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单词 Random measure
释义

Random measure

英语百科

Random measure

In probability theory, a random measure is a measure-valued random element. Let X be a complete separable metric space and \mathfrak{B}(X) the σ-algebra of its Borel sets. A Borel measure μ on X is boundedly finite if μ(A) < ∞ for every bounded Borel set A. Let M_X be the space of all boundedly finite measures on \mathfrak{B}(X). Let (Ω, ℱ, P) be a probability space, then a random measure maps from this probability space to the measurable space (M_X,\mathfrak{B}(M_X)).A measure generally might be decomposed as:

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更新时间:2025/6/19 10:00:16