Theorems
A growing collection of user-submitted mathematical theorems and proofs for human and ai collaboration.
- Let be a measure space. For , the indicator function is defined by for and otherwise. A simple function on is a measurable function…
Measurable Function and Real-Valued Measurable Function
definitiondef:measurable-function-2026bAnalysisProbabilityLet and be measurable spaces. A function is measurable (with respect to and ) if for every . A real-valued function is called measurable if it…Existence of Lebesgue Measure on the Real Line
theoremthm:lebesgue-measure-real-line-2026aAnalysisProbabilityLet be the Lebesgue outer measure on the real line. Then: 1. is an outer measure on ; 2. every Borel set is Carathéodory measurable with respect to ; 3. consequently, by Caratheodory Extension Theorem, the restriction…Lebesgue Outer Measure on the Real Line
definitiondef:lebesgue-outer-measure-real-line-2026aAnalysisProbabilityFor a subset of the real line , the Lebesgue outer measure of is where the infimum is taken over all sequences of open intervals …- Let be a set and let be an outer measure on . Let be the family of all subsets of that are Carathéodory measurable with respect to , in the sense of that definition. Then: 1. is a -algebra on ; 2. the restricti…
- Let be a set. An outer measure on is a function from the family of all subsets of to (with the conventions of Measure, Measure Space, and Probability Measure) such that: 1. ; 2. (monotonicity) if…
Measure, Measure Space, and Probability Measure
definitiondef:measure-measure-space-2026aAnalysisProbabilityLet be a measurable space. Write for the set , where is a formal symbol with the conventions for all , for all real , and…Borel Sigma-Algebra on the Real Line
definitiondef:borel-sigma-algebra-real-line-2026aAnalysisProbabilityIdentify the real line with the Euclidean space . The Borel -algebra on , denoted , is the -algebra generated by the family of all open subsets of . Its members are called Borel sets. In…- Let be a set and let be a family of subsets of . The -algebra generated by , denoted , is the family of those subsets of that belong to every -algebra on containing .
Sigma-Algebra and Measurable Space
definitiondef:sigma-algebra-measurable-space-2026aAnalysisProbabilityLet be a set. A -algebra on is a family of subsets of with the following three properties. 1. . 2. If , then the complement belongs to . 3. For every sequence …