Carathéodory's Extension Theorem
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Carathéodory's Extension Theorem
In measure theory, Carathéodory's extension theorem (named after the mathematician Constantin Carathéodory) states that any pre-measure defined on a given ring of subsets ''R'' of a given set ''Ω'' can be extended to a measure on the σ-algebra generated by ''R'', and this extension is unique if the pre-measure is σ-finite. Consequently, any pre-measure on a ring containing all intervals of real numbers can be extended to the Borel algebra of the set of real numbers. This is an extremely powerful result of measure theory, and leads, for example, to the Lebesgue measure. The theorem is also sometimes known as the Carathéodory– Fréchet extension theorem, the Carathéodory– Hopf extension theorem, the Hopf extension theorem and the Hahn–Kolmogorov extension theorem. Introductory statement Several very similar statements of the theorem can be given. A slightly more involved one, based on semi-rings of sets, is given further down below. A shorter, simpler statem ...
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Measure Theory
In mathematics, the concept of a measure is a generalization and formalization of geometrical measures ( length, area, volume) and other common notions, such as mass and probability of events. These seemingly distinct concepts have many similarities and can often be treated together in a single mathematical context. Measures are foundational in probability theory, integration theory, and can be generalized to assume negative values, as with electrical charge. Far-reaching generalizations (such as spectral measures and projection-valued measures) of measure are widely used in quantum physics and physics in general. The intuition behind this concept dates back to ancient Greece, when Archimedes tried to calculate the area of a circle. But it was not until the late 19th and early 20th centuries that measure theory became a branch of mathematics. The foundations of modern measure theory were laid in the works of Émile Borel, Henri Lebesgue, Nikolai Luzin, Johann Radon, Const ...
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Countable
In mathematics, a set is countable if either it is finite or it can be made in one to one correspondence with the set of natural numbers. Equivalently, a set is ''countable'' if there exists an injective function from it into the natural numbers; this means that each element in the set may be associated to a unique natural number, or that the elements of the set can be counted one at a time, although the counting may never finish due to an infinite number of elements. In more technical terms, assuming the axiom of countable choice, a set is ''countable'' if its cardinality (its number of elements) is not greater than that of the natural numbers. A countable set that is not finite is said countably infinite. The concept is attributed to Georg Cantor, who proved the existence of uncountable sets, that is, sets that are not countable; for example the set of the real numbers. A note on terminology Although the terms "countable" and "countably infinite" as defined here are quite comm ...
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Ring Of Sets
In mathematics, there are two different notions of a ring of sets, both referring to certain families of sets. In order theory, a nonempty family of sets \mathcal is called a ring (of sets) if it is closed under union and intersection.. That is, the following two statements are true for all sets A and B, #A,B\in\mathcal implies A \cup B \in \mathcal and #A,B\in\mathcal implies A \cap B \in \mathcal. In measure theory, a nonempty family of sets \mathcal is called a ring (of sets) if it is closed under union and relative complement (set-theoretic difference).. That is, the following two statements are true for all sets A and B, #A, B \in \mathcal implies A \cup B \in \mathcal and #A, B \in \mathcal implies A \setminus B \in \mathcal. This implies that a ring in the measure-theoretic sense always contains the empty set. Furthermore, for all sets and , :A\cap B=A\setminus(A\setminus B), which shows that a family of sets closed under relative complement is also closed under intersec ...
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Disjoint Union
In mathematics, a disjoint union (or discriminated union) of a family of sets (A_i : i\in I) is a set A, often denoted by \bigsqcup_ A_i, with an injection of each A_i into A, such that the images of these injections form a partition of A (that is, each element of A belongs to exactly one of these images). A disjoint union of a family of pairwise disjoint sets is their union. In category theory, the disjoint union is the coproduct of the category of sets, and thus defined up to a bijection. In this context, the notation \coprod_ A_i is often used. The disjoint union of two sets A and B is written with infix notation as A \sqcup B. Some authors use the alternative notation A \uplus B or A \operatorname B (along with the corresponding \biguplus_ A_i or \operatorname_ A_i). A standard way for building the disjoint union is to define A as the set of ordered pairs (x, i) such that x \in A_i, and the injection A_i \to A as x \mapsto (x, i). Example Consider the sets A_0 ...
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Complement (set Theory)
In set theory, the complement of a set , often denoted by (or ), is the set of elements not in . When all sets in the universe, i.e. all sets under consideration, are considered to be members of a given set , the absolute complement of is the set of elements in that are not in . The relative complement of with respect to a set , also termed the set difference of and , written B \setminus A, is the set of elements in that are not in . Absolute complement Definition If is a set, then the absolute complement of (or simply the complement of ) is the set of elements not in (within a larger set that is implicitly defined). In other words, let be a set that contains all the elements under study; if there is no need to mention , either because it has been previously specified, or it is obvious and unique, then the absolute complement of is the relative complement of in : A^\complement = U \setminus A. Or formally: A^\complement = \. The absolute complement of is u ...
