Difference between revisions of "Measure space"
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| − | Let {{M|X}} be a set and {{M|\mathcal{A} }} a [[Sigma algebra|{{ | + | Let {{M|X}} be a set and {{M|\mathcal{A} }} a [[Sigma-algebra|{{sigma|algebra}}]], then {{M|(X,\mathcal{A})}} is a ''Measurable space'' |
==Measure space== | ==Measure space== | ||
Revision as of 15:40, 13 March 2015
Before we can define Measure space we need a measurable space.
Measurable Space
Let X be a set and A a σ-algebra, then (X,A) is a Measurable space
Measure space
A measurable space and a function, μ:A→[0,∞] is a measure space, that is a measure space is:
(X,A,μ:A→[0,∞]) but recall mathematicians are lazy so we just write (X,A,μ)
