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Pushforward measure

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Random variables induce pushforward measures. They map a probability space into a codomain space and endow that space with a probability measure defined by the pushforward. Furthermore, because random variables are functions (and hence total functions), the inverse image of the whole codomain is the
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whole domain, and the measure of the whole domain is 1, so the measure of the whole codomain is 1. This means that random variables can be composed
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on infinite-dimensional vector spaces are defined using the push-forward and the standard Gaussian measure on the real line: a
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is precisely its arc length (or, equivalently, the angle that it subtends at the centre of the circle.)
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and they will always remain random variables and endow the codomain spaces with probability measures.
537: 2647: 2730: 2176: 2107: 2043: 891: 567: 2499: 2257: 2217: 1910: 1746:{\displaystyle \forall A\in \Sigma :\ \mu (A)=0\iff f_{*}\mu (A)=\mu {\big (}f^{-1}(A){\big )}=0} 1476: 1380: 1351: 1293:{\displaystyle f^{(n)}=\underbrace {f\circ f\circ \dots \circ f} _{n\mathrm {\,times} }:X\to X.} 2782: 2682: 2504: 2226: 2072: 1486: 1894: 859: 654: 2343: 2296: 2291: 2286: 2128: 2011: 1969: 1150: 593: 51: 2652: 2618: 2526: 2236: 2191: 2033: 1956: 1808: 1177: 1588: 1437: 1358: 272: 8: 2635: 2625: 2471: 2261: 1990: 1947: 1781: 944: 59: 2313: 2787: 2547: 2532: 2231: 2112: 2090: 1608: 1458: 1416: 2704: 2440: 2401: 2396: 2303: 2221: 2006: 1979: 1877: 1834: 1789: 1327: 1307: 1146: 2721: 2630: 2406: 2391: 2381: 2366: 2333: 2328: 2318: 2196: 2171: 1986: 1829: 1812: 1800:, and the maximal eigenvalue of the operator corresponds to the invariant measure. 1758: 1311: 1117: 961: 854: 486: 71: 55: 2797: 2777: 2552: 2450: 2445: 2423: 2281: 2246: 2166: 2060: 1873: 1785: 1128: 1105: 495: 1073:
The previous example extends nicely to give a natural "Lebesgue measure" on the
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also denote the restriction of Lebesgue measure to the interval [0, 2
932:. As with many induced mappings, this construction has the structure of a 776:{\displaystyle \int _{X_{2}}g\,d(f_{*}\mu )=\int _{X_{1}}g\circ f\,d\mu .} 2251: 1314:. It is often of interest in the study of such systems to find a measure 965: 1807:; as an operator on spaces of functions on measurable spaces, it is the 978:) may be defined using a push-forward construction and Lebesgue measure 2095: 1052: 948: 2077: 2021: 2016: 1108: 983: 2102: 1961: 1804: 853:
Pushforwards of measures allow to induce, from a function between
1902: 933: 1578:{\displaystyle \forall A\in \Sigma :\ \mu (A)=0\iff \nu (A)=0} 1078: 438:{\displaystyle f_{*}(\mu )(B)=\mu \left(f^{-1}(B)\right)} 1784:
