Measure
Suppose that is a set and is a -algebra on . A measure on is a function such that and
for every pairwise disjoint sequence .
Measure Space
Measure Preserves Order and Set Difference
Suppose that is a measure space and with . Then
- ,
- if , then .
Countable Subadditivity of Measures
Suppose that is a measure space and . Then
Measure of an Increasing Union
Suppose that is a measure space and is an increasing sequence in . Then
Measure of a Decreasing Intersection
Suppose that is a measure space and is a decreasing sequence in . If , then
Measure of a Union
Suppose that is a measure space and . If , then