Namespaces
Variants
Actions

Difference between revisions of "Set function"

From Encyclopedia of Mathematics
Jump to: navigation, search
m
Line 16: Line 16:
 
for every finite collection $\{E_i\}$ of ''disjoint'' elements of $\mathcal{S}$.  
 
for every finite collection $\{E_i\}$ of ''disjoint'' elements of $\mathcal{S}$.  
  
* Measures. In this case the domain of definition $\mathcal{S}$ is a [[Algebra of sets|$\sigma$-ring]] (more often a [[Algebra of sets|$\sigma$-algebra]]) and the set function is assumed to be $\sigma$-additive, that is
+
* Measures. In this case the domain of definition $\mathcal{S}$ is a [[Algebra 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)
 
\mu \left(\bigcup_{i=1}^\infty E_i\right) = \sum_{i=1}^\infty \mu (E_i)
Line 24: Line 24:
 
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]].
 
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, 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, i.e.
+
*Outer measures. The domain of definition $\mathcal{S}$ of an [[Outer measure|outer measure]] $\mu$ is an hereditary $\sigma$-ring, 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)
 
\mu \left(\bigcup_{i=1}^\infty E_i\right) \leq \sum_{i=1}^\infty \mu (E_i)

Revision as of 14:32, 18 September 2012

2020 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 topological group) or the extended real line $[-\infty, \infty]$. 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, 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
How to Cite This Entry:
Set function. Encyclopedia of Mathematics. URL: http://encyclopediaofmath.org/index.php?title=Set_function&oldid=28012
This article was adapted from an original article by V.I. Sobolev (originator), which appeared in Encyclopedia of Mathematics - ISBN 1402006098. See original article