Math 2.0

Measure and integration Definition

Finitely additive measure

Builds on Algebra of setsExtended real number lineCountable additivity

Definition

Let 𝒜\mathcal{A} be an algebra of sets on a set XX. A finitely additive measure on 𝒜\mathcal{A} is a function μ ⁣:𝒜→[0,∞]\mu \colon \mathcal{A} \to [0, \infty], with values in the extended real number line, such that:

  1. μ(∅)=0\mu(\varnothing) = 0.
  2. μ(A∪B)=μ(A)+μ(B)\mu(A \cup B) = \mu(A) + \mu(B) for all A,B∈𝒜A, B \in \mathcal{A} with A∩B=∅A \cap B = \varnothing.

Remarks

Let 𝒜\mathcal{A} be the algebra of subsets A⊆ℕA \subseteq \N such that AA or ℕ∖A\N \setminus A is finite. Let ν(A)=0\nu(A) = 0 for finite AA and ν(A)=1\nu(A) = 1 otherwise. Clause 1 holds, and clause 2 holds since two disjoint sets cannot both have finite complement. This ν\nu is not countably additive, since ν(ℕ)=1\nu(\N) = 1 while ν({n})=0\nu(\set{n}) = 0 for each nn. On the same algebra, the function with μ(∅)=0\mu(\varnothing) = 0 and μ(A)=1\mu(A) = 1 for A≠∅A \ne \varnothing is not finitely additive, since clause 2 fails for A={1}A = \set{1} and B={2}B = \set{2}. By induction, clause 2 gives additivity over any finite disjoint union. A finitely additive measure is monotone: μ(A)≤μ(B)\mu(A) \le \mu(B) when A⊆BA \subseteq B. Other names are content and charge; the word content is also used for the same notion on a ring or a semiring of sets.

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  1. Algebra of sets concept
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Further reading

  1. Web https://en.wikipedia.org/wiki/Content_(measure_theory)
About this page
Tag17CW7Z2YDT
URIm2://17CW7Z2YDT
Kinddefinition
WritingW0 stub
MSC28A12, 28A10
DefinesFinitely additive measure
UsesAlgebra of sets, Extended real number line, Countable additivity
Changed2 November 2026

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