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Product Measure
In mathematics, given two measurable spaces and measures on them, one can obtain a product measurable space and a product measure on that space. Conceptually, this is similar to defining the Cartesian product of sets and the product topology of two topological spaces, except that there can be many natural choices for the product measure. Let (X_1, \Sigma_1) and (X_2, \Sigma_2) be two measurable spaces, that is, \Sigma_1 and \Sigma_2 are sigma algebras on X_1 and X_2 respectively, and let \mu_1 and \mu_2 be measures on these spaces. Denote by \Sigma_1 \otimes \Sigma_2 the sigma algebra on the Cartesian product X_1 \times X_2 generated by subsets of the form B_1 \times B_2, where B_1 \in \Sigma_1 and B_2 \in \Sigma_2. This sigma algebra is called the ''tensor-product σ-algebra'' on the product space. A ''product measure'' \mu_1 \times \mu_2 (also denoted by \mu_1 \otimes \mu_2 by many authors) is defined to be a measure on the measurable space (X_1 \times X_2, \Sigma_ ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
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 poin ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Borel Measure
In mathematics, specifically in measure theory In mathematics, the concept of a measure is a generalization and formalization of geometrical measures ( length, area, volume) and other common notions, such as mass and probability of events. These seemingly distinct concepts have many simil ..., a Borel measure on a topological space is a measure (mathematics), measure that is defined on all open sets (and thus on all Borel sets). Some authors require additional restrictions on the measure, as described below. Formal definition Let X be a locally compact Hausdorff space, and let \mathfrak(X) be the Sigma-algebra#Generated .CF.83-algebra, smallest σ-algebra that contains the open sets of X; this is known as the σ-algebra of Borel sets. A Borel measure is any measure \mu defined on the σ-algebra of Borel sets. A few authors require in addition that \mu is Locally finite measure, locally finite, meaning that \mu(C) 0 and μ(''B''(''x'', ''r'')) ≤ ''rs'' holds for some cons ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Fubini's Theorem
In mathematical analysis Fubini's theorem is a result that gives conditions under which it is possible to compute a double integral by using an iterated integral, introduced by Guido Fubini in 1907. One may switch the order of integration if the double integral yields a finite answer when the integrand is replaced by its absolute value. \, \iint\limits_ f(x,y)\,\text(x,y) = \int_X\left(\int_Y f(x,y)\,\texty\right)\textx=\int_Y\left(\int_X f(x,y) \, \textx \right) \texty \qquad \text \qquad \iint\limits_ , f(x,y), \,\text(x,y) <+\infty. Fubini's theorem implies that two iterated integrals are equal to the corresponding double integral across its integrands. Tonelli's theorem, introduced by in 1909, is similar, but applies to a non-negative measurable function rather than one integrable over their domains. A related theorem is ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Disintegration Theorem
In mathematics, the disintegration theorem is a result in measure theory and probability theory. It rigorously defines the idea of a non-trivial "restriction" of a measure to a measure zero subset of the measure space in question. It is related to the existence of conditional probability measures. In a sense, "disintegration" is the opposite process to the construction of a product measure. Motivation Consider the unit square in the Euclidean plane R2, . Consider the probability measure μ defined on ''S'' by the restriction of two-dimensional Lebesgue measure λ2 to ''S''. That is, the probability of an event ''E'' ⊆ ''S'' is simply the area of ''E''. We assume ''E'' is a measurable subset of ''S''. Consider a one-dimensional subset of ''S'' such as the line segment ''L''''x'' = × , 1 ''L''''x'' has μ-measure zero; every subset of ''L''''x'' is a μ-null set; since the Lebesgue measure space is a complete measure space, E \subseteq L_ \implies \mu (E) = 0. While true, t ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Lebesgue Measure
