Regular measure
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In mathematics, a regular measure on a topological space is one for which every measurable set is "approximately open" and "approximately closed".
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[edit] Definition
Let be a topological space, and let be a sigma algebra on X that contains the topology (so every open set (and hence every closed set) is measurable). A measure μ on is called regular if, for every measurable set and , there exists a closed set C and an open set U such that and .
[edit] Example
- Lebesgue measure is regular: see regularity theorem for Lebesgue measure.
[edit] Reference
- Billingsley, Patrick (1999). Convergence of Probability Measures. New York: John Wiley & Sons, Inc.. ISBN 0-471-19745-9.