measure space
测度空间
Meaning in context
A measure space (X,A,mu) consists of a set X, a sigma-algebra A of its subsets, and a nonnegative extended-real function mu on A with mu(empty)=0 and countable additivity on disjoint measurable sets.
集合、其上的 σ 代数以及在该 σ 代数上非负、空集值为零且可列可加的测度,三者组成测度空间。
Example
with restricted Lebesgue measure has total mass .
Usage and distinctions
A measurable space has only a set and sigma-algebra; a probability space additionally has total measure one.
Recommended reading in this subject · Preparation & skip guidance
Definition sources
- John K. Hunter — Measure Theory§1.6, Definition 1.9 and measure-space paragraph · Checked 2026-10-14
Translation sources
- 李东风(北京大学)— 金融时间序列分析备课笔记,附录EE.3 勒贝格测度,测度与测度空间段落 · Checked 2026-10-14