Measurable function: Difference between revisions
→Formal definition: Various other articles (notably the Ergodic Theory article) refer to f^{-1}(E) as being an inverse rather then a preimage. Maybe this will clear things up. |
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For example, they create one, between [[measurable space]] s | [[mathematics]], particularly in the [[measure theory]],'' 'measurable functions''' are [Structure preserving functions] [morphism] in a natural context [[prime | Unification Theory]]. In particular, measurable gaps between the function'' 'measurable''' is said to be [[preimage]] per [[measurable set]] and [[measurable]] ([[continuity condition similar to the topology under) | continuous]] [between tasks [topological space]] s. |
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Special care has to be taken in this definition, however, can be very simple [[sigma - algebra | σ-algebras]] included. In particular, a function'' f'':'' 'R''' →'' 'R''' is said to be [[Lebesgue measurable]] is in fact meant to <math> F: (\mathbf {R}, \mathcal {L}) \to (\mathbf {R}, \mathcal {B}) </math> is a measurable function, domain and range represent the same underlying set of σ-algebras (where <math> \mathcal {L} </math> is the [[sigma algebra]] of [[Lebesgue measurable]] set, and <math> \mathcal {B} </math> is the [[Borel algebra]]'' at the 'R'''). As a result, Lebesgue-measurable functions not associated Lebesgue-measurable. |
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By |
By tradition, a [[topological space]] is assumed to be equipped with [[Borel algebra]], unless otherwise specified by the open subsets. In general, this space is similar to [[real numbers | Real]] or [[Complex Numbers]]. For example, a'' 'real-valued measurable function''' of each preimage [[Borel set]] is a function that is measurable. A'' 'complex-valued measurable function''' is defined analogously. In practice, some authors'' 'measurable functions''' is the Borel algebra of real-valued measurable functions <ref name="strichartz"> {{not only refer to the cite book |. Last = Strichartz | first = Robert | title = analytical Way | publisher = Jones and Bartlett | year = 2000 | ISBN = 0-7637-1497-6}} </ref> if a [[infinite-dimensional vector space which lie of Values ]] instead of'' 'R''' or'' 'C''', measurability of other definitions, for example, is used in [[weak measurability]] and [[Bochner measurability]]. |
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In [[probability theory]], |
In [[probability theory]], sigma algebra is the set of available information, and action (in this case a [[random variable]]) is a measurable outcome, depending on the time and it is evident that represents the only available information. In contrast, the work is generally considered to be Lebesgue measurable [[Pathological (mathematics) | disease]], at least in the field of [[Mathematical Analysis | Analysis]]. |
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Formal definition == == |
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Let (''X'', Σ) and (''Y'', Τ) |
Let ('' X'', Σ) and ('' Y'', Τ) means, measurable in the'' X'' and'' Y'' are empty algebras equipped with sets sigma Σ and Τ. A function'' f'':'' X'' →'' Y'' is to be measurable if for each'' e'' ∈ Τ of the preimage'' e'' under the'' f'' is Σ; such as |
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<math> f^{-1}( |
<math> f ^ {-1} (e): = \{X X in the | \; f (x) \in E \} \Sigma in, \; \; \forall e \in </math > |
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The notion of measurability depends on |
The notion of measurability depends on sigma algebras Σ and Τ. Emphasize this dependence,'' F'' if:'' X'' →'' Y'' a measurable function, we can write the element |
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::'' |
::'' F'' ('' x'', Σ) → ('' Y'', Τ). |
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Special measurable functions == == |
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* If (''X'', Σ) and (''Y'', Τ) are [[Borel space]]s, a |
* If ('' X'', Σ) and ('' Y'', Τ) are [[Borel space]] s, a significant function'' f'' ('' x'', Σ) → ( '' Y'', Τ) is also a'' 'Borel function''' is called. [[Continuous function (topology) | continuous]] functions, but all Borel Borel functions are continuous functions. However, a significant function of a continuous function, see [[Luzin's theorem]]. Some of the map is a Borel function that occurs, a division of <math> Y \stackrel {\pi} {\to} X </math>, which is called Borel Division. |
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* A [[Lebesgue measurable]] |
* A [[Lebesgue measurable]] is a measurable function of the <math> F: (\mathbf {R}, \mathcal {L}) \to (\mathbf {C}, \mathcal {B} _ \mathbf {c} ) </math>, where <math> \mathcal {L} </math> is the [[sigma algebra]] of [[measurable Lebesgue]] set, and <math> \mathcal {B} _ \mathbf {c} </math> is the [[Borel algebra]] at [[complex number]] s'' 'C'''. Lebesgue measurable functions are interested in [[mathematical analysis]] was because [[Lebesgue integration | Composite]]. |
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* [[Random variable]] |
* [[Random variable]] s definition of measurable functions defined by [[model space]] s. |
