In measure theory, a field of mathematics, the Hausdorff density measures how concentrated a Radon measure is at some point.
Let be a Radon measure and some point in Euclidean space. The s-dimensional upper and lower Hausdorff densities are defined to be, respectively,
and
where is the ball of radius r > 0 centered at a. Clearly, for all . In the event that the two are equal, we call their common value the s-density of at a and denote it .
The following theorem states that the times when the s-density exists are rather seldom.
In 1987 David Preiss proved a stronger version of Marstrand's theorem. One consequence is that sets with positive and finite density are rectifiable sets.
In mathematics, specifically in measure theory, a Borel measure on a topological space is a measure that is defined on all open sets. Some authors require additional restrictions on the measure, as described below.
In mathematical analysis, a measure on a set is a systematic way to assign a number to each suitable subset of that set, intuitively interpreted as its size. In this sense, a measure is a generalization of the concepts of length, area, and volume. A particularly important example is the Lebesgue measure on a Euclidean space, which assigns the conventional length, area, and volume of Euclidean geometry to suitable subsets of the n-dimensional Euclidean space Rn. For instance, the Lebesgue measure of the interval [0, 1] in the real numbers is its length in the everyday sense of the word, specifically, 1.
In mathematics, a topological space is called separable if it contains a countable, dense subset; that is, there exists a sequence of elements of the space such that every nonempty open subset of the space contains at least one element of the sequence.
In mathematical analysis, Hölder's inequality, named after Otto Hölder, is a fundamental inequality between integrals and an indispensable tool for the study of Lp spaces.
In calculus, absolute continuity is a smoothness property of functions that is stronger than continuity and uniform continuity. The notion of absolute continuity allows one to obtain generalizations of the relationship between the two central operations of calculus—differentiation and integration. This relationship is commonly characterized in the framework of Riemann integration, but with absolute continuity it may be formulated in terms of Lebesgue integration. For real-valued functions on the real line, two interrelated notions appear: absolute continuity of functions and absolute continuity of measures. These two notions are generalized in different directions. The usual derivative of a function is related to the Radon–Nikodym derivative, or density, of a measure.
In mathematics, a Radon measure, named after Johann Radon, is a measure on the σ-algebra of Borel sets of a Hausdorff topological space X that is finite on all compact sets, outer regular on all Borel sets, and inner regular on open sets. These conditions guarantee that the measure is "compatible" with the topology of the space, and most measures used in mathematical analysis and in number theory are indeed Radon measures.
In mathematics, the total variation identifies several slightly different concepts, related to the structure of the codomain of a function or a measure. For a real-valued continuous function f, defined on an interval [a, b] ⊂ ℝ, its total variation on the interval of definition is a measure of the one-dimensional arclength of the curve with parametric equation x ↦ f(x), for x ∈ [a, b].
In the mathematical field of real analysis, Lusin's theorem states that every measurable function is a continuous function on nearly all its domain. In the informal formulation of J. E. Littlewood, "every measurable function is nearly continuous".
In mathematics, specifically measure theory, a complex measure generalizes the concept of measure by letting it have complex values. In other words, one allows for sets whose size is a complex number.
In mathematics, a regular measure on a topological space is a measure for which every measurable set can be approximated from above by open measurable sets and from below by compact measurable sets.
In mathematics, a π-system on a set Ω is a collection P of certain subsets of Ω, such that
In mathematics, Lebesgue's density theorem states that for any Lebesgue measurable set , the "density" of A is 0 or 1 at almost every point in . Additionally, the "density" of A is 1 at almost every point in A. Intuitively, this means that the "edge" of A, the set of points in A whose "neighborhood" is partially in A and partially outside of A, is negligible.
In mathematics, a positive measure μ defined on a σ-algebra Σ of subsets of a set X is called a finite measure if μ(X) is a finite real number, and a set A in Σ is of finite measure if μ(A) < ∞. The measure μ is called σ-finite if X is the countable union of measurable sets with finite measure. A set in a measure space is said to have σ-finite measure if it is a countable union of measurable sets with finite measure. A measure being σ-finite is a weaker condition than being finite, i.e. all finite measures are σ-finite but there are (many) σ-finite measures that are not finite.
In mathematics, tightness is a concept in measure theory. The intuitive idea is that a given collection of measures does not "escape to infinity."
In mathematics, Gaussian measure is a Borel measure on finite-dimensional Euclidean space Rn, closely related to the normal distribution in statistics. There is also a generalization to infinite-dimensional spaces. Gaussian measures are named after the German mathematician Carl Friedrich Gauss. One reason why Gaussian measures are so ubiquitous in probability theory is the central limit theorem. Loosely speaking, it states that if a random variable X is obtained by summing a large number N of independent random variables of order 1, then X is of order and its law is approximately Gaussian.
In mathematics, the Kolmogorov extension theorem is a theorem that guarantees that a suitably "consistent" collection of finite-dimensional distributions will define a stochastic process. It is credited to the English mathematician Percy John Daniell and the Russian mathematician Andrey Nikolaevich Kolmogorov..
In measure theory, tangent measures are used to study the local behavior of Radon measures, in much the same way as tangent spaces are used to study the local behavior of differentiable manifolds. Tangent measures are a useful tool in geometric measure theory. For example, they are used in proving Marstrand’s theorem and Preiss' theorem.
In mathematics, the Menger curvature of a triple of points in n-dimensional Euclidean space Rn is the reciprocal of the radius of the circle that passes through the three points. It is named after the Austrian-American mathematician Karl Menger.
In mathematics, the Riesz–Markov–Kakutani representation theorem relates linear functionals on spaces of continuous functions on a locally compact space to measures in measure theory. The theorem is named for Frigyes Riesz (1909) who introduced it for continuous functions on the unit interval, Andrey Markov (1938) who extended the result to some non-compact spaces, and Shizuo Kakutani (1941) who extended the result to compact Hausdorff spaces.
In geometric measure theory an approximate tangent space is a measure theoretic generalization of the concept of a tangent space for a differentiable manifold.
