Difference between revisions of "Lebesgue measure"
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<math>\lambda^n\Big([[a,b))\Big)=\Pi^n_{i=1}(b_i-a_i)</math> | <math>\lambda^n\Big([[a,b))\Big)=\Pi^n_{i=1}(b_i-a_i)</math> | ||
| + | Where <math>\mathcal{J}=</math> the set of all half-open-half-closed 'rectangles' in <math>\mathbb{R}^n</math> | ||
| + | |||
| + | Note that it can be shown <math>\mathcal{B}(\mathbb{R}^n)=\sigma(\mathcal{J})</math> where <math>\sigma(\mathcal{J})</math> is the [[Sigma-algebra|{{Sigma|algebra}} [[Sigma-algebra generated by|generated by]] <math>\mathcal{J}</math> | ||
{{Definition|Measure Theory}} | {{Definition|Measure Theory}} | ||
==References== | ==References== | ||
Revision as of 18:32, 15 March 2015
Definition
The set function [math]\lambda^n:(\mathbb{R}^n,\mathcal{B}(\mathbb{R}^n))\rightarrow\mathbb{R}_{\ge}[/math][1] that assigns every half-open rectangle [math][[a,b))=[a_1,b_1)\times\cdots\times[a_n,b_n)\in\mathcal{J}[/math] as follows:
[math]\lambda^n\Big([[a,b))\Big)=\Pi^n_{i=1}(b_i-a_i)[/math]
Where [math]\mathcal{J}=[/math] the set of all half-open-half-closed 'rectangles' in [math]\mathbb{R}^n[/math]
Note that it can be shown [math]\mathcal{B}(\mathbb{R}^n)=\sigma(\mathcal{J})[/math] where [math]\sigma(\mathcal{J})[/math] is the [[Sigma-algebra|[ilmath]\sigma[/ilmath]-algebra generated by [math]\mathcal{J}[/math]
References
- ↑ P27 - Measures, Integrals and Martingales - Rene L. Schilling
