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$\newcommand{\Om}{\Omega}
+
==Experiments==
\newcommand{\A}{\mathcal A}
 
\newcommand{\B}{\mathcal B}
 
\newcommand{\M}{\mathcal M} $
 
A '''measure space''' is a triple $(X,\A,\mu)$ where $X$ is a set, $\A$ a [[Algebra of sets|σ-algebra]] of its subsets, and $\mu:\A\to[0,+\infty]$ a [[measure]]. Thus, a measure space consists of a [[measurable space]] and a measure. The notation $(X,\A,\mu)$ is often shortened to $(X,\mu)$ and one says that $\mu$  is a measure on $X$; sometimes the notation is shortened to $X$.
 
  
====Basic notions and constructions====
+
Note a fine distinction from [http://ada00.math.uni-bielefeld.de/MW1236/index.php/User:Boris_Tsirelson/sandbox#Experiments Ada]:
  
''Inner measure'' $\mu_*$ and ''outer measure'' $\mu^*$ are defined for all subsets $A\subset X$ by
+
<center><asy>
: $ \mu_*(A) = \max\{\mu(B):B\in\A,B\subset A\}\,,\quad
+
fill( box((-1,-1),(1,1)), white );
\mu^*(A) = \min\{\mu(B):B\in\A,B\supset A\}\,;$
+
draw( (-1.2,-0.5)--(1.2,-0.5) );
{{Anchor|null}}{{Anchor|full}}{{Anchor|almost}}
+
label("Just a text",(0,0));
$A$ is called a ''null'' (or ''negligible'') set if $\mu^*(A)=0$; in this case the complement $X\setminus A$ is called a set of ''full measure'', and one says that $x\notin A$ for ''almost all'' $x$ (in other words, ''almost everywhere''). Two sets $A,B\subset X$ are ''almost equal'' (or ''equal mod 0'') if $(x\in A)\iff(x\in B)$ for almost all $x$ (in other words, $A\setminus B$ and $B\setminus A$ are negligible). Two functions $f,g:X\to Y$ are ''almost equal'' (or ''equal mod 0'', or ''equivalent'') if they are equal almost everywhere.
+
filldraw( box((-0.7,-1),(0.7,1)), white, opacity(0) );
 +
shipout(scale(15)*currentpicture);
 +
</asy></center>
  
A subset $A\subset X$ is called ''measurable'' (or $\mu$-measurable) if it is almost equal to some $B\in\A$. In this case $\mu_*(A)=\mu^*(A)=\mu(B)$. If $\mu_*(A)=\mu^*(A)<\infty$ then $A$ is $\mu$-measurable. All $\mu$-measurable sets are a σ-algebra $\A_\mu$ containing $\A$.
+
I guess, the reason is that there Asy generates pdf file (converted into png afterwards), and here something else (probably ps).
  
The [[Measure#product|product]] of two (or finitely many) measure spaces is a well-defined measure space.
+
No, it seems, it generates eps, both here and there. Then, what could be the reason?
  
A [[probability space]] is a measure space $(X,\A,\mu)$ satisfying $\mu(X)=1$. The product of infinitely many probability spaces is a well-defined probability space. (See {{Cite|D|Sect. 8.2}}.)
+
More.
  
====Some classes of measure spaces====
+
<center><asy>
 +
label("Just a text",(0,0));
 +
fill( box((-2,-1),(2,1)), white );
 +
//draw( box((-2,-1),(2,1)), green );
 +
shipout(scale(15)*currentpicture);
 +
</asy></center>
  
Let $(X,\A,\mu)$ be a measure space.
 
  
Both $(X,\A,\mu)$ and $\mu$ are called ''complete'' if $\A_\mu=\A$ or, equivalently, if $\A$ contains all null sets. The ''completion'' of $(X,\A,\mu)$ is the complete measure space $(X,\A_\mu,\tilde\mu)$ where $\tilde\mu(A)=\mu(B)$ whenever $A\in\A_\mu$ is almost equal to $B\in\A$.
+
<center><asy>
 +
label("Just a text",(0,0));
 +
fill( box((-2,-1),(2,1)), white );
 +
draw( box((-2,-1),(2,1)), green );
 +
shipout(scale(15)*currentpicture);
 +
</asy></center>
  
If $X$ is a set of finite measure, that is, $\mu(X)<\infty$, then $\mu$, and sometimes also $(X,\A,\mu)$, is called ''finite.''
+
Mysterious.
  
