Difference between revisions of "Measure"
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| If <math>\bigudot^\infty_{n=1}A_n\in R</math> then <math>\mu_0(\bigudot^\infty_{n=1}A_n)=\sum^\infty_{n=1}\mu_0(A_n)</math> | | If <math>\bigudot^\infty_{n=1}A_n\in R</math> then <math>\mu_0(\bigudot^\infty_{n=1}A_n)=\sum^\infty_{n=1}\mu_0(A_n)</math> | ||
|} | |} | ||
| + | |||
| + | ==Terminology== | ||
| + | ===Complete measure=== | ||
| + | A measure is complete if for {{M|A\in\mathcal{A} }} we have <math>[\mu(A)=0\wedge B\subset A]\implies B\in \mathcal{A}</math> | ||
| + | |||
| + | ===Finite=== | ||
| + | A set {{M|A\in\mathcal{A} }} is finite if {{M|\mu(A)<\infty}} - we say "{{M|A}} has finite measure" | ||
| + | |||
| + | ====Finite measure==== | ||
| + | {{M|\mu}} is a finite measure if every set {{M|\in\mathcal{A} }} is finite. | ||
| + | |||
| + | ===Sigma-finite=== | ||
| + | A set {{M|A\in\mathcal{A} }} is {{sigma|finite}} if <math>\exists(A_n)_{n=1}^\infty:[A\subseteq\cup^\infty_{n=1}A_n\wedge(\forall A_n,\ \mu(A_n)<\infty)]</math> | ||
| + | ====Sigma-finite measure==== | ||
| + | {{M|\mu}} is {{sigma|finite}} if every set {{M|\in\mathcal{A} }} is {{sigma|finite}} | ||
| + | |||
| + | ===Total=== | ||
| + | If {{M|\mathcal{A} }} is a [[Sigma-algebra|{{sigma|algebra}}]] rather than a ring (that is {{M|X\in\mathcal{A} }} where {{M|X}} is the space) then we use | ||
| + | ====Totally finite measure==== | ||
| + | If {{M|X}} is finite | ||
| + | ====Totally sigma-finite measure==== | ||
| + | If {{M|X}} is {{Sigma|finite}} | ||
==Examples== | ==Examples== | ||
Revision as of 14:09, 18 March 2015
\newcommand{\bigudot}{ \mathchoice{\mathop{\bigcup\mkern-15mu\cdot\mkern8mu}}{\mathop{\bigcup\mkern-13mu\cdot\mkern5mu}}{\mathop{\bigcup\mkern-13mu\cdot\mkern5mu}}{\mathop{\bigcup\mkern-13mu\cdot\mkern5mu}} }\newcommand{\udot}{\cup\mkern-12.5mu\cdot\mkern6.25mu\!}\require{AMScd}\newcommand{\d}[1][]{\mathrm{d}^{#1} }Not to be confused with Pre-measure
Contents
[hide]Definition
A \sigma-ring \mathcal{A} and a countably additive, extended real valued. non-negative set function \mu:\mathcal{A}\rightarrow[0,\infty] is a measure.
Contrast with pre-measure
Note: the family A_n must be pairwise disjoint
| Property | Measure | Pre-measure |
|---|---|---|
| \mu:\mathcal{A}\rightarrow[0,\infty] | \mu_0:R\rightarrow[0,\infty] | |
| \mu(\emptyset)=0 | \mu_0(\emptyset)=0 | |
| Finitely additive | \mu(\bigudot^n_{i=1}A_i)=\sum^n_{i=1}\mu(A_i) | \mu_0(\bigudot^n_{i=1}A_i)=\sum^n_{i=1}\mu_0(A_i) |
| Countably additive | \mu(\bigudot^\infty_{n=1}A_n)=\sum^\infty_{n=1}\mu(A_n) | If \bigudot^\infty_{n=1}A_n\in R then \mu_0(\bigudot^\infty_{n=1}A_n)=\sum^\infty_{n=1}\mu_0(A_n) |
Terminology
Complete measure
A measure is complete if for A\in\mathcal{A} we have [\mu(A)=0\wedge B\subset A]\implies B\in \mathcal{A}
Finite
A set A\in\mathcal{A} is finite if \mu(A)<\infty - we say "A has finite measure"
Finite measure
\mu is a finite measure if every set \in\mathcal{A} is finite.
Sigma-finite
A set A\in\mathcal{A} is \sigma-finite if \exists(A_n)_{n=1}^\infty:[A\subseteq\cup^\infty_{n=1}A_n\wedge(\forall A_n,\ \mu(A_n)<\infty)]
Sigma-finite measure
\mu is \sigma-finite if every set \in\mathcal{A} is \sigma-finite
Total
If \mathcal{A} is a \sigma-algebra rather than a ring (that is X\in\mathcal{A} where X is the space) then we use
Totally finite measure
If X is finite
Totally sigma-finite measure
If X is \sigma-finite
Examples
Trivial measures
Given the Measurable space (X,\mathcal{A}) we can define:
\mu:\mathcal{A}\rightarrow\{0,+\infty\} by \mu(A)=\left\{\begin{array}{lr} 0 & \text{if }A=\emptyset \\ +\infty & \text{otherwise} \end{array}\right.
Another trivial measure is:
v:\mathcal{A}\rightarrow\{0\} by v(A)=0 for all A\in\mathcal{A}
