Measurable space

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Definition

Given a set, [ilmath]X[/ilmath], and a [ilmath]\sigma[/ilmath]-algebra, [ilmath]\mathcal{A}\in\mathcal{P}(\mathcal{P}(X))[/ilmath][Note 1] then a measurable space[1][2] is the tuple:

  • [ilmath](X,\mathcal{A})[/ilmath]

This is not to be confused with a measure space which is a [ilmath]3[/ilmath]-tuple: [ilmath](X,\mathcal{A},\mu)[/ilmath] where [ilmath]\mu[/ilmath] is a measure on the measurable space [ilmath](X,\mathcal{A})[/ilmath]

Premeasurable space

  1. REDIRECT Pre-measurable space/Definition

See also

Notes

  1. More neatly written perhaps:
    • [ilmath]A\subseteq\mathcal{P}(X)[/ilmath]

References

  1. Measures, Integrals and Martingales - René L. Schilling
  2. A Guide To Advanced Real Analysis - Gerald B. Folland


OLD PAGE

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