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Properties of measurable functions == == |
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* The sum and product of two complex |
* The sum and product of two complex valued measurable functions are measurable <ref name="folland"> {{cite book | last = Folland | first = Gerald B | title = Real Analysis. Modern techniques and their equipment | year = 1999 | publisher = Wiley |. ISBN = 0-471-31716-0}} </ref> Thus, there is no difference quotient is zero, as it <ref name="strichartz" /> |
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* |
* Composition of measurable functions to measurable, ie, if the'' f'' ('' x'', Σ <sub> 1 </sub>) → ('' Y'', Σ <sub> 2 </sub >) and'' g'' ('' Y'', Σ <sub> 2 </sub>) → ('' Z'', Σ <sub> 3 </sub>) measurable functions, then (' 'X'', Σ <sub> 1 </sub>) → ('' Z'', Σ <sub> 3 </: So,'' g'' ('' f'' (⋅)) is a sub> ). <ref name="strichartz" /> Lebesgue-measurable functions properly, see the introduction. |
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* |
* (Pointwise) [[supremum]], [[infimum]], [[too high]] and [[Limit Low]] of real-valued measurable functions of a sequence (ie, countably many) all of which are measurable as well as the <ref name = "strichartz" /> <ref name="royden"> {{cite book |. Last = Royden | first = HL | title = Real Analysis | year = 1988 | publisher = Prentice Hall | ISBN = 0 -02-404151-3}} </ref> |
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*The [[pointwise]] limit of a sequence of measurable functions is measurable |
* The [[pointwise]] limit of a sequence of measurable functions is measurable, continuous activities in the statement of relevant information such as the Uniform pointwise convergence brings together the most compelling conditions, are needed to see. When a domain is a metric space sequence of elements of the counter (this is correct, it is generally false; <ref name="dudley"> {{cite book, see pages 125 and 126 | Last = Dudley | First .. = RM | title = Real Analysis and Probability | year = 2002 | edition = 2 | publisher = Cambridge University Press | ISBN = 0-521-00754-2}} </ref>) |
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Non == - == measurable functions |
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==Non-measurable functions== |
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Measurable real-valued functions for applications seems to be a problem, however, it is not difficult to find non-measurable functions. |
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* |
* Is a measure of non-measurable set in place, so that from the non-measurable functions. If ('' X'', Σ) for some measurable space, and'' A'' ⊂'' X'' is a [[non-measurable sets | non-measurable]] is set, meaning that if'' A'' ∉ Σ, then [[indicator function]]'' '1'' '<sub>'' A'' </sub>: ('' X'', Σ) →''' R'' 'is a non-measurable (where'' 'R''' is usually [] [Borel algebra] ಅಳವಡಿಸಿರಲಾಗುತ್ತದೆ) preimage {1} non-measurable set measurable set of'' A'' because. Here'' '1'' '<sub>'' A'' </sub> is given by |
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:<math>\mathbf{1}_A( |
: <math> \mathbf {1} _A (X) = X A \in {if} |
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1 & \text{ if } x \in A \\ |
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0 & \text{ otherwise} |
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\end{cases}</math> |
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</math> |
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⚫ | * Any non- |
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⚫ | * Any non-domain and range for continuous operation by setting the appropriate σ-algebras can be non-measurable. If'' f'':'' X'' →'' 'or''', unrestricted, non-static, non-measurable real-valued function of the'' f'' is'' X'' ಅಳವಡಿಸಿರಲಾಗುತ್ತದೆ with the whole algebra Σ = { 0,'' X''}, at any point within the preimage'' a few proper, nonempty subset because X'', and therefore does not lie in Σ. |
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==See also== |
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⚫ | |||
*[[Measure-preserving dynamical system]] |
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== |
See also == == |
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⚫ | |||
* [[To change the system of measurement - preserve]] |
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== Notes == |
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{{Reflist}} |
{{Reflist}} |
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{{DEFAULTSORT:Measurable Function}} |
{{DEFAULTSORT: Measurable Function}} |
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[[Category: |
[[Category: Measurement theory]] |
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[[Category:Types of functions]] |
[[Category: Types of functions]] |
Revision as of 11:25, 19 May 2013
For example, they create one, between measurable space s | mathematics, particularly in the measure theory, 'measurable functions are [Structure preserving functions] [morphism] in a natural context Unification Theory. In particular, measurable gaps between the function 'measurable is said to be preimage per measurable set and measurable ( continuous [between tasks [topological space]] s.
