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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 mapping f\colon X_1\to X_2 and a measure \mu\colon\Sigma_1\to ,+\infty/math>, the pushforward of \mu 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. Main property: change-of-variables formula Theorem:Sections 3.6–3.7 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 '' ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Measure Theory
In mathematics, the concept of a measure is a generalization and formalization of geometrical measures ( length, area, volume) and other common notions, such as mass and probability of events. These seemingly distinct concepts have many similarities and can often be treated together in a single mathematical context. Measures are foundational in probability theory, integration theory, and can be generalized to assume negative values, as with electrical charge. Far-reaching generalizations (such as spectral measures and projection-valued measures) of measure are widely used in quantum physics and physics in general. The intuition behind this concept dates back to ancient Greece, when Archimedes tried to calculate the area of a circle. But it was not until the late 19th and early 20th centuries that measure theory became a branch of mathematics. The foundations of modern measure theory were laid in the works of Émile Borel, Henri Lebesgue, Nikolai Luzin, Johann Radon, Const ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Lie Group
In mathematics, a Lie group (pronounced ) is a group that is also a differentiable manifold. A manifold is a space that locally resembles Euclidean space, whereas groups define the abstract concept of a binary operation along with the additional properties it must have to be thought of as a "transformation" in the abstract sense, for instance multiplication and the taking of inverses (division), or equivalently, the concept of addition and the taking of inverses (subtraction). Combining these two ideas, one obtains a continuous group where multiplying points and their inverses are continuous. If the multiplication and taking of inverses are smooth (differentiable) as well, one obtains a Lie group. Lie groups provide a natural model for the concept of continuous symmetry, a celebrated example of which is the rotational symmetry in three dimensions (given by the special orthogonal group \text(3)). Lie groups are widely used in many parts of modern mathematics and physics. Lie ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Chi Distribution
In probability theory and statistics, the chi distribution is a continuous probability distribution. It is the distribution of the positive square root of the sum of squares of a set of independent random variables each following a standard normal distribution, or equivalently, the distribution of the Euclidean distance of the random variables from the origin. It is thus related to the chi-squared distribution by describing the distribution of the positive square roots of a variable obeying a chi-squared distribution. If Z_1, \ldots, Z_k are k independent, normally distributed random variables with mean 0 and standard deviation 1, then the statistic :Y = \sqrt is distributed according to the chi distribution. The chi distribution has one parameter, k, which specifies the number of degrees of freedom (i.e. the number of random variables Z_i). The most familiar examples are the Rayleigh distribution (chi distribution with two degrees of freedom) and the Maxwell–Boltzmann di ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Equivalence Of Measures
In mathematics, and specifically in measure theory, equivalence is a notion of two measures being qualitatively similar. Specifically, the two measures agree on which events have measure zero. Definition Let \mu and \nu be two measures on the measurable space (X, \mathcal A), and let :\mathcal_\mu := \ and :\mathcal_\nu := \ be the sets of \mu-null sets and \nu-null sets, respectively. Then the measure \nu is said to be absolutely continuous in reference to \mu iff \mathcal N_\nu \supseteq \mathcal N_\mu. This is denoted as \nu \ll \mu. The two measures are called equivalent iff \mu \ll \nu and \nu \ll \mu, which is denoted as \mu \sim \nu. That is, two measures are equivalent if they satisfy \mathcal N_\mu = \mathcal N_\nu. Examples On the real line Define the two measures on the real line as : \mu(A)= \int_A \mathbf 1_(x) \mathrm dx : \nu(A)= \int_A x^2 \mathbf 1_(x) \mathrm dx for all Borel sets A . Then \mu and \nu are equivalent, since all sets outside of ,1 have ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Quasi-invariant Measure
In mathematics, a quasi-invariant measure ''μ'' with respect to a transformation ''T'', from a measure space ''X'' to itself, is a measure which, roughly speaking, is multiplied by a numerical function of ''T''. An important class of examples occurs when ''X'' is a smooth manifold ''M'', ''T'' is a diffeomorphism of ''M'', and ''μ'' is any measure that locally is a measure with base the Lebesgue measure on Euclidean space. Then the effect of ''T'' on μ is locally expressible as multiplication by the Jacobian determinant of the derivative (pushforward) of ''T''. To express this idea more formally in measure theory terms, the idea is that the Radon–Nikodym derivative of the transformed measure μ′ with respect to ''μ'' should exist everywhere; or that the two measures should be equivalent (i.e. mutually absolutely continuous): :\mu' = T_ (\mu) \approx \mu. That means, in other words, that ''T'' preserves the concept of a set of measure zero. Considering the whole equ ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Invariant Measure
