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Concept
Borel measure
Summary
In mathematics, specifically in measure theory, a Borel measure on a topological space is a measure that is defined on all open sets (and thus on all Borel sets). Some authors require additional restrictions on the measure, as described below.
Let be a locally compact Hausdorff space, and let be the smallest σ-algebra that contains the open sets of ; this is known as the σ-algebra of Borel sets. A Borel measure is any measure defined on the σ-algebra of Borel sets. A few authors require in addition that is locally finite, meaning that for every compact set . If a Borel measure is both inner regular and outer regular, it is called a regular Borel measure. If is both inner regular, outer regular, and locally finite, it is called a Radon measure.
The real line with its usual topology is a locally compact Hausdorff space; hence we can define a Borel measure on it. In this case, is the smallest σ-algebra that contains the open intervals of . While there are many Borel measures μ, the choice of Borel measure that assigns for every half-open interval is sometimes called "the" Borel measure on . This measure turns out to be the restriction to the Borel σ-algebra of the Lebesgue measure , which is a complete measure and is defined on the Lebesgue σ-algebra. The Lebesgue σ-algebra is actually the completion of the Borel σ-algebra, which means that it is the smallest σ-algebra that contains all the Borel sets and can be equipped with a complete measure. Also, the Borel measure and the Lebesgue measure coincide on the Borel sets (i.e., for every Borel measurable set, where is the Borel measure described above).
If X and Y are second-countable, Hausdorff topological spaces, then the set of Borel subsets of their product coincides with the product of the sets of Borel subsets of X and Y. That is, the Borel functor
from the of second-countable Hausdorff spaces to the category of measurable spaces preserves finite .
Official source
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