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EdwinChen,Quant
16.1kViewsUpvotedbyJoeBlitzstein,StanfordPhDinMathematicsandYairLivne,B.Sc.
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Whatismeasuretheory?

Measuretheorystudieswaysofgeneralizingthenotionsoflength/area/volume.Evenin2
dimensions,itmightnotbeclearhowtomeasuretheareaofthefollowingfairlytame
shape:

IsMeasureTheoryrelevanttoMachineLearning?
HowimportantisMeasureTheorytoStatistics?
Whatisastochasticprocessinlayman'sterms?
Whatisamanifoldinlayman'sterms?
WhatisBuddhisminlayman'sterms?
Whatis"HaarMeasure"inlayman'sterms?
Inlayman'sterms,whatistheHausdorffdimensiona
measureof?
Inlayman'sterms,howdoesThom'stransversality
theoremgiverisetosurgerytheory?

muchlessthe"area"ofevenweirdershapesinhigherdimensionsordifferentspaces
entirely.
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Forexample,supposeyouwanttomeasurethelengthofabook(sothatyoucangeta
goodsenseofhowlongittakestoread).What'sagoodmeasure?Onepossibilityisto
Pleaserefreshthispagetoreceivenewupdates.
measureabook'slengthinpages.Sincebooksprovidepagecounts,thisisafairlyeasy
measuretoget.However,differentversionsofthesamebook(e.g.,hardcoverand
paperbackversions)tendtohavedifferentpagecounts,sothispagemeasuredoesn't
satisfythenicepropertyofversioninvariance(whichwewouldliketohave,since
hardcoverandpaperbackversionsofthesamebooktakethesametimetoread).Also,not
allbooksevenhavepagecounts(thinkKindlebooks),sothismeasuredoesn'tallowusto
measurethelengthofallbookswemightwanttoread.

Howpowerfulismeasuretheoryintermsofproving
variouslimittheoremsfromrealandfunctional
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Rahul
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LastAskedAug20,2015
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Another,possiblybettermeasureistomeasureabook'slengthintermsofthenumberof
wordsitcontains.Nowwedohaveversioninvariance(hardcoverandpaperbackversions
containthesamenumberofwords)andwecanmeasurethelengthofKindlebooksas
well.Wecanevendothingslikeaddtwobookstogether,andthemeasure/numberof
wordsoftheconcatenatedbookswillpleasantlyequalthesumofthemeasures/numberof
wordsofeachbookalone.
However,whathappenswhenwetrytomeasureapicturebook'slengthinwords?We
can'tpicturebooksaretoopathological.Maybewecouldsaythatapicturebookhas
measurezero(sinceapicturebookhasnowords),butthenwegetunhappythingslike
booksofmeasurezerotakingareallylongtimetoread(imagineareallylongpicture
book).Somaybeabetteroptionistosaythatpicturebooksaresimplyunmeasurable.
Wheneversomeoneasksforthelengthofapicturebook,weignorethem,andthiswayour
measurewillcontinuetobeagoodapproximationofreadingtimeandwegettokeepour
othernicepropertiesaswell.
Similarly,measuretheoryasksquestionslike:
Howdowedefineameasureonourspace?(JordanmeasureandLebesguemeasure
aretwodifferentoptionsinEuclideanspace.)
Whatpropertiesdoesourmeasuresatisfy?(Forexample,doesitsatisfytranslational
invariance,rotationalinvariance,additivity?)

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8/27/2016

(5)Whatismeasuretheoryinlayman'sterms?Quora
Whichobjectsaremeasurable/whichobjectscanwesayit'sokaynottomeasurein
ordertopreservenicepropertiesofourmeasure?(TheBanachTarskiballcanbe
rigidlyreassembledintotwocopiesofthesameshapeandsizeastheoriginal,sowe
don'twantittobemeasurable,sincethenwewouldloseadditivityproperties.)

Andoncewe'vedefineda"generalizedarea"(ourmeasure),wecantrytogeneralizeother
mathematicalconceptsaswell.Forexample,recallthatthe(Riemann)integralthatyou
learnincalculusmeasurestheareaunderacurve.Whathappensifwereplacethe"area"
intheRiemannintegralwithournew,generalizedmeasure(e.g.,togettheLebesgue
integral)?Measuretheoryalsohelpsmakecertainprobabilitystatementsmathematically
precise(e.g.,wecansayexactlywhatitmeansthatafaircoinflippedinfinitelyoftenwill
"almostnever"landheadsmorethan50%ofthetime).
UpdatedFeb19,2011ViewUpvotes

JosephWang,Ph.D.Astrophysics
1.5kViewsMostViewedWriterinMeasureTheory

LetmetrytoanswerthisbyexplaininghowmeasuretheoryisusedinWallStreet(and
whyinvestmentbankshiremathematicians).
Let'stakeasimplestatement.Thereisa60%probabilitythatacertainstockwillgodown
overthenext24hours.Thatseemslikeasimplenoncomplicatedstatement.Soyou
programacomputersimulationinwhichyoutellthecomputertomake60%ofthepaths
endupwithlowervaluesafter24hours.
Butyouquicklyrunintoabigproblem.Whatdoesthatstatement*mean*?Thetroubleis
thatthestockcangothroughaninfinitenumberofpathsoverthenext24hours.Thereis
aninfinitenumberofpathsinwhichthestockcouldgoup,andaninfinitenumberof
pathsinwhichthestockcangodown.Sowhatdoyou*mean*whenyousaythat60%of
Upvote 287
Downvote Comments 3+
thepathsgodown.60%ofwhat?Infinity?
Butfearnot.Itturnsoutthatmathematicianshavefiguredouthowtodealwiththis.The
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trickisnottoassociatenumberswithindividualpaths,buttoassociatenumberswith
collectionsofpaths.However,youhavetoassociatenumbersinaspecificwaytomakeall
Pleaserefreshthispagetoreceivenewupdates.
ofthebookkeepingworkout,andworkingoutthissortofbookkeepingsothatallofyour
mathequationsdealwithnicefiniteprobabilitiesisonebigpartofmeasuretheory.

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