The image measure of a measure under a measurable function assigns to each measurable set of the target the measure of its preimage.
In the setting of Measurable Functions and the Lebesgue Integral: Notation, with its measure space , let be a measurable space, and let .
Image measure. The image measure of under is the function with
(Here because is -measurable, and is the composite of with the restriction to 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).)
Loading…
No relations recorded yet.