In mathematical analysis and in probability theory, a σ-algebra on a set X is a nonempty collection Σ of subsets of X closed under complement, countable unions, and countable intersections. The ordered pair is called a measurable space.
In mathematics, a measurable space or Borel space is a basic object in measure theory. It consists of a set and a σ-algebra, which defines the subsets that will be measured.
In mathematics and in particular measure theory, a measurable function is a function between the underlying sets of two measurable spaces that preserves the structure of the spaces: the preimage of any measurable set is measurable. This is in direct analogy to the definition that a continuous function between topological spaces preserves the topological structure: the preimage of any open set is open. In real analysis, measurable functions are used in the definition of the Lebesgue integral. In probability theory, a measurable function on a probability space is known as a random variable.
In mathematics, an additive set function is a function mapping sets to numbers, with the property that its value on a union of two disjoint sets equals the sum of its values on these sets, namely, Failed to parse : {\textstyle \mu(A \cup B) = \mu(A) + \mu(B).} If this additivity property holds for any two sets, then it also holds for any finite number of sets, namely, the function value on the union of k disjoint sets equals the sum of its values on the sets. Therefore, an additive set function is also called a finitely additive set function. However, a finitely additive set function might not have the additivity property for a union of an infinite number of sets. A σ-additive set function is a function that has the additivity property even for countably infinite many sets, that is,
In abstract algebra, Hilbert's Theorem 90 (or Satz 90) is an important result on cyclic extensions of fields (or to one of its generalizations) that leads to Kummer theory. In its most basic form, it states that if L/K is an extension of fields with cyclic Galois group G = Gal(L/K) generated by an element and if is an element of L of relative norm 1, that is
In mathematics and theoretical physics, a locally compact quantum group is a relatively new C*-algebraic approach toward quantum groups that generalizes the Kac algebra, compact-quantum-group and Hopf-algebra approaches. Earlier attempts at a unifying definition of quantum groups using, for example, multiplicative unitaries have enjoyed some success but have also encountered several technical problems.
In mathematics, the Gibbs measure, named after Josiah Willard Gibbs, is a probability measure frequently seen in many problems of probability theory and statistical mechanics. It is a generalization of the canonical ensemble to infinite systems. The canonical ensemble gives the probability of the system X being in state x as
A quasi-triangular quasi-Hopf algebra is a specialized form of a quasi-Hopf algebra defined by the Ukrainian mathematician Vladimir Drinfeld in 1989. It is also a generalized form of a quasi-triangular Hopf algebra.
In mathematics—specifically, in functional analysis—a weakly measurable function taking values in a Banach space is a function whose composition with any element of the dual space is a measurable function in the usual (strong) sense. For separable spaces, the notions of weak and strong measurability agree.
In mathematics, the Pettis integral or Gelfand–Pettis integral, named after Israel M. Gelfand and Billy James Pettis, extends the definition of the Lebesgue integral to vector-valued functions on a measure space, by exploiting duality. The integral was introduced by Gelfand for the case when the measure space is an interval with Lebesgue measure. The integral is also called the weak integral in contrast to the Bochner integral, which is the strong integral.
In probability theory, a Markov kernel is a map that in the general theory of Markov processes plays the role that the transition matrix does in the theory of Markov processes with a finite state space.
In mathematics, lifting theory was first introduced by John von Neumann in a pioneering paper from 1931, in which he answered a question raised by Alfréd Haar. The theory was further developed by Dorothy Maharam (1958) and by Alexandra Ionescu Tulcea and Cassius Ionescu Tulcea (1961). Lifting theory was motivated to a large extent by its striking applications. Its development up to 1969 was described in a monograph of the Ionescu Tulceas. Lifting theory continued to develop since then, yielding new results and applications.
In probability theory, the Doob–Dynkin lemma, named after Joseph L. Doob and Eugene Dynkin, characterizes the situation when one random variable is a function of another by the inclusion of the -algebras generated by the random variables. The usual statement of the lemma is formulated in terms of one random variable being measurable with respect to the -algebra generated by the other.
In mathematics, given an action of a group scheme G on a scheme X over a base scheme S, an equivariant sheafF on X is a sheaf of -modules together with the isomorphism of -modules
In mathematics, non-commutative conditional expectation is a generalization of the notion of conditional expectation in classical probability. The space of essentially bounded measurable functions on a -finite measure space is the canonical example of a commutative von Neumann algebra. For this reason, the theory of von Neumann algebras is sometimes referred to as noncommutative measure theory. The intimate connections of probability theory with measure theory suggest that one may be able to extend the classical ideas in probability to a noncommutative setting by studying those ideas on general von Neumann algebras.
In Category theory and related fields of mathematics, an envelope is a construction that generalizes the operations of "exterior completion", like completion of a locally convex space, or Stone–Čech compactification of a topological space. A dual construction is called refinement.
In the mathematics of probability, a transition kernel or kernel is a function in mathematics that has different applications. Kernels can for example be used to define random measures or stochastic processes. The most important example of kernels are the Markov kernels.
In measure theory, projection maps often appear when working with product (Cartesian) spaces: The product sigma-algebra of measurable spaces is defined to be the finest such that the projection mappings will be measurable. Sometimes for some reasons product spaces are equipped with 𝜎-algebra different than the product 𝜎-algebra. In these cases the projections need not be measurable at all.
In mathematics, a measurable group is a special type of group in the intersection between group theory and measure theory. Measurable groups are used to study measures is an abstract setting and are often closely related to topological groups.
In functional analysis, every C*-algebra is isomorphic to a subalgebra of the C*-algebra of bounded linear operators on some Hilbert space This article describes the spectral theory of closed normal subalgebras of . A subalgebra of is called normal if it is commutative and closed under the operation: for all , we have and that .
