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Pushforward measure

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1755:
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.
526: 2636: 2719: 2165: 2096: 2032: 880: 556: 2488: 2246: 2206: 1899: 1735:{\displaystyle \forall A\in \Sigma :\ \mu (A)=0\iff f_{*}\mu (A)=\mu {\big (}f^{-1}(A){\big )}=0} 1465: 1369: 1340: 1282:{\displaystyle f^{(n)}=\underbrace {f\circ f\circ \dots \circ f} _{n\mathrm {\,times} }:X\to X.} 2771: 2671: 2493: 2215: 2061: 1475: 1883: 848: 643: 2332: 2285: 2280: 2275: 2117: 2000: 1958: 1139: 582: 40: 2641: 2607: 2515: 2225: 2180: 2022: 1945: 1797: 1166: 1577: 1426: 1347: 261: 8: 2624: 2614: 2460: 2250: 1979: 1936: 1770: 933: 48: 2302: 2776: 2536: 2521: 2220: 2101: 2079: 1597: 1447: 1405: 2693: 2429: 2390: 2385: 2292: 2210: 1995: 1968: 1866: 1823: 1778: 1316: 1296: 1135: 2710: 2619: 2395: 2380: 2370: 2355: 2322: 2317: 2307: 2185: 2160: 1975: 1818: 1801: 1789:, and the maximal eigenvalue of the operator corresponds to the invariant measure. 1747: 1300: 1106: 950: 843: 475: 60: 44: 2786: 2766: 2541: 2439: 2434: 2412: 2270: 2235: 2155: 2049: 1862: 1774: 1117: 1094: 484: 1062:
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
921:. As with many induced mappings, this construction has the structure of a 765:{\displaystyle \int _{X_{2}}g\,d(f_{*}\mu )=\int _{X_{1}}g\circ f\,d\mu .} 2240: 1303:. It is often of interest in the study of such systems to find a measure 954: 1796:; as an operator on spaces of functions on measurable spaces, it is the 967:) may be defined using a push-forward construction and Lebesgue measure 2084: 1041: 937: 2066: 2010: 2005: 1097: 972: 2091: 1950: 1793: 842:
Pushforwards of measures allow to induce, from a function between
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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
39:) is obtained by transferring ("pushing forward") a 1734: 1606: 1586: 1566: 1490: 1472:, not necessarily equal to it. A pair of measures 1456: 1435: 1414: 1390: 1356: 1281: 913: 869: 826: 764: 658: 597: 571: 545: 515: 462: 426: 340: 270: 246: 192: 146: 100: 341:{\displaystyle f_{*}(\mu )\colon \Sigma _{2}\to } 2799: 1498:on the same space are equivalent if and only if 1073:. The previous example is a special case, since 936:, this property amounts to functoriality of the 670:. In that case, the integrals coincide, i.e., 1907: 1721: 1692: 613: 487:. The pushforward measure is also denoted as 2652:Riesz–Markov–Kakutani representation theorem 943: 877:, a function between the spaces of measures 666:is integrable with respect to the measure 2747:Vitale's random Brunn–Minkowski inequality 1914: 1900: 1661: 1657: 1545: 1541: 247:{\displaystyle \mu \colon \Sigma _{1}\to } 1245: 752: 700: 1856: 1842: 1750:, can be obtained via this construction. 