Measure theory in the context of Measurable space

Fubini's theorem is a theorem in measure theory that gives conditions under which a double integral can be computed as an iterated integral, i.e. by integrating in one variable at a time. Intuitively, just as the volume of a loaf of bread is the same whether one sums over standard slices or over long thin slices, the value of a double integral does not depend on the order of integration when the hypotheses of the theorem are satisfied. The theorem is named after Guido Fubini, who proved a general result in 1907; special cases were known earlier through results such as Cavalieri's principle, which was used by Leonhard Euler.

More formally, the theorem states that if a function is Lebesgue integrable on a rectangle ${\displaystyle X\times Y}$, then one can evaluate the double integral as an iterated integral:$${\displaystyle \,\iint \limits _{X\times Y}f(x,y)\,\mathrm {d} (x,y)=\int _{X}\left(\int _{Y}f(x,y)\,\mathrm {d} y\right)\mathrm {d} x=\int _{Y}\left(\int _{X}f(x,y)\,\mathrm {d} x\right)\mathrm {d} y.}$$ This formula is generally not true for the Riemann integral (however, it is true if the function is continuous on the rectangle; in multivariable calculus, this weaker result is sometimes also called Fubini's theorem).

The Minkowski content (named after Hermann Minkowski), or the boundary measure, of a set is a basic concept that uses concepts from geometry and measure theory to generalize the notions of length of a smooth curve in the plane, and area of a smooth surface in space, to arbitrary measurable sets.

It is typically applied to fractal boundaries of domains in the Euclidean space, but it can also be used in the context of general metric measure spaces.

In mathematics, a fractal is a geometric shape containing detailed structure at arbitrarily small scales, usually having a fractal dimension strictly exceeding the topological dimension. Many fractals appear similar at various scales, as illustrated in successive magnifications of the Mandelbrot set. This exhibition of similar patterns at increasingly smaller scales is called self-similarity, also known as expanding symmetry or unfolding symmetry; if this replication is exactly the same at every scale, as in the Menger sponge, the shape is called affine self-similar. Fractal geometry relates to the mathematical branch of measure theory by their Hausdorff dimension.

One way that fractals are different from finite geometric figures is how they scale. Doubling the edge lengths of a filled polygon multiplies its area by four, which is two (the ratio of the new to the old side length) raised to the power of two (the conventional dimension of the filled polygon). Likewise, if the radius of a filled sphere is doubled, its volume scales by eight, which is two (the ratio of the new to the old radius) to the power of three (the conventional dimension of the filled sphere). However, if a fractal's one-dimensional lengths are all doubled, the spatial content of the fractal scales by a power that is not necessarily an integer and is in general greater than its conventional dimension. This power is called the fractal dimension of the geometric object, to distinguish it from the conventional dimension (which is formally called the topological dimension).

In probability theory, the expected value (also called expectation, expectancy, expectation operator, mathematical expectation, mean, expectation value, or first moment) is a generalization of the weighted average.

The expected value of a random variable with a finite number of outcomes is a weighted average of all possible outcomes. In the case of a continuum of possible outcomes, the expectation is defined by integration. In the axiomatic foundation for probability provided by measure theory, the expectation is given by Lebesgue integration.

Félix Édouard Justin Émile Borel (French: [bɔʁɛl]; 7 January 1871 – 3 February 1956) was a French mathematician and politician. As a mathematician, he was known for his founding work in the areas of measure theory and probability.

Luitzen Egbertus Jan "Bertus" Brouwer (27 February 1881 – 2 December 1966) was a Dutch mathematician and philosopher who worked in topology, set theory, measure theory and complex analysis. Regarded as one of the greatest mathematicians of the 20th century, he is known as one of the founders of modern topology, particularly for establishing his fixed-point theorem and the topological invariance of dimension.

