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  2. Measurable function - Wikipedia

    en.wikipedia.org/wiki/Measurable_function

    Indeed, two Lebesgue-measurable functions may be constructed in such a way as to make their composition non-Lebesgue-measurable. The (pointwise) supremum, infimum, limit superior, and limit inferior of a sequence (viz., countably many) of real-valued measurable functions are all measurable as well. [1] [4]

  3. Fatou's lemma - Wikipedia

    en.wikipedia.org/wiki/Fatou's_lemma

    Let f 1, f 2, . . . be a sequence of extended real-valued measurable functions defined on a measure space (S,Σ,μ). If there exists a non-negative integrable function g on S such that f n ≤ g for all n, then

  4. L-infinity - Wikipedia

    en.wikipedia.org/wiki/L-infinity

    is a function space.Its elements are the essentially bounded measurable functions. [2]More precisely, is defined based on an underlying measure space, (,,). Start with the set of all measurable functions from to which are essentially bounded, that is, bounded except on a set of measure zero.

  5. Convergence in measure - Wikipedia

    en.wikipedia.org/wiki/Convergence_in_measure

    If X = [a,b] ⊆ R and μ is Lebesgue measure, there are sequences (g n) of step functions and (h n) of continuous functions converging globally in measure to f. If f and f n (n ∈ N) are in L p (μ) for some p > 0 and (f n) converges to f in the p-norm, then (f n) converges to f globally in measure. The converse is false.

  6. Hilbert space - Wikipedia

    en.wikipedia.org/wiki/Hilbert_space

    Let L 2 (X, μ) be the space of those complex-valued measurable functions on X for which the Lebesgue integral of the square of the absolute value of the function is finite, i.e., for a function f in L 2 (X, μ), | | <, and where functions are identified if and only if they differ only on a set of measure zero.

  7. Direct integral - Wikipedia

    en.wikipedia.org/wiki/Direct_integral

    Definition. Let X be a Borel space equipped with a countably additive measure μ. A measurable family of Hilbert spaces on (X, μ) is a family {H x} x∈ X, which is locally equivalent to a trivial family in the following sense: There is a countable partition {}

  8. Carathéodory function - Wikipedia

    en.wikipedia.org/wiki/Carathéodory_function

    In mathematical analysis, a Carathéodory function (or Carathéodory integrand) is a multivariable function that allows us to solve the following problem effectively: A composition of two Lebesgue-measurable functions does not have to be Lebesgue-measurable as well. Nevertheless, a composition of a measurable function with a continuous function ...

  9. Lebesgue measure - Wikipedia

    en.wikipedia.org/wiki/Lebesgue_measure

    If A is a Lebesgue-measurable set with λ(A) = 0 (a null set), then every subset of A is also a null set. A fortiori, every subset of A is measurable. If A is Lebesgue-measurable and x is an element of R n, then the translation of A by x, defined by A + x = {a + x : a ∈ A}, is also Lebesgue-measurable and has the same measure as A.