Σ-algebra
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Σ-algebra
In mathematical analysis and in probability theory, a σ-algebra ("sigma algebra") is part of the formalism for defining sets that can be measured. In calculus and analysis, for example, σ-algebras are used to define the concept of sets with area or volume. In probability theory, they are used to define events with a well-defined probability. In this way, σ-algebras help to formalize the notion of ''size''. In formal terms, a σ-algebra (also σ-field, where the σ comes from the German "Summe", meaning "sum") on a set ''X'' is a nonempty collection Σ of subsets of ''X'' closed under complement, countable unions, and countable intersections. The ordered pair (X, \Sigma) is called a measurable space. The set ''X'' is understood to be an ambient space (such as the 2D plane or the set of outcomes when rolling a six-sided die ), and the collection Σ is a choice of subsets declared to have a well-defined size. The closure requirements for σ-algebras are designed to cap ...
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Mathematical Analysis
Analysis is the branch of mathematics dealing with continuous functions, limit (mathematics), limits, and related theories, such as Derivative, differentiation, Integral, integration, measure (mathematics), measure, infinite sequences, series (mathematics), series, and analytic functions. These theories are usually studied in the context of Real number, real and Complex number, complex numbers and Function (mathematics), functions. Analysis evolved from calculus, which involves the elementary concepts and techniques of analysis. Analysis may be distinguished from geometry; however, it can be applied to any Space (mathematics), space of mathematical objects that has a definition of nearness (a topological space) or specific distances between objects (a metric space). History Ancient Mathematical analysis formally developed in the 17th century during the Scientific Revolution, but many of its ideas can be traced back to earlier mathematicians. Early results in analysis were ...
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Partition Of A Set
In mathematics, a partition of a set is a grouping of its elements into Empty set, non-empty subsets, in such a way that every element is included in exactly one subset. Every equivalence relation on a Set (mathematics), set defines a partition of this set, and every partition defines an equivalence relation. A set equipped with an equivalence relation or a partition is sometimes called a setoid, typically in type theory and proof theory. Definition and notation A partition of a set ''X'' is a set of non-empty subsets of ''X'' such that every element ''x'' in ''X'' is in exactly one of these subsets (i.e., the subsets are nonempty mutually disjoint sets). Equivalently, a family of sets ''P'' is a partition of ''X'' if and only if all of the following conditions hold: *The family ''P'' does not contain the empty set (that is \emptyset \notin P). *The union (set theory), union of the sets in ''P'' is equal to ''X'' (that is \textstyle\bigcup_ A = X). The sets in ''P'' are said ...
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Set-theoretic Limit
In mathematics, the limit of a sequence of Set (mathematics), sets A_1, A_2, \ldots (subsets of a common set X) is a set whose elements are determined by the sequence in either of two equivalent ways: (1) by upper and lower bounds on the sequence that converge monotonically to the same set (analogous to Limit of a sequence, convergence of real-valued sequences) and (2) by convergence of a sequence of indicator functions which are themselves Real number, real-valued. As is the case with sequences of other objects, convergence is not necessary or even usual. More generally, again analogous to real-valued sequences, the less restrictive limit infimum and limit supremum of a set sequence always exist and can be used to determine convergence: the limit exists if the limit infimum and limit supremum are identical. (See below). Such set limits are essential in Measure (mathematics), measure theory and probability. It is a common misconception that the limits infimum and supremum describe ...
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Convergence Of Random Variables
In probability theory, there exist several different notions of convergence of sequences of random variables, including ''convergence in probability'', ''convergence in distribution'', and ''almost sure convergence''. The different notions of convergence capture different properties about the sequence, with some notions of convergence being stronger than others. For example, convergence in distribution tells us about the limit distribution of a sequence of random variables. This is a weaker notion than convergence in probability, which tells us about the value a random variable will take, rather than just the distribution. The concept is important in probability theory, and its applications to statistics and stochastic processes. The same concepts are known in more general mathematics as stochastic convergence and they formalize the idea that certain properties of a sequence of essentially random or unpredictable events can sometimes be expected to settle down into a behavior that ...
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Vitali Set
In mathematics, a Vitali set is an elementary example of a set of real numbers that is not Lebesgue measure, Lebesgue measurable, found by Giuseppe Vitali in 1905. The Vitali theorem is the existence theorem that there are such sets. Each Vitali set is Uncountable set, uncountable, and there are uncountably many Vitali sets. The proof of their existence depends on the axiom of choice. Measurable sets Certain sets have a definite 'length' or 'mass'. For instance, the interval (mathematics), interval [0, 1] is deemed to have length 1; more generally, an interval [''a'', ''b''], ''a'' ≤ ''b'', is deemed to have length ''b'' âˆ’ ''a''. If we think of such intervals as metal rods with uniform density, they likewise have well-defined masses. The set [0, 1] ∪ [2, 3] is composed of two intervals of length one, so we take its total length to be 2. In terms of mass, we have two rods of mass 1, so the total mass is 2. There is a natural question here: if ''E'' is an arbitr ...
