Difference between revisions of "Set function"
(Importing text file) |
|||
(4 intermediate revisions by the same user not shown) | |||
Line 1: | Line 1: | ||
− | |||
− | + | {{MSC|28A}} | |
− | + | [[Category:Classical measure theory]] | |
− | + | {{TEX|done}} | |
− | + | A mapping $\mu$ defined on a family $\mathcal{S}$ of subsets of a set $X$. Commonly the target of $\mu$ is a topological vector space $V$ (more generally a commutative topological group) or the extended real line $[-\infty, \infty]$ (in the latter case, to avoid operations of type $\infty + (-\infty)$ it is assumed that the range is either contained in $[-\infty, \infty[$ or in $]-\infty, \infty]$). It is usually assumed that the empty set is an element of $\mathcal{S}$ and that $\mu (\emptyset) =0$. | |
− | + | ||
+ | Notable examples are | ||
+ | * Finitely additive set functions. In this case the domain of definition is a [[Ring of sets|ring]] (more often an [[Algebra of sets|algebra]]) and $\mu$ has the property that | ||
+ | \[ | ||
+ | \mu \left(\bigcup_{i=1}^N E_i\right) = \sum_{i=1}^N \mu (E_i) | ||
+ | \] | ||
+ | for every finite collection $\{E_i\}$ of ''disjoint'' elements of $\mathcal{S}$. | ||
+ | * Measures. In this case the domain of definition $\mathcal{S}$ is a [[Ring of sets|$\sigma$-ring]] (more often a [[Algebra of sets|$\sigma$-algebra]]) and the set function is assumed to be ''$\sigma$-additive'' (or, equivalently ''countably additive''), that is | ||
+ | \[ | ||
+ | \mu \left(\bigcup_{i=1}^\infty E_i\right) = \sum_{i=1}^\infty \mu (E_i) | ||
+ | \] | ||
+ | for every countable collection $\{E_i\}$ of ''disjoint'' elements of $\mathcal{S}$. Note that, since we assume $\mu (\emptyset) = 0$, a measure is always finitely additive. | ||
− | = | + | The word [[Measure|measure]] is indeed commonly used for such set functions which are taking values in $[0, \infty]$ and if in addition $\mu (X)=1$, then $\mu$ is a [[Probability measure|probability measure]]. $\sigma$-additive set functions taking values in the extended real line $[-\infty, \infty]$ are commonly called [[Signed measure|signed measures]] (some authors use also the name ''charge''), whereas $\sigma$-additive set functions taking values in vector spaces are commonly called [[Vector measure|vector measures]]. |
+ | *Outer measures. The domain of definition $\mathcal{S}$ of an [[Outer measure|outer measure]] $\mu$ is an hereditary $\sigma$-ring (also called $\sigma$-ideal), i.e. a $\sigma$-ring $\mathcal{S}$ with the additional property that it contains any subset of any of its elements (however, the most commonly used outer measures are defined on the whole space $\mathcal{P} (X)$ of all subsets of $X$). An outer measure takes values in $[0, \infty]$ and it is required to be ''$\sigma$-subadditive'' (or countably subadditive''), i.e. | ||
+ | \[ | ||
+ | \mu \left(\bigcup_{i=1}^\infty E_i\right) \leq \sum_{i=1}^\infty \mu (E_i) | ||
+ | \] | ||
+ | for every countable collection $\{E_i\}$ of subsets of $X$. | ||
====References==== | ====References==== | ||
− | + | {| | |
+ | |- | ||
+ | |valign="top"|{{Ref|Ha}}|| P.R. Halmos, "Measure theory" , v. Nostrand (1950) {{MR|0033869}} {{ZBL|0040.16802}} | ||
+ | |- | ||
+ | |valign="top"|{{Ref|DS}}|| N. Dunford, J.T. Schwartz, "Linear operators. General theory" , '''1''' , Interscience (1958) {{MR|0117523}} | ||
+ | |- | ||
+ | |} |
Latest revision as of 14:45, 19 September 2012
2010 Mathematics Subject Classification: Primary: 28A [MSN][ZBL]
A mapping $\mu$ defined on a family $\mathcal{S}$ of subsets of a set $X$. Commonly the target of $\mu$ is a topological vector space $V$ (more generally a commutative topological group) or the extended real line $[-\infty, \infty]$ (in the latter case, to avoid operations of type $\infty + (-\infty)$ it is assumed that the range is either contained in $[-\infty, \infty[$ or in $]-\infty, \infty]$). It is usually assumed that the empty set is an element of $\mathcal{S}$ and that $\mu (\emptyset) =0$.
Notable examples are
- Finitely additive set functions. In this case the domain of definition is a ring (more often an algebra) and $\mu$ has the property that
\[ \mu \left(\bigcup_{i=1}^N E_i\right) = \sum_{i=1}^N \mu (E_i) \] for every finite collection $\{E_i\}$ of disjoint elements of $\mathcal{S}$.
- Measures. In this case the domain of definition $\mathcal{S}$ is a $\sigma$-ring (more often a $\sigma$-algebra) and the set function is assumed to be $\sigma$-additive (or, equivalently countably additive), that is
\[ \mu \left(\bigcup_{i=1}^\infty E_i\right) = \sum_{i=1}^\infty \mu (E_i) \] for every countable collection $\{E_i\}$ of disjoint elements of $\mathcal{S}$. Note that, since we assume $\mu (\emptyset) = 0$, a measure is always finitely additive.
The word measure is indeed commonly used for such set functions which are taking values in $[0, \infty]$ and if in addition $\mu (X)=1$, then $\mu$ is a probability measure. $\sigma$-additive set functions taking values in the extended real line $[-\infty, \infty]$ are commonly called signed measures (some authors use also the name charge), whereas $\sigma$-additive set functions taking values in vector spaces are commonly called vector measures.
- Outer measures. The domain of definition $\mathcal{S}$ of an outer measure $\mu$ is an hereditary $\sigma$-ring (also called $\sigma$-ideal), i.e. a $\sigma$-ring $\mathcal{S}$ with the additional property that it contains any subset of any of its elements (however, the most commonly used outer measures are defined on the whole space $\mathcal{P} (X)$ of all subsets of $X$). An outer measure takes values in $[0, \infty]$ and it is required to be $\sigma$-subadditive (or countably subadditive), i.e.
\[ \mu \left(\bigcup_{i=1}^\infty E_i\right) \leq \sum_{i=1}^\infty \mu (E_i) \] for every countable collection $\{E_i\}$ of subsets of $X$.
References
[Ha] | P.R. Halmos, "Measure theory" , v. Nostrand (1950) MR0033869 Zbl 0040.16802 |
[DS] | N. Dunford, J.T. Schwartz, "Linear operators. General theory" , 1 , Interscience (1958) MR0117523 |
Set function. Encyclopedia of Mathematics. URL: http://encyclopediaofmath.org/index.php?title=Set_function&oldid=15370