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Factorization lemma
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Factorization lemma : ウィキペディア英語版
Factorization lemma
In measure theory, the factorization lemma allows us to express a function ''f'' with another function ''T'' if ''f'' is measurable with respect to ''T''. An application of this is regression analysis.
==Theorem==
Let T:\Omega\rightarrow\Omega' be a function of a set \Omega in a measure space (\Omega',\mathcal') and let f:\Omega\rightarrow\overline(\mathcal') generated by T in \Omega if and only if there exists a measurable function g:(\Omega',\mathcal')\rightarrow(\overline(\overline(\overline{\mathbb{R}}) denotes the Borel set of the real numbers. If f only takes finite values, then g also only takes finite values.

抄文引用元・出典: フリー百科事典『 ウィキペディア(Wikipedia)
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