• probability theory, a σ-algebra ("sigma algebra"; also σ-field, where the σ comes from the German "Summe") on a set X is a nonempty collection Σ of subsets of...
    31 KB (5,380 words) - 13:46, 8 October 2024
  • Borel set (redirect from Borel σ-algebra)
    Borel sets on X forms a σ-algebra, known as the Borel algebra or Borel σ-algebra. The Borel algebra on X is the smallest σ-algebra containing all open sets...
    13 KB (1,795 words) - 04:13, 6 October 2024
  • Thumbnail for Exterior algebra
    In mathematics, the exterior algebra or Grassmann algebra of a vector space V {\displaystyle V} is an associative algebra that contains V , {\displaystyle...
    77 KB (12,096 words) - 17:40, 3 October 2024
  • specifies that a certain type of event, namely a tail event of independent σ-algebras, will either almost surely happen or almost surely not happen; that is...
    6 KB (896 words) - 17:24, 27 April 2024
  • conditional expectation was generalized to its modern definition using sub-σ-algebras. If A is an event in F {\displaystyle {\mathcal {F}}} with nonzero probability...
    33 KB (5,968 words) - 08:31, 8 October 2024
  • Sigma (redirect from Σ)
    algebra of sets known as σ-algebra (aka σ-field). Sigma algebra also includes terms such as: σ(A), denoting the generated sigma-algebra of a set A Σ-finite...
    16 KB (2,092 words) - 08:10, 1 November 2024
  • theory and functional analysis — the cylindrical σ-algebra or product σ-algebra is a type of σ-algebra which is often used when studying product measures...
    2 KB (244 words) - 18:18, 25 May 2024
  • space is a basic object in measure theory. It consists of a set and a σ-algebra, which defines the subsets that will be measured. It captures and generalises...
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  • simpler to work with than 𝜎-algebras. For example, it may be awkward to work with 𝜎-algebras generated by infinitely many sets σ ( E 1 , E 2 , … ) . {\displaystyle...
    16 KB (2,893 words) - 21:20, 22 May 2024
  • Thumbnail for Pauli matrices
    Pauli matrices (redirect from Pauli algebra)
    anticommutator gives [ σ j , σ k ] + { σ j , σ k } = ( σ j σ k − σ k σ j ) + ( σ j σ k + σ k σ j ) 2 i ε j k ℓ σ ℓ + 2 δ j k I = 2 σ j σ k {\displaystyle...
    44 KB (7,355 words) - 11:05, 25 October 2024
  • Thumbnail for Probability space
    analysis we want to do. This leads to different choices of sample space. The σ-algebra F {\displaystyle {\mathcal {F}}} is a collection of all the events we...
    24 KB (3,568 words) - 18:28, 16 July 2024
  • Thumbnail for Independence (probability theory)
    sense) if and only if the σ-algebras that they generate are independent (in the new sense). The σ-algebra generated by an event E ∈ Σ {\displaystyle E\in \Sigma...
    28 KB (4,642 words) - 14:03, 21 August 2024
  • additional structure, by defining an algebra homomorphism Δ : A → A ⊗ A, and defining the tensor product representation as ρ = ( σ ⊗ τ ) ∘ Δ . {\displaystyle \rho...
    30 KB (4,256 words) - 14:00, 30 September 2024
  • Sigma-ideal (redirect from Σ-ideal)
    In mathematics, particularly measure theory, a 𝜎-ideal, or sigma ideal, of a σ-algebra (𝜎, read "sigma") is a subset with certain desirable closure properties...
    3 KB (558 words) - 15:01, 27 November 2023
  • forms a σ-algebra, i.e., it is closed under the operations of countable unions, countable intersections, and complementation. This σ-algebra is the...
    2 KB (225 words) - 01:06, 8 April 2024
  • The σ-algebra of τ-past, (also named stopped σ-algebra, stopped σ-field, or σ-field of τ-past) is a σ-algebra associated with a stopping time in the theory...
    2 KB (333 words) - 16:10, 7 September 2024
  • Thumbnail for Real-valued function
    a partially ordered ring. The σ-algebra of Borel sets is an important structure on real numbers. If X has its σ-algebra and a function f is such that...
    8 KB (993 words) - 15:40, 22 June 2023
  • In mathematics, the tensor algebra of a vector space V, denoted T(V) or T•(V), is the algebra of tensors on V (of any rank) with multiplication being the...
    23 KB (4,160 words) - 15:09, 12 January 2024
  • respect to the σ-algebra generated by all left-continuous adapted processes. This σ-algebra is also called the predictable σ-algebra. Every deterministic...
    3 KB (272 words) - 20:02, 23 September 2024
  • defined on a σ-algebra Σ of subsets of a set X is called a finite measure if μ(X) is a finite real number (rather than ∞). A set A in Σ is of finite measure...
    9 KB (1,423 words) - 21:07, 11 June 2024
  • {\displaystyle \Omega } satisfying a set of axioms weaker than those of 𝜎-algebra. Dynkin systems are sometimes referred to as 𝜆-systems (Dynkin himself...
    10 KB (2,349 words) - 16:01, 17 October 2024
  • In mathematics, the algebra of sets, not to be confused with the mathematical structure of an algebra of sets, defines the properties and laws of sets...
    15 KB (1,865 words) - 16:28, 28 May 2024
  • on the σ-algebra σ ( F ) {\displaystyle \sigma ({\mathcal {F}})} generated by F . {\displaystyle {\mathcal {F}}.} If μ {\displaystyle \mu } is σ-finite...
    43 KB (7,484 words) - 06:33, 17 October 2024
  • we would take the 𝜎-algebra on R 2 {\displaystyle \mathbb {R} ^{2}} to be B ⊗ B , {\displaystyle B\otimes B,} the smallest 𝜎-algebra containing all measurable...
    6 KB (826 words) - 17:41, 19 March 2024
  • topomorphisms between σ-complete interior algebras.) Given a topological space X = ⟨X, T⟩ one can form the power set Boolean algebra of X: ⟨P(X), ∩, ∪, ′...
    30 KB (3,849 words) - 16:32, 8 April 2024
  • Thumbnail for Jensen's inequality
    X\rangle ]} . Then, for any measurable convex function φ and any sub-σ-algebra G {\displaystyle {\mathfrak {G}}} of F {\displaystyle {\mathfrak {F}}}...
    29 KB (4,617 words) - 16:05, 21 October 2024
  • Hahn–Kolmogorov theorem. Let Σ 0 {\displaystyle \Sigma _{0}} be an algebra of subsets of a set X . {\displaystyle X.} Consider a set function μ 0 : Σ 0 → [ 0 , ∞ ] {\displaystyle...
    15 KB (2,612 words) - 08:16, 12 September 2024
  • {\mathfrak {B}}(X)} be the smallest σ-algebra that contains the open sets of X {\displaystyle X} ; this is known as the σ-algebra of Borel sets. A Borel measure...
    10 KB (1,265 words) - 19:58, 28 August 2024
  • 𝜎-algebras. The theorem says that the smallest monotone class containing an algebra of sets G {\displaystyle G} is precisely the smallest 𝜎-algebra...
    5 KB (694 words) - 12:02, 7 September 2023
  • Thumbnail for Linear algebra
    Linear algebra is the branch of mathematics concerning linear equations such as: a 1 x 1 + ⋯ + a n x n = b , {\displaystyle a_{1}x_{1}+\cdots +a_{n}x_{n}=b...
    67 KB (7,979 words) - 16:16, 31 October 2024