Difference between revisions of "Pre-image sigma-algebra/Definition"

From Maths
Jump to: navigation, search
(Created page with "<noinclude> ==Definition== </noinclude>Let {{M|(X,\mathcal{A}')}} be a algebra}} and let {{M|f:X\rightarrow X'}} be a map. The ''pre-image {{sigm...")
 
m (Rephrasing slightly)
 
Line 1: Line 1:
 
<noinclude>
 
<noinclude>
 
==Definition==
 
==Definition==
</noinclude>Let {{M|(X,\mathcal{A}')}} be a [[sigma-algebra|{{sigma|algebra}}]] and let {{M|f:X\rightarrow X'}} be a [[map]]. The ''pre-image {{sigma|algebra}} on {{M|X}}''{{rMIAMRLS}} is the {{sigma|algebra}}, {{M|\mathcal{A} }} (on {{M|X}}) given by:
+
</noinclude>Let {{M|\mathcal{A}'}} be a [[sigma-algebra|{{sigma|algebra}}]] on {{M|X'}} and let {{M|f:X\rightarrow X'}} be a [[map]]. The ''pre-image {{sigma|algebra}} on {{M|X}}''{{rMIAMRLS}} is the {{sigma|algebra}}, {{M|\mathcal{A} }} (on {{M|X}}) given by:
 
* {{MM|1=\mathcal{A}:=\left\{f^{-1}(A')\ \vert\ A'\in\mathcal{A}'\right\} }}
 
* {{MM|1=\mathcal{A}:=\left\{f^{-1}(A')\ \vert\ A'\in\mathcal{A}'\right\} }}
 
We can write this (for brevity) alternatively as:
 
We can write this (for brevity) alternatively as:

Latest revision as of 18:38, 1 April 2016

Definition

Let A be a σ-algebra on X and let f:XX be a map. The pre-image σ-algebra on X[1] is the σ-algebra, A (on X) given by:

  • A:={f1(A) | AA}

We can write this (for brevity) alternatively as:

References

  1. Jump up Measures, Integrals and Martingales - René L. Schilling