Math 2.0

Measure and integration Definition

Measurable space

Builds on SetSigma-algebraBorel sigma-algebra

Definition

Let XX be a set. A measurable space is a pair (X,Σ)(X, \Sigma), where Σ\Sigma is a σ-algebra on XX. The elements of Σ\Sigma are the measurable sets of (X,Σ)(X, \Sigma).

Remarks

The real line with its Borel σ-algebra ℬ(ℝ)\mathcal{B}(\R) is a measurable space, because ℬ(ℝ)\mathcal{B}(\R) is a σ-algebra by its definition. Any set XX with its power set is a measurable space, and so is XX with {∅,X}\set{\varnothing, X}. For X={1,2}X = \set{1, 2}, the pair (X,{∅,{1},X})(X, \set{\varnothing, \set{1}, X}) is not a measurable space. The family is not closed under complements, since X∖{1}={2}X \setminus \set{1} = \set{2} is missing. A map f ⁣:X→Yf \colon X \to Y between measurable spaces (X,Σ)(X, \Sigma) and (Y,T)(Y, T) is called measurable when f−1(B)∈Σf^{-1}(B) \in \Sigma for every B∈TB \in T. Some authors call a measurable space a Borel space.

Reading path

To understand this page from the ground up, read these 25 pages in order. The foundations come first.

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Construction of the reals from Cauchy sequences, concept, no evidence levelConstruction of the r…conceptElement, definition, no evidence levelElementdefinitionIntegers, object, no evidence levelIntegersobjectOrdered field, definition, no evidence levelOrdered fielddefinitionProposition, concept, no evidence levelPropositionconceptRational numbers, object, no evidence levelRational numbersobjectReal numbers, object, no evidence levelReal numbersobjectSet, definition, no evidence levelSetdefinitionRing of integers, statement, no evidence levelRing of integersstatementDisjunction, definition, no evidence levelDisjunctiondefinitionImplication, definition, no evidence levelImplicationdefinitionPredicate, definition, no evidence levelPredicatedefinitionUnion, definition, no evidence levelUniondefinitionThe rationals form a field, statement, no evidence levelThe rationals form a …statementUniversal quantifier, definition, no evidence levelUniversal quantifierdefinitionSubset, definition, no evidence levelSubsetdefinitionThe rationals form an ordered field, statement, no evidence levelThe rationals form an…statementPower set, definition, no evidence levelPower setdefinitionUniversal set, definition, no evidence levelUniversal setdefinitionOrder on the reals, definition, no evidence levelOrder on the realsdefinitionComplement, definition, no evidence levelComplementdefinitionInterval, definition, no evidence levelIntervaldefinitionSigma-algebra, definition, no evidence levelSigma-algebradefinitionBorel sigma-algebra, definition, no evidence levelBorel sigma-algebradefinitionMeasurable space, definition, no evidence levelMeasurable spacedefinition
Each page uses the pages above it. The colour of the bar on a box shows how strong the evidence is, and the box also gives it as text. The list has the same pages.
  • no evidence level
  1. Construction of the reals from Cauchy sequences concept
  2. Element definition
  3. Integers object
  4. Ordered field definition
  5. Proposition concept
  6. Rational numbers object
  7. Real numbers object
  8. Set definition
  9. Ring of integers statement
  10. Disjunction definition
  11. Implication definition
  12. Predicate definition
  13. Union definition
  14. The rationals form a field statement
  15. Universal quantifier definition
  16. Subset definition
  17. The rationals form an ordered field statement
  18. Power set definition
  19. Universal set definition
  20. Order on the reals definition
  21. Complement definition
  22. Interval definition
  23. Sigma-algebra definition
  24. Borel sigma-algebra definition
  25. Measurable space definition

Further reading

  1. Web https://en.wikipedia.org/wiki/Measurable_space
About this page
TagDJ6F3DZX42
URIm2://DJ6F3DZX42
Kinddefinition
WritingW0 stub
MSC28A05
DefinesMeasurable space
UsesSet, Sigma-algebra, Borel sigma-algebra
Changed2 November 2026

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