Measures: Difference between revisions

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A measure space <math>(X, \mathcal{M}, \mu)</math> is called '''complete''' if <math>\mathcal{M}</math> contains all subsets of its null sets. An incomplete measure space can be constructed by taking <math>X = \{a. b, c\}</math> and <math>\mathcal{M} = \{\emptyset, \{a\}, \{b, c\}, X\}</math> with <math>\mu(E) = \begin{cases}0, E \neq \{a\}\\1, E = \{a\}\end{cases}</math>. The set <math>\{b, c\}</math> is a null set in this case, but <math>\{b\} \notin \mathcal{M}</math>.
A measure space <math>(X, \mathcal{M}, \mu)</math> is called '''complete''' if <math>\mathcal{M}</math> contains all subsets of its null sets. An incomplete measure space can be constructed by taking <math>X = \{a. b, c\}</math> and <math>\mathcal{M} = \{\emptyset, \{a\}, \{b, c\}, X\}</math> with <math>\mu(E) = \begin{cases}0, E \neq \{a\}\\1, E = \{a\}\end{cases}</math>. The set <math>\{b, c\}</math> is a null set in this case, but <math>\{b\} \notin \mathcal{M}</math>.


Given an incomplete measure <math>(X, \mathcal{M}, \mu)</math>, the following theorem guarantees that a complete measure space this measure space can be extended to a complete measure space <math>(X, \overline{\mathcal{M}}, \overline{\mu})</math>.
Given an incomplete measure <math>(X, \mathcal{M}, \mu)</math>, the following theorem guarantees that a complete measure space this measure space can be extended to a complete measure space <math>(X, \overline{\mathcal{M}}, \overline{\mu})</math>. The measure <math>\overline{\mu}</math> is called the '''completion of <math>\mu</math>''', and <math>\overline{\mathcal{M}}</math> is called the '''completion of <math>\mathcal{M}</math> with respect to <math>\mu</math>'''.


'''Theorem''' <em>Suppose that <math>(X, \mathcal{M}, \mu)</math> is a measure space. Let <math>\mathcal{N} = \left\{N \in \mathcal{M} : \mu(N) = 0\right\}</math> and <math>\overline{\mathcal{M}} = \left\{E \cup F : E \in \mathcal{M} \text{ and } F \subseteq N  \text{ for some } N \in \mathcal{N}\right\}</math>. Then, <math>\overline{\mathcal{M}}</math> is a <math>\sigma</math>-algebra, and there is a unique extension <math>\overline{\mu}</math> of <math>\mu</math> to a complate measure on <math>\overline{\mathcal{M}}</math>.</em>
'''Theorem''' <em>Suppose that <math>(X, \mathcal{M}, \mu)</math> is a measure space. Let <math>\mathcal{N} = \left\{N \in \mathcal{M} : \mu(N) = 0\right\}</math> and <math>\overline{\mathcal{M}} = \left\{E \cup F : E \in \mathcal{M} \text{ and } F \subseteq N  \text{ for some } N \in \mathcal{N}\right\}</math>. Then, <math>\overline{\mathcal{M}}</math> is a <math>\sigma</math>-algebra, and there is a unique extension <math>\overline{\mu}</math> of <math>\mu</math> to a complate measure on <math>\overline{\mathcal{M}}</math>.</em>

Revision as of 03:36, 18 December 2020

Definition

Let be a set and let be a -algebra. Tbe structure is called a measurable space and each set in is called a measurable set. A measure on (also referred to simply as a measure on Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle X} if is understood) is a function Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle \mu: \mathcal{M} \rightarrow [0, +\infty]} that satisfies the following criteria:

  1. ,
  2. Let be a disjoint sequence of sets such that each . Then, Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle \mu\left(\cup_{k = 1}^{\infty} E_k\right) = \sum_{k = 1}^{\infty} \mu\left(E_k\right)} .

If the previous conditions are satisfied, the structure Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle \left(X, \mathcal{M}, \mu\right)} is called a measure space.

Additional Terminology

Let be a measure space.

  • The measure Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle \mu} is called finite if .
  • Let . If there exist Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle \left\{E_k\right\}_{k = 1}^{\infty} \subseteq \mathcal{M}} such that Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle E = \cup_{k = 1}^{\infty} E_k} and (for all Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle k \in \mathbb{N}} ), then Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle E} is -finite for Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle \mu} .
  • If Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle X} is Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle \sigma} -finite for Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle \mu} , then is called -finite.
  • Let Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle S} be the collection of all the sets in Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle \mathcal{M}} with infinite Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle \mu} -measure. The measure Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle \mu} is called semifinite if there exists Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle F \in \mathcal{M}} such that and , for all Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle E \in S} .

Properties

Let Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle \left(X, \mathcal{M}, \mu\right)} be a measure space.

