Definition (Borel σ-algebra)
Let be a Topological Space. Let be the Smallest σ-algebra containing Elements of are called Borel subsets and
A Summary of MATH 891
Borel function
Borel space
Borel subset
Measurability Criterion for Topological Codomain
Borel measure
Law
Lebesgue-Stieltjes Integral
Lebesgue-Stieltjes Measure
h-interval
Lebesgue Integral
Closure of Measurability
Dirac Measure
Blackwell's Irrelevant Information Theorem
Information Function
LQG Teams
Prokhorov's Theorem
Relatively Sequentially Compact