ThmDex – An index of mathematical definitions, results, and conjectures.
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Definition D1860
Stieltjes sigma-algebra
Formulation 0
Let $F : \mathbb{R} \to \mathbb{R}$ be a D4364: Real function such that
(i) $F$ is a D3249: Right-continuous function
(ii) $F$ is an D5321: Standard-isotone basic real function
(iii) $\mu^*_F$ is a D1858: Stieltjes outer measure with respect to $F$
The Stieltjes sigma-algebra on $\mathbb{R}$ with respect to $F$ is the D11: Set \begin{equation} \left\{ E \subseteq \mathbb{R} \mid \forall \, H \subseteq \mathbb{R} : \mu^*_F(E \cap H) + \mu^*_F(E^{\complement} \cap H) = \mu^*_F(H) \right\} \end{equation}
Also known as
Lebesgue-Stieltjes sigma-algebra
Children
▶ D1861: Stieltjes measurable space