Measure theory

Math

Measure theory topics and concepts

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Front Completion of a measure space
Back The completion of measure space is the refinement of [$](X, B, \mu)[/$] which is is complete. It is denoted [$](X, \overline{B}, \overline{\mu})[/$] where the new sigma algebra consists of sets which differ from B by a sub-null set.
Front Dominated convergence
Back If [$](X, B, \mu)[/$] is a measure space and [$]E_1, E_2, \dots [/$] is a sequence of measurable sets which converge to another set [$]E[/$] in the sense that [$]1_{E_n}[/$] converges pointwise to [$]1_E[/$], we say that the sequence has dominated convergence and has the properties:1. [$]E[/$] is also measurable2. If there exists a measurable set [$]F[/$] of finite measure which contains all of the sets in the sequence then [$]\lim_{n\rightarrow \infty}\mu(E_n) = \mu(E_n)[/$].
Front Properties of Dirac measure
Back finite additivity
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