can be pushed forward. The push-forward then becomes a
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is integrable with respect to the pushforward measure
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Many natural probability distributions, such as the
50:) is obtained by transferring ("pushing forward") a 1745: 1617: 1597: 1577: 1501: 1483:, not necessarily equal to it. A pair of measures 1467: 1446: 1425: 1401: 1367: 1292: 924: 880: 837: 775: 669: 608: 582: 556: 526: 473: 437: 351: 281: 257: 203: 157: 111: 352:{\displaystyle f_{*}(\mu )\colon \Sigma _{2}\to } 2810: 1509:on the same space are equivalent if and only if 1084:. The previous example is a special case, since 947:, this property amounts to functoriality of the 681:. In that case, the integrals coincide, i.e., 1918: 1732: 1703: 624: 498:. The pushforward measure is also denoted as 2663:Riesz–Markov–Kakutani representation theorem 954: 888:, a function between the spaces of measures 677:is integrable with respect to the measure 2758:Vitale's random Brunn–Minkowski inequality 1925: 1911: 1672: 1668: 1556: 1552: 258:{\displaystyle \mu \colon \Sigma _{1}\to } 1256: 763: 711: 1867: 1853: 1761:, can be obtained via this construction. 1803:The adjoint to the push-forward is the 1354:for such a dynamical system: a measure 1055:measure" or "angle measure", since the 14: 2811: 1896:Topics in Real and Functional Analysis 1889: 204:{\displaystyle f\colon X_{1}\to X_{2}} 1906: 1025:). The natural "Lebesgue measure" on 2771:Applications & related 1009:be the natural bijection defined by 971:(here thought of as a subset of the 1825:Measure-preserving dynamical system 1775: 838:{\displaystyle X_{1}=f^{-1}(X_{2})} 158:{\displaystyle (X_{2},\Sigma _{2})} 112:{\displaystyle (X_{1},\Sigma _{1})} 24: 1932: 1641: 1632: 1525: 1516: 1393: 1269: 1266: 1263: 1260: 1257: 786:Note that in the previous formula 600: 574: 546: 459: 343: 319: 249: 225: 143: 97: 25: 2830: 1029:is then the push-forward measure 651:) if and only if the composition 474:{\displaystyle B\in \Sigma _{2}.} 2700:Lebesgue differentiation theorem 2581:CarathĂ©odory's extension theorem 848: 527:{\displaystyle \mu \circ f^{-1}} 1794:Frobenius–Perron operator 1164:Consider a measurable function 629:Theorem: A measurable function 557:{\displaystyle f_{\sharp }\mu } 1868:Bogachev, Vladimir I. (2007), 1846: 1798:Frobenius–Perron theorem 1727: 1721: 1692: 1686: 1669: 1659: 1653: 1566: 1560: 1553: 1543: 1537: 1396: 1384: 1326:leaves unchanged, a so-called 1281: 1212: 1206: 919: 913: 907: 904: 898: 872: 832: 819: 731: 715: 427: 421: 394: 388: 385: 379: 346: 331: 328: 312: 306: 252: 237: 234: 188: 152: 126: 106: 80: 13: 1: 1861: 1096:is, up to normalization, the 938:category of measurable spaces 619: 289:is defined to be the measure 65: 925:{\displaystyle M(X)\to M(Y)} 583:{\displaystyle f\sharp \mu } 7: 2753:PrĂ©kopa–Leindler