Category
page 1Integral representations
Riesz representation theorem
theorem
Radon–Nikodym theorem
fundamental result in measure theory that expresses the relationship between two measures defined on the same measurable space
Radon measure
measure on the σ-algebra of Borel sets of a Hausdorff topological space X that is finite on all compact sets, outer regular on all Borel sets, and inner regular on open sets
Bochner integral
generalization of the Lebesgue integral to Banach-space valued functions
de Finetti's theorem
theorem that exchangeable observations are conditionally independent relative to some latent variable
Riesz–Markov–Kakutani representation theorem
statement about linear functionals and measures