurable. This is in direct analogy to the definition that a continuous function between topological spaces preserves the topological structure: the preimage of any open set is open. In real analysis, measurable functions are used in the definition of the Lebesgue integral. In probability theory, a measurable function on a probability space is known as a random variable. Formal definition Let (X,\Sigma) and (Y,\Tau) be measurable spaces, meaning that X and Y are sets equipped with respective \sigma-algebras \Sigma and \Tau. A function f:X\to Y is said to be measurable if for every E\in \Tau the pre-image of E under f is in \Sigma; that is, for all E \in \Tau f^(E) := \ \in \Sigma. That is, \sigma (f)\subseteq\Sigma, where \sigma (f) is the σ-algebra ...
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Mathematics
Mathematics is an area of knowledge that includes the topics of numbers, formulas and related structures, shapes and the spaces in which they are contained, and quantities and their changes. These topics are represented in modern mathematics with the major subdisciplines of number theory, algebra, geometry, and analysis, respectively. There is no general consensus among mathematicians about a common definition for their academic discipline. Most mathematical activity involves the discovery of properties of abstract objects and the use of pure reason to prove them. These objects consist of either abstractions from nature orin modern mathematicsentities that are stipulated to have certain properties, called axioms. A ''proof'' consists of a succession of applications of deductive rules to already established results. These results include previously proved theorems, axioms, andin case of abstraction from naturesome basic properties that are considered true starting points of t ...
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