Borel measure

In mathematics, the Borel algebra is the smallest σ-algebra on the real numbers R containing the intervals, and the Borel measure is the measure on this σ-algebra which gives to the interval [a, b] the measure ba (where a < b).

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.

In a more general (abstract) measure-theoretic context, Let E be a Hausdorff space. A measure μ on the σ-algbera \mathfrak{B}(E) (the Borel σ-algebra on E) is Borel iff \mu(K) < +\infty\ \forall K \subset E compact.

See also: Borel measure, Borel algebra, Complete measure, Hausdorff space, Interval (mathematics), Lebesgue measure, Mathematics, Measure (mathematics), Real number, Sigma-algebra