In mathematics, a Loeb space is a type of measure space introduced by Loeb (1975) using nonstandard analysis.
Construction Loeb's construction starts with a finitely additive map ν {\displaystyle \nu } from an internal algebra A {\displaystyle {\mathcal {A}}} of sets to the nonstandard reals. Define μ {\displaystyle \mu } to be given by the standard part of ν {\displaystyle \nu } , so that μ {\displaystyle \mu } is a finitely additive map from A {\displaystyle {\mathcal {A}}} to the extended reals R ¯ {\displaystyle {\overline {\mathbb {R} }}} . Even if A {\displaystyle {\mathcal {A}}} is a nonstandard σ {\displaystyle \sigma } -algebra, the algebra A {\displaystyle {\mathcal {A}}} need not be an ordinary σ {\displaystyle \sigma } -algebra as it is not usually closed under countable unions. Instead the algebra A {\displaystyle {\mathcal {A}}} has the property that if a set in it is the union of a countable family of elements of A {\displaystyle {\mathcal {A}}} , then the set is the union of a finite number of elements of the family, so in particular any finitely additive map (such as μ {\displaystyle \mu } ) from A {\displaystyle {\mathcal {A}}} to the extended reals is automatically countably additive. Define M {\displaystyle {\mathcal {M}}} to be the σ {\displaystyle \sigma } -algebra generated by A {\displaystyle {\mathcal {A}}} . Then by Carathéodory's extension theorem the measure μ {\displaystyle \mu } on A {\displaystyle {\mathcal {A}}} extends to a countably additive measure on M {\displaystyle {\mathcal {M}}} , called a Loeb measure.
References Cutland, Nigel J. (2000), Loeb Measures in Practice: Recent Advances, Lecture Notes in Mathematics, vol. 1751, Berlin, New York: Springer-Verlag, doi:10.1007/b76881, ISBN 978-3-540-41384-4, MR 1810844 Goldblatt, Robert (1998), Lectures on the hyperreals, Graduate Texts in Mathematics, vol. 188, Berlin, New York: Springer-Verlag, doi:10.1007/978-1-4612-0615-6, ISBN 978-0-387-98464-3, MR 1643950 Loeb, Peter A. (1975). "Conversion from nonstandard to standard measure spaces and applications in probability theory". Transactions of the American Mathematical Society. 211: 113–22. doi:10.2307/1997222. ISSN 0002-9947. JSTOR 1997222. MR 0390154.
External links Home page of Peter Loeb
