Top Qs
Timeline
Chat
Perspective
Cylindrical σ-algebra
From Wikipedia, the free encyclopedia
Remove ads
In mathematics — specifically, in measure theory and functional analysis — the cylindrical σ-algebra[1] or product σ-algebra[2][3] is a type of σ-algebra which is often used when studying product measures or probability measures of random variables on Banach spaces.
For a product space, the cylinder σ-algebra is the one that is generated by cylinder sets.
In the context of a Banach space and its dual space of continuous linear functionals the cylindrical σ-algebra is defined to be the coarsest σ-algebra (that is, the one with the fewest measurable sets) such that every continuous linear function on is a measurable function. In general, is not the same as the Borel σ-algebra on which is the coarsest σ-algebra that contains all open subsets of
Remove ads
Definition
Summarize
Perspective
Consider two topological vector spaces and with dual pairing , then we can define the so called Borel cylinder sets
for some and . The family of all these sets is denoted as . Then
is called the cylindrical algebra. Equivalently one can also look at the open cylinder sets and get the same algebra.
The cylindrical σ-algebra is the σ-algebra generated by the cylinderical algebra.[4]
Remove ads
Properties
- Let a Hausdorff locally convex space which is also a hereditarily Lindelöf space, then
Remove ads
See also
References
Wikiwand - on
Seamless Wikipedia browsing. On steroids.
Remove ads