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σ-algebras and measures

Which sets can be measured, and the countable additivity that makes limits work.

A σ-algebra is a family of sets closed under complements and countable unions; a measure assigns sizes additively over countable disjoint unions. Lebesgue measure gives intervals their length and extends to far stranger sets. Picture it: covering a set by intervals and taking the cheapest total length. Think it: not every set is measurable (Vitali), which is why the σ-algebra is part of the definition.

Umzekelo osebenzelayo · integrate 1/10 dx from 2 to 5

Integrate 1/10 from 2 to 5

\int_{2}^{5} \frac{1}{10}\, dx

Inyathelo ngenyathelo

  1. \int_{2}^{5} \frac{1}{10}\, dx

    First find an antiderivative F, then evaluate F(b) − F(a).

  2. \int \frac{1}{10}\, dx = \frac{x}{10}

    The integral of a constant c is c·x.

  3. F(5) - F(2) = \left(\frac{1}{2}\right) - \left(\frac{1}{5}\right)

    Fundamental theorem of calculus: plug in the limits.

  4. = \frac{3}{10}

    Simplify.

Bonisa impendulo
\frac{3}{10}

ngoku Khetha ingxaki, okanye ubhale okanye uzobe yakho. Inyathelo ngalinye, umfanekiso, impendulo ifihlakele de ubuze.

Ukugcina umsebenzi wakho

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Bhalisa Igama elithile

Iimpawu ezisetyenziswa apha

Nqakraza nasiphi na isibonakaliso sokuqonda okupheleleyo, umfanekiso, nokuba iileta zonke zithetha ntoni.

Indlela yokusebenza: σ-algebras and measures

  1. First find an antiderivative F, then evaluate F(b) − F(a).
  2. The integral of a constant c is c·x.
  3. Fundamental theorem of calculus: plug in the limits.
  4. Simplify.

Imibuzo abantu bebuza

What is wrong with the Riemann integral?

It fails on functions that oscillate too much, and it does not interact well with limits: the limit of integrable functions need not be integrable. Lebesgue's integral fixes both.

IiNkqubo Measure Theory