Disintegration Theorem
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Disintegration Theorem
In mathematics, the disintegration theorem is a result in measure theory and probability theory. It rigorously defines the idea of a non-trivial "restriction" of a measure to a measure zero subset of the measure space in question. It is related to the existence of conditional probability measures. In a sense, "disintegration" is the opposite process to the construction of a product measure. Motivation Consider the unit square S = ,1times ,1/math> in the Euclidean plane \mathbb^2. Consider the probability measure \mu defined on S by the restriction of two-dimensional Lebesgue measure \lambda^2 to S. That is, the probability of an event E\subseteq S is simply the area of E. We assume E is a measurable subset of S. Consider a one-dimensional subset of S such as the line segment L_x = \\times, 1/math>. L_x has \mu-measure zero; every subset of L_x is a \mu-null set; since the Lebesgue measure space is a complete measure space, E \subseteq L_ \implies \mu (E) = 0. While true, this ...
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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 ...
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Topological Space
In mathematics, a topological space is, roughly speaking, a Geometry, geometrical space in which Closeness (mathematics), closeness is defined but cannot necessarily be measured by a numeric Distance (mathematics), distance. More specifically, a topological space is a Set (mathematics), set whose elements are called Point (geometry), points, along with an additional structure called a topology, which can be defined as a set of Neighbourhood (mathematics), neighbourhoods for each point that satisfy some Axiom#Non-logical axioms, axioms formalizing the concept of closeness. There are several equivalent definitions of a topology, the most commonly used of which is the definition through open sets, which is easier than the others to manipulate. A topological space is the most general type of a space (mathematics), mathematical space that allows for the definition of Limit (mathematics), limits, Continuous function (topology), continuity, and Connected space, connectedness. Common types ...
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Canonical Form
In mathematics and computer science, a canonical, normal, or standard form of a mathematical object is a standard way of presenting that object as a mathematical expression. Often, it is one which provides the simplest representation of an object and allows it to be identified in a unique way. The distinction between "canonical" and "normal" forms varies from subfield to subfield. In most fields, a canonical form specifies a ''unique'' representation for every object, while a normal form simply specifies its form, without the requirement of uniqueness. The canonical form of a positive integer in decimal representation is a finite sequence of digits that does not begin with zero. More generally, for a class of objects on which an equivalence relation is defined, a canonical form consists in the choice of a specific object in each class. For example: *Jordan normal form is a canonical form for matrix similarity. *The row echelon form is a canonical form, when one considers as equ ...
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Projection (mathematics)
In mathematics, a projection is an idempotent mapping of a set (or other mathematical structure) into a subset (or sub-structure). In this case, idempotent means that projecting twice is the same as projecting once. The restriction to a subspace of a projection is also called a ''projection'', even if the idempotence property is lost. An everyday example of a projection is the casting of shadows onto a plane (sheet of paper): the projection of a point is its shadow on the sheet of paper, and the projection (shadow) of a point on the sheet of paper is that point itself (idempotency). The shadow of a three-dimensional sphere is a disk. Originally, the notion of projection was introduced in Euclidean geometry to denote the projection of the three-dimensional Euclidean space onto a plane in it, like the shadow example. The two main projections of this kind are: * The projection from a point onto a plane or central projection: If is a point, called the center of projection, then t ...
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Cartesian Product
In mathematics, specifically set theory, the Cartesian product of two sets and , denoted , is the set of all ordered pairs where is an element of and is an element of . In terms of set-builder notation, that is A\times B = \. A table can be created by taking the Cartesian product of a set of rows and a set of columns. If the Cartesian product is taken, the cells of the table contain ordered pairs of the form . One can similarly define the Cartesian product of sets, also known as an -fold Cartesian product, which can be represented by an -dimensional array, where each element is an -tuple. An ordered pair is a 2-tuple or couple. More generally still, one can define the Cartesian product of an indexed family of sets. The Cartesian product is named after René Descartes, whose formulation of analytic geometry gave rise to the concept, which is further generalized in terms of direct product. Set-theoretic definition A rigorous definition of the Cartesian product re ...
