A saddle point of a differentiable real-valued function is a critical point which is neither a local maximum nor a local minimum. For example has a saddle at the origin. For a nonconstant holomorphic function, critical points of its real part supply the complex-phase application used by the method of steepest descent.
For every nontrivial graph, .
These compare two numerical invariants of connectivity with the minimum degree of a graph.
On a finite measure space, for . For , Hölder's inequality giveswith the same formula interpreted as when .
An increasing right-continuous function determines a measure byThe Radon-Nikodym theorem and Lebesgue differentiation theorem identify the density of the absolutely continuous part of this measure with almost everywhere.
A measure is absolutely continuous with respect to , written , when every -null measurable set is also -null. This is distinct from the regularity property of functions called absolute continuity.
Tonelli’s theorem permits interchange of integrals for a nonnegative measurable function, even before finiteness is known.
On a finite measure space, if measurable functions are uniformly bounded and converge pointwise, then their integrals converge. This is the dominated convergence theorem with a constant dominating function.
Every nonnegative measurable function is the pointwise increasing limit of nonnegative simple functions, and its integral is the supremum of their integrals.
Fubini's theorem permits the order of integration of an absolutely integrable function on a product measure space to be exchanged.
A sigma-algebra on a set is a collection of subsets such that , implies , and for all implies . Thus it contains the empty set and is closed under countable intersections as well. This is precisely the closure needed to apply countable additivity without leaving the domain of a measure.
For ,is a sigma-algebra. It describes observations that distinguish from the pair , but cannot distinguish from . The power set provides a finer sigma-algebra with all eight subsets. Both are valid; choosing a sigma-algebra records which questions the model can answer.
On the real numbers, the Borel sigma-algebra contains all open sets and everything generated from them by these operations. The Lebesgue measurable sets form a larger sigma-algebra, including all subsets of Borel null sets. Closure under countable unions accommodates constructions involving an entire sequence of observations or approximations.
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