In measure theory, a branch of mathematics, the Lebesgue measure, named after French mathematician Henri Lebesgue, is the standard way of assigning a measure to subsets of ''n''-dimensional Euclidean space. For ''n'' = 1, 2, or 3, it coincides with the standard measure of length, area, or volume. In general, it is also called ''n''-dimensional volume, ''n''-volume, or simply volume. It is used throughout real analysis, in particular to define Lebesgue integration. Sets that can be assigned a Lebesgue measure are called Lebesgue-measurable; the measure of the Lebesgue-measurable set ''A'' is here denoted by ''λ''(''A''). Henri Lebesgue described this measure in the year 1901, followed the next year by his description of the Lebesgue integral. Both were published as part of his dissertation in 1902. Definition For any interval I = ,b/math>, or I = (a, b), in the set \mathbb of real numbers, let \ell(I)= b - a denote its length. For any subset E\subseteq\mathbb, the Lebesg ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Complete Measure
In mathematics, a complete measure (or, more precisely, a complete measure space) is a measure space in which every subset of every null set is measurable (having measure zero). More formally, a measure space (''X'', Σ, ''μ'') is complete if and only if :S \subseteq N \in \Sigma \mbox \mu(N) = 0\ \Rightarrow\ S \in \Sigma. Motivation The need to consider questions of completeness can be illustrated by considering the problem of product spaces. Suppose that we have already constructed Lebesgue measure on the real line: denote this measure space by (\R, B, \lambda). We now wish to construct some two-dimensional Lebesgue measure \lambda^2 on the plane \R^2 as a product measure. Naively, we would take the -algebra on \R^2 to be B \otimes B, the smallest -algebra containing all measurable "rectangles" A_1 \times A_2 for A_1, A_2 \in B. While this approach does define a measure space, it has a flaw. Since every singleton set has one-dimensional Lebesgue measure zero, \l ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Real Line
In elementary mathematics, a number line is a picture of a graduated straight line that serves as visual representation of the real numbers. Every point of a number line is assumed to correspond to a real number, and every real number to a point. The integers are often shown as specially-marked points evenly spaced on the line. Although the image only shows the integers from –3 to 3, the line includes all real numbers, continuing forever in each direction, and also numbers that are between the integers. It is often used as an aid in teaching simple addition and subtraction, especially involving negative numbers. In advanced mathematics, the number line can be called as a real line or real number line, formally defined as the set of all real numbers, viewed as a geometric space, namely the Euclidean space of dimension one. It can be thought of as a vector space (or affine space), a metric space, a topological space, a measure space, or a linear continuum. Just ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Euclidean Space
Euclidean space is the fundamental space of geometry, intended to represent physical space. Originally, that is, in Euclid's ''Elements'', it was the three-dimensional space of Euclidean geometry, but in modern mathematics there are Euclidean spaces of any positive integer dimension, including the three-dimensional space and the ''Euclidean plane'' (dimension two). The qualifier "Euclidean" is used to distinguish Euclidean spaces from other spaces that were later considered in physics and modern mathematics. Ancient Greek geometers introduced Euclidean space for modeling the physical space. Their work was collected by the ancient Greek mathematician Euclid in his ''Elements'', with the great innovation of '' proving'' all properties of the space as theorems, by starting from a few fundamental properties, called ''postulates'', which either were considered as evident (for example, there is exactly one straight line passing through two points), or seemed impossible to prove (paral ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Measurable Space
In mathematics, a measurable space or Borel space 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 X and a σ-algebra \mathcal A on X. Then the tuple (X, \mathcal A) is called a measurable space. Note that in contrast to a measure space A measure space is a basic object of measure theory, a branch of mathematics that studies generalized notions of volumes. It contains an underlying set, the subsets of this set that are feasible for measuring (the -algebra) and the method that i ..., no measure is needed for a measurable space. Example Look at the set: X = \. One possible \sigma-algebra would be: \mathcal A_1 = \. Then \left(X, \mathcal A_1\right) is a measurable space. Another possible \sigma-algebra would be the power set on X: \mathcal A_2 = \mathcal P(X). With this, a second measurable space on the set X is given by \left(X, \mathcal A_2\right). Common measurable ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
