Math 2.0

Measure and integration Definition

Jordan measure

Builds on Euclidean spaceSupremumInfimum

Definition

A box in ℝn\mathbb{R}^n is a set Q=[a1,b1)×⋯×[an,bn)Q = [a_1, b_1) \times \dots \times [a_n, b_n) with ai≤bia_i \le b_i, and its volume is ∣Q∣=(b1−a1)⋯(bn−an)|Q| = (b_1 - a_1) \cdots (b_n - a_n). A simple set is a finite union of boxes. Each simple set SS is a finite union of pairwise disjoint boxes Q1,…,QkQ_1, \dots, Q_k, and m(S)=∣Q1∣+⋯+∣Qk∣m(S) = |Q_1| + \dots + |Q_k| does not depend on this choice. For a bounded set A⊆ℝnA \subseteq \mathbb{R}^n, the inner and outer Jordan measures are m∗(A)=sup⁡{m(S):S⊆A},m∗(A)=inf⁡{m(S):S⊇A},m_*(A) = \sup \{ m(S) : S \subseteq A \}, \qquad m^*(A) = \inf \{ m(S) : S \supseteq A \}, where SS runs over simple sets. The set AA is Jordan measurable if m∗(A)=m∗(A)m_*(A) = m^*(A), and then this common value m(A)m(A) is the Jordan measure, or Jordan content, of AA.

Remarks

Here sup⁡\sup is the supremum and inf⁡\inf is the infimum. Closed boxes, balls and bounded regions between the graphs of two continuous functions are Jordan measurable. Finite unions, intersections and differences of Jordan measurable sets are Jordan measurable. A bounded set AA is Jordan measurable if and only if its boundary has Jordan measure zero. Then m(A)=∫Q𝟏Am(A) = \int_Q \mathbf{1}_A for each closed box Q⊇AQ \supseteq A, where 𝟏A\mathbf{1}_A is the indicator function of AA. The set ℚ∩[0,1]\mathbb{Q} \cap [0, 1] is not Jordan measurable: its inner measure is 00 and its outer measure is 11. Lebesgue measure extends Jordan measure to more sets.

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Further reading

  1. Web https://en.wikipedia.org/wiki/Peano%E2%80%93Jordan_measure, Jordan measure of "simple sets"
  2. Web https://en.wikipedia.org/wiki/Peano%E2%80%93Jordan_measure, Extension to more complicated sets
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Tag0565DC8RMK
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Kinddefinition
WritingW1 stated
MSC28A75
DefinesJordan measure
UsesEuclidean space, Supremum, Infimum

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