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Radon–Nikodym Theorem
In mathematics, the Radon–Nikodym theorem is a result in measure theory that expresses the relationship between two measures defined on the same measurable space. A ''measure'' is a set function that assigns a consistent magnitude to the measurable subsets of a measurable space. Examples of a measure include area and volume, where the subsets are sets of points; or the probability of an event, which is a subset of possible outcomes within a wider probability space. One way to derive a new measure from one already given is to assign a density to each point of the space, then Lebesgue integration, integrate over the measurable subset of interest. This can be expressed as :\nu(A) = \int_A f \, d\mu, where is the new measure being defined for any measurable subset and the function is the density at a given point. The integral is with respect to an existing measure , which may often be the canonical Lebesgue measure on the real line or the ''n''-dimensional Euclidean space (corr ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] [Amazon] |
Mathematics
Mathematics is a field of study that discovers and organizes methods, Mathematical theory, theories and theorems that are developed and Mathematical proof, proved for the needs of empirical sciences and mathematics itself. There are many areas of mathematics, which include number theory (the study of numbers), algebra (the study of formulas and related structures), geometry (the study of shapes and spaces that contain them), Mathematical analysis, analysis (the study of continuous changes), and set theory (presently used as a foundation for all mathematics). Mathematics involves the description and manipulation of mathematical object, abstract objects that consist of either abstraction (mathematics), abstractions from nature orin modern mathematicspurely abstract entities that are stipulated to have certain properties, called axioms. Mathematics uses pure reason to proof (mathematics), prove properties of objects, a ''proof'' consisting of a succession of applications of in ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] [Amazon] |
Riesz Space
In mathematics, a Riesz space, lattice-ordered vector space or vector lattice is a partially ordered vector space where the order structure is a lattice. Riesz spaces are named after Frigyes Riesz who first defined them in his 1928 paper ''Sur la décomposition des opérations fonctionelles linéaires''. Riesz spaces have wide-ranging applications. They are important in measure theory, in that important results are special cases of results for Riesz spaces. For example, the Radon–Nikodym theorem follows as a special case of the Freudenthal spectral theorem. Riesz spaces have also seen application in mathematical economics through the work of Greek-American economist and mathematician Charalambos D. Aliprantis. Definition Preliminaries If X is an ordered vector space (which by definition is a vector space over the reals) and if S is a subset of X then an element b \in X is an upper bound (resp. lower bound) of S if s \leq b (resp. s \geq b) for all s \in S. An el ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] [Amazon] |
Calculus
Calculus is the mathematics, mathematical study of continuous change, in the same way that geometry is the study of shape, and algebra is the study of generalizations of arithmetic operations. Originally called infinitesimal calculus or "the calculus of infinitesimals", it has two major branches, differential calculus and integral calculus. The former concerns instantaneous Rate of change (mathematics), rates of change, and the slopes of curves, while the latter concerns accumulation of quantities, and areas under or between curves. These two branches are related to each other by the fundamental theorem of calculus. They make use of the fundamental notions of convergence (mathematics), convergence of infinite sequences and Series (mathematics), infinite series to a well-defined limit (mathematics), limit. It is the "mathematical backbone" for dealing with problems where variables change with time or another reference variable. Infinitesimal calculus was formulated separately ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] [Amazon] |
Derivative
In mathematics, the derivative is a fundamental tool that quantifies the sensitivity to change of a function's output with respect to its input. The derivative of a function of a single variable at a chosen input value, when it exists, is the slope of the tangent line to the graph of the function at that point. The tangent line is the best linear approximation of the function near that input value. For this reason, the derivative is often described as the instantaneous rate of change, the ratio of the instantaneous change in the dependent variable to that of the independent variable. The process of finding a derivative is called differentiation. There are multiple different notations for differentiation. '' Leibniz notation'', named after Gottfried Wilhelm Leibniz, is represented as the ratio of two differentials, whereas ''prime notation'' is written by adding a prime mark. Higher order notations represent repeated differentiation, and they are usually denoted in Leib ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] [Amazon] |
Almost Everywhere
In measure theory (a branch of mathematical analysis), a property holds almost everywhere if, in a technical sense, the set for which the property holds takes up nearly all possibilities. The notion of "almost everywhere" is a companion notion to the concept of measure zero, and is analogous to the notion of '' almost surely'' in probability theory. More specifically, a property holds almost everywhere if it holds for all elements in a set except a subset of measure zero, or equivalently, if the set of elements for which the property holds is conull. In cases where the measure is not complete, it is sufficient that the set be contained within a set of measure zero. When discussing sets of real numbers, the Lebesgue measure is usually assumed unless otherwise stated. The term ''almost everywhere'' is abbreviated ''a.e.''; in older literature ''p.p.'' is used, to stand for the equivalent French language phrase ''presque partout''. A set with full measure is one whose complement ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] [Amazon] |
Null Set