1792:The adjoint to the push-forward is the 1343:for such a dynamical system: a measure 1044:measure" or "angle measure", since the 2800: 1885:Topics in Real and Functional Analysis 1878: 193:{\displaystyle f\colon X_{1}\to X_{2}} 1895: 1014:). The natural "Lebesgue measure" on 2760:Applications & related 998:be the natural bijection defined by 960:(here thought of as a subset of the 1814:Measure-preserving dynamical system 1764: 827:{\displaystyle X_{1}=f^{-1}(X_{2})} 147:{\displaystyle (X_{2},\Sigma _{2})} 101:{\displaystyle (X_{1},\Sigma _{1})} 13: 1921: 1630: 1621: 1514: 1505: 1382: 1258: 1255: 1252: 1249: 1246: 775:Note that in the previous formula 589: 563: 535: 448: 332: 308: 238: 214: 132: 86: 14: 2819: 1018:is then the push-forward measure 640:) if and only if the composition 463:{\displaystyle B\in \Sigma _{2}.} 2689:Lebesgue differentiation theorem 2570:CarathĂ©odory's extension theorem 837: 516:{\displaystyle \mu \circ f^{-1}} 1783:Frobenius–Perron operator 1153:Consider a measurable function 618:Theorem: A measurable function 546:{\displaystyle f_{\sharp }\mu } 1857:Bogachev, Vladimir I. (2007), 1835: 1787:Frobenius–Perron theorem 1716: 1710: 1681: 1675: 1658: 1648: 1642: 1555: 1549: 1542: 1532: 1526: 1385: 1373: 1315:leaves unchanged, a so-called 1270: 1201: 1195: 908: 902: 896: 893: 887: 861: 821: 808: 720: 704: 416: 410: 383: 377: 374: 368: 335: 320: 317: 301: 295: 241: 226: 223: 177: 141: 115: 95: 69: 1: 1850: 1085:is, up to normalization, the 927:category of measurable spaces 608: 278:is defined to be the measure 54: 914:{\displaystyle M(X)\to M(Y)} 572:{\displaystyle f\sharp \mu } 7: 2742:PrĂ©kopa–Leindler inequality 1807: 1391:{\displaystyle (X,\Sigma )} 1081:. This Lebesgue measure on 10: 2824: 2684:Lebesgue's density theorem 614:Change of variable formula 2808:Measures (measure theory) 2759: 2737:Minkowski–Steiner formula 2707: 2667: 2660: 2560: 2552:Projection-valued measure 2453: 2346: 2115: 1988: 1929: 1594:is quasi-invariant under 1491:{\displaystyle \mu ,\nu } 1146:is a Gaussian measure on 944:Examples and applications 2720:Isoperimetric inequality 2699:Vitali–Hahn–Saks theorem 2028:CarathĂ©odory's criterion 1829: 1468:to the original measure 1341:quasi-invariant measures 1040:) might also be called " 932:For the special case of 870:{\displaystyle f:X\to Y} 659:{\displaystyle g\circ f} 473:This definition applies 2725:Brunn–Minkowski theorem 2594:Decomposition theorems 1422:if the push-forward of 1130:if the push-forward of 1055:)-measure of an arc in 990: : [0, 2 598:{\displaystyle f\#\mu } 154:, a measurable mapping 