Measurable function in the context of Open set


Measurable function in the context of Open set

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⭐ Core Definition: Measurable function

In mathematics, and in particular measure theory, a measurable function is a function between the underlying sets of two measurable spaces that preserves the structure of the spaces: the preimage of any measurable set is measurable. This is in direct analogy to the definition that a continuous function between topological spaces preserves the topological structure: the preimage of any open set is open. In real analysis, measurable functions are used in the definition of the Lebesgue integral. In probability theory, a measurable function on a probability space is known as a random variable.

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Measurable function in the context of Layer cake representation


In mathematics, the layer cake representation of a non-negative, real-valued measurable function defined on a measure space is the formula

for all , where denotes the indicator function of a subset and denotes the (strict) super-level set:

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Measurable function in the context of Square-integrable function

In mathematics, a square-integrable function, also called a quadratically integrable function or function or square-summable function, is a real- or complex-valued measurable function for which the integral of the square of the absolute value is finite. Thus, square-integrability on the real line is defined as follows.

One may also speak of quadratic integrability over bounded intervals such as for .

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