Both $(X,\A,\mu)$ and $\mu$ are called ''σ-finite'' if $X$ can be split into countably many sets of finite measure, that is, $X=A_1\cup A_2\cup\dots$ for some $A_n\in\A$ such that $\forall n \;\; \mu(A_n)<\infty$. (Finite measures are also σ-finite.)
+
==Three dimensions==
  
Let $\mu(X)<\infty$. Both $(X,\A,\mu)$ and $\mu$ are called [[Perfect measure|''perfect'']] if for every $\mu$-measurable (or equivalently, for every $\A$-measurable) function $f:X\to\R$ the image $f(X)$ contains a Borel (or equivalently, σ-compact) subset $B$ whose preimage $f^{-1}(B)$ is of full measure. (See {{Cite|B|Sect. 7.5}}.)
+
<center><asy>
 +
settings.render = 0;
  
For [[standard probability space]]s see the separate article. Standard measure spaces are defined similarly. They are perfect, and admit a complete classification (unlike perfect measure spaces in general).
+
unitsize(100);
  
====References====
+
import three;
 +
import tube;
  
{|
+
import graph;
|valign="top"|{{Ref|T}}|| Terence Tao, "An introduction to measure  theory", AMS (2011). &nbsp; {{MR|2827917}} &nbsp; {{ZBL|05952932}}
+
path unitCircle = Circle((0,0),1,35);
|-
+
 
|valign="top"|{{Ref|C}}|| Donald L.  Cohn, "Measure theory", Birkhäuser (1993). &nbsp;   {{MR|1454121}}  &nbsp;   {{ZBL|0860.28001}}
+
currentprojection = perspective((900,-350,-650));
|-
+
currentlight=light(gray(0.4),specularfactor=3,viewport=false,(-0.5,-0.5,-0.75),(0,-0.5,0.5),(0.5,0.5,0.75));
|valign="top"|{{Ref|P}}|| David Pollard, "A user's guide to measure theoretic probability", Cambridge (2002).  &nbsp;  {{MR|1873379}} &nbsp; {{ZBL|0992.60001}}
+
// currentlight=light(gray(0.4),specularfactor=3,viewport=false,(-0.5,-0.5,-0.75),(0.5,-0.5,0.5),(0.5,0.5,0.75));
|-
+
 
|valign="top"|{{Ref|B}}|| V.I. Bogachev, "Measure theory", Springer-Verlag (2007). &nbsp; {{MR|2267655}} &nbsp;{{ZBL|1120.28001}}
+
triple horn_start=(0,-1,0.6);
|-
+
triple horn_end=(0,0.4,0.2);
|valign="top"|{{Ref|I}}||  Kiyosi Itô, "Introduction to probability  theory", Cambridge (1984). &nbsp; {{MR|0777504}} &nbsp; {{ZBL|0545.60001}}
+
real horn_radius=0.2;
|-
+
 
|valign="top"|{{Ref|D}}||  Richard M. Dudley, "Real analysis and probability", Wadsworth&Brooks/Cole (1989). &nbsp; {{MR|0982264}} &nbsp; {{ZBL|0686.60001}}
+
real ratio=horn_end.z/(-horn_start.y);    // fractal levels ratio
|-
+
 
|valign="top"|{{Ref|M}}||  George W. Mackey, "Borel structure in groups and their duals", ''Trans. Amer. Math. Soc.'' '''85''' (1957), 134–165. &nbsp;  {{MR|0089999}}  &nbsp;  {{ZBL|0082.11201}}
+
transform3 implode_right = shift(horn_end) * scale3(ratio) * rotate(-90,X) * shift(-horn_start.y*Y);
|}
+
transform3 left_right = reflect(O,X,Z)*rotate(90,Y);
 +
 
 +
path[] cover_with_holes = scale(horn_radius/ratio)*unitCircle^^
 +
  shift((horn_start.z,0))*scale(0.9horn_radius)*reverse(unitCircle)^^
 +
  shift((-horn_start.z,0))*scale(0.9horn_radius)*reverse(unitCircle);
 +
surface cover = surface(cover_with_holes,ZXplane);
 +
surface cover_left = shift((horn_start.x,horn_start.y,0))*cover;
 +
surface two_covers = surface(cover_left,left_right*cover_left);
 +
 
