Measure Theory
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ZJ_Frank
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Measure Theory (4): Caratheodory theorem
In last lecture, we have shown we have a unique way of extending μ\muμ, σ\sigmaσ-additive defined in a semi-algebra S\mathscr{S}S to ν\nuν, σ\sigmaσ-additive defined in an algebra A(S)\mathcal{A}(\mathscr{S})A(S), algebra generated by S\mathscr{S}SIn this原创 2021-08-04 20:30:52 · 326 阅读 · 0 评论 -
Measure Theory (3): set functions
Definitionsμ:C→R+∪{∞}\mu:\mathcal{C}\to\mathbb{R}_+\cup\{\infty\}μ:C→R+∪{∞}DEFμ\muμ is continuous from below at E if ∀{Ei}i≥1,Ei∈C,En↑E\forall \{E_i\}_{i\ge1},E_i \in\mathcal{C}, E_n\uparrow E∀{Ei}i≥1,Ei∈C,En↑E andμ(En)→μ(E)\mu(E_n)\to\mu(E)μ(En原创 2021-07-27 23:49:40 · 127 阅读 · 0 评论 -
Measure Theory (2): semi-algebra, algebra, sigma-algebra
DefinitionsIn this post, we define the semi-algebra, algebra, sigma-algebra.Semi-algebraConsider Ω\OmegaΩ as the whole set (for example, Ω=R\Omega=\mathbb{R}Ω=R),S(Ω)\mathcal{S}(\Omega)S(Ω) is the collection of subset of Ω\OmegaΩDEF Semi-algebra S\ma原创 2021-07-25 00:13:50 · 570 阅读 · 0 评论 -
Measure Theory (1): Why measure theory? The motivation
这个专栏计划开坑更完 Measure Theory by Claudio Landim的 Lecture Notes。此为第一个视频的笔记。用一个反例阐述了学习测度论的必要性。引入首先考虑这样一个问题:我们如何测量 R\mathbb{R}R的子集的长度?直观地,如果这个子集为 (a,b](a, b](a,b],那么用 b−ab-ab−a来定义这个区间的长度似乎是一个非常合理的想法。进一步的,我们对这个「测量函数」有如下的期待:这个函数的值域应该大于等于0特别地,对于区间 (a,b](a, b](原创 2021-07-23 22:23:05 · 340 阅读 · 0 评论