2772:Descriptive set theory 2672:Disintegration theorem 2107:Universally measurable 1736: 1608: 1588: 1568: 1492: 1458: 1437: 1416: 1392: 1358: 1339:One can also consider 1283: 915: 871: 828: 766: 660: 599: 573: 547: 517: 464: 428: 342: 272: 248: 194: 148: 102: 2574:Convergence theorems 2033:Cylindrical σ-algebra 1737: 1609: 1589: 1569: 1493: 1459: 1438: 1417: 1401:quasi-invariant under 1393: 1359: 1284: 1140:continuous dual space 916: 872: 829: 767: 661: 600: 574: 548: 518: 465: 429: 343: 273: 249: 195: 149: 103: 2642:Minkowski inequality 2516:Cylinder set measure 2401:Infinite-dimensional 2016:equivalence relation 1946:Lebesgue integration 1841:Sections 3.6–3.7 in 1798:composition operator 1618: 1598: 1587:{\displaystyle \mu } 1578: 1502: 1476: 1448: 1436:{\displaystyle \mu } 1427: 1406: 1370: 1357:{\displaystyle \mu } 1348: 1319:, i.e one for which 1187: 934:probability measures 881: 849: 779: 677: 644: 583: 557: 527: 491: 438: 355: 282: 271:{\displaystyle \mu } 262: 204: 158: 112: 66: 2637:Hölder's inequality 2499:of random variables 2461:Measurable function 2348:Particular measures 1937:Absolute continuity 1771:measurable function 49:measurable function 47:to another using a 25:pushforward measure 2777:Probability theory 2102:Transverse measure 2080:Non-measurable set 2062:Locally measurable 1732: 1604: 1584: 1564: 1488: 1454: 1433: 1412: 1388: 1354: 1279: 1263: 1238: 1006:) = exp( 911: 867: 824: 762: 656: 595: 569: 543: 513: 460: 424: 338: 268: 244: 190: 144: 98: 2795: 2794: 2755: 2754: 2484:almost everywhere 2430:Spherical measure 2328:Strictly positive 2256:Projection-valued 1996:Almost everywhere 1969:Probability space 1824:Optimal transport 1779:transfer operator 1638: 1607:{\displaystyle f} 1522: 1457:{\displaystyle f} 1415:{\displaystyle f} 1317:invariant measure 1297:iterated function 1211: 1209: 1136:linear functional 1107:Gaussian measures 844:measurable spaces 61:measurable spaces 2815: 2730:Milman's reverse 2713: 2711:Lebesgue measure 2665: 2664: 2069: 2055:infimum/supremum 1976:Measurable space 1916: 1909: 1902: 1893: 1892: 1888: 1875: 1845: 1839: 1819:Normalizing flow 1802:Koopman operator 1769:In general, any 1765:A generalization 1748:chi distribution 1741: 1739: 1738: 1733: 1725: 1724: 1709: 1708: 1696: 1695: 1671: 1670: 1636: 1613: 1611: 1610: 1605: 1593: 1591: 1590: 1585: 1573: 1571: 1570: 1565: 1520: 1497: 1495: 1494: 1489: 1463: 1461: 1460: 1455: 1442: 1440: 1439: 1434: 1421: 1419: 1418: 1413: 1397: 1395: 1394: 1389: 1363: 1361: 1360: 1355: 1301:dynamical system 1288: 1286: 1285: 1280: 1262: 1261: 1239: 1234: 1205: 1204: 1134:by any non-zero 951:Lebesgue measure 920: 918: 917: 912: 876: 874: 873: 868: 833: 831: 830: 825: 820: 819: 807: 