 +
path3 horn_axis = horn_start..horn_start+(0,0.01,0)..(0,0,0.7)..(0,0.2,0.6)..horn_end+(0,0,0.01)..horn_end;
 +
 
 +
surface horn = tube( horn_axis, scale(horn_radius)*unitCircle );
 +
surface two_horns = surface(horn,reflect(O,X,Y)*horn);
 +
surface two_horns = surface(horn,reflect(O,X,Y)*horn);
 +
surface four_horns = surface(two_horns,left_right*two_horns,two_covers);
 +
 
 +
surface four_small_horns = implode_right*four_horns;
 +
surface eight_small_horns = surface(four_small_horns,left_right*four_small_horns);
 +
 
 +
surface big_surface = surface(four_horns,eight_small_horns);
 +
 
 +
real R = horn_radius/ratio;
 +
 
 +
draw ( circle((0,1,0), 1.005R, Y ), currentpen+2 );
 +
draw ( circle((horn_start.z,1.01,horn_start.x), horn_radius, Y ), currentpen+2 );
 +
draw ( circle((-horn_start.z,1.01,horn_start.x), horn_radius, Y ), currentpen+2 );
 +
 
 +
draw (big_surface, yellow);
 +
 
 +
pen blackpen = currentpen+1.5;
 +
 
 +
draw ( circle((0,-1,0), 1.005R, Y ), blackpen );
 +
draw ( circle(horn_start, 0.98horn_radius, Y ), blackpen );
 +
draw ( circle((horn_start.x,horn_start.y,-horn_start.z), 0.98horn_radius, Y ), blackpen );
 +
 
 +
real phi=0.9;  // adjust to the projection
 +
triple u = (cos(phi),0,sin(phi));
 +
draw( R*u-Y -- R*u+Y, blackpen );
 +
draw( -R*u-Y -- -R*u+Y, blackpen );
 +
 
 +
</asy></center>
 +
 
 +
 
 +
<center><asy>
 +
settings.render = 0;
 +
 
 +
size(200);
 +
import graph3;
 +
 
 +
currentprojection=perspective((2,2,5));
 +
 
 +
real R=1;
 +
real a=1;
 +
 
 +
real co=0.6;
 +
real colo=0.3;
 +
 
 +
triple f(pair t) {
 +
  return ((R+a*cos(t.y))*cos(t.x),(R+a*cos(t.y))*sin(t.x),a*sin(t.y));
 +
}
 +
 
 +
surface s=surface(f,(0,0),(2pi,2pi),20,20,Spline);
 +
 
 +
draw(s,rgb(co,co,co),meshpen=rgb(colo,colo,colo));
 +
 
 +
</asy></center>
 +
 
 +
==Sinusoid==
 +
 
 +
<center><asy>
 +
import graph;
 +
size(450);
 +
real f(real x) {return sin(x);};
 +
 
 +
real f1(real x) {return cos(x);};
 +
draw(graph(f1,-2*pi,2*pi),blue+1,"$\cos(x)$");
 +
draw(graph(f,-2*pi,2*pi),red+1,"$\sin(x)$");
 +
xaxis("$x$",Arrow);
 +
yaxis();
 +
 
 +
xtick("$\frac{\pi}{6}$",pi/6,N);
 +
xtick("$\frac{\pi}{4}$",pi/4,N);
 +
xtick("$\frac{\pi}{3}$",pi/3,N);
 +
xtick("$\frac{\pi}{2}$",pi/2,N);
 +
xtick("$\frac{3\pi}{2}$",3*pi/2,N);
 +
xtick("$\pi$",pi,N);
 +
xtick("$2\pi$",2*pi,N);
 +
xtick("$-\frac{\pi}{2}$",-pi/2,N);
 +
xtick("$-\frac{3\pi}{2}$",-3*pi/2,N);
 +
xtick("$-\pi$",-pi,N);
 +
xtick("$-2\pi$",-2*pi,N);
 +
 
