Measure theory Flashcards
1
Q
Algebra definition
A
2
Q
σ-algebra definition
A
3
Q
Borel set
A
It is a σ-algebra generated by a family of open subsets
4
Q
Measure definition
A
A probability measure is one such that the measure of the whole set is 1
5
Q
Measurable function definition
A
6
Q
Transition function def
A
7
Q
Measure invariant with respect to a transition funcion def
A
