Vitali–Carathéodory Theorem
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Vitali–Carathéodory Theorem
In mathematics, the Vitali–Carathéodory theorem is a result in real analysis that shows that, under the conditions stated below, integrable functions can be approximated in L1 from above and below by lower- and upper-semicontinuous functions, respectively. It is named after Giuseppe Vitali and Constantin Carathéodory. Statement of the theorem Let ''X'' be a locally compact Hausdorff space equipped with a Borel measure In mathematics, specifically in measure theory, a Borel measure on a topological space is a measure that is defined on all open sets (and thus on all Borel sets). Some authors require additional restrictions on the measure, as described below. F ..., µ, that is finite on every compact set, outer regular, and tight when restricted to any Borel set that is open or of finite mass. If ''f'' is an element of L1(µ) then, for every ''ε'' > 0, there are functions ''u'' and ''v'' on ''X'' such that ''u'' ≤ ''f'' ≤ ''v'', ''u'' is upper-semicontinuous and ...
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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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Real Analysis
In mathematics, the branch of real analysis studies the behavior of real numbers, sequences and series of real numbers, and real functions. Some particular properties of real-valued sequences and functions that real analysis studies include convergence, limits, continuity, smoothness, differentiability and integrability. Real analysis is distinguished from complex analysis, which deals with the study of complex numbers and their functions. Scope Construction of the real numbers The theorems of real analysis rely on the properties of the real number system, which must be established. The real number system consists of an uncountable set (\mathbb), together with two binary operations denoted and , and an order denoted . The operations make the real numbers a field, and, along with the order, an ordered field. The real number system is the unique ''complete ordered field'', in the sense that any other complete ordered field is isomorphic to it. Intuitively, completeness means ...
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Integrable
In mathematics, integrability is a property of certain dynamical systems. While there are several distinct formal definitions, informally speaking, an integrable system is a dynamical system with sufficiently many conserved quantities, or first integrals, such that its behaviour has far fewer degrees of freedom than the dimensionality of its phase space; that is, its evolution is restricted to a submanifold within its phase space. Three features are often referred to as characterizing integrable systems: * the existence of a ''maximal'' set of conserved quantities (the usual defining property of complete integrability) * the existence of algebraic invariants, having a basis in algebraic geometry (a property known sometimes as algebraic integrability) * the explicit determination of solutions in an explicit functional form (not an intrinsic property, but something often referred to as solvability) Integrable systems may be seen as very different in qualitative character from more ...
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Upper-semicontinuous
In mathematical analysis, semicontinuity (or semi-continuity) is a property of extended real-valued functions that is weaker than continuity. An extended real-valued function f is upper (respectively, lower) semicontinuous at a point x_0 if, roughly speaking, the function values for arguments near x_0 are not much higher (respectively, lower) than f\left(x_0\right). A function is continuous if and only if it is both upper and lower semicontinuous. If we take a continuous function and increase its value at a certain point x_0 to f\left(x_0\right) + c for some c>0, then the result is upper semicontinuous; if we decrease its value to f\left(x_0\right) - c then the result is lower semicontinuous. The notion of upper and lower semicontinuous function was first introduced and studied by René Baire in his thesis in 1899. Definitions Assume throughout that X is a topological space and f:X\to\overline is a function with values in the extended real numbers \overline=\R \cu ...
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Giuseppe Vitali
Giuseppe Vitali (26 August 1875 – 29 February 1932) was an Italian mathematician who worked in several branches of mathematical analysis. He gives his name to several entities in mathematics, most notably the Vitali set with which he was the first to give an example of a non-measurable subset of real numbers. Biography Giuseppe Vitali was the eldest of five children. His father, Domenico Vitali, worked for a railway company in Ravenna while his mother, Zenobia Casadio, was able to stay at home and look after her children. He completed his elementary education in Ravenna in 1886, and then spent three years at the Ginnasio Comunale in Ravenna where his performance in the final examinations of 1889 was average. He continued his secondary education in Ravenna at the Dante Alighieri High School. There his mathematics teacher was Giuseppe Nonni who quickly realised the young Giuseppe had great potential. He wrote to Giuseppe's father, in a letter dated 28 June 1895, asking that he ...
