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Regular measure

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The Borel measure on the plane that assigns to any Borel set the sum of the (1-dimensional) measures of its horizontal sections is inner regular but not outer regular, as every non-empty open set has infinite measure. A variation of this example is a disjoint union of an uncountable number of copies
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The space of all ordinals at most equal to the first uncountable ordinal Ω, with the topology generated by open intervals, is a compact Hausdorff space. The measure that assigns measure 1 to Borel sets containing an unbounded closed subset of the countable ordinals and assigns 0 to other Borel sets
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with the discrete topology has a Borel probability measure such that every compact subset has measure 0, so this measure is outer regular but not inner regular. The existence of measurable cardinals cannot be proved in ZF set theory but (as of 2013) is thought to be consistent with
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is an outer regular locally finite Borel measure on a locally compact Hausdorff space that is not inner regular in the strong sense, though all open sets are inner regular so it is inner regular in the weak sense. The measures
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if every measurable set is inner regular. Some authors use a different definition: a measure is called inner regular if every
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probability measure on a locally compact Hausdorff space with a countable base for its topology, or compact metric space, or
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on a locally compact Hausdorff space that is inner regular, σ-finite, and locally finite but not outer regular is given by
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This property is sometimes referred to in words as "approximation from within by compact sets." Some authors use the term
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An example of a measure on the real line with its usual topology that is not outer regular is the measure
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can be approximated from above by open measurable sets and from below by compact measurable sets.
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is a Borel probability measure that is neither inner regular nor outer regular.
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A measure is called outer regular if every measurable set is outer regular.
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positive integers. The topology is given as follows. The single points (1/
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Gradient Flows in Metric Spaces and in the Space of Probability Measures
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A measure is called regular if it is outer regular and inner regular.
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coincide on all open sets, all compact sets, and all sets on which
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has as underlying set the subset of the real plane given by the
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for inner regular. This use of the term is closely related to
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is the inner regular measure in the previous example, and
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is locally compact. The measure Ό is given by letting the
