Foundations of measure theory?

In summary, the conversation discussed the topic of measure theory, which is a branch of real analysis that deals with the concept of measurable sets and measures, which are countably additive functions defined on subsets of a measurable set. It was mentioned that a solid understanding of basic set theory and other foundational topics in real analysis is necessary to study measure theory, and two recommended books were provided for further reading.
  • #1
tgt
522
2
What theory are they?

Set theory comes to mind but is that too broad?
 
Mathematics news on Phys.org
  • #2
Your question is somewhat vague. However, measure theory starts with the notion of collections of subsets, of a measurable set, which are closed under countable unions and countable intersections. A measure is then defined as a non-negative function of these subsets, which must follow certain rules. Essentially it has to be countably additive.
 
  • #3
Measure theory is a fairly advanced subject, and it falls under the heading of real analysis. You need to be comfortable with basic set theory (as in all math), limits, sequences, series, continuity, convergence, and other topics that you would see in a year long sequence in undergraduate real analysis. Do you have a more specific question?

Here are two good books to start with if you are starting to learn the subject.

https://www.amazon.com/dp/0521097517/?tag=pfamazon01-20 by Alan Weir

https://www.amazon.com/dp/0763717088/?tag=pfamazon01-20 by Frank Jones
 
Last edited by a moderator:

What is measure theory?

Measure theory is a branch of mathematics that deals with the concept of measuring the size or extent of sets and their elements. It provides a rigorous framework for defining and working with concepts such as length, area, and volume in both discrete and continuous spaces.

What are the key concepts in measure theory?

The key concepts in measure theory include measure, measurable sets, sigma-algebras, and measurable functions. A measure is a mathematical function that assigns a number to each set, representing its size or extent. Measurable sets are sets for which a measure can be defined. A sigma-algebra is a collection of measurable sets that satisfies certain properties. Measurable functions are functions between two measurable spaces that preserve the measure of sets.

What is the difference between Lebesgue measure and Borel measure?

Lebesgue measure is a type of measure that is defined on all Lebesgue measurable sets, which include all Borel sets. Borel measure, on the other hand, is a type of measure that is defined only on Borel sets, which are a specific type of measurable sets. Borel sets are important because they form a sigma-algebra that is rich enough to contain most of the sets we encounter in everyday mathematics.

What are the applications of measure theory?

Measure theory has many applications in mathematics, physics, and other fields. It is used to define and study integrals, which are essential in calculus and differential equations. It also plays a crucial role in probability theory, where it is used to define the concept of probability measure. In physics, measure theory is used to define and analyze physical quantities such as energy and momentum. It also has applications in fields such as economics, computer science, and statistics.

What are some important theorems in measure theory?

Some important theorems in measure theory include the Carathéodory extension theorem, which states that any pre-measure on a ring can be extended to a measure on the generated sigma-algebra. The Radon-Nikodym theorem is another important result that gives necessary and sufficient conditions for the existence of a derivative of a measure with respect to another measure. Other notable theorems include the Hahn-Kolmogorov theorem and the Riesz representation theorem.

Similar threads

Replies
5
Views
1K
  • General Math
Replies
2
Views
3K
  • General Math
Replies
1
Views
1K
  • General Math
Replies
7
Views
1K
  • General Math
Replies
2
Views
1K
  • General Math
Replies
5
Views
1K
  • Set Theory, Logic, Probability, Statistics
Replies
14
Views
1K
  • General Math
Replies
13
Views
3K
Replies
3
Views
790
  • General Math
Replies
10
Views
4K
Back
Top