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interior mutually singular
interior
The interior of a subset E of a topological space is the largest open set contained in E. It may also be expressed as the intersection of E with the closure of its complement. If E is open, then it is equal to its interior. If E contains no open sets we say that it has empty interior, and this equivalent to saying that E is nowhere dense.

interval
The set of all real numbers lying between two given real numbers a and b. If both a and b are included in the set it is called a closed interval. If neither a nor b is included it is called an open interval. If only one of a or b is included the interval is called half-open (equivalently, half-closed). Intervals may be denoted using either interval notation or set notation, as follows:

Although intervals are most commonly intervals on the real line, the definition carries over without modification to any totally ordered set.

interval graph
An intersection graph of a finite family of intervals on the real line.

inverse image
Given a function f and a subset Y of the range of f, the inverse image (under f) of Y is the set of all x such that f(x) is in Y.

isomorphism
A morphism that is both injective and surjective, that is, both “one-to-one” and “onto.” An isomorphism from a structure to itself is called an automorphism.

isotone function
A function that is order preserving and increasing.

Jordan Decomposition Theorem
If m is a signed measure, there exist unique positive measures m+ and m– such that m = m+ – m–, with m+ and m– mutually singular. This is called the Jordan decomposition of m, and the measures m+ and m– are called the positive and negative variations of m. The total variation of m is defined to be the sum of the positive and negative variations of m.

least upper bound
An upper bound which is less than or equal to every other upper bound.
Cf. greatest lower bound.

least upper bound axiom
“Any subset of the real numbers which has an upper bound has a least upper bound.” This axiom, together with the field axioms, completely characterizes the set of real numbers.
Cf. supremum.

Lebesgue measure
The unique measure m on the real line, generated by the outer measure whose value on intervals is the length of the intervals, is called Lebesgue measure.

limit point
Given a sequence of points ai , i = 1, 2, 3, ... , a point L is called a limit point of the sequence if every neighborhood of L contains all but finitely many of the ai .
If X is a metric space, then L is a limit point of X if a sequence from X may be chosen so that L is the limit point of that sequence. Limit points are not in general unique.
See also: accumulation point, perfect set.

locally compact
A topological space is locally compact if every point of the space has a neighborhood whose closure is compact.

locally integrable
A measurable function on a finite-dimensional real space with range in the complex numbers is said to be locally integrable if for all compact sets K we have:
 The space of all such functions is denoted L1LOC.
Cf. Lebesgue integral.

measurable function
Given measure spaces (X, M, m) and (Y, N, n), a function f from X to Y is said to be measurable if the inverse image of every measurable set in Y is measurable in X.

measurable space
A set X together with a s-algebra of sets M defined on it is called a measurable space, usually denoted (X, M). The elements of M are called measurable sets.
Cf. measure.

measure
Given a set X and a s-algebra of sets M defined on X, a measure on X is a positive real-valued function m whose domain is M, and which satisfies: - the measure of the empty set is zero.
- (Countable additivity) For any countable, disjoint sequence of sets in the domain of m, the measure of the union of the sequence is equal to the sum of the measures of the sets in the sequence.
If the measure of every set in M is finite, then m is called a finite measure. If X can be expressed as a union of sets in M all of whose measures are finite, then m is called a s-finite measure. If for every set E in the domain of m whose measure is infinite there is a subset F of E which has finite measure, then m is called a semi-finite measure. If for any set E in M which has zero measure all the subsets of E are also in M (and therefore have zero measure), then m is called a complete measure.
Cf. measure space, signed measure, outer measure, Lebesgue measure, Borel measure.

measure space
A set X together with a s-algebra of sets M defined on it and a measure m defined on M is called a measure space, usually denoted by (X, M, m).

metric
Given a set X, a metric on X is a function d with domain X and range in R* (the set of non-negative real numbers) satisfying, for all a, b, and c in X:- d(a,b) = 0 if and only if a = b;
- d(a,b) = d(b,a); and
- d(a,b) + d(b,c) >= d(a,c
(where >= means ‘greater than or equal to’).
Cf. metric space.

metric space
A set with a metric defined on its elements.

monotone function
Also called monotonic function. See order-preserving function.

mutually singular
Given a measurable space (X, M), two signed measures m and n on X are called mutually singular, denoted by
 if there exist sets E and F in M such that their union is X, their intersection is empty, and m(E) = 0 and n(F) = 0.

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