LikeMath said:
Dear All,
It sounds a strange question, we know that the measure theory is the modern theory while the topological spaces is the classical analysis (roughly speaking). And measure theory solves some problems in the classical analysis.
No, not at all. You make it seem that a measure space is some kind of updated version of a topology. This is totally false. Measure spaces and topological spaces are not comparable to each other as each can be useful in its own right:
Topological spaces are used to define a notion of "closeness". With it, you can intuitively speak about points which are close to each other. (However, we may not know how close: this is a metric space). A topological space is
essential in geometry. It is used everywhere in algebraic geometry and differential geometry. Furthermore, it is also very much used in analysis. You can't study functional analysis (for example) without knowing your topology.
A measure space serves an entirely different goal. A measure space is made to define integrals. Indeed, it is the least information you need in order to be able to integrate. If you want to define length, area, etc. then you need a measure space. As you can expect, a measure space is useful everywhere where integrals are used.
Note that most applications of measure theory already have a topology. The measure space will then be defined on the topological space: the borel sets will be generated by the open sets.
For example, when studying groups, we often look at locally compact topological groups. It is possible to define a canonical measure space on such a group. This is useful in harmonic analysis.
Second, Is every measurable space a topological space?
No. Measure spaces and topological spaces have nothing to do with each other. It is possible to have a measurable space without a topology (this will not be very useful though). However, I think it's fair to say that most applications of measurable spaces do carry a topology.