Measure and integration Definition
Finitely additive measure
Builds on Algebra of setsExtended real number lineCountable additivity
Definition
Let be an algebra of sets on a set . A finitely additive measure on is a function , with values in the extended real number line, such that:
- .
- for all with .
Remarks
Let be the algebra of subsets such that or is finite. Let for finite and otherwise. Clause 1 holds, and clause 2 holds since two disjoint sets cannot both have finite complement. This is not countably additive, since while for each . On the same algebra, the function with and for is not finitely additive, since clause 2 fails for and . By induction, clause 2 gives additivity over any finite disjoint union. A finitely additive measure is monotone: when . Other names are content and charge; the word content is also used for the same notion on a ring or a semiring of sets.
Reading path
To understand this page from the ground up, read these 4 pages in order. The foundations come first.
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- no evidence level
- Algebra of sets concept
- Countable additivity concept
- Extended real number line object
- Finitely additive measure definition
Further reading
About this page
| Tag | 17CW7Z2YDT |
|---|---|
| URI | m2://17CW7Z2YDT |
| Kind | definition |
| Writing | W0 stub |
| MSC | 28A12, 28A10 |
| Defines | Finitely additive measure |
| Uses | Algebra of sets, Extended real number line, Countable additivity |
| Changed | 2 November 2026 |
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