Brouwer also became a major figure in the philosophy of intuitionism, a constructivist school of mathematics which argues that math is a cognitive construct rather than a type of objective truth. This position led to the Brouwer–Hilbert controversy, in which Brouwer sparred with his formalist colleague David Hilbert. Brouwer's ideas were subsequently taken up by his student Arend Heyting and Hilbert's former student Hermann Weyl. In addition to his mathematical work, Brouwer also published the short philosophical tract Life, Art, and Mysticism (1905).

Alfred Tarski (/ˈtɑːrski/; Polish: [ˈtarskʲi]; born Alfred Teitelbaum; January 14, 1901 – October 26, 1983) was a Polish-American logician and mathematician. A prolific author best known for his work on model theory, metamathematics, and algebraic logic, he also contributed to abstract algebra, topology, geometry, measure theory, mathematical logic, set theory, type theory, and analytic philosophy.

Educated in Poland at the University of Warsaw, and a member of the Lwów–Warsaw school of logic and the Warsaw school of mathematics, in 1939 he immigrated to the United States, where in 1945 he became a naturalized citizen. Tarski taught and carried out research in mathematics at the University of California, Berkeley, from 1942 until his death in 1983.

A measure space is a basic object of measure theory, a branch of mathematics that studies generalized notions of volumes. It contains an underlying set, the subsets of this set that are feasible for measuring (the σ-algebra), and the method that is used for measuring (the measure). One important example of a measure space is a probability space.

A measurable space consists of the first two components without a specific measure.

In mathematics, in particular in measure theory, a content ${\displaystyle \mu }$ is a real-valued function defined on a collection of subsets ${\displaystyle {\mathcal {A}}}$ such that

1. ${\displaystyle \mu (A)\in \ [0,\infty ]{\text{ whenever }}A\in {\mathcal {A}}.}$
2. ${\displaystyle \mu (\varnothing )=0.}$
3. ${\displaystyle \mu {\Bigl (}\bigcup _{i=1}^{n}A_{i}{\Bigr )}=\sum _{i=1}^{n}\mu (A_{i}){\text{ whenever }}A_{1},\dots ,A_{n},\bigcup _{i=1}^{n}A_{i}\in {\mathcal {A}}{\text{ and }}A_{i}\cap A_{j}=\varnothing {\text{ for }}i\neq j.}$

That is, a content is a generalization of a measure: while the latter must be countably additive, the former must only be finitely additive.

Kazimierz Kuratowski (Polish pronunciation: [kaˈʑimjɛʂ kuraˈtɔfskʲi]; 2 February 1896 – 18 June 1980) was a Polish mathematician and logician. He was one of the leading representatives of the Warsaw School of Mathematics. He worked as a professor at the University of Warsaw and at the Mathematical Institute of the Polish Academy of Sciences (IM PAN). Between 1946 and 1953, he served as President of the Polish Mathematical Society.

He is primarily known for his contributions to set theory, topology, measure theory and graph theory. Some of the notable mathematical concepts bearing Kuratowski's name include Kuratowski's theorem, Kuratowski closure axioms, Kuratowski-Zorn lemma and Kuratowski's intersection theorem.

Mathematical statistics is the application of probability theory and other mathematical concepts to statistics, as opposed to techniques for collecting statistical data. Specific mathematical techniques that are commonly used in statistics include mathematical analysis, linear algebra, stochastic analysis, differential equations, and measure theory.

Felix Hausdorff (/ˈhaʊsdɔːrf/ HOWS-dorf, /ˈhaʊzdɔːrf/ HOWZ-dorf; November 8, 1868 – January 26, 1942) was a German mathematician, pseudonym Paul Mongré (à mon gré (Fr.) = "according to my taste"), who is considered to be one of the founders of modern topology and who contributed significantly to set theory, descriptive set theory, measure theory, and functional analysis.

Hausdorff was Jewish, and life became difficult for him and his family after the Kristallnacht of 1938. The next year he initiated efforts to emigrate to the United States, but was unable to make arrangements to receive a research fellowship. On 26 January 1942, Hausdorff, along with his wife and his sister-in-law, died by suicide by taking an overdose of veronal, rather than comply with German orders to move to a concentration camp in Endenich.