inequality 1818: 1402:{\displaystyle (X,\Sigma )} 1092:. This Lebesgue measure on 10: 2835: 2695:Lebesgue's density theorem 625:Change of variable formula 2819:Measures (measure theory) 2770: 2748:Minkowski–Steiner formula 2718: 2678: 2671: 2571: 2563:Projection-valued measure 2464: 2357: 2126: 1999: 1940: 1605:is quasi-invariant under 1502:{\displaystyle \mu ,\nu } 1157:is a Gaussian measure on 955:Examples and applications 2731:Isoperimetric inequality 2710:Vitali–Hahn–Saks theorem 2039:CarathĂ©odory's criterion 1840: 1479:to the original measure 1352:quasi-invariant measures 1051:) might also be called " 943:For the special case of 881:{\displaystyle f:X\to Y} 670:{\displaystyle g\circ f} 484:This definition applies 2736:Brunn–Minkowski theorem 2605:Decomposition theorems 1433:if the push-forward of 1141:if the push-forward of 1066:)-measure of an arc in 1001: : [0, 2 609:{\displaystyle f\#\mu } 165:, a measurable mapping 2783:Descriptive set theory 2683:Disintegration theorem 2118:Universally measurable 1747: 1619: 1599: 1579: 1503: 1469: 1448: 1427: 1403: 1369: 1350:One can also consider 1294: 926: 882: 839: 777: 671: 610: 584: 558: 528: 475: 439: 353: 283: 259: 205: 159: 113: 2585:Convergence theorems 2044:Cylindrical σ-algebra 1748: 1620: 1600: 1580: 1504: 1470: 1449: 1428: 1412:quasi-invariant under 1404: 1370: 1295: 1151:continuous dual space 927: 883: 840: 778: 672: 611: 585: 559: 529: 476: 440: 354: 284: 260: 206: 160: 114: 2653:Minkowski inequality 2527:Cylinder set measure 2412:Infinite-dimensional 2027:equivalence relation 1957:Lebesgue integration 1852:Sections 3.6–3.7 in 1809:composition operator 1629: 1609: 1598:{\displaystyle \mu } 1589: 1513: 1487: 1459: 1447:{\displaystyle \mu } 1438: 1417: 1381: 1368:{\displaystyle \mu } 1359: 1330:, i.e one for which 1198: 945:probability measures 892: 860: 790: 688: 655: 594: 568: 538: 502: 449: 366: 293: 282:{\displaystyle \mu } 273: 215: 169: 123: 77: 18:Push-forward measure 2648:Hölder's inequality 2510:of random variables 2472:Measurable function 2359:Particular measures 1948:Absolute continuity 1782:measurable function 60:measurable function 58:to another using a 36:pushforward measure 2788:Probability theory 2113:Transverse measure 2091:Non-measurable set 2073:Locally measurable 1743: 1615: 1595: 1575: 1499: 1465: 1444: 1423: 1399: 1365: 1290: 1274: 1249: 1017:) = exp( 922: 878: 835: 773: 667: 606: 580: 554: 524: 471: 435: 349: 279: 255: 201: 155: 109: 2806: 2805: 2766: 2765: 2495:almost everywhere 2441:Spherical measure 2339:Strictly positive 2267:Projection-valued 2007:Almost everywhere 1980:Probability space 1835:Optimal transport 1790:transfer operator 1649: 1618:{\displaystyle f} 1533: 1468:{\displaystyle f} 1426:{\displaystyle f} 1328:invariant measure 1308:iterated function 1222: 1220: 1147:linear functional 1118:Gaussian measures 855:measurable spaces 72:measurable spaces 16:(Redirected from 2826: 2741:Milman's reverse 