Continuity set

In measure theory, a branch of mathematics, a continuity set of a measure μ is any Borel set B such that where is the boundary of B. For signed measures, one asks that The class of all continuity sets for given measure μ forms a ring. Similarly, for a random variable X, a set B is called continuity set if

Continuity set

In measure theory, a branch of mathematics, a continuity set of a measure μ is any Borel set B such that where is the boundary of B. For signed measures, one asks that The class of all continuity sets for given measure μ forms a ring. Similarly, for a random variable X, a set B is called continuity set if