Difference between revisions of "Notes:Halmos measure theory skeleton"

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*** {{M|1=\forall A\in\mathbf{H}(\mathcal{R})[\mu^*(A)=\text{inf}\{\sum^\infty_{n=1}\mu(A_n)\ \vert\ (A_n)_{n=1}^\infty\subseteq\mathcal{R} \wedge A\subseteq \bigcup^\infty_{n=1}A_n\}]}} then {{M|\mu^*}} is an ''extension'' of {{M|\mu}} to an outer measure on {{M|\mathbf{H}(\mathcal{R})}}
 
*** {{M|1=\forall A\in\mathbf{H}(\mathcal{R})[\mu^*(A)=\text{inf}\{\sum^\infty_{n=1}\mu(A_n)\ \vert\ (A_n)_{n=1}^\infty\subseteq\mathcal{R} \wedge A\subseteq \bigcup^\infty_{n=1}A_n\}]}} then {{M|\mu^*}} is an ''extension'' of {{M|\mu}} to an outer measure on {{M|\mathbf{H}(\mathcal{R})}}
 
** {{M|\mu^*}} is the ''outer measure induced by the measure {{M|\mu}}''
 
** {{M|\mu^*}} is the ''outer measure induced by the measure {{M|\mu}}''
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* {{M|\mu^*}}-measurable - given an ''outer measure'' {{M|\mu^*}} on a hereditary {{sigma|ring}} {{M|\mathcal{H} }} a set {{M|A\in\mathcal{H} }} is ''{{M|\mu^*}}-measurable'' if:
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** {{M|1=\forall B\in\mathcal{H}[\mu^*(B)=\mu^*(A\cap B)+\mu^*(B\cap A')]}}
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*** '''PROBLEM: How can we do [[complementation]] in a ring?'''

Revision as of 19:26, 22 March 2016

Skeleton

  • Ring of sets
  • Sigma-ring
  • additive set function
  • measure, μ - extended real valued, non negative, countably additive set function defined on a ring of sets
  • hereditary system - a system of sets, E such that if EE then FP(E)[FE]
    • hereditary ring generated by
  • subadditivity
  • outer measure, μ (p42) - extended real valued, non-negative, monotone and countably subadditive set function on an hereditary σ-ring with μ()=0
    • Theorem: If μ is a measure on a ring R and if:
      • AH(R)[μ(A)=inf{n=1μ(An) | (An)n=1RAn=1An}] then μ is an extension of μ to an outer measure on H(R)
    • μ is the outer measure induced by the measure μ
  • μ-measurable - given an outer measure μ on a hereditary σ-ring H a set AH is μ-measurable if:
    • BH[μ(B)=μ(AB)+μ(BA)]