Mathematical analysis
Measure theory

A measure on a set is a systematic way to assign a number to each suitable subset of that set, intuitively interpreted as its size. In this sense, a measure is a generalization of the concepts of length, area, and volume. A particularly important example is the Lebesgue measure on a Euclidean space, which assigns the conventional length, area, and volume of Euclidean geometry to suitable subsets of the n {\displaystyle n} -dimensional Euclidean space R n {\displaystyle \mathbb {R} ^{n}}. For instance, the Lebesgue measure of the interval {\displaystyle \left} in the real numbers is its length in the everyday sense of the word – specifically, 1.

Technically, a measure is a function that assigns a non-negative real number or +∞ to (certain) subsets of a set X {\displaystyle X}. It must assign 0 to the empty set and be (countably) additive: the measure of a 'large' subset that can be decomposed into a finite (or countable) number of 'smaller' disjoint subsets, is the sum of the measures of the "smaller" subsets. In general, if one wants to associate a consistent size to each subset of a given set while satisfying the other axioms of a measure, one only finds trivial examples like the counting measure. This problem was resolved by defining measure only on a sub-collection of all subsets; the so-called measurable subsets, which are required to form a σ {\displaystyle \sigma } -algebra. This means that the empty set, countable unions, countable intersections and complements of measurable subsets are measurable. Non-measurable sets in a Euclidean space, on which the Lebesgue measure cannot be defined consistently, are necessarily complicated in the sense of being badly mixed up with their complement. Indeed, their existence is a non-trivial consequence of the axiom of choice.
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