806: 791: 790: 771: 769: 768: 763: 742: 741: 740: 739: 716: 715: 696: 695: 694: 693: 665: 663: 662: 657: 604: 602: 601: 596: 578: 576: 575: 570: 552: 550: 549: 544: 539: 538: 522: 520: 519: 514: 512: 511: 476:mutatis mutandis 469: 467: 466: 461: 456: 455: 433: 431: 430: 425: 423: 419: 409: 408: 367: 366: 347: 345: 344: 339: 316: 315: 294: 293: 277: 275: 274: 269: 253: 251: 250: 245: 222: 221: 199: 197: 196: 191: 189: 188: 176: 175: 153: 151: 150: 145: 140: 139: 127: 126: 107: 105: 104: 99: 94: 93: 81: 80: 45:measurable space 2823: 2822: 2818: 2817: 2816: 2814: 2813: 2812: 2798: 2797: 2796: 2791: 2787:Spectral theory 2767:Convex analysis 2751: 2708: 2703: 2656: 2556: 2504:in distribution 2449: 2342: 2172:Logarithmically 2111: 2067: 2050:Essential range 1984: 1925: 1920: 1873: 1863:Springer Verlag 1853: 1848: 1840: 1836: 1832: 1810: 1777:, known as the 1775:linear operator 1767: 1720: 1719: 1701: 1697: 1691: 1690: 1666: 1662: 1619: 1616: 1615: 1599: 1596: 1595: 1579: 1576: 1575: 1503: 1500: 1499: 1477: 1474: 1473: 1449: 1446: 1445: 1428: 1425: 1424: 1407: 1404: 1403: 1371: 1368: 1367: 1349: 1346: 1345: 1325: 1244: 1240: 1212: 1210: 1194: 1190: 1188: 1185: 1184: 1050: 1035: 1029:). The measure 1024: 946: 882: 879: 878: 850: 847: 846: 840: 815: 811: 799: 795: 786: 782: 780: 777: 776: 735: 731: 730: 726: 711: 707: 689: 685: 684: 680: 678: 675: 674: 645: 642: 641: 635: 628: 616: 611: 584: 581: 580: 558: 555: 554: 534: 530: 528: 525: 524: 504: 500: 492: 489: 488: 485:complex measure 451: 447: 439: 436: 435: 401: 397: 396: 392: 362: 358: 356: 353: 352: 311: 307: 289: 285: 283: 280: 279: 263: 260: 259: 217: 213: 205: 202: 201: 184: 180: 171: 167: 159: 156: 155: 135: 131: 122: 118: 113: 110: 109: 89: 85: 76: 72: 67: 64: 63: 57: 27:(also known as 17: 12: 11: 5: 2821: 2811: 2810: 2793: 2792: 2790: 2789: 2784: 2779: 2774: 2769: 2763: 2761: 2757: 2756: 2753: 2752: 2750: 2749: 2744: 2739: 2734: 2733: 2732: 2722: 2716: 2714: 2705: 2704: 2702: 2701: 2696: 2694:Sard's theorem 2691: 2686: 2681: 2680: 2679: 2677:Lifting theory 2668: 2662: 2658: 2657: 2655: 2654: 2649: 2644: 2639: 2634: 2633: 2632: 2630:Fubini–Tonelli 2622: 2617: 2612: 2611: 2610: 2605: 2600: 2592: 2591: 2590: 2585: 2580: 2572: 2566: 2564: 2558: 2557: 2555: 2554: 2549: 2544: 2539: 2534: 2529: 2524: 2518: 2513: 2512: 2511: 2509:in probability 2506: 2496: 2491: 2486: 2480: 2479: 2478: 2473: 2468: 2457: 2455: 2451: 2450: 2448: 2447: 2442: 2437: 2432: 2427: 2422: 2421: 2420: 2410: 2405: 2404: 2403: 2393: 2388: 2383: 2378: 2373: 2368: 2363: 2358: 2352: 2350: 2344: 2343: 2341: 2340: 2335: 2330: 2325: 2320: 2315: 2310: 2305: 2300: 2295: 2290: 2289: 2288: 2283: 2278: 2268: 2263: 2258: 2253: 2243: 2238: 2233: 2228: 2223: 