Measure space

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Note: This page requires knowledge of measurable spaces.

Definition

A measure space[1] is a tuple:

  • (X,A,μ:A[0,+]) - but because Mathematicians are lazy we simply write:
    • (X,A,μ)

Where X is a set, and A is a σ-algebra on that set (which together, as (X,A), form a measurable space) and μ is a measure.

Pre-measure space

Given a set X and an algebra, A (NOT a σ-algebra) we can define a pre-measure space[2] as follows:

  • (X,A,μ0) where μ0 is a Pre-measure (a mapping, μ0:A[0,+] with certain properties)

the tuple (X,A) are a pre-measurable space

See also

References

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