 +
ytick("$1/2$",0.5,1,fontsize(8pt));
 +
ytick("$\sqrt{2}/2$",sqrt(2)/2,1,fontsize(8pt));
 +
ytick("$\sqrt{3}/2$",sqrt(3)/2,1,fontsize(8pt));
 +
ytick("$1$",1,1,fontsize(8pt));
 +
ytick("$-1/2$",-0.5,-1,fontsize(8pt));
 +
ytick("$-\sqrt{2}/2$",-sqrt(2)/2,-1,fontsize(8pt));
 +
ytick("$-\sqrt{3}/2$",-sqrt(3)/2,-1,fontsize(8pt));
 +
ytick("$-1$",-1,-1,fontsize(8pt));
 +
 
 +
attach(legend(),truepoint(E),10E,UnFill);
 +
</asy></center>
 +
 
 +
==Sinusoidal spiral==
 +
 
 +
<center><asy>
 +
import graph;
 +
size (200);
 +
 
 +
real r = 2.3;
 +
real m = 4;
 +
 
 +
real eps=10.^(-10);
 +
for (int k=0; k<m; ++k) {
 +
  draw ( polargraph( new real(real x) {return cos(m*x)^(1/m);}, -(pi/2m)+eps+k*2pi/m, (pi/2m)-eps+k*2pi/m ),
 +
defaultpen+1.5 );
 +
  draw ( -r*expi(-pi/2m+k*2pi/m)..r*expi(-pi/2m+k*2pi/m), dashed );
 +
  draw ( -r*expi(pi/2m+k*2pi/m)..r*expi(pi/2m+k*2pi/m), dashed );
 +
}
 +
label( "$m=4$", (0.58,0.02), fontsize(7pt) );
 +
 
 +
real eps=10.^(-2);
 +
for  (int k=0; k<m; ++k) {
 +
  draw ( polargraph(  new real(real x) {return cos(m*x)^(-1/m);}, -(pi/2m)+eps+k*2pi/m, (pi/2m)-eps+k*2pi/m ),
 +
defaultpen+1.5 );
 +
}
 +
label( "$m=-4$", (1.55,0.02), fontsize(7pt) );
 +
 
 +
label( "sinusoidal spiral: $a=1$", (0,2.3) );
 +
draw ( unitcircle, dashed );
 +
</asy></center>
 +
 
 +
==Power function==
 +
 
 +
<center><asy>
 +
import graph;
 +
picture whole;
 +
 
 +
real sc=0.8;
 +
 
 +
draw ( graph( new real(real x) {return x;}, -2, 2), red+1.2, "$y=x$" );
 +
draw ( graph( new real(real x) {return 2x;}, -1, 1), blue+1.2, "$y=2x$" );
 +
draw ( graph( new real(real x) {return x/2;}, -2, 2), green+1.2, "$y=x/2$" );
 +
 
 +
xaxis(-2.1,2.1, LeftTicks(Label(fontsize(8pt)),Step=1,step=0.2,Size=2,size=1,NoZero));
 +
yaxis(-2,2, RightTicks(Label(fontsize(8pt)),Step=0.5,step=0.1,Size=2,size=1,NoZero));
 +
labelx("$x$",(2.3,0.25));
 +
labely("$y$",(0.15,2.3));
 +
 
 +
add(scale(0.72sc,1.2sc)*legend(),(0.5,-0.75));
 +
 
 +
real mrg=1.3;
 +
draw( scale(mrg)*box((-2,-2),(2,2)), white );
 +
 
 +
add (whole,shift(-sc*230,0)*currentpicture.fit(sc*mrg*6.5cm));
 +
erase();
 +
 
 +
 
 +
draw ( graph( new real(real x) {return 1/x;}, -4, -0.25), red+1.2, "$y=1/x$" );
 +
draw ( graph( new real(real x) {return 1/x;}, 0.25, 4), red+1.2 );
 +
draw ( graph( new real(real x) {return 2/x;}, -4, -0.5), blue+1.2, "$y=2/x$" );
 +
draw ( graph( new real(real x) {return 2/x;}, 0.5, 4), blue+1.2 );
 +
draw ( graph( new real(real x) {return 1/(2x);}, -4, -0.125), green+1.2, "$y=1/(2x)$" );
 +
draw ( graph( new real(real x) {return 1/(2x);}, 0.125, 4), green+1.2 );
 +
 