810:-measure though all compact subsets of it have measure 0. 613: 589: 565: 538: 501: 454: 419: 399: 240: 89: 912:. AMS Chelsea Publishing, Providence, RI. xii+276. 944: 677:) is given by wedges consisting of all points in 633: 595: 571: 544: 524: 487: 440: 405: 302: 151: 869:Ambrosio, L., Gigli, N. & SavarĂ©, G. (2005). 823:Measures that are neither inner nor outer regular 742:Outer regular measures that are not inner regular 388:Inner regular measures that are not outer regular 1930: 256: 105: 717:-axis have measure 0 and letting the point (1/ 1038: 907: 1783:Riesz–Markov–Kakutani representation theorem 893:: CS1 maint: multiple names: authors list ( 620: 614: 488:{\displaystyle \mu \left(\{1\}\right)=0\,\,} 469: 463: 297: 259: 146: 108: 216:. This is precisely the condition that the 1878:Vitale's random Brunn–Minkowski inequality 1045: 1031: 627: 521: 520: 484: 483: 965: 951:. New York: John Wiley & Sons, Inc. 873:. Basel: ETH ZĂŒrich, BirkhĂ€user Verlag. 634:{\displaystyle \{0\}\times \mathbb {R} } 580: 52:) be a topological space and let ÎŁ be a 850:Regularity theorem for Lebesgue measure 556:of the real line with Lebesgue measure. 353:regularity theorem for Lebesgue measure 1931: 1026: 987:Probability measures on metric spaces 910:Probability measures on metric spaces 372:Hausdorff space is a regular measure. 1891:Applications & related 947:Convergence of Probability Measures 525:{\displaystyle \mu (A)=\infty \,\,} 337: 13: 1052: 901: 862: 517: 441:{\displaystyle \mu (\emptyset )=0} 426: 14: 1950: 172:tightness of a family of measures 1820:Lebesgue differentiation theorem 1701:CarathĂ©odory's extension theorem 322:measurable set is inner regular. 68:, ÎŁ). A measurable subset 936: 559:An example of a Borel measure 511: 505: 429: 423: 351:is a regular measure: see the 271: 265: 250: 244: 120: 114: 99: 93: 1: 1016:Real Analysis and Probability 985:Parthasarathy, K. R. (2005). 943:Billingsley, Patrick (1999). 908:Parthasarathy, K. R. (2005). 855: 39: 641:together with the points (1/ 143: compact and measurable 7: 1873:PrĂ©kopa–Leindler inequality 833: 737:-axis has measure infinity. 332: 10: 1955: 1815:Lebesgue's density theorem 966:Bourbaki, Nicolas (2004). 1939:Measures (measure theory) 1890: 1868:Minkowski–Steiner formula 1838: 1798: 1791: 1691: 1683:Projection-valued measure 1584: 1477: 1246: 1119: 1060: 294: open and measurable 1851:Isoperimetric inequality 1830:Vitali–Hahn–Saks theorem 1159:CarathĂ©odory's criterion 802:has finite measure. The 755:is the measure given by 220:collection of measures { 1856:Brunn–Minkowski theorem 1725:Decomposition theorems 705:for a positive integer 1903:Descriptive set theory 1803:Disintegration theorem 1238:Universally measurable 635: 597: 573: 546: 526: 489: 442: 407: 304: 189:> 0, there is some 153: 1705:Convergence theorems 1164:Cylindrical σ-algebra 1018:. Chapman & Hall. 840:Borel regular measure 636: 598: 574: 547: 527: 490: 443: 408: 305: 154: 1773:Minkowski inequality 1647:Cylinder set measure 1532:Infinite-dimensional 1147:equivalence relation 1077:Lebesgue integration 611: 587: 572:{\displaystyle \mu } 563: 536: 499: 452: 417: 406:{\displaystyle \mu } 397: 314:A measure is called 238: 87: 1768:Hölder's inequality 1630:of random variables 1592:Measurable function 1479:Particular measures 1068:Absolute continuity 970:. Springer-Verlag. 