In measure theory, a branch of mathematics, a finite measure or totally finite measure is a special measure that always takes on finite values. Among finite...
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measurable subsets of finite measure. The measure μ {\displaystyle \mu } is called a σ {\displaystyle \sigma } -finite measure if the set X {\displaystyle...
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mathematics, a locally finite measure is a measure for which every point of the measure space has a neighbourhood of finite measure. Let ( X , T ) {\displaystyle...
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of finite measure. Analogously, a set in a measure space is said to have a σ-finite measure if it is a countable union of sets with finite measure. For...
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In measure theory, a branch of mathematics that studies generalized notions of volumes, an s-finite measure is a special type of measure. An s-finite measure...
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that is finite on all compact sets, outer regular on all Borel sets, and inner regular on open sets. These conditions guarantee that the measure is "compatible"...
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measure is a measure defined on infinite-dimensional normed vector spaces, such as Banach spaces, which resembles the Lebesgue measure used in finite-dimensional...
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Radon–Nikodym theorem (redirect from Density function (measure theory))
signed and complex measures: namely, that if μ {\displaystyle \mu } is a nonnegative σ-finite measure, and ν {\displaystyle \nu } is a finite-valued signed...
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Absolute continuity (redirect from Absolutely continuous measure)
σ-finite measure can be decomposed into the sum of an absolutely continuous measure and a singular measure with respect to another σ-finite measure. See...
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Probability spaces, a measure space where the measure is a probability measure Finite measure spaces, where the measure is a finite measure σ {\displaystyle...
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of taking the limit of finite systems. A measure is a Gibbs measure if the conditional probabilities it induces on each finite subsystem satisfy a consistency...
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Lebesgue integral (redirect from Integral (measure theory))
(S).} Notice that the result may be equal to +∞, unless μ is a finite measure. A finite linear combination of indicator functions ∑ k a k 1 S k {\displaystyle...
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atomic class. If μ {\displaystyle \mu } is a σ {\displaystyle \sigma } -finite measure, there are countably many atomic classes. Consider the set X = {1, 2...
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} On a finite measure space, both notions are equivalent. Otherwise, convergence in measure can refer to either global convergence in measure: 2.2.3 ...
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{\displaystyle \mathbb {R} ^{n}} .) A random measure ζ {\displaystyle \zeta } is a (a.s.) locally finite transition kernel from an abstract probability...
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of the term is closely related to tightness of a family of measures, since a finite measure μ is inner regular if and only if, for all ε > 0, there is...
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measure (also known as a strictly localizable measure) is a measure that is a disjoint union of finite measures. This is a generalization of σ-finite...
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denote the Dirac measure centred on some fixed point x in some measurable space (X, Σ). δx is a probability measure, and hence a finite measure. Suppose that...
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that μ {\displaystyle \mu } is locally finite, meaning that every point has an open neighborhood with finite measure. For Hausdorff spaces, this implies...
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Hausdorff measure is the number of points in the set (if the set is finite) or ∞ if the set is infinite. Likewise, the one-dimensional Hausdorff measure of a...
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{M}},\mu )} is a measure space. Let K ⊂ M {\displaystyle {\mathcal {K}}\subset {\mathfrak {M}}} be a collection of sets of finite measure. A family Φ ⊂ L...
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non-negative measure on the Borel σ-algebra of I satisfying μ([a, t]) < ∞ for all t ∈ I (this is certainly satisfied when μ is a locally finite measure). Assume...
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finite graph Locally finite group Locally finite measure Locally finite operator in linear algebra Locally finite poset Locally finite space, a topological...
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Fubini's theorem (category Theorems in measure theory)
Suppose X and Y are σ-finite measure spaces and suppose that X × Y is given the product measure (which is unique as X and Y are σ-finite). Fubini's theorem...
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non-negative measure. To that end, it is a quick check that the real and imaginary parts μ1 and μ2 of a complex measure μ are finite-valued signed measures. One...
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satisfying certain properties. It is a generalization of the concept of finite measure, which takes nonnegative real values only. Given a field of sets ( Ω...
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that any Markov measure on the smaller subshift has a preimage measure that is not Markov of any order (Example 2.6 ). Let V be a finite set of n symbols...
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Hölder's inequality (section Counting measure)
absolute moment is finite, then the r th absolute moment is finite, too. (This also follows from Jensen's inequality.) For two σ-finite measure spaces (S1, Σ1...
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subset if the subset has finitely many elements, and infinity ∞ {\displaystyle \infty } if the subset is infinite. The counting measure can be defined on any...
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set has zero measure. Since μ(X) = 0, μ is always a finite measure, and hence a locally finite measure. If X is a Hausdorff topological space with its Borel...
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