Trivial Measure
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Trivial Measure
In mathematics, specifically in measure theory, the trivial measure on any measurable space (''X'', Σ) is the measure ''μ'' which assigns zero measure to every measurable set: ''μ''(''A'') = 0 for all ''A'' in Σ. Properties of the trivial measure Let ''μ'' denote the trivial measure on some measurable space (''X'', Σ). * A measure ''ν'' is the trivial measure ''μ'' if and only if ''ν''(''X'') = 0. * ''μ'' is an invariant measure (and hence a quasi-invariant measure) for any measurable function ''f'' : ''X'' → ''X''. Suppose that ''X'' is a topological space and that Σ is the Borel ''σ''-algebra on ''X''. * ''μ'' trivially satisfies the condition to be a regular measure. * ''μ'' is never a strictly positive measure, regardless of (''X'', Σ), since every measurable 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 topol ...
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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 ...
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Hausdorff Space
In topology and related branches of mathematics, a Hausdorff space ( , ), separated space or T2 space is a topological space where, for any two distinct points, there exist neighbourhoods of each which are disjoint from each other. Of the many separation axioms that can be imposed on a topological space, the "Hausdorff condition" (T2) is the most frequently used and discussed. It implies the uniqueness of limits of sequences, nets, and filters. Hausdorff spaces are named after Felix Hausdorff, one of the founders of topology. Hausdorff's original definition of a topological space (in 1914) included the Hausdorff condition as an axiom. Definitions Points x and y in a topological space X can be '' separated by neighbourhoods'' if there exists a neighbourhood U of x and a neighbourhood V of y such that U and V are disjoint (U\cap V=\varnothing). X is a Hausdorff space if any two distinct points in X are separated by neighbourhoods. This condition is the third separation axiom ...
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Lebesgue Measure
In measure theory, a branch of mathematics, the Lebesgue measure, named after French mathematician Henri Lebesgue, is the standard way of assigning a measure to subsets of ''n''-dimensional Euclidean space. For ''n'' = 1, 2, or 3, it coincides with the standard measure of length, area, or volume. In general, it is also called ''n''-dimensional volume, ''n''-volume, or simply volume. It is used throughout real analysis, in particular to define Lebesgue integration. Sets that can be assigned a Lebesgue measure are called Lebesgue-measurable; the measure of the Lebesgue-measurable set ''A'' is here denoted by ''λ''(''A''). Henri Lebesgue described this measure in the year 1901, followed the next year by his description of the Lebesgue integral. Both were published as part of his dissertation in 1902. Definition For any interval I = ,b/math>, or I = (a, b), in the set \mathbb of real numbers, let \ell(I)= b - a denote its length. For any subset E\subseteq\mathbb, the Lebesgue oute ...
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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 ...
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There Is No Infinite-dimensional Lebesgue Measure
In mathematics, there is a folklore claim that there is no analogue of Lebesgue measure on an infinite-dimensional Banach space. The theorem this refers to states that there is no translationally invariant measure on a separable Banach space - because if any ball has nonzero non-infinite volume, a slightly smaller ball has zero volume, and countable many such smaller balls cover the space. The folklore statement, however, is entirely false. The countable product of Lebesgue measure is translationally invariant and gives the intuitive notion of volume as the infinite product of lengths, only the domain on which this product measure is defined must necessarily be non-separable, and the measure itself is not sigma finite. There are other kinds of measures with support entirely on separable Banach spaces: the abstract Wiener space construction gives the analog of products of Gaussian measures, which are not translationally invariant. Alternatively, one may consider Lebesgue measure on fi ...
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Banach Space
In mathematics, more specifically in functional analysis, a Banach space (pronounced ) is a complete normed vector space. Thus, a Banach space is a vector space with a metric that allows the computation of vector length and distance between vectors and is complete in the sense that a Cauchy sequence of vectors always converges to a well-defined limit that is within the space. Banach spaces are named after the Polish mathematician Stefan Banach, who introduced this concept and studied it systematically in 1920–1922 along with Hans Hahn and Eduard Helly. Maurice René Fréchet was the first to use the term "Banach space" and Banach in turn then coined the term "Fréchet space." Banach spaces originally grew out of the study of function spaces by Hilbert, Fréchet, and Riesz earlier in the century. Banach spaces play a central role in functional analysis. In other areas of analysis, the spaces under study are often Banach spaces. Definition A Banach space is a complete norme ...
