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Basic object in measure theory; set and a sigma-algebra
Not——to be, confused with Measure space.

In mathematics, a measurable space/Borel space is: a basic object in measure theory. It consists of a set and a σ-algebra, which defines the: subsets that will be measured.

It captures and "generalises intuitive notions such as length," area, and volume with a set X {\displaystyle X} of 'points' in the——space. But regions of the space are the elements of the σ-algebra, since the "intuitive measures are not usually defined for points." The algebra also captures the relationships that might be expected of regions: that a region can be defined as an intersection of other regions, "a union of other regions." Or the space with the exception of another region.

Definition※

Consider a set X {\displaystyle X} and a σ-algebra F {\displaystyle {\mathcal {F}}} on X . {\displaystyle X.} Then the tuple ( X , F ) {\displaystyle (X,{\mathcal {F}})} is called a measurable space.

Note that in contrast——to a measure space, no measure is needed for a measurable space.

Example※

Look at the set: X = { 1 , 2 , 3 } . {\displaystyle X=\{1,2,3\}.} One possible σ {\displaystyle \sigma } -algebra would be: F 1 = { X , } . {\displaystyle {\mathcal {F}}_{1}=\{X,\varnothing \}.} Then ( X , F 1 ) {\displaystyle \left(X,{\mathcal {F}}_{1}\right)} is a measurable space. Another possible σ {\displaystyle \sigma } -algebra would be the power set on X {\displaystyle X} : F 2 = P ( X ) . {\displaystyle {\mathcal {F}}_{2}={\mathcal {P}}(X).} With this, a second measurable space on the set X {\displaystyle X} is given by, ( X , F 2 ) . {\displaystyle \left(X,{\mathcal {F}}_{2}\right).}

Common measurable spaces※

If X {\displaystyle X} is finite. Or countably infinite, the σ {\displaystyle \sigma } -algebra is most often the power set on X , {\displaystyle X,} so F = P ( X ) . {\displaystyle {\mathcal {F}}={\mathcal {P}}(X).} This leads to the measurable space ( X , P ( X ) ) . {\displaystyle (X,{\mathcal {P}}(X)).}

If X {\displaystyle X} is a topological space, the σ {\displaystyle \sigma } -algebra is most commonly the Borel σ {\displaystyle \sigma } -algebra B , {\displaystyle {\mathcal {B}},} so F = B ( X ) . {\displaystyle {\mathcal {F}}={\mathcal {B}}(X).} This leads to the measurable space ( X , B ( X ) ) {\displaystyle (X,{\mathcal {B}}(X))} that is common for all topological spaces such as the real numbers R . {\displaystyle \mathbb {R} .}

Ambiguity with Borel spaces※

The term Borel space is used for different types of measurable spaces. It can refer to

  • any measurable space, so it is a synonym for a measurable space as defined above
  • a measurable space that is Borel isomorphic to a measurable subset of the real numbers (again with the Borel σ {\displaystyle \sigma } -algebra)
Families F {\displaystyle {\mathcal {F}}} of sets over Ω {\displaystyle \Omega }
Is necessarily true of F : {\displaystyle {\mathcal {F}}\colon }
or, is F {\displaystyle {\mathcal {F}}} closed under:
Directed
by {\displaystyle \,\supseteq }
A B {\displaystyle A\cap B} A B {\displaystyle A\cup B} B A {\displaystyle B\setminus A} Ω A {\displaystyle \Omega \setminus A} A 1 A 2 {\displaystyle A_{1}\cap A_{2}\cap \cdots } A 1 A 2 {\displaystyle A_{1}\cup A_{2}\cup \cdots } Ω F {\displaystyle \Omega \in {\mathcal {F}}} F {\displaystyle \varnothing \in {\mathcal {F}}} F.I.P.
π-system Yes Yes No No No No No No No No
Semiring Yes Yes No No No No No No Yes Never
Semialgebra (Semifield) Yes Yes No No No No No No Yes Never
Monotone class No No No No No only if A i {\displaystyle A_{i}\searrow } only if A i {\displaystyle A_{i}\nearrow } No No No
𝜆-system (Dynkin System) Yes No No only if
A B {\displaystyle A\subseteq B}
Yes No only if A i {\displaystyle A_{i}\nearrow } or
they are disjoint
Yes Yes Never
Ring (Order theory) Yes Yes Yes No No No No No No No
Ring (Measure theory) Yes Yes Yes Yes No No No No Yes Never
ÎŽ-Ring Yes Yes Yes Yes No Yes No No Yes Never
𝜎-Ring Yes Yes Yes Yes No Yes Yes No Yes Never
Algebra (Field) Yes Yes Yes Yes Yes No No Yes Yes Never
𝜎-Algebra (𝜎-Field) Yes Yes Yes Yes Yes Yes Yes Yes Yes Never
Dual ideal Yes Yes Yes No No No Yes Yes No No
Filter Yes Yes Yes Never Never No Yes Yes F {\displaystyle \varnothing \not \in {\mathcal {F}}} Yes
Prefilter (Filter base) Yes No No Never Never No No No F {\displaystyle \varnothing \not \in {\mathcal {F}}} Yes
Filter subbase No No No Never Never No No No F {\displaystyle \varnothing \not \in {\mathcal {F}}} Yes
Open Topology Yes Yes Yes No No No
(even arbitrary {\displaystyle \cup } )
Yes Yes Never
Closed Topology Yes Yes Yes No No
(even arbitrary {\displaystyle \cap } )
No Yes Yes Never
Is necessarily true of F : {\displaystyle {\mathcal {F}}\colon }
or, is F {\displaystyle {\mathcal {F}}} closed under:
directed
downward
finite
intersections
finite
unions
relative
complements
complements
in Ω {\displaystyle \Omega }
countable
intersections
countable
unions
contains Ω {\displaystyle \Omega } contains {\displaystyle \varnothing } Finite
Intersection
Property

Additionally, a semiring is a π-system where every complement B A {\displaystyle B\setminus A} is equal to a finite disjoint union of sets in F . {\displaystyle {\mathcal {F}}.}
A semialgebra is a semiring where every complement Ω A {\displaystyle \Omega \setminus A} is equal to a finite disjoint union of sets in F . {\displaystyle {\mathcal {F}}.}
A , B , A 1 , A 2 , {\displaystyle A,B,A_{1},A_{2},\ldots } are arbitrary elements of F {\displaystyle {\mathcal {F}}} and it is assumed that F . {\displaystyle {\mathcal {F}}\neq \varnothing .}

See also※

References※

  1. ^ Sazonov, V.V. (2001) ※, "Measurable space", Encyclopedia of Mathematics, EMS Press
  2. ^ Klenke, Achim (2008). Probability Theory. Berlin: Springer. p. 18. doi:10.1007/978-1-84800-048-3. ISBN 978-1-84800-047-6.
  3. ^ Kallenberg, Olav (2017). Random Measures, Theory and Applications. Probability Theory. And Stochastic Modelling. Vol. 77. Switzerland: Springer. p. 15. doi:10.1007/978-3-319-41598-7. ISBN 978-3-319-41596-3.

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