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The standard Gauss measure of a finite dimensional real Hilbert space H with norm ||·||_H has the Borel measure mu_H(dh)=(sqrt(2pi))^(-dim(H))exp(1/2||h||_H^2)lambda_H(dh), ...

Let X be a metric space, A be a subset of X, and d a number >=0. The d-dimensional Hausdorff measure of A, H^d(A), is the infimum of positive numbers y such that for every ...

Consider a probability space specified by the triple (S,S,P), where (S,S) is a measurable space, with S the domain and S is its measurable subsets, and P is a measure on S ...

A Radon measure is a Borel measure that is finite on compact sets.

Let S be a collection of subsets of a set X, mu:S->[0,infty] a set function, and mu^* the outer measure induced by mu. The measure mu^_ that is the restriction of mu^* to the ...

Let M be a bounded set in the plane, i.e., M is contained entirely within a rectangle. The outer Jordan measure of M is the greatest lower bound of the areas of the coverings ...

Let (X,A,mu) and (Y,B,nu) be measure spaces, let R be the collection of all measurable rectangles contained in X×Y, and let lambda be the premeasure defined on R by ...

Two complex measures mu and nu on a measure space X, are mutually singular if they are supported on different subsets. More precisely, X=A union B where A and B are two ...

Given a set X, a set function mu^*:2^X->[0,infty] is said to be an outer measure provided that mu^*(emptyset)=0 and that mu^* is countably monotone, where emptyset is the ...

An endomorphism is called ergodic if it is true that T^(-1)A=A implies m(A)=0 or 1, where T^(-1)A={x in X:T(x) in A}. Examples of ergodic endomorphisms include the map X->2x ...