continuity set

In measure theory, a branch of mathematics, a continuity set of a measure {{mvar|μ}} is any Borel set {{mvar|B}} such that

\mu(\partial B) = 0,

where \partial B is the (topological) boundary of {{mvar|B}}. For signed measures, one instead asks that

|\mu|(\partial B) = 0.

The collection of all continuity sets for a given measure {{mvar|μ}} forms a ring of sets.Cuppens, R. (1975) Decomposition of multivariate probability. Academic Press, New York.

Similarly, for a random variable {{mvar|X}}, a set {{mvar|B}} is called a continuity set of {{mvar|X}} if

\Pr[X \in \partial B] = 0.

Continuity set of a function

The continuity set {{math|C(f)}} of a function {{mvar|f}} is the set of points where {{mvar|f}} is continuous.{{citation needed|date=February 2025}}

References

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Category:Measure theory

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