  1. Finite Additivity: Let Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle \left\{E_k\right\}_{k = 1}^{n}} be a finite disjoint sequence of sets such that each Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle E_k \in \mathcal{M}} . Then, Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle \mu\left(\cup_{k = 1}^{n} E_k\right) = \sum_{k = 1}^{n} \mu\left(E_k\right)} . This follows directly from the defintion of measures by taking .
  2. Monotonicity: Let Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle E, F \in \mathcal{M}} such that Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle E \subseteq F} . Then, .
  3. Subadditivity: Let Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle \left\{E_k\right\}_{k = 1}^{\infty} \subseteq \mathcal{M}} . Then, Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle \mu\left(\cup_{k = 1}^{\infty} E_k\right) \leq \sum_{k = 1}^{\infty} \mu\left(E_k\right)} .
  4. Continuity from Below: Let Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle \left\{E_k\right\}_{k = 1}^{\infty} \subseteq \mathcal{M}} such that Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle E_1 \subseteq E_2 \subseteq ...} . Then, Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle \mu\left(\cup_{k = 1}^{\infty} E_k\right) = \lim_{k \rightarrow +\infty} \mu\left(E_k\right)} .
  5. Continuity from Above: Let Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle \left\{E_k\right\}_{k = 1}^{\infty} \subseteq \mathcal{M}} such that Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle E_1 \supseteq E_2 \supseteq ...} and Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle \mu\left(E'\right) < +\infty} for some Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle E' \in \left\{E_k\right\}_{k = 1}^{\infty}} . Then, Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle \mu\left(\cap_{k = 1}^{\infty} E_k\right) = \lim_{k \rightarrow +\infty} \mu\left(E_k\right)} .

Examples

  • Let Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle X} be a non-empty set and Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle \mathcal{M} = 2^X} . Let Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle f} be any function from Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle X} to Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle [0, +\infty]} . Given Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle E \in \mathcal{M}} , define Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle A_E = \left\{x \in E : f(x) > 0\right\}} . Then, the function Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle \mu: \mathcal{M} \rightarrow [0, +\infty]} defined by Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle \mu(E) = \begin{cases}\sum_{x \in E}f(x), A_E\text{ is countable}\\+\infty, A_E\text{ is uncountable}\end{cases}} is a measure. This measure has the following properties:
  1. The measure Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle \mu} is semifinite if and only if Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle f(x) < +\infty} for every Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle x \in X} .
  2. The measure Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle \mu} is Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle \sigma} -finite if and only if Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle \mu} is semifinite and Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle A_E} is countable for every Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle E \in \mathcal{M}} .

There are special cases of this measure that are frequently used:

  1. When fixing Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle f(x) = 1} , the resulting measure is referred to as the counting measure.
  2. Let Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle x_0 \in X} be fixed. By defining Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle f(x) = \begin{cases}1, x = x_0\\0, x \neq x_0\end{cases}} , the resulting measure is referred to as the point mass measure or the Dirac measure.
  • Let Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle X} be an uncountable set. Let Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle \mathcal{M}} be the Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle \sigma} -algebra of countable or co-cocountable sets of Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle X} . The function Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle \mu: 0 \rightarrow [0, +\infty]} defined as Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle \mu(E) = \begin{cases}0, E\text{ is countable}\\1, E\text{ is co-countable}\end{cases}} is a measure.
  • Let Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle X} be an infinite set. Let Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle \mathcal{M} = 2^X} . The function Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle \mu: 0 \rightarrow [0, +\infty]} defined as Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle \mu(E) = \begin{cases}0, E\text{ is finite}\\+\infty, E\text{ is infinite}\end{cases}} is not a measure. To verify that it is not a measure, it is sufficient to take Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle X = \mathbb{N}} , and note that Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle \sum_{k = 1}^{\infty} \mu\left(\{k\}\right) = 0 \neq +\infty = \mu\left(\mathbb{N}\right) = \mu\left(\cup_{k = 1}^{\infty} \{k\}\right)} . In other words. the countable additivity property is not satisfied. However, Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle \mu} does satisfy the finite additivity property.

Complete Measures

Consider a measure space Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle (X, \mathcal{M}, \mu)} . A set Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle E \in \mathcal{M}} is called a Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle \mu} -null set (or simply null set) if Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle \mu(E) = 0} . A property Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle P(x)} holds Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle \mu} -almost everywhere (or simply almost everywhere) if Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle N = \left\{x \in X : P(x) \text{ does not hold}\right\}} satisfies Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle N \in \mathcal{M}} and Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle \mu(N) = 0} .

A measure space Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle (X, \mathcal{M}, \mu)} is called complete if Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle \mathcal{M}} contains all subsets of its null sets. An incomplete measure space can be constructed by taking Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle X = \{a. b, c\}} and Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle \mathcal{M} = \{\emptyset, \{a\}, \{b, c\}, X\}} with Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle \mu(E) = \begin{cases}0, E \neq \{a\}\\1, E = \{a\}\end{cases}} . The set Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle \{b, c\}} is a null set in this case, but Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle \{b\} \notin \mathcal{M}} .

Given an incomplete measure Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle (X, \mathcal{M}, \mu)} , the following theorem guarantees that a complete measure space this measure space can be extended to a complete measure space Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle (X, \overline{\mathcal{M}}, \overline{\mu})} . The measure Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle \overline{\mu}} is called the completion of Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle \mu} , and Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle \overline{\mathcal{M}}} is called the completion of Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle \mathcal{M}} with respect to Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle \mu} .

Theorem Suppose that Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle (X, \mathcal{M}, \mu)} is a measure space. Let Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle \mathcal{N} = \left\{N \in \mathcal{M} : \mu(N) = 0\right\}} and Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle \overline{\mathcal{M}} = \left\{E \cup F : E \in \mathcal{M} \text{ and } F \subseteq N \text{ for some } N \in \mathcal{N}\right\}} . Then, Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle \overline{\mathcal{M}}} is a Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle \sigma} -algebra, and there is a unique extension Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle \overline{\mu}} of Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle \mu} to a complate measure on Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle \overline{\mathcal{M}}} .

References

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