2218: 2216:Locally finite 2213: 2203: 2198: 2193: 2188: 2183: 2178: 2168: 2163: 2158: 2153: 2148: 2143: 2138: 2133: 2128: 2122: 2120: 2113: 2112: 2110: 2109: 2104: 2099: 2094: 2089: 2088: 2087: 2077: 2072: 2064: 2059: 2058: 2057: 2047: 2042: 2041: 2040: 2030: 2025: 2020: 2019: 2018: 2008: 2003: 1998: 1992: 1990: 1986: 1985: 1983: 1982: 1973: 1972: 1971: 1961: 1956: 1948: 1943: 1933: 1931: 1930:Basic concepts 1927: 1926: 1923:Measure theory 1919: 1918: 1911: 1904: 1896: 1890: 1889: 1880:Teschl, Gerald 1876: 1871: 1859:Measure Theory 1852: 1849: 1847: 1846: 1833: 1831: 1828: 1827: 1826: 1821: 1816: 1809: 1806: 1766: 1763: 1762: 1761: 1752: 1751: 1743: 1742: 1731: 1728: 1723: 1718: 1715: 1712: 1707: 1704: 1700: 1694: 1689: 1686: 1683: 1680: 1677: 1674: 1669: 1665: 1660: 1656: 1653: 1650: 1647: 1644: 1641: 1635: 1632: 1629: 1626: 1623: 1603: 1583: 1563: 1560: 1557: 1554: 1551: 1548: 1544: 1540: 1537: 1534: 1531: 1528: 1525: 1519: 1516: 1513: 1510: 1507: 1487: 1484: 1481: 1453: 1432: 1411: 1387: 1384: 1381: 1378: 1375: 1353: 1336: 1335: 1330:) =  1323: 1292: 1291: 1290: 1289: 1278: 1275: 1272: 1269: 1266: 1260: 1257: 1254: 1251: 1248: 1243: 1237: 1233: 1230: 1227: 1224: 1221: 1218: 1215: 1208: 1203: 1200: 1197: 1193: 1179: 1178: 1151: 1104: 1060: 1048: 1033: 1022: 994:) â†’  945: 942: 910: 907: 904: 901: 898: 895: 892: 889: 886: 866: 863: 860: 857: 854: 839: 836: 823: 818: 814: 810: 805: 802: 798: 794: 789: 785: 773: 772: 761: 758: 755: 751: 748: 745: 738: 734: 729: 725: 722: 719: 714: 710: 706: 703: 699: 692: 688: 683: 655: 652: 649: 633: 626: 615: 612: 610: 607: 594: 591: 588: 568: 565: 562: 542: 537: 533: 510: 507: 503: 499: 496: 471: 470: 459: 454: 450: 446: 443: 422: 418: 415: 412: 407: 404: 400: 395: 391: 388: 385: 382: 379: 376: 373: 370: 365: 361: 337: 334: 331: 328: 325: 322: 319: 314: 310: 306: 303: 300: 297: 292: 288: 267: 243: 240: 237: 234: 231: 228: 225: 220: 216: 212: 209: 200:and a measure 187: 183: 179: 174: 170: 166: 163: 143: 138: 134: 130: 125: 121: 117: 97: 92: 88: 84: 79: 75: 71: 56: 53: 21:measure theory 15: 9: 6: 4: 3: 2: 2820: 2809: 2806: 2805: 2803: 2788: 2785: 2783: 2782:Real analysis 2780: 2778: 2775: 2773: 2770: 2768: 2765: 2764: 2762: 2758: 2748: 2745: 2743: 2740: 2738: 2735: 2731: 2728: 2727: 2726: 2723: 2721: 2718: 2717: 2715: 2712: 2706: 2700: 2697: 2695: 2692: 2690: 2687: 2685: 2682: 2678: 2675: 2674: 2673: 2670: 2669: 2666: 2663: 2661:Other results 2659: 2653: 2650: 2648: 2647:Radon–Nikodym 2645: 2643: 2640: 2638: 2635: 2631: 2628: 2627: 2626: 2623: 2621: 2620:Fatou's lemma 2618: 2616: 2613: 2609: 2606: 2604: 2601: 2599: 2596: 2595: 2593: 2589: 2586: 2584: 2581: 2579: 2576: 2575: 2573: 2571: 2568: 2567: 2565: 2563: 2559: 2553: 