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If F is the Borel sigma-algebra on some topological space, then a measure m:F->R is said to be a Borel measure (or Borel probability measure). For a Borel measure, all ...
Let f(x) be a positive definite, measurable function on the interval (-infty,infty). Then there exists a monotone increasing, real-valued bounded function alpha(t) such that ...
The space called L^infty (ell-infinity) generalizes the L-p-spaces to p=infty. No integration is used to define them, and instead, the norm on L^infty is given by the ...
Let S be a collection of subsets of a set X and let mu:S->[0,infty] be a set function. The function mu is called a premeasure provided that mu is finitely additive, countably ...
The rectifiable sets include the image of any Lipschitz function f from planar domains into R^3. The full set is obtained by allowing arbitrary measurable subsets of ...
A measure which takes values in the complex numbers. The set of complex measures on a measure space X forms a vector space. Note that this is not the case for the more common ...
Let f be a finite real-valued function defined on an interval [a,b]. Then at every point in [a,b] except on a set of Lebesgue measure zero, either: 1. There is a finite ...
A type of integral which is an extension of both the Riemann integral and the Lebesgue integral. The original Denjoy integral is now called a Denjoy integral "in the ...
There are at least two distinct notions of an intensity function related to the theory of point processes. In some literature, the intensity lambda of a point process N is ...
Informally, an L^2-function is a function f:X->R that is square integrable, i.e., |f|^2=int_X|f|^2dmu with respect to the measure mu, exists (and is finite), in which case ...
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