Quartz sync: Mar 1, 2025, 2:26 PM

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Anthony Berg
2025-03-01 14:26:36 +01:00
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# Definition
Say $f : X \to Y$ is [[Continuous|continuous]], $\implies f$ is Borel measurable.

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# Definition
The $\sigma$-algebra generated by the [[Open Sets|open sets]] in a [[Topological Space|topological space]] $X$ is the $\sigma$-algebra of **Borel Sets** of $X$.

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# Definition
$f: X \to Y$ ([[Topological Space]]) is **measurable** if $f^{-1}(V) \in M$ $\forall \text{ open } V \subset Y$.

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# Definition
A **measure** on $X$ is a function $\mu : M \to [0,\infty]$ such that:
1. $\mu(\emptyset) = 0$
2. $\mu(\cup^{\infty}_{n=1}A_{n}) = \Sigma^{\infty}_{n=1} \mu(A_{n})$ (for pairwise disjoint $A_{n} \in M$)
Then we say $X$ is a measure space.

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# Definition
A $\sigma$-algebra in a set $X$ is a collection of subsets, so called measurable sets, of $X$ such that (the requirements are):
1. $X \in M$
2. $A \in M \implies A^{\complement} \in M$ ($X^{\complement} = \emptyset \in M$)
3. $A_{n} \in M \implies \cup^{\infty}_{n=1} A_{n} \in M$ ($\implies \cap^{\infty}_{n=1} A_{n} = (\cup^{\infty}_{n=1}A^{\complement})^{\complement} \in M)$)
# Related Terminologies/Functions
- [[Measurable]]
- [[Measure]]