Difference between revisions of "Lebesgue measure"

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==Definition==
 
==Definition==
The set function <math>\lambda^n:(\mathbb{R}^n,\mathcal{B}(\mathbb{R}^n))\rightarrow\mathbb{R}_{\ge}</math><ref>P27 - Measures, Integrals and Martingales - Rene L. Schilling</ref> that assigns every half-open rectangle <math>[[a,b))=[a_1,b_1)\times\cdots\times[a_n,b_n)\in\mathcal{J}</math> as follows:
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we measure a paper called lebesgue with our friends
 
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<math>\lambda^n\Big([[a,b))\Big)=\Pi^n_{i=1}(b_i-a_i)</math>
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Where <math>\mathcal{J}=</math> the set of all half-open-half-closed 'rectangles' in <math>\mathbb{R}^n</math>
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Note that it can be shown <math>\mathcal{B}(\mathbb{R}^n)=\sigma(\mathcal{J})</math> where <math>\sigma(\mathcal{J})</math> is the [[Sigma-algebra|{{Sigma|algebra}}]] [[Sigma-algebra generated by|generated by]] <math>\mathcal{J}</math>
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{{Definition|Measure Theory}}
 
{{Definition|Measure Theory}}
 
==References==
 
==References==

Revision as of 07:43, 23 August 2015

Definition

we measure a paper called lebesgue with our friends

References