2550: 2548: 2545: 2543: 2540: 2538: 2535: 2533: 2530: 2528: 2525: 2523: 2519: 2517: 2514: 2510: 2507: 2505: 2502: 2501: 2500: 2497: 2495: 2492: 2490: 2487: 2485: 2482:Convergence: 2481: 2477: 2474: 2472: 2469: 2467: 2464: 2463: 2462: 2459: 2458: 2456: 2452: 2446: 2443: 2441: 2438: 2436: 2433: 2431: 2428: 2426: 2423: 2419: 2416: 2415: 2414: 2411: 2409: 2406: 2402: 2399: 2398: 2397: 2394: 2392: 2389: 2387: 2384: 2382: 2379: 2377: 2374: 2372: 2369: 2367: 2364: 2362: 2359: 2357: 2354: 2353: 2351: 2349: 2345: 2339: 2336: 2334: 2331: 2329: 2326: 2324: 2321: 2319: 2316: 2314: 2311: 2309: 2306: 2304: 2301: 2299: 2296: 2294: 2291: 2287: 2286:Outer regular 2284: 2282: 2281:Inner regular 2279: 2277: 2276:Borel regular 2274: 2273: 2272: 2269: 2267: 2264: 2262: 2259: 2257: 2254: 2252: 2248: 2244: 2242: 2239: 2237: 2234: 2232: 2229: 2227: 2224: 2222: 2219: 2217: 2214: 2212: 2208: 2204: 2202: 2199: 2197: 2194: 2192: 2189: 2187: 2184: 2182: 2179: 2177: 2173: 2169: 2167: 2164: 2162: 2159: 2157: 2154: 2152: 2149: 2147: 2144: 2142: 2139: 2137: 2134: 2132: 2129: 2127: 2124: 2123: 2121: 2119: 2114: 2108: 2105: 2103: 2100: 2098: 2095: 2093: 2090: 2086: 2083: 2082: 2081: 2078: 2076: 2073: 2071: 2065: 2063: 2060: 2056: 2053: 2052: 2051: 2048: 2046: 2043: 2039: 2036: 2035: 2034: 2031: 2029: 2026: 2024: 2021: 2017: 2014: 2013: 2012: 2009: 2007: 2004: 2002: 1999: 1997: 1994: 1993: 1991: 1987: 1981: 1977: 1974: 1970: 1967: 1966: 1965: 1964:Measure space 1962: 1960: 1957: 1955: 1953: 1949: 1947: 1944: 1942: 1938: 1935: 1934: 1932: 1928: 1924: 1917: 1912: 1910: 1905: 1903: 1898: 1897: 1894: 1887: 1886: 1881: 1877: 1874: 1872:9783540345138 1868: 1864: 1860: 1855: 1854: 1844: 1843:Bogachev 2007 1838: 1834: 1825: 1822: 1820: 1817: 1815: 1812: 1811: 1805: 1803: 1799: 1795: 1790: 1788: 1784: 1780: 1776: 1772: 1759: 1754: 1753: 1749: 1745: 1744: 1729: 1726: 1713: 1705: 1702: 1698: 1687: 1684: 1678: 1672: 1667: 1663: 1654: 1651: 1645: 1639: 1633: 1627: 1624: 1601: 1581: 1561: 1558: 1552: 1546: 1538: 1535: 1529: 1523: 1517: 1511: 1508: 1485: 1482: 1479: 1471: 1467: 1451: 1443: 1430: 1409: 1402: 1398: 1379: 1376: 1364: 1351: 1342: 1338: 1337: 1333: 1329: 1322: 1318: 1314: 1311:that the map 1310: 1306: 1302: 1298: 1294: 1293: 1276: 1273: 1267: 1264: 1241: 1235: 1231: 1228: 1225: 1222: 1219: 1216: 1213: 1206: 1198: 1191: 1183: 1182: 1181: 1180: 1176: 1172: 1168: 1164: 1160: 1156: 1152: 1149: 1145: 1141: 1137: 1133: 1129: 1125: 1122: 1119: 1115: 1112: 1111:Borel measure 1108: 1105: 1102: 1099: 1096: 1092: 1088: 1084: 1080: 1077: =  1076: 1072: 1069: 1066:-dimensional 1065: 1061: 1058: 1054: 1047: 1043: 1039: 1032: 1028: 1021: 1017: 1013: 1009: 1005: 1001: 997: 993: 989: 985: 981: 977: 974: 970: 966: 