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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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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Probability Theory
Probability theory or probability calculus is the branch of mathematics concerned with probability. Although there are several different probability interpretations, probability theory treats the concept in a rigorous mathematical manner by expressing it through a set of axioms of probability, axioms. Typically these axioms formalise probability in terms of a probability space, which assigns a measure (mathematics), measure taking values between 0 and 1, termed the probability measure, to a set of outcomes called the sample space. Any specified subset of the sample space is called an event (probability theory), event. Central subjects in probability theory include discrete and continuous random variables, probability distributions, and stochastic processes (which provide mathematical abstractions of determinism, non-deterministic or uncertain processes or measured Quantity, quantities that may either be single occurrences or evolve over time in a random fashion). Although it is no ...
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Measurable Space
In mathematics, a measurable space or Borel space is a basic object in measure theory. It consists of a set and a σ-algebra, which defines the subsets that will be measured. It captures and generalises intuitive notions such as length, area, and volume with a set X of 'points' in the space, but ''regions'' of the space are the elements of the σ-algebra, since the intuitive measures are not usually defined for points. The algebra also captures the relationships that might be expected of regions: that a region can be defined as an intersection of other regions, a union of other regions, or the space with the exception of another region. Definition Consider a set X and a σ-algebra \mathcal F on X. Then the tuple (X, \mathcal F) is called a measurable space. The elements of \mathcal F are called measurable sets within the measurable space. Note that in contrast to a measure space, no measure is needed for a measurable space. Example Look at the set: X = \. One possible \sigma ...
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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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Measurable Set
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, Johann Rad ...
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Set Algebra
In mathematics, a field of sets is a mathematical structure consisting of a pair ( X, \mathcal ) consisting of a set X and a family \mathcal of subsets of X called an algebra over X that contains the empty set as an element, and is closed under the operations of taking complements in X, finite unions, and finite intersections. Fields of sets should not be confused with fields in ring theory nor with fields in physics. Similarly the term "algebra over X" is used in the sense of a Boolean algebra and should not be confused with algebras over fields or rings in ring theory. Fields of sets play an essential role in the representation theory of Boolean algebras. Every Boolean algebra can be represented as a field of sets. Definitions A field of sets is a pair ( X, \mathcal ) consisting of a set X and a family \mathcal of subsets of X, called an algebra over X, that has the following properties: : X \setminus F \in \mathcal \text F \in \mathcal. as an element: \varnothing ...
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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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Closure (mathematics)
In mathematics, a subset of a given set (mathematics), set is closed under an Operation (mathematics), operation on the larger set if performing that operation on members of the subset always produces a member of that subset. For example, the natural numbers are closed under addition, but not under subtraction: is not a natural number, although both 1 and 2 are. Similarly, a subset is said to be closed under a ''collection'' of operations if it is closed under each of the operations individually. The closure of a subset is the result of a closure operator applied to the subset. The ''closure'' of a subset under some operations is the smallest superset that is closed under these operations. It is often called the ''span'' (for example linear span) or the ''generated set''. Definitions Let be a set (mathematics), set equipped with one or several methods for producing elements of from other elements of .Operation (mathematics), Operations and (partial function, partial) multivar ...
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Intersection (set Theory)
In set theory, the intersection of two Set (mathematics), sets A and B, denoted by A \cap B, is the set containing all elements of A that also belong to B or equivalently, all elements of B that also belong to A. Notation and terminology Intersection is written using the symbol "\cap" between the terms; that is, in infix notation. For example: \\cap\=\ \\cap\=\varnothing \Z\cap\N=\N \\cap\N=\ The intersection of more than two sets (generalized intersection) can be written as: \bigcap_^n A_i which is similar to capital-sigma notation. For an explanation of the symbols used in this article, refer to the table of mathematical symbols. Definition The intersection of two sets A and B, denoted by A \cap B, is the set of all objects that are members of both the sets A and B. In symbols: A \cap B = \. That is, x is an element of the intersection A \cap B if and only if x is both an element of A and an element of B. For example: * The intersection of the sets and is . * The n ...
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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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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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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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