What is a Measure?

Abide By Reason
Jan 10, 2025
5 notes
5 Notes in this Video

Sigma-Algebras as the Domain for Measurable Sets

SigmaAlgebra MeasurableSet PowerSet
02:30

Abide by Reason introduces sigma-algebras for learners who are comfortable with sets and power sets but have not yet seen how measure theorists restrict which subsets are allowed to have “size.”

Measurable Spaces, Measures, and Measure Spaces: The Basic Triple

MeasurableSpace MeasureSpace MeasureDefinition
06:00

This note is for learners sorting out the terminology jungle around “measurable spaces,” “measure spaces,” and “measurable sets.”

Measure as Countably Additive Set Function on a Measurable Space

CountableAdditivity MeasureAxioms EmptySetZero
08:30

Abide by Reason precisely defines what a measure is for viewers who have seen examples like length and probability but not the general axioms.

Examples of Sigma-Algebras and Measurable vs Non-Measurable Subsets

SigmaAlgebraExamples MeasurableVsNonMeasurable FiniteSetCase
11:00

This note serves viewers who need concrete finite examples to internalize the abstract definition of sigma-algebras and measurability.

Dirac Measure as Point Mass and Connection to Dirac Delta

DiracMeasure PointMass DiracDelta
15:00

Abide by Reason uses the Dirac measure example for students familiar with physics’ Dirac delta but new to its rigorous measure-theoretic interpretation.