Math 2.0

Measure and integration Measures Example

Counting measure

Example

Let XX be a set and let Σ\Sigma be its power set. For A⊆XA \subseteq X, let μ(A)\mu(A) be the number of elements of AA if AA is finite, and μ(A)=∞\mu(A) = \infty if AA is infinite. Then μ\mu is a measure on (X,Σ)(X, \Sigma), the counting measure.

For the check, μ(∅)=0\mu(\varnothing) = 0. Let A1,A2,…A_1, A_2, \ldots be pairwise disjoint subsets of XX with union AA. Suppose all AnA_n are finite and only finitely many are nonempty. Then AA is finite, and its number of elements is the sum of those of the AnA_n. Otherwise AA is infinite, and the sum ∑nμ(An)\sum_n \mu(A_n) is ∞\infty too, since it has a term ∞\infty or infinitely many terms at least 11.

Remarks

Counting measure is σ-finite exactly when XX is countable. On X=ℕX = \N, the integral of a non-negative function ff with respect to counting measure is the sum ∑nf(n)\sum_{n} f(n). So series of non-negative terms are a special case of Lebesgue integrals.

Further reading

  1. Web https://en.wikipedia.org/wiki/Counting_measure
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