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Axiom Of Choice
In mathematics, the axiom of choice, abbreviated AC or AoC, is an axiom of set theory. Informally put, the axiom of choice says that given any collection of non-empty sets, it is possible to construct a new set by choosing one element from each set, even if the collection is infinite. Formally, it states that for every indexed family (S_i)_ of nonempty sets (S_i as a nonempty set indexed with i), there exists an indexed set (x_i)_ such that x_i \in S_i for every i \in I. The axiom of choice was formulated in 1904 by Ernst Zermelo in order to formalize his proof of the well-ordering theorem. The axiom of choice is equivalent to the statement that every partition has a transversal. In many cases, a set created by choosing elements can be made without invoking the axiom of choice, particularly if the number of sets from which to choose the elements is finite, or if a canonical rule on how to choose the elements is available — some distinguishing property that happens to ...
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Disjoint Sets
In set theory in mathematics and Logic#Formal logic, formal logic, two Set (mathematics), sets are said to be disjoint sets if they have no element (mathematics), element in common. Equivalently, two disjoint sets are sets whose intersection (set theory), intersection is the empty set.. For example, and are ''disjoint sets,'' while and are not disjoint. A collection of two or more sets is called disjoint if any two distinct sets of the collection are disjoint. Generalizations This definition of disjoint sets can be extended to family of sets, families of sets and to indexed family, indexed families of sets. By definition, a collection of sets is called a ''family of sets'' (such as the power set, for example). In some sources this is a set of sets, while other sources allow it to be a multiset of sets, with some sets repeated. An \left(A_i\right)_, is by definition a set-valued Function (mathematics), function (that is, it is a function that assigns a set A_i to every ele ...
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Real Number
In mathematics, a real number is a number that can be used to measure a continuous one- dimensional quantity such as a duration or temperature. Here, ''continuous'' means that pairs of values can have arbitrarily small differences. Every real number can be almost uniquely represented by an infinite decimal expansion. The real numbers are fundamental in calculus (and in many other branches of mathematics), in particular by their role in the classical definitions of limits, continuity and derivatives. The set of real numbers, sometimes called "the reals", is traditionally denoted by a bold , often using blackboard bold, . The adjective ''real'', used in the 17th century by René Descartes, distinguishes real numbers from imaginary numbers such as the square roots of . The real numbers include the rational numbers, such as the integer and the fraction . The rest of the real numbers are called irrational numbers. Some irrational numbers (as well as all the rationals) a ...
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Function (mathematics)
In mathematics, a function from a set (mathematics), set to a set assigns to each element of exactly one element of .; the words ''map'', ''mapping'', ''transformation'', ''correspondence'', and ''operator'' are sometimes used synonymously. The set is called the Domain of a function, domain of the function and the set is called the codomain of the function. Functions were originally the idealization of how a varying quantity depends on another quantity. For example, the position of a planet is a ''function'' of time. History of the function concept, Historically, the concept was elaborated with the infinitesimal calculus at the end of the 17th century, and, until the 19th century, the functions that were considered were differentiable function, differentiable (that is, they had a high degree of regularity). The concept of a function was formalized at the end of the 19th century in terms of set theory, and this greatly increased the possible applications of the concept. A f ...
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Measure (mathematics)
In mathematics, the concept of a measure is a generalization and formalization of geometrical measures (length, area, volume) and other common notions, such as magnitude, 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, ...
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Borel Hierarchy
In mathematical logic, the Borel hierarchy is a stratification of the Borel algebra generated by the open subsets of a Polish space; elements of this algebra are called Borel sets. Each Borel set is assigned a unique countable ordinal number called the rank of the Borel set. The Borel hierarchy is of particular interest in descriptive set theory. One common use of the Borel hierarchy is to prove facts about the Borel sets using transfinite induction on rank. Properties of sets of small finite ranks are important in measure theory and analysis. Borel sets The Borel algebra in an arbitrary topological space is the smallest collection of subsets of the space that contains the open sets and is closed under countable unions and complementation. It can be shown that the Borel algebra is closed under countable intersections as well. A short proof that the Borel algebra is well-defined proceeds by showing that the entire powerset of the space is closed under complements and co ...
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Countable Ordinal
In set theory, an ordinal number, or ordinal, is a generalization of ordinal numerals (first, second, th, etc.) aimed to extend enumeration to infinite sets. A finite set can be enumerated by successively labeling each element with the least natural number that has not been previously used. To extend this process to various infinite sets, ordinal numbers are defined more generally using linearly ordered greek letter variables that include the natural numbers and have the property that every set of ordinals has a least or "smallest" element (this is needed for giving a meaning to "the least unused element"). This more general definition allows us to define an ordinal number \omega (omega) to be the least element that is greater than every natural number, along with ordinal numbers , , etc., which are even greater than . A linear order such that every non-empty subset has a least element is called a well-order. The axiom of choice implies that every set can be well-ordered, and ...
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