Added notation for space of measurable functions.
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\section{Convergence in Measure}
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\label{section:convergence-in-measure}
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\begin{definition}[In Measure]
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\label{definition:in-measure}
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Let $(X, \cm, \mu)$ be a measure space, $(Y, d)$ be a metric space, then the uniform
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\end{definition}
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\begin{definition}[Convergence in Measure]
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\label{definition:convergence-in-measure}
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Let $(X, \cm, \mu)$ be a measure space, $(Y, d)$ be a metric space, and $\fF$ be a filter of $(\cm, \cb_Y)$-measurable functions, and $f$ be a $(\cm, \cb_Y)$-measurable function, then $\fF \to f$ \textbf{in measure} if for each $\eps > 0$,
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\begin{definition}[Measurable Function]
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\label{definition:measurable-function}
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Let $(X, \cm)$ and $(Y, \cn)$ be measurable spaces and $f: X \to Y$ be a mapping, then $f$ is \textbf{$(\cm, \cn)$-measurable} if $f^{-1}(E) \in \cm$ for all $E \in \cn$.
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The set $\mathscr{M}(X; Y)$ is the \textbf{space of measurable functions} from $X$ to $Y$.
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\end{definition}
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@@ -12,6 +12,7 @@
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$\mathcal{B}_X$ & Borel $\sigma$-algebra on $X$. & \autoref{definition:borel-sigma-algebra} \\
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$\sigma(\{f_i \mid i \in I\})$ & $\sigma$-algebra generated by the maps $\{f_i\}$. & \autoref{definition:generated-sigma-algebra-function} \\
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$\bigotimes_{i \in I} \mathcal{M}_i$ & Product $\sigma$-algebra. & \autoref{definition:product-sigma-algebra} \\
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$\mathscr{M}(X; Y)$ & Space of measurable functions from $X$ to $Y$. & \autoref{definition:measurable-function} \\
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$\chi_E = \mathbf{1}_E$ & Indicator function of $E$. & \autoref{definition:indicator-function} \\
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$\Sigma(X, \mathcal{M}; E)$ & Space of $E$-valued simple functions on $(X, \mathcal{M})$. & \autoref{definition:simple-function-standard-form} \\
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$\Sigma^+(X, \mathcal{M})$ & Space of non-negative simple functions. & \autoref{definition:simple-function-scalar} \\
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