 +
xaxis(-4.2,4.2, LeftTicks(Label(fontsize(8pt)),Step=2,step=0.5,Size=2,size=1,NoZero));
 +
yaxis(-4,4, RightTicks(Label(fontsize(8pt)),Step=1,step=0.2,Size=2,size=1,NoZero));
 +
labelx("$x$",(4.6,0.5));
 +
labely("$y$",(0.3,4.6));
 +
 
 +
add(scale(0.75sc,0.75sc)*legend(),(0.95,-1.2));
 +
 
 +
real mrg=1.3;
 +
draw( scale(mrg)*box((-4,-4),(4,4)), white );
 +
 
 +
add (whole,shift(0,0)*currentpicture.fit(sc*mrg*6.5cm,mrg*6.5cm,false));
 +
erase();
 +
 
 +
 
 +
draw ( graph( new real(real x) {return x^3;}, -4^(1/3), 4^(1/3)), red+1.2, "$y=x^3$" );
 +
draw ( graph( new real(real x) {return x^2;}, -2, 2), blue+1.2, "$y=x^2$" );
 +
draw ( graph( new real(real x) {return sqrt(x);}, 0, 4), green+1.2, "$y=x^{1/2}$" );
 +
draw ( graph( new real(real x) {return -sqrt(x);}, 0, 4), green+1.2 );
 +
 
 +
xaxis(-4.2,4.2, LeftTicks(Label(fontsize(8pt)),Step=2,step=0.5,Size=2,size=1,NoZero));
 +
yaxis(-4,4, RightTicks(Label(fontsize(8pt)),Step=1,step=0.2,Size=2,size=1,NoZero));
 +
labelx("$x$",(4.6,0.5));
 +
labely("$y$",(0.3,4.6));
 +
 
 +
add(scale(0.5sc,0.75sc)*legend(),(0.6,-2.5));
 +
 
 +
real mrg=1.3;
 +
draw( scale(mrg)*box((-4,-4),(4,4)), white );
 +
 
 +
add (whole,shift(sc*230,0)*currentpicture.fit(sc*mrg*6.5cm,mrg*6.5cm,false));
 +
erase();
 +
 
 +
shipout(whole);
 +
</asy></center>
 +
 
 +
==Kolmogorov test==
 +
 
 +
<center><asy>
 +
 
 +
srand(2014011);
 +
 
 +
import stats;
 +
 
 +
int size = 13;
 +
real [] sample = new real[size+1];
 +
real lambda = 1.3/size;
 +
real width = 2.0;
 +
 
 +
for (int k=0; k<size; ++k) {
 +
  sample[k] = Gaussrand();
 +
}
 +
sample[size] = 10;
 +
 
 +
sample = sort(sample);
 +
 
 +
// for (real x : sample ) {
 +
//  write(x);
 +
// }
 +
 
 +
real x0 = -10;
 +
int k = 0;
 +
for (real x : sample ) {
 +
  filldraw( box( (x0,k/size-lambda), (x,k/size+lambda) ), rgb(0.8,0.8,0.8) );
 +
  draw( (x0,k/size-lambda)..(x,k/size-lambda), currentpen+1.5 );
 +
  draw( (x0,k/size)..(x,k/size), currentpen+1.5 );
 +
  draw( (x0,k/size+lambda)..(x,k/size+lambda), currentpen+1.5 );
 +
  k += 1;
 +
  x0 = x;
 +
  draw( (x,(k-1)/size-lambda)..(x,k/size+lambda) );
 +
}
 +
 
 +
clip( box((-width,-0.005),(width,1.005)) );
 +
 
 +
draw ((-width,0)--(width,0),Arrow);
 +
draw ((0,-0.1)--(0,1.3),Arrow);
 +
draw ((-width,1)--(width,1));
 +
 
 +
draw ((sample[2],0)..(sample[2],2/size));
 +
draw ((sample[size-1],0)..(sample[size-1],0.48), dashed);
 +
draw ((sample[size-1],0.7)..(sample[size-1],1-1/size), dashed);
 +
 
 +
label("$x$",(width,0),S);
 +
label("$y$",(0,1.3),W);
 +
label("$0$",(0,0),SW);
 +
label("$1$",(0,1),NE);
 +
 