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Semi-ring Of Sets
In abstract algebra, a semiring is an algebraic structure similar to a ring, but without the requirement that each element must have an additive inverse. The term rig is also used occasionally—this originated as a joke, suggesting that rigs are ri''n''gs without ''n''egative elements, similar to using '' rng'' to mean a r''i''ng without a multiplicative ''i''dentity. Tropical semirings are an active area of research, linking algebraic varieties with piecewise linear structures. Definition A semiring is a set R equipped with two binary operations \,+\, and \,\cdot,\, called addition and multiplication, such that:Lothaire (2005) p.211Sakarovitch (2009) pp.27–28 * (R, +) is a commutative monoid with identity element 0: ** (a + b) + c = a + (b + c) ** 0 + a = a = a + 0 ** a + b = b + a * (R, \,\cdot\,) is a monoid with identity element 1: ** (a \cdot b) \cdot c = a \cdot (b \cdot c) ** 1 \cdot a = a = a \cdot 1 * Multiplication left and right distributes over addition: ** ...
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Restriction (mathematics)
In mathematics, the restriction of a function f is a new function, denoted f\vert_A or f , obtained by choosing a smaller domain A for the original function f. The function f is then said to extend f\vert_A. Formal definition Let f : E \to F be a function from a set E to a set F. If a set A is a subset of E, then the restriction of f to A is the function _A : A \to F given by _A(x) = f(x) for x \in A. Informally, the restriction of f to A is the same function as f, but is only defined on A. If the function f is thought of as a relation (x,f(x)) on the Cartesian product E \times F, then the restriction of f to A can be represented by its graph where the pairs (x,f(x)) represent ordered pairs in the graph G. Extensions A function F is said to be an ' of another function f if whenever x is in the domain of f then x is also in the domain of F and f(x) = F(x). That is, if \operatorname f \subseteq \operatorname F and F\big\vert_ = f. A '' '' (respectively, '' '', etc.) of ...
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Pre-measures
In mathematics, a pre-measure is a set function that is, in some sense, a precursor to a ''bona fide'' measure on a given space. Indeed, one of the fundamental theorems in measure theory states that a pre-measure can be extended to a measure. Definition Let R be a ring of subsets (closed under union and relative complement) of a fixed set X and let \mu_0 : R \to , \infty/math> be a set function. \mu_0 is called a pre-measure if \mu_0(\varnothing) = 0 and, for every countable (or finite) sequence A_1, A_2, \ldots \in R of pairwise disjoint sets whose union lies in R, \mu_0 \left(\bigcup_^\infty A_n\right) = \sum_^\infty \mu_0(A_n). The second property is called \sigma-additivity. Thus, what is missing for a pre-measure to be a measure is that it is not necessarily defined on a sigma-algebra (or a sigma-ring). Carathéodory's extension theorem It turns out that pre-measures give rise quite naturally to outer measure In the mathematical field of measure theory, an outer me ...
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Disjoint Set
In mathematics, two sets are said to be disjoint sets if they have no element in common. Equivalently, two disjoint sets are sets whose intersection is the empty set.. For example, and are ''disjoint sets,'' while and are not disjoint. A collection of two or more sets is called disjoint if any two distinct sets of the collection are disjoint. Generalizations This definition of disjoint sets can be extended to a family of sets \left(A_i\right)_: the family is pairwise disjoint, or mutually disjoint if A_i \cap A_j = \varnothing whenever i \neq j. Alternatively, some authors use the term disjoint to refer to this notion as well. For families the notion of pairwise disjoint or mutually disjoint is sometimes defined in a subtly different manner, in that repeated identical members are allowed: the family is pairwise disjoint if A_i \cap A_j = \varnothing whenever A_i \neq A_j (every two ''distinct'' sets in the family are disjoint).. For example, the collection of sets is di ...
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Integer
An integer is the number zero (), a positive natural number (, , , etc.) or a negative integer with a minus sign (−1, −2, −3, etc.). The negative numbers are the additive inverses of the corresponding positive numbers. In the language of mathematics, the set of integers is often denoted by the boldface or blackboard bold \mathbb. The set of natural numbers \mathbb is a subset of \mathbb, which in turn is a subset of the set of all rational numbers \mathbb, itself a subset of the real numbers \mathbb. Like the natural numbers, \mathbb is countably infinite. An integer may be regarded as a real number that can be written without a fractional component. For example, 21, 4, 0, and −2048 are integers, while 9.75, , and  are not. The integers form the smallest group and the smallest ring containing the natural numbers. In algebraic number theory, the integers are sometimes qualified as rational integers to distinguish them from the more general algebraic integers ...
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