Math 2.0

Measure and integration Set systems Concept

Universally measurable set

Summary

A subset of a measurable space is universally measurable if it is measurable for the completion of every probability measure on the space. The universally measurable sets form a σ-algebra that contains all the original measurable sets. In Polish spaces they include the analytic sets, which may fail to be Borel.

Further reading

  1. Web https://en.wikipedia.org/wiki/Universally_measurable_set
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Changed2 November 2026

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