2724: 2722:Lebesgue measure 2676: 2675: 2080: 2066:infimum/supremum 1987:Measurable space 1927: 1920: 1913: 1904: 1903: 1899: 1886: 1856: 1850: 1830:Normalizing flow 1813:Koopman operator 1780:In general, any 1776:A generalization 1759:chi distribution 1752: 1750: 1749: 1744: 1736: 1735: 1720: 1719: 1707: 1706: 1682: 1681: 1647: 1624: 1622: 1621: 1616: 1604: 1602: 1601: 1596: 1584: 1582: 1581: 1576: 1531: 1508: 1506: 1505: 1500: 1474: 1472: 1471: 1466: 1453: 1451: 1450: 1445: 1432: 1430: 1429: 1424: 1408: 1406: 1405: 1400: 1374: 1372: 1371: 1366: 1312:dynamical system 1299: 1297: 1296: 1291: 1273: 1272: 1250: 1245: 1216: 1215: 1145:by any non-zero 962:Lebesgue measure 931: 929: 928: 923: 887: 885: 884: 879: 844: 842: 841: 836: 831: 830: 818: 817: 802: 801: 782: 780: 779: 774: 753: 752: 751: 750: 727: 726: 707: 706: 705: 704: 676: 674: 673: 668: 615: 613: 612: 607: 589: 587: 586: 581: 563: 561: 560: 555: 550: 549: 533: 531: 530: 525: 523: 522: 487:mutatis mutandis 480: 478: 477: 472: 467: 466: 444: 442: 441: 436: 434: 430: 420: 419: 378: 377: 358: 356: 355: 350: 327: 326: 305: 304: 288: 286: 285: 280: 264: 262: 261: 256: 233: 232: 210: 208: 207: 202: 200: 199: 187: 186: 164: 162: 161: 156: 151: 150: 138: 137: 118: 116: 115: 110: 105: 104: 92: 91: 56:measurable space 21: 2834: 2833: 2829: 2828: 2827: 2825: 2824: 2823: 2809: 2808: 2807: 2802: 2798:Spectral theory 2778:Convex analysis 2762: 2719: 2714: 2667: 2567: 2515:in distribution 2460: 2353: 2183:Logarithmically 2122: 2078: 2061:Essential range 1995: 1936: 1931: 1884: 1874:Springer Verlag 1864: 1859: 1851: 1847: 1843: 1821: 1788:, known as the 1786:linear operator 1778: 1731: 1730: 1712: 1708: 1702: 1701: 1677: 1673: 1630: 1627: 1626: 1610: 1607: 1606: 1590: 1587: 1586: 1514: 1511: 1510: 1488: 1485: 1484: 1460: 1457: 1456: 1439: 1436: 1435: 1418: 1415: 1414: 1382: 1379: 1378: 1360: 1357: 1356: 1336: 1255: 1251: 1223: 1221: 1205: 1201: 1199: 1196: 1195: 1061: 1046: 1040:). The measure 1035: 957: 893: 890: 889: 861: 858: 857: 851: 826: 822: 810: 806: 797: 793: 791: 788: 787: 746: 742: 741: 737: 722: 718: 700: 696: 695: 691: 689: 686: 685: 656: 653: 652: 646: 639: 627: 622: 595: 592: 591: 569: 566: 565: 545: 541: 539: 536: 535: 515: 511: 503: 500: 499: 496:complex measure 462: 458: 450: 447: 446: 412: 408: 407: 403: 373: 369: 367: 364: 363: 322: 318: 300: 296: 294: 291: 290: 274: 271: 270: 228: 224: 216: 213: 212: 195: 191: 182: 178: 170: 167: 166: 146: 142: 133: 129: 124: 121: 120: 100: 96: 87: 83: 78: 75: 74: 68: 38:(also known as 28: 23: 22: 15: 12: 11: 5: 2832: 2822: 2821: 2804: 2803: 2801: 2800: 2795: 2790: 2785: 2780: 2774: 2772: 2768: 2767: 2764: 2763: 2761: 2760: 2755: 2750: 2745: 2744: 2743: 2733: 2727: 2725: 2716: 2715: 2713: 2712: 2707: 2705:Sard's theorem 2702: 2697: 2692: 2691: 2690: 2688:Lifting theory 2679: 2673: 2669: 2668: 2666: 2665: 2660: 2655: 2650: 2645: 2644: 2643: 2641:Fubini–Tonelli 2633: 2628: 2623: 2622: 2621: 