Special care has to be taken in this definition, however, can be very simple σ-algebras included. In particular, a function f: 'R' → 'R is said to be Lebesgue measurable is in fact meant to is a measurable function, domain and range represent the same underlying set of σ-algebras (where is the sigma algebra of Lebesgue measurable set, and is the Borel algebra at the 'R). As a result, Lebesgue-measurable functions not associated Lebesgue-measurable.
By tradition, a topological space is assumed to be equipped with Borel algebra, unless otherwise specified by the open subsets. In general, this space is similar to Real or Complex Numbers. For example, a 'real-valued measurable function' of each preimage Borel set is a function that is measurable. A 'complex-valued measurable function is defined analogously. In practice, some authors 'measurable functions is the Borel algebra of real-valued measurable functions [1] if a infinite-dimensional vector space which lie of Values instead of 'R or 'C, measurability of other definitions, for example, is used in weak measurability and Bochner measurability.
In probability theory, sigma algebra is the set of available information, and action (in this case a random variable) is a measurable outcome, depending on the time and it is evident that represents the only available information. In contrast, the work is generally considered to be Lebesgue measurable disease, at least in the field of Analysis.
Formal definition == == Let ( X, Σ) and ( Y, Τ) means, measurable in the X and Y are empty algebras equipped with sets sigma Σ and Τ. A function f: X → Y is to be measurable if for each e ∈ Τ of the preimage e under the f is Σ; such as
The notion of measurability depends on sigma algebras Σ and Τ. Emphasize this dependence, F if: X → Y a measurable function, we can write the element
- F ( x, Σ) → ( Y, Τ).
Special measurable functions == ==
- If ( X, Σ) and ( Y, Τ) are Borel space s, a significant function f ( x, Σ) → ( Y, Τ) is also a 'Borel function' is called. continuous functions, but all Borel Borel functions are continuous functions. However, a significant function of a continuous function, see Luzin's theorem. Some of the map is a Borel function that occurs, a division of , which is called Borel Division.
- A Lebesgue measurable is a measurable function of the , where is the sigma algebra of measurable Lebesgue set, and is the Borel algebra at complex number s 'C'. Lebesgue measurable functions are interested in mathematical analysis was because Composite.
- Random variable s definition of measurable functions defined by model space s.
Properties of measurable functions == ==
- The sum and product of two complex valued measurable functions are measurable [2] Thus, there is no difference quotient is zero, as it [1]
- Composition of measurable functions to measurable, ie, if the f ( x, Σ 1 ) → ( Y, Σ 2 ) and g ( Y, Σ 2 ) → ( Z, Σ 3 ) measurable functions, then (' 'X, Σ 1 ) → ( Z, Σ 3 </: So, g ( f (⋅)) is a sub> ). [1] Lebesgue-measurable functions properly, see the introduction.
- (Pointwise) supremum, infimum, too high and Limit Low of real-valued measurable functions of a sequence (ie, countably many) all of which are measurable as well as the [1] [3]
- The pointwise limit of a sequence of measurable functions is measurable, continuous activities in the statement of relevant information such as the Uniform pointwise convergence brings together the most compelling conditions, are needed to see. When a domain is a metric space sequence of elements of the counter (this is correct, it is generally false; [4])
Non == - == measurable functions Measurable real-valued functions for applications seems to be a problem, however, it is not difficult to find non-measurable functions.
- Is a measure of non-measurable set in place, so that from the non-measurable functions. If ( X, Σ) for some measurable space, and A ⊂ X is a non-measurable is set, meaning that if A ∉ Σ, then indicator function '1 ' A : ( X, Σ) → R 'is a non-measurable (where 'R is usually [] [Borel algebra] ಅಳವಡಿಸಿರಲಾಗುತ್ತದೆ) preimage {1} non-measurable set measurable set of A because. Here '1 ' A is given by
- Any non-domain and range for continuous operation by setting the appropriate σ-algebras can be non-measurable. If f: X → 'or', unrestricted, non-static, non-measurable real-valued function of the f is X ಅಳವಡಿಸಿರಲಾಗುತ್ತದೆ with the whole algebra Σ = { 0, X}, at any point within the preimage a few proper, nonempty subset because X, and therefore does not lie in Σ.
See also == ==
- Vector spaces of measurable functions: Lee page Blank
- To change the system of measurement - preserve
Notes
- ^ a b c d Template:Not only refer to the cite book
- ^ Folland, Gerald B (1999). Real Analysis. Modern techniques and their equipment. Wiley.
{{cite book}}
: Unknown parameter|. ISBN=
ignored (help) - ^ Real Analysis. Prentice Hall. 1988. ISBN 0 -02-404151-3.
{{cite book}}
:|first=
missing|last=
(help); Unknown parameter|. Last=
ignored (help) - ^ Template:Cite book, see pages 125 and 126