|
Tight Measure
In mathematics, tightness is a concept in measure theory. The intuitive idea is that a given collection of measures does not "escape to infinity". Definitions Let (X, T) be a Hausdorff space, and let \Sigma be a σ-algebra on X that contains the topology T. (Thus, every open subset of X is a measurable set and \Sigma is at least as fine as the Borel σ-algebra on X.) Let M be a collection of (possibly signed or complex) measures defined on \Sigma. The collection M is called tight (or sometimes uniformly tight) if, for any \varepsilon > 0, there is a compact subset K_ of X such that, for all measures \mu \in M, :, \mu, (X \setminus K_) 1 - \varepsilon. \, If a tight collection M consists of a single measure \mu, then (depending upon the author) \mu may either be said to be a tight measure or to be an inner regular measure. If Y is an X-valued random variable whose probability distribution on X is a tight measure then Y is said to be a separable random variable or ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Mathematics
Mathematics is an area of knowledge that includes the topics of numbers, formulas and related structures, shapes and the spaces in which they are contained, and quantities and their changes. These topics are represented in modern mathematics with the major subdisciplines of number theory, algebra, geometry, and analysis, respectively. There is no general consensus among mathematicians about a common definition for their academic discipline. Most mathematical activity involves the discovery of properties of abstract objects and the use of pure reason to prove them. These objects consist of either abstractions from nature orin modern mathematicsentities that are stipulated to have certain properties, called axioms. A ''proof'' consists of a succession of applications of deductive rules to already established results. These results include previously proved theorems, axioms, andin case of abstraction from naturesome basic properties that are considered true starting points of ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Order Topology
In mathematics, an order topology is a certain topology that can be defined on any totally ordered set. It is a natural generalization of the topology of the real numbers to arbitrary totally ordered sets. If ''X'' is a totally ordered set, the order topology on ''X'' is generated by the subbase of "open rays" :\ :\ for all ''a, b'' in ''X''. Provided ''X'' has at least two elements, this is equivalent to saying that the open intervals :(a,b) = \ together with the above rays form a base for the order topology. The open sets in ''X'' are the sets that are a union of (possibly infinitely many) such open intervals and rays. A topological space ''X'' is called orderable or linearly orderable if there exists a total order on its elements such that the order topology induced by that order and the given topology on ''X'' coincide. The order topology makes ''X'' into a completely normal Hausdorff space. The standard topologies on R, Q, Z, and N are the order topologies. Indu ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Mean
There are several kinds of mean in mathematics, especially in statistics. Each mean serves to summarize a given group of data, often to better understand the overall value (magnitude and sign) of a given data set. For a data set, the ''arithmetic mean'', also known as "arithmetic average", is a measure of central tendency of a finite set of numbers: specifically, the sum of the values divided by the number of values. The arithmetic mean of a set of numbers ''x''1, ''x''2, ..., x''n'' is typically denoted using an overhead bar, \bar. If the data set were based on a series of observations obtained by sampling from a statistical population, the arithmetic mean is the ''sample mean'' (\bar) to distinguish it from the mean, or expected value, of the underlying distribution, the ''population mean'' (denoted \mu or \mu_x).Underhill, L.G.; Bradfield d. (1998) ''Introstat'', Juta and Company Ltd.p. 181/ref> Outside probability and statistics, a wide range of other notions of mean are o ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Expected Value
In probability theory, the expected value (also called expectation, expectancy, mathematical expectation, mean, average, or first moment) is a generalization of the weighted average. Informally, the expected value is the arithmetic mean of a large number of independently selected outcomes of a random variable. The expected value of a random variable with a finite number of outcomes is a weighted average of all possible outcomes. In the case of a continuum of possible outcomes, the expectation is defined by integration. In the axiomatic foundation for probability provided by measure theory, the expectation is given by Lebesgue integration. The expected value of a random variable is often denoted by , , or , with also often stylized as or \mathbb. History The idea of the expected value originated in the middle of the 17th century from the study of the so-called problem of points, which seeks to divide the stakes ''in a fair way'' between two players, who have to end th ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Gaussian Measure
In mathematics, Gaussian measure is a Borel measure on finite-dimensional Euclidean space R''n'', closely related to the normal distribution in statistics. There is also a generalization to infinite-dimensional spaces. Gaussian measures are named after the Germany, German mathematician Carl Friedrich Gauss. One reason why Gaussian measures are so ubiquitous in probability theory is the central limit theorem. Loosely speaking, it states that if a random variable ''X'' is obtained by summing a large number ''N'' of independent random variables of order 1, then ''X'' is of order \sqrt and its law is approximately Gaussian. Definitions Let ''n'' ∈ N and let ''B''0(R''n'') denote the complete measure, completion of the Borel sigma algebra, Borel ''σ''-algebra on R''n''. Let ''λ''''n'' : ''B''0(R''n'') → [0, +∞] denote the usual ''n''-dimensional Lebesgue measure. Then the standard Gaussian measure ''γ''''n'' : ''B''0(R''n'') → [0, 1] is defined by :\gamma^ (A) = \frac \ ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Euclidean Space
