Measure and integration
361 ideas in this subject. The map below lists the main ideas of the subject by area, in teaching order. 204 of its 206 ideas have a page so far.
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- ConceptSigma-algebra
A σ-algebra on a set is a family of subsets that contains the whole set and is closed under complements and countable unions. In probability theory, the σ-algebra is the family of events, the sets to which we give a probability. The node sigma-algebra gives the precise definition.
- ConceptMeasurable space
A measurable space is a set together with a σ-algebra of its subsets. The sets in the σ-algebra are the measurable sets. Measurable spaces are the setting in which measures, measurable functions and random variables are defined.
- ConceptAlgebra of sets
An algebra of sets on a set is a family of subsets of that contains . It is closed under complements and finite unions. It is also called a field of sets. Algebras of sets are the natural domain of finitely additive measures. They are also the starting point of Carathéodory's construction of measures.
- ConceptRing of sets
A ring of sets is a nonempty family of sets that is closed under unions and differences of two members. It is then closed under intersections and symmetric differences too. Rings of sets are a common domain for contents and premeasures before they are extended to measures.
- ConceptSemiring of sets
A semiring of sets is a family of sets that contains the empty set and is closed under intersections of two members. In it, the difference of two members is a finite disjoint union of members. The half-open intervals of the real line form the main example. Measures such as Lebesgue measure are often first defined on a semiring and then extended.
- ConceptPi-system
A π-system on a set is a nonempty family of subsets that is closed under intersections of two members. It is the kind of generating family used in the uniqueness theorems of measure theory. Two probability measures that agree on a π-system agree on the σ-algebra it generates.
Map of the subject
Set systems 14 of 14
- Sigma-algebra definition
- Measurable space definition
- Algebra of sets definition
- Ring of sets definition
- Semiring of sets definition
- Pi-system definition
- Dynkin system definition
- Dynkin's π-λ theorem statement
- Monotone class theorem statement
- Borel sigma-algebra definition
- Borel hierarchy concept
- Analytic set definition
- Universally measurable set definition
- Standard Borel space definition
Measures 21 of 21
- Measure definition
- Measure space definition
- Countable additivity definition
- Finitely additive measure definition
- Continuity of measure from below and above statement
- Finite measure definition
- Sigma-finite measure definition
- S-finite measure definition
- Probability measure definition
- Dirac measure example
- Counting measure example
- Null set definition
- Almost everywhere definition
- Complete measure definition
- Completion of a measure definition
- Atom definition
- Non-atomic measure definition
- Sierpiński's theorem on non-atomic measures statement
- Pushforward measure definition
- Restriction of a measure definition
- Measure algebra definition
Construction of measures 19 of 20
- Outer measure definition
- Carathéodory's criterion statement
- Carathéodory's extension theorem statement
- Hahn–Kolmogorov theorem statement
- Premeasure definition
- Content definition
- Lebesgue measure object
- Lebesgue–Stieltjes measure definition
- Jordan measure definition
- Inner measure definition
- Metric outer measure definition
- Vitali set counterexample
- Non-measurable set concept
- Banach–Tarski paradox counterexample
- Hausdorff paradox counterexample
- Smith–Volterra–Cantor set example
- Steinhaus theorem statement
- Banach measure problem problem
- Measure problem of Lebesgue problem
- Littlewood's three principles concept
Measurable functions 13 of 13
- Measurable function definition
- Simple function definition
- Indicator function definition
- Egorov's theorem statement
- Lusin's theorem statement
- Convergence in measure definition
- Riesz's subsequence theorem statement
- Strongly measurable function definition
- Pettis measurability theorem statement
- Essential supremum definition
- Distribution function of a measurable function definition
- Layer cake representation statement
- Decreasing rearrangement definition
The Lebesgue integral 20 of 20
- Lebesgue integral definition
- Integral of a non-negative function definition
- Integrable function definition
- Monotone convergence theorem statement
- Fatou's lemma statement
