ΘρϵηΠατπ

Measure
Suppose that X is a set and 𝒮 is a σ-algebra on X. A measure on (X,𝒮) is a function μ:𝒮[0,] such that μ()=0 and μ(k=1Ek)=k=1μ(Ek) for every pairwise disjoint sequence E1,E2,𝒮.
Measure Space
A measure space is an ordered triple (X,𝒮,μ), where X is a set, 𝒮 is a σ-algebra on X, and μ is a measure on (X,𝒮).
Measure Preserves Order and Set Difference
Suppose that (X,𝒮,μ) is a measure space and D,E𝒮 with DE. Then
  • μ(D)μ(E),
  • if μ(D)<, then μ(ED)=μ(E)μ(D).
Countable Subadditivity of Measures
Suppose that (X,𝒮,μ) is a measure space and E1,E2,𝒮. Then μ(k=1Ek)k=1μ(Ek).
Measure of an Increasing Union
Suppose that (X,𝒮,μ) is a measure space and E1E2 is an increasing sequence in 𝒮. Then μ(k=1Ek)=limkμ(Ek).
Measure of a Decreasing Intersection
Suppose that (X,𝒮,μ) is a measure space and E1E2 is a decreasing sequence in 𝒮. If μ(E1)<, then μ(k=1Ek)=limkμ(Ek).
Measure of a Union
Suppose that (X,𝒮,μ) is a measure space and D,E𝒮. If μ(DE)<, then μ(DE)=μ(D)+μ(E)μ(DE).