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 set 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 ifThe continuity set C of a function f is the set of points where f is continuous.