815:measurable cardinal 806:-axis has infinite 363:probability measure 1908:Probability theory 1233:Transverse measure 1211:Non-measurable set 1193:Locally measurable 631: 593: 569: 542: 532:for any other set 522: 485: 438: 403: 300: 149: 1926: 1925: 1886: 1885: 1615:almost everywhere 1561:Spherical measure 1459:Strictly positive 1387:Projection-valued 1127:Almost everywhere 1100:Probability space 729:) have measure 1/ 596:{\displaystyle X} 545:{\displaystyle A} 295: 227:It is said to be 212:) <  181:is inner regular 144: 64:be a measure on ( 26:topological space 1946: 1861:Milman's reverse 1844: 1842:Lebesgue measure 1796: 1795: 1200: 1186:infimum/supremum 1107:Measurable space 1047: 1040: 1033: 1024: 1023: 1019: 1000: 981: 962: 950: 930: 923: 905: 899: 898: 892: 884: 866: 701:| â‰€ 1/ 640: 638: 637: 632: 630: 602: 600: 599: 594: 578: 576: 575: 570: 551: 549: 548: 543: 531: 529: 528: 523: 494: 492: 491: 486: 476: 472: 447: 445: 444: 439: 412: 410: 409: 404: 345:Lebesgue measure 338:Regular measures 309: 307: 306: 301: 296: 293: 158: 156: 155: 150: 145: 142: 32:for which every 1954: 1953: 1949: 1948: 1947: 1945: 1944: 1943: 1929: 1928: 1927: 1922: 1918:Spectral theory 1898:Convex analysis 1882: 1839: 1834: 1787: 1687: 1635:in distribution 1580: 1473: 1303:Logarithmically 1242: 1198: 1181:Essential range 1115: 1056: 1051: 1010: 1007:(See chapter 2) 997: 984: 978: 959: 942: 939: 934: 933: 920: 906: 902: 886: 885: 881: 867: 863: 858: 836: 825: 772: 744: 697:| â‰€ | 626: 612: 609: 608: 588: 585: 584: 564: 561: 560: 537: 534: 533: 500: 497: 496: 462: 458: 453: 450: 449: 418: 415: 414: 398: 395: 394: 390: 367:locally compact 340: 335: 292: 239: 236: 235: 141: 88: 85: 84: 42: 22:regular measure 12: 11: 5: 1952: 1942: 1941: 1924: 1923: 1921: 1920: 1915: 1910: 1905: 1900: 1894: 1892: 1888: 1887: 1884: 1883: 1881: 1880: 1875: 1870: 1865: 1864: 1863: 1853: 1847: 1845: 1836: 1835: 1833: 1832: 1827: 1825:Sard's theorem 1822: 1817: 1812: 1811: 1810: 1808:Lifting theory 1799: 1793: 1789: 1788: 1786: 1785: 1780: 1775: 1770: 1765: 1764: 1763: 1761:Fubini–Tonelli 1753: 1748: 1743: 1742: 1741: 1736: 1731: 1723: 1722: 1721: 1716: 1711: 1703: 1697: 1695: 1689: 1688: 1686: 1685: 1680: 1675: 1670: 1665: 1660: 1655: 1649: 1644: 1643: 1642: 1640:in probability 1637: 1627: 1622: 1617: 1611: 1610: 1609: 1604: 1599: 1588: 1586: 1582: 1581: 1579: 1578: 1573: 1568: 1563: 1558: 1553: 1552: 1551: 1541: 1536: 1535: 1534: 1524: 1519: 1514: 1509: 1504: 1499: 1494: 1489: 1483: 1481: 1475: 1474: 1472: 1471: 1466: 1461: 1456: 1451: 1446: 1441: 1436: 1431: 1426: 1421: 1420: 1419: 1414: 1409: 1399: 1394: 1389: 1384: 1374: 1369: 1364: 1359: 1354: 1349: 1347:Locally finite 1344: 1334: 1329: 1324: 1319: 1314: 1309: 1299: 1294: 1289: 1284: 1279: 1274: 1269: 1264: 1259: 1253: 1251: 1244: 1243: 1241: 1240: 1235: 1230: 1225: 1220: 1219: 1218: 1208: 1203: 1195: 1190: 1189: 1188: 1178: 1173: 1172: 1171: 1161: 1156: 1151: 1150: 1149: 1139: 1134: 1129: 1123: 1121: 1117: 1116: 1114: 1113: 1104: 1103: 1102: 1092: 1087: 1079: 1074: 1064: 1062: 1061:Basic concepts 1058: 1057: 1054:Measure theory 1050: 1049: 1042: 1035: 1027: 1021: 1020: 1008: 995: 982: 976: 963: 957: 938: 935: 932: 931: 918: 900: 879: 860: 859: 857: 854: 853: 852: 847: 842: 835: 832: 831: 830: 824: 821: 820: 819: 811: 764: 743: 740: 739: 738: 629: 625: 622: 619: 616: 592: 581:Bourbaki (2004 568: 557: 553: 541: 519: 516: 513: 510: 507: 504: 482: 479: 475: 471: 468: 465: 461: 457: 437: 434: 431: 428: 425: 422: 402: 389: 386: 385: 384: 373: 356: 339: 336: 334: 331: 330: 329: 326: 323: 311: 310: 299: 291: 288: 285: 282: 279: 276: 273: 270: 267: 264: 261: 258: 255: 252: 249: 246: 243: 191:compact subset 183:if and only if 176:finite measure 160: 159: 148: 140: 137: 134: 131: 128: 125: 122: 119: 116: 113: 110: 107: 104: 101: 98: 95: 92: 76:is said to be 54:σ-algebra 41: 38: 34:measurable