The Borel measure is the measure on the smallest set algebra containing the intervals which give to the interval [a,b] the measure b-a. |
The Borel measure is the measure on the smallest sigma algebra containing the intervals which gives to the interval [a, b] the measure b - a. The Borel measure is not complete, which is why in practice the complete Lebesgue measure is preferred: every Borel measurable set is also Lebesgue measurable, and the measures of the set agree. |