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 (X, \mathcal{T}) be a topological space, and let \mathcal{A} be a sigma algebra on X that contains the topology \mathcal{T} (so every open set (and hence every closed set) is measurable). A measure μ on (X, \mathcal{A}) is called regular if, for every measurable set A \in \mathcal{A} and \varepsilon > 0, there exists a closed set C and an open set U such that C \subseteq A \subseteq U and \mu (U \setminus C) < \varepsilon.

[edit] Example

[edit] Reference

  • Billingsley, Patrick (1999). Convergence of Probability Measures. New York: John Wiley & Sons, Inc.. ISBN 0-471-19745-9.

[edit] See also