set 9: 6: 4: 3: 2: 1951: 1940: 1937: 1936: 1934: 1919: 1916: 1914: 1913:Real analysis 1911: 1909: 1906: 1904: 1901: 1899: 1896: 1895: 1893: 1889: 1879: 1876: 1874: 1871: 1869: 1866: 1862: 1859: 1858: 1857: 1854: 1852: 1849: 1848: 1846: 1843: 1837: 1831: 1828: 1826: 1823: 1821: 1818: 1816: 1813: 1809: 1806: 1805: 1804: 1801: 1800: 1797: 1794: 1792:Other results 1790: 1784: 1781: 1779: 1778:Radon–Nikodym 1776: 1774: 1771: 1769: 1766: 1762: 1759: 1758: 1757: 1754: 1752: 1751:Fatou's lemma 1749: 1747: 1744: 1740: 1737: 1735: 1732: 1730: 1727: 1726: 1724: 1720: 1717: 1715: 1712: 1710: 1707: 1706: 1704: 1702: 1699: 1698: 1696: 1694: 1690: 1684: 1681: 1679: 1676: 1674: 1671: 1669: 1666: 1664: 1661: 1659: 1656: 1654: 1650: 1648: 1645: 1641: 1638: 1636: 1633: 1632: 1631: 1628: 1626: 1623: 1621: 1618: 1616: 1613:Convergence: 1612: 1608: 1605: 1603: 1600: 1598: 1595: 1594: 1593: 1590: 1589: 1587: 1583: 1577: 1574: 1572: 1569: 1567: 1564: 1562: 1559: 1557: 1554: 1550: 1547: 1546: 1545: 1542: 1540: 1537: 1533: 1530: 1529: 1528: 1525: 1523: 1520: 1518: 1515: 1513: 1510: 1508: 1505: 1503: 1500: 1498: 1495: 1493: 1490: 1488: 1485: 1484: 1482: 1480: 1476: 1470: 1467: 1465: 1462: 1460: 1457: 1455: 1452: 1450: 1447: 1445: 1442: 1440: 1437: 1435: 1432: 1430: 1427: 1425: 1422: 1418: 1417:Outer regular 1415: 1413: 1412:Inner regular 1410: 1408: 1407:Borel regular 1405: 1404: 1403: 1400: 1398: 1395: 1393: 1390: 1388: 1385: 1383: 1379: 1375: 1373: 1370: 1368: 1365: 1363: 1360: 1358: 1355: 1353: 1350: 1348: 1345: 1343: 1339: 1335: 1333: 1330: 1328: 1325: 1323: 1320: 1318: 1315: 1313: 1310: 1308: 1304: 1300: 1298: 1295: 1293: 1290: 1288: 1285: 1283: 1280: 1278: 1275: 1273: 1270: 1268: 1265: 1263: 1260: 1258: 1255: 1254: 1252: 1250: 1245: 1239: 1236: 1234: 1231: 1229: 1226: 1224: 1221: 1217: 1214: 1213: 1212: 1209: 1207: 1204: 1202: 1196: 1194: 1191: 1187: 1184: 1183: 1182: 1179: 1177: 1174: 1170: 1167: 1166: 1165: 1162: 1160: 1157: 1155: 1152: 1148: 1145: 1144: 1143: 1140: 1138: 1135: 1133: 1130: 1128: 1125: 1124: 1122: 1118: 1112: 1108: 1105: 1101: 1098: 1097: 1096: 1095:Measure space 1093: 1091: 1088: 1086: 1084: 1080: 1078: 1075: 1073: 1069: 1066: 1065: 1063: 1059: 1055: 1048: 1043: 1041: 1036: 1034: 1029: 1028: 1025: 1017: 1013: 1012:Dudley, R. M. 1009: 1006: 1003: 998: 996:0-8218-3889-X 992: 988: 983: 979: 977:3-540-41129-1 973: 969: 968:Integration I 964: 960: 958:0-471-19745-9 954: 949: 948: 941: 940: 929: 926: 921: 919:0-8218-3889-X 915: 911: 904: 896: 890: 882: 880:3-7643-2428-7 876: 872: 865: 861: 851: 848: 846: 845:Radon measure 843: 841: 838: 837: 827: 826: 816: 812: 809: 805: 801: 797: 793: 788: 784: 780: 776: 771: 767: 762: 758: 754: 750: 746: 745: 736: 732: 728: 724: 720: 716: 712: 709:. This space 708: 704: 700: 696: 693: âˆ’  692: 688: 684: 681:of the form ( 680: 676: 672: 668: 664: 660: 656: 652: 648: 644: 623: 617: 606: 590: 582: 566: 558: 554: 539: 514: 508: 502: 480: 477: 473: 466: 459: 455: 435: 432: 420: 400: 392: 391: 383:, is regular. 382: 378: 374: 371: 368: 364: 361: 357: 354: 350: 346: 342: 341: 327: 324: 321: 317: 316:inner regular 313: 312: 289: 286: 283: 280: 277: 274: 268: 262: 253: 247: 241: 234: 233: 232: 230: 229:outer regular 225: 223: 219: 215: 211: 207: 203: 199: 195: 192: 188: 184: 180: 177: 173: 169: 165: 138: 135: 132: 129: 126: 123: 117: 111: 102: 96: 90: 83: 82: 81: 79: 78:inner regular 75: 71: 67: 63: 59: 55: 51: 47: 37: 35: 31: 27: 23: 19: 1693:Main results 1429:Set function 1401: 1357:Metric outer 1312:Decomposable 1169:Cylinder set 1082: 1015: 986: 967: 946: 937:Bibliography 909: 903: 870: 864: 807: 803: 799: 795: 791: 786: 782: 778: 774: 769: 765: 763:) = inf 760: 756: 752: 748: 734: 730: 726: 722: 718: 714: 710: 706: 702: 698: 694: 690: 686: 682: 678: 674: 670: 666: 662: 658: 654: 650: 646: 642: 604: 319: 228: 226: 224:} is tight. 