Euclidean space is the fundamental space of geometry, intended to represent physical space. Originally, that is, in Euclid's Elements, Euclid's ''Elements'', it was the three-dimensional space of Euclidean geometry, but in modern mathematics there are Euclidean spaces of any positive integer dimension (mathematics), dimension, including the three-dimensional space and the ''Euclidean plane'' (dimension two). The qualifier "Euclidean" is used to distinguish Euclidean spaces from other spaces that were later considered in physics and modern mathematics. Ancient History of geometry#Greek geometry, Greek geometers introduced Euclidean space for modeling the physical space. Their work was collected by the Greek mathematics, ancient Greek mathematician Euclid in his ''Elements'', with the great innovation of ''mathematical proof, proving'' all properties of the space as theorems, by starting from a few fundamental properties, called ''postulates'', which either were considered as eviden ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Support (measure Theory)
In mathematics, the support (sometimes topological support or spectrum) of a measure ''μ'' on a measurable topological space (''X'', Borel(''X'')) is a precise notion of where in the space ''X'' the measure "lives". It is defined to be the largest ( closed) subset of ''X'' for which every open neighbourhood of every point of the set has positive measure. Motivation A (non-negative) measure \mu on a measurable space (X, \Sigma) is really a function \mu : \Sigma \to , +\infty. Therefore, in terms of the usual definition of support, the support of \mu is a subset of the σ-algebra \Sigma : :\operatorname (\mu) := \overline, where the overbar denotes set closure. However, this definition is somewhat unsatisfactory: we use the notion of closure, but we do not even have a topology on \Sigma . What we really want to know is where in the space X the measure \mu is non-zero. Consider two examples: # Lebesgue measure \lambda on the real line \mathbb . It seems ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Bounded Set
:''"Bounded" and "boundary" are distinct concepts; for the latter see boundary (topology). A circle in isolation is a boundaryless bounded set, while the half plane is unbounded yet has a boundary. In mathematical analysis and related areas of mathematics, a set is called bounded if it is, in a certain sense, of finite measure. Conversely, a set which is not bounded is called unbounded. The word 'bounded' makes no sense in a general topological space without a corresponding metric Metric or metrical may refer to: * Metric system, an internationally adopted decimal system of measurement * An adjective indicating relation to measurement in general, or a noun describing a specific type of measurement Mathematics In mathem .... A bounded set is not necessarily a closed set and vise versa. For example, a subset ''S'' of a 2-dimensional real space R''2'' constrained by two parabolic curves ''x''2 + 1 and ''x''2 - 1 defined in a Cartesian coordinate system is a closed but is not b ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Closed Set
In geometry, topology, and related branches of mathematics, a closed set is a set whose complement is an open set. In a topological space, a closed set can be defined as a set which contains all its limit points. In a complete metric space, a closed set is a set which is closed under the limit operation. This should not be confused with a closed manifold. Equivalent definitions By definition, a subset A of a topological space (X, \tau) is called if its complement X \setminus A is an open subset of (X, \tau); that is, if X \setminus A \in \tau. A set is closed in X if and only if it is equal to its closure in X. Equivalently, a set is closed if and only if it contains all of its limit points. Yet another equivalent definition is that a set is closed if and only if it contains all of its boundary points. Every subset A \subseteq X is always contained in its (topological) closure in X, which is denoted by \operatorname_X A; that is, if A \subseteq X then A \subseteq \oper ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Dirac Measure
In mathematics, a Dirac measure assigns a size to a set based solely on whether it contains a fixed element ''x'' or not. It is one way of formalizing the idea of the Dirac delta function, an important tool in physics and other technical fields. Definition A Dirac measure is a measure on a set (with any -algebra of subsets of ) defined for a given and any (measurable) set by :\delta_x (A) = 1_A(x)= \begin 0, & x \not \in A; \\ 1, & x \in A. \end where is the indicator function of . The Dirac measure is a probability measure, and in terms of probability it represents the almost sure outcome in the sample space . We can also say that the measure is a single atom at ; however, treating the Dirac measure as an atomic measure is not correct when we consider the sequential definition of Dirac delta, as the limit of a delta sequence. The Dirac measures are the extreme points of the convex set of probability measures on . The name is a back-formation from the Dirac delta fun ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Real Line
In elementary mathematics, a number line is a picture of a graduated straight line (geometry), line that serves as visual representation of the real numbers. Every point of a number line is assumed to correspond to a real number, and every real number to a point. The integers are often shown as specially-marked points evenly spaced on the line. Although the image only shows the integers from –3 to 3, the line includes all real numbers, continuing forever in each direction, and also numbers that are between the integers. It is often used as an aid in teaching simple addition and subtraction, especially involving negative numbers. In advanced mathematics, the number line can be called as a real line or real number line, formally defined as the set (mathematics), set of all real numbers, viewed as a geometry, geometric space (mathematics), space, namely the Euclidean space of dimension one. It can be thought of as a vector space (or affine space), a metric space, a topological ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Convergence Of Measures
In mathematics, more specifically measure theory, there are various notions of the convergence of measures. For an intuitive general sense of what is meant by ''convergence of measures'', consider a sequence of measures μ''n'' on a space, sharing a common collection of measurable sets. Such a sequence might represent an attempt to construct 'better and better' approximations to a desired measure μ that is difficult to obtain directly. The meaning of 'better and better' is subject to all the usual caveats for taking Limit of a sequence, limits; for any error tolerance ε > 0 we require there be ''N'' sufficiently large for ''n'' ≥ ''N'' to ensure the 'difference' between μ''n'' and μ is smaller than ε. Various notions of convergence specify precisely what the word 'difference' should mean in that description; these notions are not equivalent to one another, and vary in strength. Three of the most common notions of convergence are described below. Informal descriptions This s ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
