Lebesgue space
A measure space (where
is a set,
is a
-algebra of subsets of
, called measurable sets, and
is a measure defined on the measurable sets), isomorphic to the "standard model" , consisting of an interval
and an at most countable set of points
(in "extreme" cases this "model" may consists of just the interval
or of just the points
) endowed with the following measure
: on
one takes the usual Lebesgue measure, and to each of the points
one ascribes a measure
; the measure is assumed to be normalized, that is,
. The "isomorphism" can be understood here in the strict sense or modulo
; one obtains, respectively, a narrower or wider version of the concept of a Lebesgue space (in the latter case one can talk about a Lebesgue space modulo
). One can give a definition of a Lebesgue space in terms of "intrinsic" properties of the measure space
(see [1]–[3]).
A Lebesgue space is the most frequently occurring type of space with a normalized measure, since any complete separable metric space with a normalized measure (defined on its Borel subsets and then completed in the usual way) is a Lebesgue space. Apart from properties common to all measure spaces, a Lebesgue space has a number of specific "good" properties. For example, any automorphism of a Boolean -algebra on a measure space
is generated by some automorphism of a Lebesgue space
. Under a number of natural operations, from a Lebesgue space one again obtains a Lebesgue space. Thus, a subset
of positive measure in a Lebesgue space
is itself a Lebesgue space (its measurable subsets are assumed to be those that are measurable in
, and the measure is
); the direct product of finitely or countably many Lebesgue spaces is a Lebesgue space. Other properties of Lebesgue spaces are connected with measurable partitions (cf. Measurable decomposition).
References
[1] | P.R. Halmos, J. von Neumann, "Operator methods in classical mechanics. II" Ann. of Math. , 43 : 2 (1942) pp. 332–350 |
[2] | V.A. Rokhlin, "On mean notions of measure theory" Mat. Sb. , 25 : 1 (1949) pp. 107–150 (In Russian) |
[3] | J. Haezendonck, "Abstract Lebesgue–Rokhlin spaces" Bull. Soc. Math. Belg. , 25 : 3 (1973) pp. 243–258 |
Comments
Cf. also [a1] for a discussion of Lebesgue spaces and measurable partitions, including an intrinsic description of Lebesgue spaces.
References
[a1] | I.P. [I.P. Kornfel'd] Cornfel'd, S.V. Fomin, Ya.G. Sinai, "Ergodic theory" , Springer (1982) pp. Appendix 1 (Translated from Russian) |
Lebesgue space. Encyclopedia of Mathematics. URL: http://encyclopediaofmath.org/index.php?title=Lebesgue_space&oldid=11259