a σ-algebra ("sigma algebra") is part of the formalism for defining sets that can be measured. In calculus and analysis, for example, σ-algebras are...
31 KB (5,534 words) - 15:54, 4 July 2025
Borel set (redirect from Borel σ-algebra)
{\displaystyle X} forms a σ-algebra, known as the Borel algebra or Borel σ-algebra. The Borel algebra on X {\displaystyle X} is the smallest σ-algebra containing all...
13 KB (1,925 words) - 15:05, 3 July 2025
Kolmogorov's zero–one law (redirect from Tail σ-algebra)
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 (901 words) - 06:34, 14 April 2025
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...
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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 (12,242 words) - 02:39, 1 July 2025
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...
34 KB (6,254 words) - 00:01, 7 June 2025
In database theory, relational algebra is a theory that uses algebraic structures for modeling data and defining queries on it with well founded semantics...
32 KB (4,444 words) - 09:59, 4 July 2025
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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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 (7,470 words) - 06:33, 17 October 2024
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 (2,898 words) - 18:44, 27 June 2025
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 (551 words) - 15:01, 27 November 2023
Predictable process (redirect from Predictable σ-algebra)
respect to the σ-algebra generated by all left-continuous adapted processes. This σ-algebra is also called the predictable σ-algebra. Every deterministic...
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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 (3,575 words) - 00:56, 12 February 2025
additional structure, by defining an algebra homomorphism Δ : A → A ⊗ A, and defining the tensor product representation as ρ = ( σ ⊗ τ ) ∘ Δ . {\displaystyle \rho...
31 KB (4,261 words) - 10:53, 26 May 2025
{\displaystyle \Omega } satisfying a set of axioms weaker than those of 𝜎-algebra. Dynkin systems are sometimes referred to as 𝜆-systems (Dynkin himself...
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Spinor (section Exterior algebra construction)
quaternions i, j, and k, discovered in 1843: i = − σ 2 σ 3 = − i σ 1 j = − σ 3 σ 1 = − i σ 2 k = − σ 1 σ 2 = − i σ 3 {\displaystyle {\begin{aligned}\mathbf {i}...
72 KB (9,924 words) - 15:56, 26 May 2025
Cocountability (redirect from Countable-cocountable algebra)
forms a σ-algebra, i.e., it is closed under the operations of countable unions, countable intersections, and complementation. This σ-algebra is the...
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{\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 (1,336 words) - 21:43, 12 March 2025
probability measure is a real-valued function defined on a set of events in a σ-algebra that satisfies measure properties such as countable additivity. The difference...
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theory), a Radon measure, named after Johann Radon, is a measure on the σ-algebra of Borel sets of a Hausdorff topological space X that is finite on all...
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Borel σ-algebra; for example, the norm topology and the weak topology on a separable Hilbert space lead to the same Borel σ-algebra. Not every σ-algebra is...
69 KB (9,328 words) - 07:59, 25 June 2025
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...
45 KB (7,495 words) - 12:51, 23 May 2025
σ-algebra B ( X ) {\displaystyle {\mathcal {B}}(X)} : is generated by the open sets of T {\displaystyle {\mathcal {T}}} . the cylindrical σ-algebra E...
11 KB (1,622 words) - 08:04, 12 July 2025
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 (334 words) - 17:54, 11 June 2025
mathematics, especially functional analysis, a Banach algebra, named after Stefan Banach, is an associative algebra A {\displaystyle A} over the real or complex...
17 KB (2,598 words) - 09:10, 24 May 2025
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) - 01:03, 19 March 2025
any set Ω {\displaystyle \Omega \,} (also called sample space) and a σ-algebra F {\displaystyle {\mathcal {F}}\,} on it, a measure P {\displaystyle P\...
26 KB (3,568 words) - 11:44, 23 April 2025
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...
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Lebesgue-measurable. The set of all such E {\displaystyle E} forms a σ-algebra. The Lebesgue measure of such a set is defined as its Lebesgue outer measure:...
19 KB (2,946 words) - 20:35, 9 July 2025