963: 962:complex plane 959: 956: 952: 948: 947: 941: 939: 935: 930: 928: 924: 905: 899: 890: 884: 864: 858: 855: 852: 845: 838:Functoriality 835: 816: 812: 803: 800: 796: 792: 787: 783: 759: 756: 753: 749: 746: 743: 736: 732: 727: 723: 717: 712: 708: 701: 697: 690: 686: 681: 673: 672: 671: 669: 653: 650: 647: 639: 632: 625: 621: 606: 592: 586: 566: 560: 540: 531: 508: 505: 501: 497: 494: 486: 482: 478: 477: 457: 452: 444: 441: 420: 413: 405: 402: 398: 393: 389: 386: 380: 371: 363: 359: 351: 350: 349: 329: 326: 323: 312: 304: 298: 290: 286: 265: 257: 235: 232: 229: 218: 210: 207: 185: 181: 172: 168: 164: 161: 136: 128: 123: 119: 90: 82: 77: 73: 62: 52: 50: 46: 42: 38: 37:image measure 34: 30: 26: 22: 2562:Main results 2424: 2298:Set function 2226:Metric outer 2181:Decomposable 2038:Cylinder set 1951: 1884: 1858: 1837: 1791: 1768: 1758:ad infinitum 1757: 1469: 1423: 1400: 1366: 1344: 1331: 1327: 1320: 1312: 1308: 1304: 1174: 1173:with itself 1170: 1162: 1158: 1154: 1147: 1143: 1131: 1127: 1123: 1121:Banach space 1113: 1100: 1087:Haar measure 1082: 1078: 1074: 1070: 1063: 1056: 1052: 1045: 1037: 1030: 1026: 1019: 1015: 1011: 1007: 1003: 999: 995: 991: 987: 983: 979: 975: 968: 964: 957: 931: 841: 774: 667: 637: 630: 623: 619: 617: 474: 472: 255: 58: 36: 33:push-forward 32: 29:push forward 28: 24: 18: 2522:compact set 2489:of measures 2425:Pushforward 2418:Projections 2408:Logarithmic 2251:Probability 2241:Pre-measure 2023:Borel space 1941:of measures 1167:composition 955:unit circle 949:A natural " 256:pushforward 2494:in measure 2221:Maximising 2191:Equivalent 2085:Vitali set 1861:, Berlin: 1851:References 1466:equivalent 1464:is merely 1399:is called 1126:is called 1042:arc length 986:) and let 938:Giry monad 609:Properties 55:Definition 2608:Maharam's 2578:Dominated 2391:Intensity 2386:Hausdorff 2293:Saturated 2211:Invariant 2116:Types of 2075:σ-algebra 2045:𝜆-system 2011:Borel set 2006:Baire set 1703:− 1688:μ 1673:μ 1668:∗ 1659:⟺ 1640:μ 1631:Σ 1628:∈ 1622:∀ 1582:μ 1547:ν 1543:⟺ 1524:μ 1515:Σ 1512:∈ 1506:∀ 1486:ν 1480:μ 1431:μ 1383:Σ 1352:μ 1271:→ 1236:⏟ 1229:∘ 1226:⋯ 1223:∘ 1217:∘ 1118:separable 1098:Lie group 1095:connected 973:real line 953:" on the 925:, on the 897:→ 862:→ 801:− 757:μ 747:∘ 728:∫ 718:μ 713:∗ 682:∫ 651:∘ 593:μ 590:# 567:μ 564:♯ 541:μ 536:♯ 506:− 498:∘ 495:μ 449:Σ 445:∈ 403:− 390:μ 372:μ 364:∗ 348:given by 333:∞ 318:→ 309:Σ 305:: 299:μ 291:∗ 266:μ 239:∞ 224:→ 215:Σ 211:: 208:μ 178:→ 165:: 133:Σ 87:Σ 43:from one 2802:Category 2625:Fubini's 2615:Egorov's 2583:Monotone 2542:variable 2520:Random: 2471:Strongly 2396:Lebesgue 2381:Harmonic 2371:Gaussian 2356:Counting 2323:Spectral 2318:Singular 2308:s-finite 2303:σ-finite 2186:Discrete 2161:Complete 