Almost everywhere

Holding except on a set of measure zero.
Almost everywhere

A property P(x)P(x) is said to hold almost everywhere (with respect to a measure μ\mu on XX) if there exists a NXN\subseteq X such that P(x)P(x) holds for all xXNx\in X\setminus N.

This notion depends on the underlying and is weaker than pointwise validity: changing a function on a null set does not affect almost-everywhere statements. It is also closely tied to the of sets.

Examples:

  • Two functions f,g:XRf,g:X\to\mathbb R are equal almost everywhere if {xX:f(x)g(x)}\{x\in X: f(x)\ne g(x)\} is a null set.
  • For measurable sets A,BΣA,B\in\Sigma, the indicator functions 1A\mathbf 1_A and 1B\mathbf 1_B are equal almost everywhere exactly when ABA\triangle B is a null set.