In mathematical analysis, a null set is a Lebesgue measurable set of real numbers that has measure zero. This can be characterized as a set that can be covered by a countable union of intervals of arbitrarily small total length. The notion of null set should not be confused with the empty set as defined in set theory. Although the empty set has Lebesgue measure zero, there are also non-empty sets which are null. For example, any non-empty countable set of real numbers has Lebesgue measure zero and therefore is null. More generally, on a given measure space M = (X, \Sigma, \mu) a null set is a set S \in \Sigma such that \mu(S) = 0. Examples Every finite or countably infinite subset of the real numbers is a null set. For example, the set of natural numbers , the set of rational numbers and the set of algebraic numbers are all countably infinite and therefore are null sets when considered as subsets of the real numbers. The Cantor set is an example of an uncountable ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] [Amazon] |
Up To
Two Mathematical object, mathematical objects and are called "equal up to an equivalence relation " * if and are related by , that is, * if holds, that is, * if the equivalence classes of and with respect to are equal. This figure of speech is mostly used in connection with expressions derived from equality, such as uniqueness or count. For example, " is unique up to " means that all objects under consideration are in the same equivalence class with respect to the relation . Moreover, the equivalence relation is often designated rather implicitly by a generating condition or transformation. For example, the statement "an integer's prime factorization is unique up to ordering" is a concise way to say that any two lists of prime factors of a given integer are equivalent with respect to the relation that relates two lists if one can be obtained by reordering (permutation, permuting) the other. As another example, the statement "the solution to an indefinite integral is , up ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] [Amazon] |
Measurable Function
In mathematics, and in particular measure theory, a measurable function is a function between the underlying sets of two measurable spaces that preserves the structure of the spaces: the preimage of any measurable set is measurable. This is in direct analogy to the definition that a continuous function between topological spaces preserves the topological structure: the preimage of any open set is open. In real analysis, measurable functions are used in the definition of the Lebesgue integral. In probability theory, a measurable function on a probability space is known as a random variable. Formal definition Let (X,\Sigma) and (Y,\Tau) be measurable spaces, meaning that X and Y are sets equipped with respective \sigma-algebras \Sigma and \Tau. A function f:X\to Y is said to be measurable if for every E\in \Tau the pre-image of E under f is in \Sigma; that is, for all E \in \Tau f^(E) := \ \in \Sigma. That is, \sigma (f)\subseteq\Sigma, where \sigma (f) is the σ-algeb ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] [Amazon] |
Absolute Continuity
In calculus and real analysis, absolute continuity is a smoothness property of functions that is stronger than continuity and uniform continuity. The notion of absolute continuity allows one to obtain generalizations of the relationship between the two central operations of calculus— differentiation and integration. This relationship is commonly characterized (by the fundamental theorem of calculus) in the framework of Riemann integration, but with absolute continuity it may be formulated in terms of Lebesgue integration. For real-valued functions on the real line, two interrelated notions appear: absolute continuity of functions and absolute continuity of measures. These two notions are generalized in different directions. The usual derivative of a function is related to the '' Radon–Nikodym derivative'', or ''density'', of a measure. We have the following chains of inclusions for functions over a compact subset of the real line: : ''absolutely continuous'' ⊆ '' unifo ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] [Amazon] |
σ-finite Measure
In mathematics, given a positive or a signed measure \mu on a measurable space (X, \mathcal F), a \sigma-finite subset is a measurable subset which is the union of a countable number of measurable subsets of finite measure. The measure \mu is called a \sigma-finite measure if the set X is \sigma-finite. A finite measure, for instance a probability measure, is always \sigma-finite. A different but related notion that should not be confused with \sigma-finiteness is s-finiteness. Definition Let (X, \mathcal) be a measurable space and \mu a measure on it. The measure \mu is called a σ-finite measure, if it satisfies one of the four following equivalent criteria: # the set X can be covered with at most countably many measurable sets with finite measure. This means that there are sets A_1, A_2, \ldots \in \mathcal A with \mu\left(A_n\right) < \infty for all that satisfy . # the ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] [Amazon] |
Hilbert Space
In mathematics, a Hilbert space is a real number, real or complex number, complex inner product space that is also a complete metric space with respect to the metric induced by the inner product. It generalizes the notion of Euclidean space. The inner product allows lengths and angles to be defined. Furthermore, Complete metric space, completeness means that there are enough limit (mathematics), limits in the space to allow the techniques of calculus to be used. A Hilbert space is a special case of a Banach space. Hilbert spaces were studied beginning in the first decade of the 20th century by David Hilbert, Erhard Schmidt, and Frigyes Riesz. They are indispensable tools in the theories of partial differential equations, mathematical formulation of quantum mechanics, quantum mechanics, Fourier analysis (which includes applications to signal processing and heat transfer), and ergodic theory (which forms the mathematical underpinning of thermodynamics). John von Neumann coined the ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] [Amazon] |
Mutatis Mutandis
''Mutatis mutandis'' is a Medieval Latin phrase meaning "with things changed that should be changed" or "once the necessary changes have been made", literally: having been changed, going to be changed. It continues to be seen as a foreign-origin phrase (and thus, unnaturalized, meaning not integrated as part of native vocabulary) in English and is therefore usually italicized in writing. It is used in many countries to acknowledge that a comparison being made requires certain obvious alterations, which are left unstated. It is not to be confused with the similar ''ceteris paribus'', which excludes any changes other than those explicitly mentioned. ''Mutatis mutandis'' is still used in law, economics, mathematics, linguistics and philosophy. In particular, in logic, it is encountered when discussing counterfactuals, as a shorthand for all the initial and derived changes which have been previously discussed. Latin The phrase '—now sometimes written ' to show vowel length—do ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] [Amazon] |