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Constantin Carathéodory
Constantin Carathéodory ( el, Κωνσταντίνος Καραθεοδωρή, Konstantinos Karatheodori; 13 September 1873 – 2 February 1950) was a Greek mathematician who spent most of his professional career in Germany. He made significant contributions to real and complex analysis, the calculus of variations, and measure theory. He also created an axiomatic formulation of thermodynamics. Carathéodory is considered one of the greatest mathematicians of his era and the most renowned Greek mathematician since antiquity. Origins Constantin Carathéodory was born in 1873 in Berlin to Greek parents and grew up in Brussels. His father Stephanos, a lawyer, served as the Ottoman ambassador to Belgium, St. Petersburg and Berlin. His mother, Despina, née Petrokokkinos, was from the island of Chios. The Carathéodory family, originally from Bosnochori or Vyssa, was well established and respected in Constantinople, and its members held many important governmental positions. Th ...
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Locally Compact
In topology and related branches of mathematics, a topological space is called locally compact if, roughly speaking, each small portion of the space looks like a small portion of a compact space. More precisely, it is a topological space in which every point has a compact neighborhood. In mathematical analysis locally compact spaces that are Hausdorff are of particular interest; they are abbreviated as LCH spaces. Formal definition Let ''X'' be a topological space. Most commonly ''X'' is called locally compact if every point ''x'' of ''X'' has a compact neighbourhood, i.e., there exists an open set ''U'' and a compact set ''K'', such that x\in U\subseteq K. There are other common definitions: They are all equivalent if ''X'' is a Hausdorff space (or preregular). But they are not equivalent in general: :1. every point of ''X'' has a compact neighbourhood. :2. every point of ''X'' has a closed compact neighbourhood. :2′. every point of ''X'' has a relatively compact neighbourhoo ...
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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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Borel Measure
In mathematics, specifically in measure theory, a Borel measure on a topological space is a measure that is defined on all open sets (and thus on all Borel sets). Some authors require additional restrictions on the measure, as described below. Formal definition Let X be a locally compact Hausdorff space, and let \mathfrak(X) be the smallest σ-algebra that contains the open sets of X; this is known as the σ-algebra of Borel sets. A Borel measure is any measure \mu defined on the σ-algebra of Borel sets. A few authors require in addition that \mu is locally finite, meaning that \mu(C) 0 and μ(''B''(''x'', ''r'')) ≤ ''rs'' holds for some constant ''s'' > 0 and for every ball ''B''(''x'', ''r'') in ''X'', then the Hausdorff dimension dimHaus(''X'') ≥ ''s''. A partial converse is provided by the Frostman lemma: Lemma: Let ''A'' be a Borel subset of R''n'', and let ''s'' > 0. Then the following are equivalent: *''H''''s''(''A'') > 0, where ''H''''s'' den ...
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Compact Set
In mathematics, specifically general topology, compactness is a property that seeks to generalize the notion of a closed and bounded subset of Euclidean space by making precise the idea of a space having no "punctures" or "missing endpoints", i.e. that the space not exclude any ''limiting values'' of points. For example, the open interval (0,1) would not be compact because it excludes the limiting values of 0 and 1, whereas the closed interval ,1would be compact. Similarly, the space of rational numbers \mathbb is not compact, because it has infinitely many "punctures" corresponding to the irrational numbers, and the space of real numbers \mathbb is not compact either, because it excludes the two limiting values +\infty and -\infty. However, the ''extended'' real number line ''would'' be compact, since it contains both infinities. There are many ways to make this heuristic notion precise. These ways usually agree in a metric space, but may not be equivalent in other topologic ...
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Outer Regular
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 co ...
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Tightness Of Measures
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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