2616: 2611: 2603: 2602: 2601: 2596: 2591: 2583: 2577: 2575: 2569: 2568: 2566: 2565: 2560: 2555: 2550: 2545: 2540: 2535: 2529: 2524: 2523: 2522: 2520:in probability 2517: 2507: 2502: 2497: 2491: 2490: 2489: 2484: 2479: 2468: 2466: 2462: 2461: 2459: 2458: 2453: 2448: 2443: 2438: 2433: 2432: 2431: 2421: 2416: 2415: 2414: 2404: 2399: 2394: 2389: 2384: 2379: 2374: 2369: 2363: 2361: 2355: 2354: 2352: 2351: 2346: 2341: 2336: 2331: 2326: 2321: 2316: 2311: 2306: 2301: 2300: 2299: 2294: 2289: 2279: 2274: 2269: 2264: 2254: 2249: 2244: 2239: 2234: 2229: 2227:Locally finite 2224: 2214: 2209: 2204: 2199: 2194: 2189: 2179: 2174: 2169: 2164: 2159: 2154: 2149: 2144: 2139: 2133: 2131: 2124: 2123: 2121: 2120: 2115: 2110: 2105: 2100: 2099: 2098: 2088: 2083: 2075: 2070: 2069: 2068: 2058: 2053: 2052: 2051: 2041: 2036: 2031: 2030: 2029: 2019: 2014: 2009: 2003: 2001: 1997: 1996: 1994: 1993: 1984: 1983: 1982: 1972: 1967: 1959: 1954: 1944: 1942: 1941:Basic concepts 1938: 1937: 1934:Measure theory 1930: 1929: 1922: 1915: 1907: 1901: 1900: 1891:Teschl, Gerald 1887: 1882: 1870:Measure Theory 1863: 1860: 1858: 1857: 1844: 1842: 1839: 1838: 1837: 1832: 1827: 1820: 1817: 1777: 1774: 1773: 1772: 1763: 1762: 1754: 1753: 1742: 1739: 1734: 1729: 1726: 1723: 1718: 1715: 1711: 1705: 1700: 1697: 1694: 1691: 1688: 1685: 1680: 1676: 1671: 1667: 1664: 1661: 1658: 1655: 1652: 1646: 1643: 1640: 1637: 1634: 1614: 1594: 1574: 1571: 1568: 1565: 1562: 1559: 1555: 1551: 1548: 1545: 1542: 1539: 1536: 1530: 1527: 1524: 1521: 1518: 1498: 1495: 1492: 1464: 1443: 1422: 1398: 1395: 1392: 1389: 1386: 1364: 1347: 1346: 1341:) =  1334: 1303: 1302: 1301: 1300: 1289: 1286: 1283: 1280: 1277: 1271: 1268: 1265: 1262: 1259: 1254: 1248: 1244: 1241: 1238: 1235: 1232: 1229: 1226: 1219: 1214: 1211: 1208: 1204: 1190: 1189: 1162: 1115: 1071: 1059: 1044: 1033: 1005:) â†’  956: 953: 921: 918: 915: 912: 909: 906: 903: 900: 897: 877: 874: 871: 868: 865: 850: 847: 834: 829: 825: 821: 816: 813: 809: 805: 800: 796: 784: 783: 772: 769: 766: 762: 759: 756: 749: 745: 740: 736: 733: 730: 725: 721: 717: 714: 710: 703: 699: 694: 666: 663: 660: 644: 637: 626: 623: 621: 618: 605: 602: 599: 579: 576: 573: 553: 548: 544: 521: 518: 514: 510: 507: 482: 481: 470: 465: 461: 457: 454: 433: 429: 426: 423: 418: 415: 411: 406: 402: 399: 396: 393: 390: 387: 384: 381: 376: 372: 348: 345: 342: 339: 336: 333: 330: 325: 321: 317: 314: 311: 308: 303: 299: 278: 254: 251: 248: 245: 242: 239: 236: 231: 227: 223: 220: 211:and a measure 198: 194: 190: 185: 181: 177: 174: 154: 149: 145: 141: 136: 132: 128: 108: 103: 99: 95: 90: 86: 82: 67: 64: 32:measure theory 26: 9: 6: 4: 3: 2: 2831: 2820: 2817: 2816: 2814: 2799: 2796: 2794: 2793:Real analysis 2791: 2789: 2786: 2784: 2781: 2779: 2776: 2775: 2773: 2769: 2759: 2756: 2754: 2751: 2749: 2746: 2742: 2739: 2738: 2737: 2734: 2732: 2729: 2728: 2726: 2723: 2717: 2711: 2708: 2706: 2703: 2701: 2698: 2696: 2693: 2689: 2686: 2685: 2684: 2681: 2680: 2677: 