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Indicator Function
In mathematics, an indicator function or a characteristic function of a subset of a set is a function that maps elements of the subset to one, and all other elements to zero. That is, if is a subset of some set , then the indicator function of is the function \mathbf_A defined by \mathbf_\!(x) = 1 if x \in A, and \mathbf_\!(x) = 0 otherwise. Other common notations are and \chi_A. The indicator function of is the Iverson bracket of the property of belonging to ; that is, \mathbf_(x) = \left x\in A\ \right For example, the Dirichlet function is the indicator function of the rational numbers as a subset of the real numbers. Definition Given an arbitrary set , the indicator function of a subset of is the function \mathbf_A \colon X \mapsto \ defined by \operatorname\mathbf_A\!( x ) = \begin 1 & \text x \in A \\ 0 & \text x \notin A \,. \end The Iverson bracket provides the equivalent notation \left x\in A\ \right/math> or that can be used instead of \mathbf_\ ...
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Almost All
In mathematics, the term "almost all" means "all but a negligible quantity". More precisely, if X is a set (mathematics), set, "almost all elements of X" means "all elements of X but those in a negligible set, negligible subset of X". The meaning of "negligible" depends on the mathematical context; for instance, it can mean finite set, finite, countable set, countable, or null set, null. In contrast, "almost no" means "a negligible quantity"; that is, "almost no elements of X" means "a negligible quantity of elements of X". Meanings in different areas of mathematics Prevalent meaning Throughout mathematics, "almost all" is sometimes used to mean "all (elements of an infinite set) except for finite set, finitely many". This use occurs in philosophy as well. Similarly, "almost all" can mean "all (elements of an uncountable set) except for countable set, countably many". Examples: * Almost all positive integers are greater than 1012. * Almost all prime numbers are odd (2 is the only ...
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Fiber (mathematics)
In mathematics, the fiber (American English, US English) or fibre (British English) of an element (mathematics), element y under a function (mathematics), function f is the preimage of the singleton (mathematics), singleton set \, that is :f^(y) = \. Properties and applications In elementary set theory If X and Y are the domain of a function, domain and image of a function, image of f, respectively, then the fibers of f are the sets in :\left\\quad=\quad \left\ which is a partition (mathematics), partition of the domain set X. Note that y must be restricted to the image set Y of f, since otherwise f^(y) would be the empty set which is not allowed in a partition. The fiber containing an element x\in X is the set f^(f(x)). For example, let f be the function from \R^2 to \R that sends point (a,b) to a+b. The fiber of 5 under f are all the points on the straight line with equation (mathematics), equation a+b=5. The fibers of f are that line and all the straight lines parallel ...
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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 ...
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Pushforward Measure
In measure theory, a pushforward measure (also known as push forward, push-forward or image measure) is obtained by transferring ("pushing forward") a measure from one measurable space to another using a measurable function. Definition Given measurable spaces (X_1,\Sigma_1) and (X_2,\Sigma_2), a measurable function f\colon X_1\to X_2 and a measure \mu\colon\Sigma_1\to ,+\infty/math>, the pushforward of \mu by f is defined to be the measure f_(\mu)\colon\Sigma_2\to ,+\infty/math> given by :f_ (\mu) (B) = \mu \left( f^ (B) \right) for B \in \Sigma_. This definition applies ''mutatis mutandis'' for a signed or complex measure. The pushforward measure is also denoted as \mu \circ f^, f_\sharp \mu, f \sharp \mu, or f \# \mu. Properties Change of variable formula Theorem:Theorem 3.6.1 in A measurable function ''g'' on ''X''2 is integrable with respect to the pushforward measure ''f''∗(''μ'') if and only if the composition g \circ f is integrable with respect to the measure ' ...
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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 ...
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Radon Measure
In mathematics (specifically in measure theory), a Radon measure, named after Johann Radon, is a measure on the -algebra of Borel sets of a Hausdorff topological space 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 continu ...
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