221: 213: 209: 205: 201: 197: 193: 186: 178: 163: 161: 77: 73: 69: 65: 61: 57: 49: 45: 43: 21: 15: 1653:compact set 1620:of measures 1556:Pushforward 1549:Projections 1539:Logarithmic 1382:Probability 1372:Pre-measure 1154:Borel space 1072:of measures 381:Radon space 200:such that 18:mathematics 1625:in measure 1352:Maximising 1322:Equivalent 1216:Vitali set 856:References 185:, for all 174:, since a 40:Definition 1739:Maharam's 1709:Dominated 1522:Intensity 1517:Hausdorff 1424:Saturated 1342:Invariant 1247:Types of 1206:σ-algebra 1176:𝜆-system 1142:Borel set 1137:Baire set 889:cite book 624:× 567:μ 518:∞ 503:μ 456:μ 427:∅ 421:μ 401:μ 370:σ-compact 349:real line 281:⊇ 275:∣ 263:μ 242:μ 218:singleton 130:⊆ 124:∣ 112:μ 91:μ 1933:Category 1756:Fubini's 1746:Egorov's 1714:Monotone 1673:variable 1651:Random: 1602:Strongly 1527:Lebesgue 1512:Harmonic 1502:Gaussian 1487:Counting 1454:Spectral 1449:Singular 1439:s-finite 1434:σ-finite 1317:Discrete 1292:Complete 1249:Measures 1223:Null set 1111:function 1014:(1989). 834:See also 689:) with | 333:Examples 1668:process 1663:measure 1658:element 1597:Bochner 1571:Trivial 1566:Tangent 1544:Product 1402:Regular 1380:)  1367:Perfect 1340:)  1305:)  1297:Content 1287:Complex 1228:Support 1201:-system 1090:Measure 1005:2169627 928:2169627 785:, then 653:) with 365:on any 347:on the 168:synonym 60:. Let 48:,  30:measure 1734:Jordan 1719:Vitali 1678:vector 1607:Weakly 1469:Vector 1444:Signed 1397:Random 1338:Quasi- 1327:Finite 1307:Convex 1267:Banach 1257:Atomic 1085:spaces 1070:  993:  974:  955:  916:  877:  773:  607:-axis 495:, and 413:where 222:μ 214:ε 202:μ 187:ε 179:μ 1576:Young 1497:Euler 1492:Dirac 1464:Tight 1392:Radon 1362:Outer 1332:Inner 1282:Brown 1277:Borel 1272:Besov 1262:Baire 377:Borel 360:Baire 166:as a 164:tight 44:Let ( 28:is a 24:on a 1840:For 1729:Hahn 1585:Maps 1507:Haar 1378:Sub- 1132:Atom 1120:Sets 991:ISBN 972:ISBN 953:ISBN 914:ISBN 895:link 875:ISBN 794:and 375:Any 358:Any 343:The 320:open 20:, a 818:it. 747:If 257:inf 231:if 196:of 106:sup 80:if 72:of 56:on 16:In 1935:: 1002:MR 925:MR 891:}} 887:{{ 813:A 448:, 208:\ 1376:( 1336:( 1301:( 1199:π 1109:/ 1083:L 1046:e 1039:t 1032:v 999:. 980:. 961:. 922:. 897:) 883:. 808:M 804:y 800:M 796:ÎŒ 792:M 787:M 783:S 779:U 777:( 775:ÎŒ 770:S 768:⊇ 766:U 761:S 759:( 757:M 753:M 749:ÎŒ 735:y 731:n 727:n 725:/ 723:m 721:, 719:n 715:y 711:X 707:n 703:n 699:u 695:y 691:v 687:v 685:, 683:u 679:X 675:y 671:n 669:/ 667:m 665:, 663:n 659:n 657:, 655:m 651:n 649:/ 647:m 645:, 643:n 628:R 621:} 618:0 615:{ 605:y 591:X 552:. 540:A 515:= 512:) 509:A 506:( 481:0 478:= 474:) 470:} 467:1 464:{ 460:( 436:0 433:= 430:) 424:( 355:. 298:} 290:G 287:, 284:A 278:G 272:) 269:G 266:( 260:{ 254:= 251:) 248:A 245:( 210:K 206:X 204:( 198:X 194:K 147:} 139:F 136:, 133:A 127:F 121:) 118:F 115:( 109:{ 103:= 100:) 97:A 94:( 74:X 70:A 66:X 62:ÎŒ 58:X 50:T 46:X

Index

mathematics
topological space
measure
measurable set
σ-algebra
synonym
tightness of a family of measures
finite measure
if and only if
compact subset
singleton
inner regular
Lebesgue measure
real line
regularity theorem for Lebesgue measure
Baire
probability measure
locally compact
σ-compact
Borel
Radon space
Bourbaki (2004
measurable cardinal
Borel regular measure
Radon measure
Regularity theorem for Lebesgue measure
ISBN
3-7643-2428-7
cite book
link

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