2674: 2672:Other results 2670: 2664: 2661: 2659: 2658:Radon–Nikodym 2656: 2654: 2651: 2649: 2646: 2642: 2639: 2638: 2637: 2634: 2632: 2631:Fatou's lemma 2629: 2627: 2624: 2620: 2617: 2615: 2612: 2610: 2607: 2606: 2604: 2600: 2597: 2595: 2592: 2590: 2587: 2586: 2584: 2582: 2579: 2578: 2576: 2574: 2570: 2564: 2561: 2559: 2556: 2554: 2551: 2549: 2546: 2544: 2541: 2539: 2536: 2534: 2530: 2528: 2525: 2521: 2518: 2516: 2513: 2512: 2511: 2508: 2506: 2503: 2501: 2498: 2496: 2493:Convergence: 2492: 2488: 2485: 2483: 2480: 2478: 2475: 2474: 2473: 2470: 2469: 2467: 2463: 2457: 2454: 2452: 2449: 2447: 2444: 2442: 2439: 2437: 2434: 2430: 2427: 2426: 2425: 2422: 2420: 2417: 2413: 2410: 2409: 2408: 2405: 2403: 2400: 2398: 2395: 2393: 2390: 2388: 2385: 2383: 2380: 2378: 2375: 2373: 2370: 2368: 2365: 2364: 2362: 2360: 2356: 2350: 2347: 2345: 2342: 2340: 2337: 2335: 2332: 2330: 2327: 2325: 2322: 2320: 2317: 2315: 2312: 2310: 2307: 2305: 2302: 2298: 2297:Outer regular 2295: 2293: 2292:Inner regular 2290: 2288: 2287:Borel regular 2285: 2284: 2283: 2280: 2278: 2275: 2273: 2270: 2268: 2265: 2263: 2259: 2255: 2253: 2250: 2248: 2245: 2243: 2240: 2238: 2235: 2233: 2230: 2228: 2225: 2223: 2219: 2215: 2213: 2210: 2208: 2205: 2203: 2200: 2198: 2195: 2193: 2190: 2188: 2184: 2180: 2178: 2175: 2173: 2170: 2168: 2165: 2163: 2160: 2158: 2155: 2153: 2150: 2148: 2145: 2143: 2140: 2138: 2135: 2134: 2132: 2130: 2125: 2119: 2116: 2114: 2111: 2109: 2106: 2104: 2101: 2097: 2094: 2093: 2092: 2089: 2087: 2084: 2082: 2076: 2074: 2071: 2067: 2064: 2063: 2062: 2059: 2057: 2054: 2050: 2047: 2046: 2045: 2042: 2040: 2037: 2035: 2032: 2028: 2025: 2024: 2023: 2020: 2018: 2015: 2013: 2010: 2008: 2005: 2004: 2002: 1998: 1992: 1988: 1985: 1981: 1978: 1977: 1976: 1975:Measure space 1973: 1971: 1968: 1966: 1964: 1960: 1958: 1955: 1953: 1949: 1946: 1945: 1943: 1939: 1935: 1928: 1923: 1921: 1916: 1914: 1909: 1908: 1905: 1898: 1897: 1892: 1888: 1885: 1883:9783540345138 1879: 1875: 1871: 1866: 1865: 1855: 1854:Bogachev 2007 1849: 1845: 1836: 1833: 1831: 1828: 1826: 1823: 1822: 1816: 1814: 1810: 1806: 1801: 1799: 1795: 1791: 1787: 1783: 1770: 1765: 1764: 1760: 1756: 1755: 1740: 1737: 1724: 1716: 1713: 1709: 1698: 1695: 1689: 1683: 1678: 1674: 1665: 1662: 1656: 1650: 1644: 1638: 1635: 1612: 1592: 1572: 1569: 1563: 1557: 1549: 1546: 1540: 1534: 1528: 1522: 1519: 1496: 1493: 1490: 1482: 1478: 1462: 1454: 1441: 1420: 1413: 1409: 1390: 1387: 1375: 1362: 1353: 1349: 1348: 1344: 1340: 1333: 1329: 1325: 1322:that the map 1321: 1317: 1313: 1309: 1305: 1304: 1287: 1284: 1278: 1275: 1252: 1246: 1242: 1239: 1236: 1233: 1230: 1227: 1224: 1217: 1209: 1202: 1194: 1193: 1192: 1191: 1187: 1183: 1179: 1175: 1171: 1167: 1163: 1160: 1156: 1152: 1148: 1144: 1140: 1136: 1133: 1130: 1126: 1123: 1122:Borel measure 1119: 1116: 1113: 1110: 1107: 1103: 1099: 1095: 1091: 1088: =  1087: 1083: 1080: 1077:-dimensional 1076: 1072: 1069: 1065: 1058: 1054: 1050: 1043: 1039: 