Mathematics includes the study of such topics as quantity, structure, space, and change.
A measure space is a basic object of measure theory, a branch of mathematics that studies generalized notions of volumes. Measure spaces contain information about the underlying set, the subsets of said set that are feasible for measuring and the method that is used for measuring. One important example of a measure space is a probability space.
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, and specifically in measure theory, equivalence is a notion of two measures being qualitatively similar. Specifically, the two measures agree on which events have measure zero.
That means, in other words, that T preserves the concept of a set of measure zero. Considering the whole equivalence class of measures ν, equivalent to μ, it is also the same to say that T preserves the class as a whole, mapping any such measure to another such. Therefore, the concept of quasi-invariant measure is the same as invariant measure class.
In general, the 'freedom' of moving within a measure class by multiplication gives rise to cocycles, when transformations are composed.
As an example, Gaussian measure on Euclidean spaceRn is not invariant under translation (like Lebesgue measure is), but is quasi-invariant under all translations.
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 geometry, Euclidean space encompasses the two-dimensional Euclidean plane, the three-dimensional space of Euclidean geometry, and similar spaces of higher dimension. It is named after the Ancient Greek mathematician Euclid of Alexandria. The term "Euclidean" distinguishes these spaces from other types of spaces considered in modern geometry. Euclidean spaces also generalize to higher dimensions.
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 mathematics, more specifically in functional analysis, a Banach space is a complete normed vector space. Thus, a Banach space is a vector space with a metric that allows the computation of vector length and distance between vectors and is complete in the sense that a Cauchy sequence of vectors always converges to a well defined limit that is within the space.
In mathematics, a locally finite measure is a measure for which every point of the measure space has a neighbourhood of finite measure.
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In mathematical analysis, the Haar measure assigns an "invariant volume" to subsets of locally compact topological groups, consequently defining an integral for functions on those groups.
In mathematics, the Lp spaces are function spaces defined using a natural generalization of the p-norm for finite-dimensional vector spaces. They are sometimes called Lebesgue spaces, named after Henri Lebesgue, although according to the Bourbaki group they were first introduced by Frigyes Riesz. Lp spaces form an important class of Banach spaces in functional analysis, and of topological vector spaces. Because of their key role in the mathematical analysis of measure and probability spaces, Lebesgue spaces are used also in the theoretical discussion of problems in physics, statistics, finance, engineering, and other disciplines.
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.
Ergodic theory is a branch of mathematics that studies dynamical systems with an invariant measure and related problems. Its initial development was motivated by problems of statistical physics.
In mathematics, an invariant is a property, held by a class of mathematical objects, which remains unchanged when transformations of a certain type are applied to the objects. The particular class of objects and type of transformations are usually indicated by the context in which the term is used. For example, the area of a triangle is an invariant with respect to isometries of the Euclidean plane. The phrases "invariant under" and "invariant to" a transformation are both used. More generally, an invariant with respect to an equivalence relation is a property that is constant on each equivalence class.
The concept of system of imprimitivity is used in mathematics, particularly in algebra and analysis, both within the context of the theory of group representations. It was used by George Mackey as the basis for his theory of induced unitary representations of locally compact groups.
In mathematics, a volume form on a differentiable manifold is a top-dimensional form. Thus on a manifold M of dimension n, a volume form is an n-form, a section of the line bundle Ωn(M) = ⋀n(T∗M). A manifold admits a nowhere vanishing volume form if and only if it is orientable. An orientable manifold has infinitely many volume forms, since multiplying a volume form by a function yields another volume form. On non-orientable manifolds, one may instead define the weaker notion of a density.
In mathematics, ergodic flows occur in geometry, through the geodesic and horocycle flows of closed hyperbolic surfaces. Both of these examples have been understood in terms of the theory of unitary representations of locally compact groups: if Γ is the fundamental group of a closed surface, regarded as a discrete subgroup of the Möbius group G = PSL(2,R), then the geodesic and horocycle flow can be identified with the natural actions of the subgroups A of real positive diagonal matrices and N of lower unitriangular matrices on the unit tangent bundle G / Γ. The Ambrose-Kakutani theorem expresses every ergodic flow as the flow built from an invertible ergodic transformation on a measure space using a ceiling function. In the case of geodesic flow, the ergodic transformation can be understood in terms of symbolic dynamics; and in terms of the ergodic actions of Γ on the boundary S1 = G / AN and G / A = S1 × S1 \ diag S1. Ergodic flows also arise naturally as invariants in the classification of von Neumann algebras: the flow of weights for a factor of type III0 is an ergodic flow on a measure space.
In probability theory, an ergodic dynamical system is one that, broadly speaking, has the same behavior averaged over time as averaged over the space of all the system's states in its phase space. In physics the term implies that a system satisfies the ergodic hypothesis of thermodynamics.
In mathematics, the Cameron–Martin theorem or Cameron–Martin formula is a theorem of measure theory that describes how abstract Wiener measure changes under translation by certain elements of the Cameron–Martin Hilbert space.
In mathematics, strict positivity is a concept in measure theory. Intuitively, a strictly positive measure is one that is "nowhere zero", or that is zero "only on points".
In mathematics, it is a theorem that there is no analogue of Lebesgue measure on an infinite-dimensional Banach space. Other kinds of measures are therefore used on infinite-dimensional spaces: often, the abstract Wiener space construction is used. Alternatively, one may consider Lebesgue measure on finite-dimensional subspaces of the larger space and consider so-called prevalent and shy sets.
The dynamical system concept is a mathematical formalization for any fixed "rule" which describes the time dependence of a point's position in its ambient space. The concept unifies very different types of such "rules" in mathematics: the different choices made for how time is measured and the special properties of the ambient space may give an idea of the vastness of the class of objects described by this concept. Time can be measured by integers, by real or complex numbers or can be a more general algebraic object, losing the memory of its physical origin, and the ambient space may be simply a set, without the need of a smooth space-time structure defined on it.
In mathematics, an invariant measure is a measure that is preserved by some function. Ergodic theory is the study of invariant measures in dynamical systems. The Krylov–Bogolyubov theorem proves the existence of invariant measures under certain conditions on the function and space under consideration.
In measure theory, a discipline within mathematics, a pushforward measure is obtained by transferring a measure from one measurable space to another using a measurable function.
In mathematics, specifically in measure theory, the trivial measure on any measurable space is the measure μ which assigns zero measure to every measurable set: μ(A) = 0 for all A in Σ.
In physics, a gauge theory is a type of field theory in which the Lagrangian is invariant under certain Lie groups of local transformations.
In mathematics, the integral of a non-negative function of a single variable can be regarded, in the simplest case, as the area between the graph of that function and the x-axis. The Lebesgue integral extends the integral to a larger class of functions. It also extends the domains on which these functions can be defined.
