Difference between revisions of "Lebesgue space"
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− | A [[Measure space|measure space]] | + | A [[Measure space|measure space]] (where M is a set, \mathfrak B is a \sigma-algebra of subsets of M, called measurable sets, and \mu is a measure defined on the measurable sets), isomorphic to the "standard model" , consisting of an interval \Delta and an at most countable set of points \alpha_i (in "extreme" cases this "model" may consists of just the interval \Delta or of just the points \alpha_i) endowed with the following measure \mathfrak m: on \Delta one takes the usual [[Lebesgue measure|Lebesgue measure]], and to each of the points \alpha_i one ascribes a measure $\mathfrak(\alpha_i) = \mathfrak m_i$; the measure is assumed to be normalized, that is, $\mu(M) = \mathfrak m(\Delta) + \sum\mathfrak m_i = 1$. The "isomorphism" can be understood here in the strict sense or modulo $0$; 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 $0$). One can give a definition of a Lebesgue space in terms of "intrinsic" properties of the measure space (M,\mathfrak B, \mu) (see [[#References|[1]]]–[[#References|[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 | + | 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 \sigma-algebra on a measure space (\mathfrak B, \mu) is generated by some [[Automorphism|automorphism]] of a Lebesgue space M. Under a number of natural operations, from a Lebesgue space one again obtains a Lebesgue space. Thus, a subset A of positive measure in a Lebesgue space M is itself a Lebesgue space (its measurable subsets are assumed to be those that are measurable in M, and the measure is $\mu_A(X)=\mu(X) / \mu(A)$); 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|Measurable decomposition]]). |
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Revision as of 11:55, 4 December 2012
A measure space (M,\mathfrak B, \mu) (where M is a set, \mathfrak B is a \sigma-algebra of subsets of M, called measurable sets, and \mu is a measure defined on the measurable sets), isomorphic to the "standard model" , consisting of an interval \Delta and an at most countable set of points \alpha_i (in "extreme" cases this "model" may consists of just the interval \Delta or of just the points \alpha_i) endowed with the following measure \mathfrak m: on \Delta one takes the usual Lebesgue measure, and to each of the points \alpha_i one ascribes a measure \mathfrak(\alpha_i) = \mathfrak m_i; the measure is assumed to be normalized, that is, \mu(M) = \mathfrak m(\Delta) + \sum\mathfrak m_i = 1. The "isomorphism" can be understood here in the strict sense or modulo 0; 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 0). One can give a definition of a Lebesgue space in terms of "intrinsic" properties of the measure space (M,\mathfrak B, \mu) (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 \sigma-algebra on a measure space (\mathfrak B, \mu) is generated by some automorphism of a Lebesgue space M. Under a number of natural operations, from a Lebesgue space one again obtains a Lebesgue space. Thus, a subset A of positive measure in a Lebesgue space M is itself a Lebesgue space (its measurable subsets are assumed to be those that are measurable in M, and the measure is \mu_A(X)=\mu(X) / \mu(A)); 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=29074