Difference between revisions of "Notes:Halmos measure theory skeleton"

From Maths
Jump to: navigation, search
(Saving work)
 
m
Line 11: Line 11:
 
*** {{M|1=\forall A\in\mathbf{H}(\mathcal{R})[\mu^*(A)=\text{inf}\{\sum^\infty_{n=1}\mu(A_n)\ \vert\ (A_n)_{n=1}^\infty\subseteq\mathcal{R} \wedge A\subseteq \bigcup^\infty_{n=1}A_n\}]}} then {{M|\mu^*}} is an ''extension'' of {{M|\mu}} to an outer measure on {{M|\mathbf{H}(\mathcal{R})}}
 
*** {{M|1=\forall A\in\mathbf{H}(\mathcal{R})[\mu^*(A)=\text{inf}\{\sum^\infty_{n=1}\mu(A_n)\ \vert\ (A_n)_{n=1}^\infty\subseteq\mathcal{R} \wedge A\subseteq \bigcup^\infty_{n=1}A_n\}]}} then {{M|\mu^*}} is an ''extension'' of {{M|\mu}} to an outer measure on {{M|\mathbf{H}(\mathcal{R})}}
 
** {{M|\mu^*}} is the ''outer measure induced by the measure {{M|\mu}}''
 
** {{M|\mu^*}} is the ''outer measure induced by the measure {{M|\mu}}''
 +
* {{M|\mu^*}}-measurable - given an ''outer measure'' {{M|\mu^*}} on a hereditary {{sigma|ring}} {{M|\mathcal{H} }} a set {{M|A\in\mathcal{H} }} is ''{{M|\mu^*}}-measurable'' if:
 +
** {{M|1=\forall B\in\mathcal{H}[\mu^*(B)=\mu^*(A\cap B)+\mu^*(B\cap A')]}}
 +
*** '''PROBLEM: How can we do [[complementation]] in a ring?'''

Revision as of 19:26, 22 March 2016

Skeleton

  • Ring of sets
  • Sigma-ring
  • additive set function
  • measure, [ilmath]\mu[/ilmath] - extended real valued, non negative, countably additive set function defined on a ring of sets
  • hereditary system - a system of sets, [ilmath]\mathcal{E} [/ilmath] such that if [ilmath]E\in\mathcal{E} [/ilmath] then [ilmath]\forall F\in\mathcal{P}(E)[F\in\mathcal{E}][/ilmath]
    • hereditary ring generated by
  • subadditivity
  • outer measure, [ilmath]\mu^*[/ilmath] (p42) - extended real valued, non-negative, monotone and countably subadditive set function on an hereditary [ilmath]\sigma[/ilmath]-ring with [ilmath]\mu^*(\emptyset)=0[/ilmath]
    • Theorem: If [ilmath]\mu[/ilmath] is a measure on a ring [ilmath]\mathcal{R} [/ilmath] and if:
      • [ilmath]\forall A\in\mathbf{H}(\mathcal{R})[\mu^*(A)=\text{inf}\{\sum^\infty_{n=1}\mu(A_n)\ \vert\ (A_n)_{n=1}^\infty\subseteq\mathcal{R} \wedge A\subseteq \bigcup^\infty_{n=1}A_n\}][/ilmath] then [ilmath]\mu^*[/ilmath] is an extension of [ilmath]\mu[/ilmath] to an outer measure on [ilmath]\mathbf{H}(\mathcal{R})[/ilmath]
    • [ilmath]\mu^*[/ilmath] is the outer measure induced by the measure [ilmath]\mu[/ilmath]
  • [ilmath]\mu^*[/ilmath]-measurable - given an outer measure [ilmath]\mu^*[/ilmath] on a hereditary [ilmath]\sigma[/ilmath]-ring [ilmath]\mathcal{H} [/ilmath] a set [ilmath]A\in\mathcal{H} [/ilmath] is [ilmath]\mu^*[/ilmath]-measurable if:
    • [ilmath]\forall B\in\mathcal{H}[\mu^*(B)=\mu^*(A\cap B)+\mu^*(B\cap A')][/ilmath]