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Dimension
In physics and mathematics, the dimension of a Space (mathematics), mathematical space (or object) is informally defined as the minimum number of coordinates needed to specify any Point (geometry), point within it. Thus, a Line (geometry), line has a dimension of one (1D) because only one coordinate is needed to specify a point on itfor example, the point at 5 on a number line. A Surface (mathematics), surface, such as the Boundary (mathematics), boundary of a Cylinder (geometry), cylinder or sphere, has a dimension of two (2D) because two coordinates are needed to specify a point on itfor example, both a latitude and longitude are required to locate a point on the surface of a sphere. A two-dimensional Euclidean space is a two-dimensional space on the Euclidean plane, plane. The inside of a cube, a cylinder or a sphere is three-dimensional (3D) because three coordinates are needed to locate a point within these spaces. In classical mechanics, space and time are different categ ...
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Infinity
Infinity is that which is boundless, endless, or larger than any natural number. It is often denoted by the infinity symbol . Since the time of the ancient Greeks, the philosophical nature of infinity was the subject of many discussions among philosophers. In the 17th century, with the introduction of the infinity symbol and the infinitesimal calculus, mathematicians began to work with infinite series and what some mathematicians (including l'Hôpital and Bernoulli) regarded as infinitely small quantities, but infinity continued to be associated with endless processes. As mathematicians struggled with the foundation of calculus, it remained unclear whether infinity could be considered as a number or magnitude and, if so, how this could be done. At the end of the 19th century, Georg Cantor enlarged the mathematical study of infinity by studying infinite sets and infinite numbers, showing that they can be of various sizes. For example, if a line is viewed as the set of all o ...
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Cone (linear Algebra)
In linear algebra, a ''cone''—sometimes called a linear cone for distinguishing it from other sorts of cones—is a subset of a vector space that is closure (mathematics), closed under scalar multiplication; that is, is a cone if x\in C implies sx\in C for every . When the scalars are real numbers, or belong to an ordered field, one generally calls a cone a subset of a vector space that is closed under multiplication by a ''positive scalar''. In this context, a convex cone is a cone that is closed under addition, or, equivalently, a subset of a vector space that is closed under linear combinations with positive coefficients. It follows that convex cones are convex sets. In this article, only the case of scalars in an ordered field is considered. Definition A subset ''C'' of a vector space ''V'' over an ordered field ''F'' is a cone (or sometimes called a linear cone) if for each ''x'' in ''C'' and positive scalar ''α'' in ''F'', the product ''αx'' is in ''C''. Note that s ...
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Radon Measure
In mathematics (specifically in measure theory), a Radon measure, named after Johann Radon, is a measure on the σ-algebra of Borel sets of a Hausdorff topological space ''X'' 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" with the topology of the space, and most measures used in mathematical analysis and in number theory are indeed Radon measures. Motivation A common problem is to find a good notion of a measure on a topological space that is compatible with the topology in some sense. One way to do this is to define a measure on the Borel sets of the topological space. In general there are several problems with this: for example, such a measure may not have a well defined support. Another approach to measure theory is to restrict to locally compact Hausdorff spaces, and only consider the measures that correspond to positive linear functionals on the space of ...
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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 ...
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Locally Finite Measure
In mathematics, a locally finite measure is a Measure (mathematics), measure for which every point of the measure space has a Neighbourhood (mathematics), neighbourhood of Finite set, finite measure. Definition Let (X, T) be a Hausdorff space, Hausdorff topological space and let \Sigma be a sigma algebra, \sigma-algebra on X that contains the topology T (so that every open set is a measurable set, and \Sigma is at least as fine as the Borel sigma algebra, Borel \sigma-algebra on X). A measure/signed measure/complex measure \mu defined on \Sigma is called locally finite if, for every point p of the space X, there is an open Neighbourhood (mathematics), neighbourhood N_p of p such that the \mu-measure of N_p is finite. In more condensed notation, \mu is locally finite if and only if \text p \in X, \text N_p \in T \mbox p \in N_p \mbox \left, \mu\left(N_p\right)\ < + \infty.


Examples

# Any probability measure on X is locally finite, since it a ...
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