- Dominated convergence theorem statement
- Uniform integrability definition
- Vitali convergence theorem statement
- Scheffé's lemma statement
- Riemann–Lebesgue lemma statement
- Absolute continuity of the Lebesgue integral statement
- Bochner integral definition
- Pettis integral definition
- Daniell integral definition
- Lebesgue–Stieltjes integration definition
- Jensen's inequality for integrals statement
- Hölder's inequality statement
- Minkowski inequality statement
- Chebyshev's inequality statement
- Markov's inequality statement
Lp spaces 13 of 13
- Lp space definition
- Riesz–Fischer theorem statement
- Density of simple functions in Lp statement
- L-infinity space definition
- Weak Lp space definition
- Lorentz space definition
- Orlicz space definition
- Riesz–Thorin theorem statement
- Marcinkiewicz interpolation theorem statement
- Dual of Lp statement
- Dunford–Pettis theorem statement
- Young's convolution inequality statement
- Convolution definition
Product measures 10 of 10
- Product measure definition
- Fubini's theorem statement
- Tonelli's theorem statement
- Product sigma-algebra definition
- Infinite product measure definition
- Kolmogorov extension theorem statement
- Ionescu-Tulcea theorem statement
- Cavalieri's principle statement
- Markov kernel definition
- Disintegration theorem statement
Signed measures and differentiation of measures 17 of 17
- Signed measure definition
- Complex measure definition
- Vector measure definition
- Hahn decomposition theorem statement
- Jordan decomposition of a signed measure statement
- Total variation of a measure definition
- Absolutely continuous measure definition
- Mutually singular measures definition
- Radon–Nikodym theorem statement
- Radon–Nikodym derivative definition
- Lebesgue decomposition theorem statement
- Measure with density definition
- Conditional expectation definition
- Vitali–Hahn–Saks theorem statement
- Nikodym convergence theorem statement
- Lyapunov's convexity theorem statement
- Bartle–Dunford–Schwartz integral definition
Differentiation theory 10 of 10
- Lebesgue differentiation theorem statement
- Lebesgue point definition
- Lebesgue's density theorem statement
- Vitali covering lemma statement
- Besicovitch covering theorem statement
- Hardy–Littlewood maximal function definition
- Doubling measure definition
- Fundamental theorem of calculus for Lebesgue integrals statement
- Integration by substitution statement
- Coarea formula statement
Measures on topological spaces 23 of 23
- Borel measure definition
- Regular measure definition
- Inner regular measure definition
- Outer regular measure definition
- Radon measure definition
- Tightness of measures definition
- Locally finite measure definition
- Support of a measure definition
- Riesz–Markov–Kakutani representation theorem statement
- Weak convergence of measures definition
- Portmanteau theorem statement
- Prokhorov's theorem statement
- Lévy–Prokhorov metric definition
- Wasserstein metric definition
- Kantorovich–Rubinstein duality statement
- Choquet theory concept
- Polish space definition
- Gaussian measure definition
- Cameron–Martin theorem statement
- Abstract Wiener space definition
- Cylinder set measure definition
- Minlos theorem statement
- Feldman–Hájek theorem statement
Measures on groups 8 of 8
- Haar measure definition
- Existence and uniqueness of Haar measure statement
- Modular function definition
- Unimodular group definition
- Quasi-invariant measure definition
- Weil's converse to Haar's theorem statement
- Amenable group definition
- Invariant mean definition
Geometric measure theory and fractal measures 18 of 19
- Hausdorff measure definition
- Hausdorff dimension definition
- Packing measure definition
- Minkowski content definition
- Minkowski–Bouligand dimension definition
- Frostman lemma statement
- Rectifiable set definition
- Besicovitch–Federer projection theorem statement
- Kakeya set object
- Kakeya conjecture conjecture
- Current definition
- Varifold definition
- Capacity of a set definition
- Choquet capacity definition
- Self-similar measure definition
- Brunn–Minkowski theorem statement
- Isoperimetric inequality statement
- Prékopa–Leindler inequality statement
- Hausdorff content definition
Measure-preserving maps and further topics 18 of 18
- Measure-preserving transformation definition
- Quasi-measure-preserving map definition
- Ergodic transformation definition
- Poincaré recurrence theorem statement
- Isomorphism theorem for measure algebras statement
- Standard probability space definition
- Standard probability space definition
- Kolmogorov's zero–one law statement
