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A function f:X->R is measurable if, for every real number a, the set {x in X:f(x)>a} is measurable. When X=R with Lebesgue measure, or more generally any Borel measure, then ...

A nonnegative measurable function f is called Lebesgue integrable if its Lebesgue integral intfdmu is finite. An arbitrary measurable function is integrable if f^+ and f^- ...

Let (X,A,mu) and (Y,B,nu) be measure spaces. A measurable rectangle is a set of the form A×B for A in A and B in B.

A set considered together with the sigma-algebra on the set.

If F is a sigma-algebra and A is a subset of X, then A is called measurable if A is a member of F. X need not have, a priori, a topological structure. Even if it does, there ...

A problem related to the continuum hypothesis which was solved by Solovay (1970) using the inaccessible cardinals axiom. It has been proven by Shelah and Woodin (1990) that ...

Suppose that {f_n} is a sequence of measurable functions, that f_n->f pointwise almost everywhere as n->infty, and that |f_n|<=g for all n, where g is integrable. Then f is ...

The Lebesgue integral is defined in terms of upper and lower bounds using the Lebesgue measure of a set. It uses a Lebesgue sum S_n=sum_(i)eta_imu(E_i) where eta_i is the ...

The Lebesgue measure is an extension of the classical notions of length and area to more complicated sets. Given an open set S=sum_(k)(a_k,b_k) containing disjoint intervals, ...

Any complex measure lambda decomposes into an absolutely continuous measure lambda_a and a singular measure lambda_c, with respect to some positive measure mu. This is the ...