Lukas' Notes

Definition

Measurable Set

Let be a measurable space. A subset is a measurable set if it belongs to the chosen sigma-algebra :

Measurability is relative to , not an intrinsic property of . A subset of need not be measurable unless , the full power set.

If a measure is defined on , then is defined for every measurable set . Membership determines whether may be measured, not the value of .