 +
label("$X_{(1)}$",(sample[0],0),S);
 +
label("$X_{(2)}$",(sample[1],0),S);
 +
label("$X_{(3)}$",(sample[2],0),S);
 +
label("$X_{(n)}$",(sample[size-1],0),S);
 +
 
 +
label("$F_n(x)+\lambda_n(\alpha)$",(-1.55,0.35));
 +
draw ((-1.35,0.25)..(-1.2,1/size+lambda));
 +
dot((-1.2,1/size+lambda));
 +
 
 +
label("$F_n(x)$",(0.4,0.3));
 +
draw ((0.4,0.4)..(0.3,8/size));
 +
dot((0.3,8/size));
 +
 
 +
label("$F_n(x)-\lambda_n(\alpha)$",(1.5,0.6));
 +
draw ((1.6,0.7)..(1.7,1-lambda));
 +
dot((1.7,1-lambda));
 +
 
 +
shipout(scale(100,100)*currentpicture);
 +
</asy></center>
 +
 
 +
==Golden ratio==
 +
 
 +
Strangely, the figure in EoM is erroneous! ED=EB, not BD=EB.
 +
 
 +
<center><asy>
 +
 
 +
pair A=(-1,0);
 +
pair B=(0,0);
 +
pair E=(0,0.5);
 +
pair C=A+(0.5*(sqrt(5)-1),0);
 +
pair D=(-1/sqrt(5), 0.5*(1-1/sqrt(5)));
 +
 
 +
draw( A--B--E--cycle,currentpen+1.5 );
 +
dot(A,currentpen+3.5); dot(B,currentpen+3.5); dot(E,currentpen+3.5); dot(C,currentpen+3.5); dot(D,currentpen+3.5);
 +
 
 +
draw( shift(E)*scale(0.5)*unitcircle,currentpen+1 );
 +
draw( shift(A)*scale(0.5*(sqrt(5)-1))*unitcircle,currentpen+1 );
 +
 
 +
draw( shift(B)*scale(0.5)*unitcircle, dashed+red );
 +
 
 +
clip(A+(-0.15,-0.15)--B+(0.15,-0.15)--E+(0.15,0.15)--A+(-0.15,0.15)--cycle);
 +
 
 +
label("$A$",A,S); label("$B$",B,S); label("$C$",C,S);
 +
label("$E$",E,N); label("$D$",D,N);
 +
 
 +
label( "\small Golden Ratio construction", (-0.5,0.8) );
 +
 
 +
shipout(scale(100)*currentpicture);
 +
</asy></center>
 +
 
 +
 
 +
 
 +
 
 +
 
 +
 
 +
 
 +
 
 +
[Calculus: ] the art of numbering and measuring exactly a thing whose existence cannot be conceived. (Voltaire, [http://www.fordham.edu/halsall/mod/1778voltaire-newton.asp Letter XVII: On Infinites In Geometry, And Sir Isaac Newton's Chronology])
 +
 
 +
And what are these fluxions? The velocities of evanescent increments? They are neither finite quantities, nor quantities infinitely small, nor yet nothing. May we not call them ghosts of departed quantities? (Berkeley, [http://www-history.mcs.st-and.ac.uk/Quotations/Berkeley.html The Analyst])
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Latest revision as of 20:14, 12 December 2014

Experiments

Note a fine distinction from Ada:

I guess, the reason is that there Asy generates pdf file (converted into png afterwards), and here something else (probably ps).

No, it seems, it generates eps, both here and there. Then, what could be the reason?

More.


Mysterious.

Three dimensions


Sinusoid

Sinusoidal spiral

Power function

Kolmogorov test

Golden ratio

Strangely, the figure in EoM is erroneous! ED=EB, not BD=EB.





[Calculus: ] the art of numbering and measuring exactly a thing whose existence cannot be conceived. (Voltaire, Letter XVII: On Infinites In Geometry, And Sir Isaac Newton's Chronology)

And what are these fluxions? The velocities of evanescent increments? They are neither finite quantities, nor quantities infinitely small, nor yet nothing. May we not call them ghosts of departed quantities? (Berkeley, The Analyst)


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How to Cite This Entry:
Boris Tsirelson/sandbox2. Encyclopedia of Mathematics. URL: http://encyclopediaofmath.org/index.php?title=Boris_Tsirelson/sandbox2&oldid=21233