In mathematics, an invariant measure is a measure that is preserved by some function. The function may be a geometric transformation. For examples, circular angle is invariant under rotation, hyperbolic angle is invariant under squeeze mapping, and a difference of slopes is invariant under shear mapping. Ergodic theory is the study of invariant measures in dynamical systems. The Krylov–Bogolyubov theorem proves the existence of invariant measures under certain conditions on the function and space under consideration. Definition Let (X, \Sigma) be a measurable space and let f : X \to X be a measurable function from X to itself. A measure \mu on (X, \Sigma) is said to be invariant under f if, for every measurable set A in \Sigma, \mu\left(f^(A)\right) = \mu(A). In terms of the pushforward measure, this states that f_*(\mu) = \mu. The collection of measures (usually probability measures) on X that are invariant under f is sometimes denoted M_f(X). The collection of ergodic meas ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Dynamical System
In mathematics, a dynamical system is a system in which a Function (mathematics), function describes the time dependence of a Point (geometry), point in an ambient space. Examples include the mathematical models that describe the swinging of a clock pendulum, fluid dynamics, the flow of water in a pipe, the Brownian motion, random motion of particles in the air, and population dynamics, the number of fish each springtime in a lake. The most general definition unifies several concepts in mathematics such as ordinary differential equations and ergodic theory by allowing different choices of the space and how time is measured. Time can be measured by integers, by real number, real or complex numbers or can be a more general algebraic object, losing the memory of its physical origin, and the space may be a manifold or simply a Set (mathematics), set, without the need of a Differentiability, smooth space-time structure defined on it. At any given time, a dynamical system has a State ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Iterated Function
In mathematics, an iterated function is a function (that is, a function from some set to itself) which is obtained by composing another function with itself a certain number of times. The process of repeatedly applying the same function is called iteration. In this process, starting from some initial object, the result of applying a given function is fed again in the function as input, and this process is repeated. For example on the image on the right: :with the circle‑shaped symbol of function composition. Iterated functions are objects of study in computer science, fractals, dynamical systems, mathematics and renormalization group physics. Definition The formal definition of an iterated function on a set ''X'' follows. Let be a set and be a function. Defining as the ''n''-th iterate of (a notation introduced by Hans Heinrich Bürmann and John Frederick William Herschel), where ''n'' is a non-negative integer, by: f^0 ~ \stackrel ~ \operatorname_ ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Function Composition
In mathematics, function composition is an operation that takes two functions and , and produces a function such that . In this operation, the function is applied to the result of applying the function to . That is, the functions and are composed to yield a function that maps in domain to in codomain . Intuitively, if is a function of , and is a function of , then is a function of . The resulting ''composite'' function is denoted , defined by for all in . The notation is read as " of ", " after ", " circle ", " round ", " about ", " composed with ", " following ", " then ", or " on ", or "the composition of and ". Intuitively, composing functions is a chaining process in which the output of function feeds the input of function . The composition of functions is a special case of the composition of relations, sometimes also denoted by \circ. As a result, all properties of composition of relations are true of composition of functions, such as the ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Continuous Dual Space
In mathematics, any vector space ''V'' has a corresponding dual vector space (or just dual space for short) consisting of all linear forms on ''V'', together with the vector space structure of pointwise addition and scalar multiplication by constants. The dual space as defined above is defined for all vector spaces, and to avoid ambiguity may also be called the . When defined for a topological vector space, there is a subspace of the dual space, corresponding to continuous linear functionals, called the ''continuous dual space''. Dual vector spaces find application in many branches of mathematics that use vector spaces, such as in tensor analysis with finite-dimensional vector spaces. When applied to vector spaces of functions (which are typically infinite-dimensional), dual spaces are used to describe measures, distributions, and Hilbert spaces. Consequently, the dual space is an important concept in functional analysis. Early terms for ''dual'' include ''polarer Raum'' ah ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Linear Functional
In mathematics, a linear form (also known as a linear functional, a one-form, or a covector) is a linear map from a vector space to its field of scalars (often, the real numbers or the complex numbers). If is a vector space over a field , the set of all linear functionals from to is itself a vector space over with addition and scalar multiplication defined pointwise. This space is called the dual space of , or sometimes the algebraic dual space, when a topological dual space is also considered. It is often denoted , p. 19, §3.1 or, when the field is understood, V^*; other notations are also used, such as V', V^ or V^. When vectors are represented by column vectors (as is common when a basis is fixed), then linear functionals are represented as row vectors, and their values on specific vectors are given by matrix products (with the row vector on the left). Examples * The constant zero function, mapping every vector to zero, is trivially a linear functional. * Indexing int ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
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 ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
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