1032: 1028: 1024: 1020: 1016: 1012: 1008: 1004: 1000: 996: 992: 988: 985: 981: 977: 974: 973:complex plane 970: 967: 963: 959: 958: 952: 950: 946: 941: 939: 935: 916: 910: 901: 895: 875: 869: 866: 863: 856: 849:Functoriality 846: 827: 823: 814: 811: 807: 803: 798: 794: 770: 767: 764: 760: 757: 754: 747: 743: 738: 734: 728: 723: 719: 712: 708: 701: 697: 692: 684: 683: 682: 680: 664: 661: 658: 650: 643: 636: 632: 617: 603: 597: 577: 571: 551: 542: 519: 516: 512: 508: 505: 497: 493: 489: 488: 468: 463: 455: 452: 431: 424: 416: 413: 409: 404: 400: 397: 391: 382: 374: 370: 362: 361: 360: 340: 337: 334: 323: 315: 309: 301: 297: 276: 268: 246: 243: 240: 229: 221: 218: 196: 192: 183: 179: 175: 172: 147: 139: 134: 130: 101: 93: 88: 84: 73: 63: 61: 57: 53: 49: 48:image measure 45: 41: 37: 33: 19: 2573:Main results 2435: 2309:Set function 2237:Metric outer 2192:Decomposable 2049:Cylinder set 1962: 1895: 1869: 1848: 1802: 1779: 1769:ad infinitum 1768: 1480: 1434: 1411: 1377: 1355: 1342: 1338: 1331: 1323: 1319: 1315: 1185: 1184:with itself 1181: 1173: 1169: 1165: 1158: 1154: 1142: 1138: 1134: 1132:Banach space 1124: 1111: 1098:Haar measure 1093: 1089: 1085: 1081: 1074: 1067: 1063: 1056: 1048: 1041: 1037: 1030: 1026: 1022: 1018: 1014: 1010: 1006: 1002: 998: 994: 990: 986: 979: 975: 968: 942: 852: 785: 678: 648: 641: 634: 630: 628: 485: 483: 266: 69: 47: 44:push-forward 43: 40:push forward 39: 35: 29: 2533:compact set 2500:of measures 2436:Pushforward 2429:Projections 2419:Logarithmic 2262:Probability 2252:Pre-measure 2034:Borel space 1952:of measures 1178:composition 966:unit circle 960:A natural " 267:pushforward 2505:in measure 2232:Maximising 2202:Equivalent 2096:Vitali set 1872:, Berlin: 1862:References 1477:equivalent 1475:is merely 1410:is called 1137:is called 1053:arc length 997:) and let 949:Giry monad 620:Properties 66:Definition 2619:Maharam's 2589:Dominated 2402:Intensity 2397:Hausdorff 2304:Saturated 2222:Invariant 2127:Types of 2086:σ-algebra 2056:𝜆-system 2022:Borel set 2017:Baire set 1714:− 1699:μ 1684:μ 1679:∗ 1670:⟺ 1651:μ 1642:Σ 1639:∈ 1633:∀ 1593:μ 1558:ν 1554:⟺ 1535:μ 1526:Σ 1523:∈ 1517:∀ 1497:ν 1491:μ 1442:μ 1394:Σ 1363:μ 1282:→ 1247:⏟ 1240:∘ 1237:⋯ 1234:∘ 1228:∘ 1129:separable 1109:Lie group 1106:connected 984:real line 964:" on the 936:, on the 908:→ 873:→ 812:− 768:μ 758:∘ 739:∫ 729:μ 724:∗ 693:∫ 662:∘ 604:μ 601:# 578:μ 575:♯ 552:μ 547:♯ 517:− 509:∘ 506:μ 460:Σ 456:∈ 414:− 401:μ 383:μ 375:∗ 359:given by 344:∞ 329:→ 320:Σ 316:: 310:μ 302:∗ 277:μ 250:∞ 235:→ 226:Σ 222:: 219:μ 189:→ 176:: 144:Σ 98:Σ 54:from one 2813:Category 2636:Fubini's 2626:Egorov's 2594:Monotone 2553:variable 2531:Random: 2482:Strongly 2407:Lebesgue 2392:Harmonic 2382:Gaussian 2367:Counting 2334:Spectral 2329:Singular 2319:s-finite 2314:σ-finite 2197:Discrete 2172:Complete 2129:Measures 2103:Null set 1991:function 1893:(2015), 1819:See also 1805:pullback 1310:forms a 1176:and the 1168: : 1139:Gaussian 1100:for