2118:Measures 2092:Null set 1980:function 1882:(2015), 1808:See also 1794:pullback 1299:forms a 1165:and the 1157: : 1128:Gaussian 1089:for the 2537:process 2532:measure 2527:element 2466:Bochner 2440:Trivial 2435:Tangent 2413:Product 2271:Regular 2249:)  2236:Perfect 2209:)  2174:)  2166:Content 2156:Complex 2097:Support 2070:-system 1959:Measure 1324:∗ 1138:in the 1091:compact 971:on the 923:functor 41:measure 2603:Jordan 2588:Vitali 2547:vector 2476:Weakly 2338:Vector 2313:Signed 2266:Random 2207:Quasi- 2196:Finite 2176:Convex 2136:Banach 2126:Atomic 1954:spaces 1939:  1869:  1637:  1521:  1332:μ 1328:μ 1305:μ 1177:times: 1010:  978:. Let 481:signed 479:for a 254:, the 59:Given 2445:Young 2366:Euler 2361:Dirac 2333:Tight 2261:Radon 2231:Outer 2201:Inner 2151:Brown 2146:Borel 2141:Besov 2131:Baire 1830:Notes 1574:, so 1295:This 1116:on a 1068:torus 579:, or 2709:For 2598:Hahn 2454:Maps 2376:Haar 2247:Sub- 2001:Atom 1989:Sets 1867:ISBN 434:for 108:and 23:, a 1800:or 1781:or 1614:if 1444:by 1365:on 1307:on 1169:of 1142:to 622:on 483:or 258:of 35:or 19:In 2804:: 1865:, 1804:. 1161:→ 1093:, 940:. 929:. 834:. 605:. 553:, 523:, 51:. 31:, 2245:( 2205:( 2170:( 2068:π 1978:/ 1952:L 1915:e 1908:t 1901:v 1730:0 1727:= 1722:) 1717:) 1714:A 1711:( 1706:1 1699:f 1693:( 1685:= 1682:) 1679:A 1676:( 1664:f 1655:0 1652:= 1649:) 1646:A 1643:( 1634:: 1625:A 1602:f 1562:0 1559:= 1556:) 1553:A 1550:( 1539:0 1536:= 1533:) 1530:A 1527:( 1518:: 1509:A 1483:, 1470:ÎŒ 1452:f 1410:f 1386:) 1380:, 1377:X 1374:( 1334:. 1326:( 1321:f 1313:f 1309:X 1277:. 1274:X 1268:X 1265:: 1259:s 1256:e 1253:m 1250:i 1247:t 1242:n 1232:f 1220:f 1214:f 1207:= 1202:) 1199:n 1196:( 1192:f 1175:n 1171:f 1163:X 1159:X 1155:f 1150:. 1148:R 1144:X 1132:Îł 1124:X 1114:Îł 1103:. 1101:T 1083:T 1079:T 1075:S 1071:T 1064:n 1057:S 1053:λ 1051:( 1049:∗ 1046:f 1038:λ 1036:( 1034:∗ 1031:f 1027:λ 1025:( 1023:∗ 1020:f 1016:S 1012:t 1008:i 1004:t 1002:( 1000:f 996:S 992:π 988:f 984:π 980:λ 976:R 969:λ 965:C 958:S 909:) 906:Y 903:( 900:M 894:) 891:X 888:( 885:M 865:Y 859:X 856:: 853:f 822:) 817:2 813:X 809:( 804:1 797:f 793:= 788:1 784:X 760:. 754:d 750:f 744:g 737:1 733:X 724:= 721:) 709:f 705:( 702:d 698:g 691:2 687:X 668:ÎŒ 654:f 648:g 638:ÎŒ 636:( 634:∗ 631:f 627:2 624:X 620:g 587:f 561:f 532:f 509:1 502:f 458:. 453:2 442:B 421:) 417:) 414:B 411:( 406:1 399:f 394:( 387:= 384:) 381:B 378:( 375:) 369:( 360:f 336:] 330:+ 327:, 324:0 321:[ 313:2 302:) 296:( 287:f 242:] 236:+ 233:, 230:0 227:[ 219:1 186:2 182:X 173:1 169:X 162:f 142:) 137:2 129:, 124:2 120:X 116:( 96:) 91:1 83:, 78:1 74:X 70:(

Index

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
composition

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