Universally measurable set

In measure theory, a branch of mathematics focused on the concept of measure (a systematic way to assign a size or volume to sets), a universally measurable set is a type of set that can be measured in a very broad sense. To understand universally measurable sets, we first need to introduce some related concepts: 1. **Measurable Sets**: In the context of a given measure space, a set is considered measurable if it is included in the σ-algebra that generates that measure.