the 2548:process 2543:measure 2538:element 2477:Bochner 2451:Trivial 2446:Tangent 2424:Product 2282:Regular 2260:)  2247:Perfect 2220:)  2185:)  2177:Content 2167:Complex 2108:Support 2081:-system 1970:Measure 1335:∗ 1149:in the 1102:compact 982:on the 934:functor 52:measure 2614:Jordan 2599:Vitali 2558:vector 2487:Weakly 2349:Vector 2324:Signed 2277:Random 2218:Quasi- 2207:Finite 2187:Convex 2147:Banach 2137:Atomic 1965:spaces 1950:  1880:  1648:  1532:  1343:μ 1339:μ 1316:μ 1188:times: 1021:  989:. Let 492:signed 490:for a 265:, the 70:Given 2456:Young 2377:Euler 2372:Dirac 2344:Tight 2272:Radon 2242:Outer 2212:Inner 2162:Brown 2157:Borel 2152:Besov 2142:Baire 1841:Notes 1585:, so 1306:This 1127:on a 1079:torus 590:, or 2720:For 2609:Hahn 2465:Maps 2387:Haar 2258:Sub- 2012:Atom 2000:Sets 1878:ISBN 445:for 119:and 34:, a 1811:or 1792:or 1625:if 1455:by 1376:on 1318:on 1180:of 1153:to 633:on 494:or 269:of 46:or 30:In 2815:: 1876:, 1815:. 1172:→ 1104:, 951:. 940:. 845:. 616:. 564:, 534:, 62:. 42:, 2256:( 2216:( 2181:( 2079:π 1989:/ 1963:L 1926:e 1919:t 1912:v 1741:0 1738:= 1733:) 1728:) 1725:A 1722:( 1717:1 1710:f 1704:( 1696:= 1693:) 1690:A 1687:( 1675:f 1666:0 1663:= 1660:) 1657:A 1654:( 1645:: 1636:A 1613:f 1573:0 1570:= 1567:) 1564:A 1561:( 1550:0 1547:= 1544:) 1541:A 1538:( 1529:: 1520:A 1494:, 1481:ÎŒ 1463:f 1421:f 1397:) 1391:, 1388:X 1385:( 1345:. 1337:( 1332:f 1324:f 1320:X 1288:. 1285:X 1279:X 1276:: 1270:s 1267:e 1264:m 1261:i 1258:t 1253:n 1243:f 1231:f 1225:f 1218:= 1213:) 1210:n 1207:( 1203:f 1186:n 1182:f 1174:X 1170:X 1166:f 1161:. 1159:R 1155:X 1143:Îł 1135:X 1125:Îł 1114:. 1112:T 1094:T 1090:T 1086:S 1082:T 1075:n 1068:S 1064:λ 1062:( 1060:∗ 1057:f 1049:λ 1047:( 1045:∗ 1042:f 1038:λ 1036:( 1034:∗ 1031:f 1027:S 1023:t 1019:i 1015:t 1013:( 1011:f 1007:S 1003:π 999:f 995:π 991:λ 987:R 980:λ 976:C 969:S 920:) 917:Y 914:( 911:M 905:) 902:X 899:( 896:M 876:Y 870:X 867:: 864:f 833:) 828:2 824:X 820:( 815:1 808:f 804:= 799:1 795:X 771:. 765:d 761:f 755:g 748:1 744:X 735:= 732:) 720:f 716:( 713:d 709:g 702:2 698:X 679:ÎŒ 665:f 659:g 649:ÎŒ 647:( 645:∗ 642:f 638:2 635:X 631:g 598:f 572:f 543:f 520:1 513:f 469:. 464:2 453:B 432:) 428:) 425:B 422:( 417:1 410:f 405:( 398:= 395:) 392:B 389:( 386:) 380:( 371:f 347:] 341:+ 338:, 335:0 332:[ 324:2 313:) 307:( 298:f 253:] 247:+ 244:, 241:0 238:[ 230:1 197:2 193:X 184:1 180:X 173:f 153:) 148:2 140:, 135:2 131:X 127:( 107:) 102:1 94:, 89:1 85:X 81:( 20:)

Index

Push-forward measure
measure theory
measure
measurable space
measurable function
measurable spaces
mutatis mutandis
signed
complex measure
measurable spaces
functor
category of measurable spaces
probability measures
Giry monad
Lebesgue measure
unit circle
complex plane
real line
arc length
torus
Haar measure
compact
connected
Lie group
Gaussian measures
Borel measure
separable
Banach space
linear functional
continuous dual space

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