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terrytao.wordpress.com | ||
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almostsuremath.com
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| | | | The monotone class theorem is a very helpful and frequently used tool in measure theory. As measurable functions are a rather general construct, and can be difficult to describe explicitly, it is common to prove results by initially considering just a very simple class of functions. For example, we would start by looking at continuous... | |
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almostsuremath.com
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| | | | The monotone class theorem, and closely related $latex {\pi}&fg=000000$-system lemma, are simple but fundamental theorems in measure theory, and form an essential step in the proofs of many results. General measurable sets are difficult to describe explicitly so, when proving results in measure theory, it is often necessary to start by considering much simpler sets.... | |
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almostsuremath.com
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| | | | The aim of this post is to motivate the idea of representing probability spaces as states on a commutative algebra. We will consider how this abstract construction relates directly to classical probabilities. In the standard axiomatization of probability theory, due to Kolmogorov, the central construct is a probability space $latex {(\Omega,\mathcal F,{\mathbb P})}&fg=000000$. This consists... | |
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polymathically.wordpress.com
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| | This week's challenge is all about minimalism, something which my photo collection surprisingly lacks. Until I find something better, here's a candle currently decorating my entry hall. |