Measurable space

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Definition

A measurable space[1] is a tuple consisting of a set [ilmath]X[/ilmath] and a [ilmath]\sigma[/ilmath]-algebra [ilmath]\mathcal{A} [/ilmath], which we denote:

  • [ilmath](X,\mathcal{A})[/ilmath]

Pre-measurable space

A pre-measurable space[2] is a set [ilmath]X[/ilmath] coupled with an algebra, [ilmath]\mathcal{A} [/ilmath] (where [ilmath]\mathcal{A} [/ilmath] is NOT a [ilmath]\sigma[/ilmath]-algebra) which we denote as follows:

  • [ilmath](X,\mathcal{A})[/ilmath]

See also

References

  1. Measures, Integrals and Martingales - Rene L. Schilling
  2. Alec's own terminology, it's probably not in books because it's barely worth a footnote