- First Borel–Cantelli lemma statement
- Fuzzy measure definition
- Choquet integral definition
- Young measure definition
- Set-valued measure definition
- Loeb measure definition
- Pettis integral definition
- Stieltjes function definition
- Hausdorff moment problem problem
- Hamburger moment problem problem
More ideas in this subject
Concepts 21
- Analysis on fractals
- Surface area
- Flat norm
- Mixing
- Resistance form
- Integral current
- Invariant measure
- Kolmogorov–Sinai entropy
- Projection-valued measure
- Weak mixing
- Fundamental domain
- Geometric measure theory
- Haar measure on a Lie group
- Regular conditional probability
- Lattice in a locally compact group
- Caccioppoli set
- Conservative system
- Perimeter of a set
- Circle average
- Iterated function system
- Kolmogorov automorphism
Theorems and results 30
- Benamou–Brenier formula
- Fefferman's ball multiplier theorem
- Rokhlin lemma
- Makarov's theorem on harmonic measure
- Rademacher's theorem
- Bourgain's dimension bound for harmonic measure
- Federer–Fleming compactness theorem
- Kigami's construction of Laplacians on post-critically finite fractals
- Maximal ergodic theorem
- Suslin's theorem
- Talagrand's concentration inequality
- Whitney decomposition
- Capacitability of Borel sets
- De Giorgi's structure theorem
- Kac's lemma
- Measurable solutions of Cauchy's equation
- Shannon–McMillan–Breiman theorem
- Ornstein isomorphism theorem
- Capacity and Hausdorff dimension
- Ham sandwich theorem
- Sinai's factor theorem
- Sierpiński's theorem on measurable midpoint convex functions
- Krylov–Bogolyubov theorem
- Volume of a box
- Volume of a ball in R^n
- Crofton formula
- Nonexistence of infinite-dimensional Lebesgue measure
- Birkhoff's ergodic theorem
- Kingman's subadditive ergodic theorem
- Ergodic decomposition
Examples 6
Objects 1
Problems 1
Definitions 127
- Fuzzy measure
- Hausdorff content
- Non-measurable set
- Set-valued measure
- Choquet capacity
- Complete measure
- Content
- Convergence in measure
- Distribution function of a measurable function
- Ergodic transformation
- Flat norm
- Inner regular measure
- Lebesgue integral
- Measure algebra
- Measure-preserving transformation
- Mixing
- Mutually singular measures
- Outer measure
- Outer regular measure
- Premeasure
- Resistance form
- Restriction of a measure
- Stieltjes function
- Vector measure
- Young measure
- Almost everywhere
- Borel hierarchy
- Borel measure
- Choquet integral
- Decreasing rearrangement
- Doubling measure
- Finite measure
- Finitely additive measure
- Haar measure
- Infinite product measure
- Inner measure
- Integrable function
- Integral current
- Jordan measure
- Loeb measure
- Markov kernel
- Measurable function
- Measure space
- Metric outer measure
- Non-atomic measure
- Null set
- Product measure
- Pushforward measure
- Quasi-measure-preserving map
- Regular measure
- Self-similar measure
- Signed measure
- Simple function
- Uniform integrability
- Unimodular group
- Bartle–Dunford–Schwartz integral
- Complex measure
- Hausdorff dimension
- Invariant mean
- Invariant measure
- Kolmogorov–Sinai entropy
- Lebesgue–Stieltjes measure
- Locally finite measure
- Measure with density
- Product sigma-algebra
- Projection-valued measure
- S-finite measure
- Sigma-finite measure
- Tightness of measures
- Total variation of a measure
- Weak mixing
- Absolutely continuous measure
- Daniell integral
- Fundamental domain
- Geometric measure theory
- Haar measure on a Lie group
- Measure
- Radon measure
- Regular conditional probability
- Standard Borel space
- Support of a measure
- Cylinder set measure
- Essential supremum
- Hardy–Littlewood maximal function
- Integral of a non-negative function
- Lattice in a locally compact group
- Lebesgue point
- Lévy–Prokhorov metric
- Minkowski–Bouligand dimension
- Packing measure
- Weak convergence of measures
- Caccioppoli set
- Conservative system
- Countable additivity
- Littlewood's three principles
- Minkowski content
- Standard probability space
- Wasserstein metric
- Hausdorff measure
- Radon–Nikodym derivative
- Ring of sets
- Semiring of sets
- Analytic set
- Abstract Wiener space
- Perimeter of a set
- Gaussian measure
- Modular function
- Quasi-invariant measure
- Sigma-algebra
- Algebra of sets
- Dynkin system
- Pi-system
- Completion of a measure
- Rectifiable set
- Lebesgue–Stieltjes integration
- Lp space
- Surface area
- Borel sigma-algebra
- Measurable space
- Circle average
- Universally measurable set
- Iterated function system
- Dirac measure
- Bochner integral
- Strongly measurable function
- Pettis integral
- Kolmogorov automorphism