TheoremBase

Image Measure

The image measure of a measure under a measurable function assigns to each measurable set of the target the measure of its preimage.

Statement

In the setting of Measurable Functions and the Lebesgue Integral: Notation, with its measure space (X,F,μ)(X,\mathcal{F},\mu), let (Y,G)(Y,\mathcal{G}) be a measurable space, and let T∈Meas(X,F;Y,G)T\in\mathrm{Meas}(X,\mathcal{F};Y,\mathcal{G}).

Image measure. The image measure of μ\mu under TT is the function μ∘T−1:G→[0,∞]\mu\circ T^{-1}:\mathcal{G}\to[0,\infty] with

(μ∘T−1)(B)=μ(T−1(B))(B∈G).(\mu\circ T^{-1})(B)=\mu\bigl(T^{-1}(B)\bigr)\qquad(B\in\mathcal{G}).

(Here T−1(B)∈FT^{-1}(B)\in\mathcal{F} because TT is F/G\mathcal{F}/\mathcal{G}-measurable, and μ∘T−1\mu\circ T^{-1} is the composite of μ\mu with the restriction to G\mathcal{G} of the preimage function of Preimages under a Map: Membership, the Preimage Map, Sequences of Preimages, and the Set of Sets with Preimage in a Given Set (iii).)

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