Skip to content
Category

Measure theory

page 1
Dirac delta function
pseudo-function δ such that an integral of δ(x-c)f(x) always takes the value of f(c)
measure
function assigning numbers to some subsets of a set, which could be seen as a generalization of length, area, volume and integral
positive real number
real number strictly greater than zero
sigma-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 for which a probability can be defined. In this way, σ-algebras help to formalize the notion of size.
Cantor set
fractal and set of points on a line segment
indicator function
function that returns 1 if an element is present in a specified subset and 0 if absent; naturally isomorphic with a set's subsets
Banach–Tarski paradox
theorem that there exists a decomposition of a unit solid ball into a finite number of disjoint subsets, which can be put back together in a different way to yield two identical copies of the unit sphere
Lebesgue integration
Method of integration
Weierstrass function
function that is continuous everywhere but differentiable nowhere
Minkowski inequality
triangle inequality of Lp space
Lp space
function spaces generalizing finite-dimensional p norm spaces
real-valued function
function whose range is a subset of the real numbers
measurable function
function between measurable spaces
measurable space
ordered pair associating a set with a sigma-algebra, on which it is then possible to define a measure
Cantor function
continuous function that is not absolutely continuous
weight function
construct related to weighted sums and averages
Vitali set
subset of [0,1] whose intersection with any translation of the set of rationals is a singleton; elementary example of a non-Lebesgue-measurable set of reals
absolute continuity
form of continuity for functions
null set
subset of a measure space that is contained in a measurable set of measure zero
pointwise convergence
notion of convergence in mathematics
Jaccard index
measure of similarity and diversity between sets
transportation theory
the mathematical study of optimal transportation and allocation of resources
measure space
set on which a generalization of volumes and integrals is defined; measurable space with a fixed measure
almost everywhere
term used to describe a property on a set that is false only on a measurable set with zero measure
simple function
complex function on a measurable space that is piecewise constant with a finite number of measurable regions
Smith–Volterra–Cantor set
set that is nowhere dense (in particular it contains no intervals), yet has positive measure
ring of sets
Set closed under union and intersection
sigma additivity
mapping function
function of bounded variation
real function with finite total variation
locally integrable function
function which is integrable on every compact subset of its domain of definition
non-measurable set
set which cannot be assigned a meaningful "size"
convergence in measure
concepts in probability mathematics
Sørensen similarity index
a statistic used for comparing the similarity of two samples
Vitali covering lemma
filtration
indexed set of subobjects of an algebraic structure
sigma-ring
In mathematics, a nonempty collection of sets is called a -ring (pronounced sigma-ring) if it is closed under countable union and relative complementation.
atom
a measurable set with positive measure that contains no subset of smaller positive measure
Wasserstein metric
distance function defined between probability distributions
Hausdorff paradox
paradox in mathematics
volume element
method for integrating a function with respect to its volume in different coordinate system
essential supremum and essential infimum
infimum and supremum almost everywhere
support
given a Borel measure, the set of those points whose neighbourhoods always have positive measure
Lévy–Prokhorov metric
certain metric on space of finite measures
geometric measure theory
study of geometric properties of sets through measure theory, extending differential geometry to not necessarily smooth sets
pi-system
In mathematics, a -system (or pi-system) on a set \Omega is a collection P of certain subsets of \Omega, such that
discrepancy theory
theory of irregularities of distribution
rectifiable set
mathematics concept
content
extended-nonnegative-real-valued function defined on a field of sets (or more generally, a boolean algebra) that is additive over finitely many disjoint sets
measure-preserving dynamical system
subject of study in ergodic theory
Baire set
abstract Wiener space
separable Banach space equipped with a Hilbert subspace such that the standard cylinder set measure on the Hilbert subspace induces a Gaussian measure on the whole Banach space
Crofton formula
Result in integral geometry
Solovay model
set theory construction
Tightness of measures
concept in measure theory
Symmetric decreasing rearrangement
Type of mathematical function
Progressively measurable process
property in the mathematical theory of stochastic processes
Sierpiński set
Delta-ring
In mathematics, a non-empty collection of sets \mathcal{R} is called a -ring (pronounced "") if it is closed under union, relative complementation, and countable intersection. The name "delta-ring" originates from the German word for intersection, "Durchschnitt", which is meant to highlight the ring's closure under countable intersection, in contrast to a -ring which is closed under countable unions.
Littlewood's three principles of real analysis
heuristics in measure theory
set function
function whose domain is a collection of sets