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Measure (mathematics) - Wikipedia

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id="toc-Instances-sublist" class="vector-toc-list"> </ul> </li> <li id="toc-Basic_properties" class="vector-toc-list-item vector-toc-level-1"> <a class="vector-toc-link" href="#Basic_properties"> <div class="vector-toc-text"> <span class="vector-toc-numb">3</span> <span>Basic properties</span> </div> </a> <button aria-controls="toc-Basic_properties-sublist" class="cdx-button cdx-button--weight-quiet cdx-button--icon-only vector-toc-toggle"> <span class="vector-icon mw-ui-icon-wikimedia-expand"></span> <span>Toggle Basic properties subsection</span> </button> <ul id="toc-Basic_properties-sublist" class="vector-toc-list"> <li id="toc-Monotonicity" class="vector-toc-list-item vector-toc-level-2"> <a class="vector-toc-link" href="#Monotonicity"> <div class="vector-toc-text"> <span class="vector-toc-numb">3.1</span> <span>Monotonicity</span> </div> </a> <ul id="toc-Monotonicity-sublist" class="vector-toc-list"> </ul> </li> <li id="toc-Measure_of_countable_unions_and_intersections" class="vector-toc-list-item vector-toc-level-2"> <a class="vector-toc-link" href="#Measure_of_countable_unions_and_intersections"> <div class="vector-toc-text"> <span class="vector-toc-numb">3.2</span> <span>Measure of countable unions and intersections</span> </div> </a> <ul id="toc-Measure_of_countable_unions_and_intersections-sublist" class="vector-toc-list"> <li id="toc-Countable_subadditivity" class="vector-toc-list-item vector-toc-level-3"> <a class="vector-toc-link" href="#Countable_subadditivity"> <div class="vector-toc-text"> <span class="vector-toc-numb">3.2.1</span> <span>Countable subadditivity</span> </div> </a> <ul id="toc-Countable_subadditivity-sublist" class="vector-toc-list"> </ul> </li> <li id="toc-Continuity_from_below" class="vector-toc-list-item vector-toc-level-3"> <a class="vector-toc-link" href="#Continuity_from_below"> <div class="vector-toc-text"> <span class="vector-toc-numb">3.2.2</span> <span>Continuity from below</span> </div> </a> <ul id="toc-Continuity_from_below-sublist" class="vector-toc-list"> </ul> </li> <li id="toc-Continuity_from_above" class="vector-toc-list-item vector-toc-level-3"> <a class="vector-toc-link" href="#Continuity_from_above"> <div class="vector-toc-text"> <span class="vector-toc-numb">3.2.3</span> <span>Continuity from above</span> </div> </a> <ul id="toc-Continuity_from_above-sublist" class="vector-toc-list"> </ul> </li> </ul> </li> </ul> </li> <li id="toc-Other_properties" class="vector-toc-list-item vector-toc-level-1"> <a class="vector-toc-link" href="#Other_properties"> <div class="vector-toc-text"> <span class="vector-toc-numb">4</span> <span>Other properties</span> </div> </a> <button aria-controls="toc-Other_properties-sublist" class="cdx-button cdx-button--weight-quiet cdx-button--icon-only vector-toc-toggle"> <span class="vector-icon mw-ui-icon-wikimedia-expand"></span> <span>Toggle Other properties subsection</span> </button> <ul id="toc-Other_properties-sublist" class="vector-toc-list"> <li id="toc-Completeness" class="vector-toc-list-item vector-toc-level-2"> <a class="vector-toc-link" href="#Completeness"> <div class="vector-toc-text"> <span class="vector-toc-numb">4.1</span> <span>Completeness</span> </div> </a> <ul id="toc-Completeness-sublist" class="vector-toc-list"> </ul> </li> <li id="toc-&quot;Dropping_the_Edge&quot;" class="vector-toc-list-item vector-toc-level-2"> <a class="vector-toc-link" href="#&quot;Dropping_the_Edge&quot;"> <div class="vector-toc-text"> <span class="vector-toc-numb">4.2</span> <span>"Dropping the Edge"</span> </div> </a> <ul id="toc-&quot;Dropping_the_Edge&quot;-sublist" class="vector-toc-list"> </ul> </li> <li id="toc-Additivity" class="vector-toc-list-item vector-toc-level-2"> <a class="vector-toc-link" href="#Additivity"> <div class="vector-toc-text"> <span class="vector-toc-numb">4.3</span> <span>Additivity</span> </div> </a> <ul id="toc-Additivity-sublist" class="vector-toc-list"> </ul> </li> <li id="toc-Sigma-finite_measures" class="vector-toc-list-item vector-toc-level-2"> <a class="vector-toc-link" href="#Sigma-finite_measures"> <div class="vector-toc-text"> <span class="vector-toc-numb">4.4</span> <span>Sigma-finite measures</span> </div> </a> <ul id="toc-Sigma-finite_measures-sublist" class="vector-toc-list"> </ul> </li> <li id="toc-Strictly_localizable_measures" class="vector-toc-list-item vector-toc-level-2"> <a class="vector-toc-link" href="#Strictly_localizable_measures"> <div class="vector-toc-text"> <span class="vector-toc-numb">4.5</span> <span>Strictly localizable measures</span> </div> </a> <ul id="toc-Strictly_localizable_measures-sublist" class="vector-toc-list"> </ul> </li> <li id="toc-Semifinite_measures" class="vector-toc-list-item vector-toc-level-2"> <a class="vector-toc-link" href="#Semifinite_measures"> <div class="vector-toc-text"> <span class="vector-toc-numb">4.6</span> <span>Semifinite measures</span> </div> </a> <ul id="toc-Semifinite_measures-sublist" class="vector-toc-list"> <li id="toc-Basic_examples" class="vector-toc-list-item vector-toc-level-3"> <a class="vector-toc-link" href="#Basic_examples"> <div class="vector-toc-text"> <span class="vector-toc-numb">4.6.1</span> <span>Basic examples</span> </div> </a> <ul id="toc-Basic_examples-sublist" class="vector-toc-list"> </ul> </li> <li id="toc-Involved_example" class="vector-toc-list-item vector-toc-level-3"> <a class="vector-toc-link" href="#Involved_example"> <div class="vector-toc-text"> <span class="vector-toc-numb">4.6.2</span> <span>Involved example</span> </div> </a> <ul id="toc-Involved_example-sublist" class="vector-toc-list"> </ul> </li> <li id="toc-Non-examples" class="vector-toc-list-item vector-toc-level-3"> <a class="vector-toc-link" href="#Non-examples"> <div class="vector-toc-text"> <span class="vector-toc-numb">4.6.3</span> <span>Non-examples</span> </div> </a> <ul id="toc-Non-examples-sublist" class="vector-toc-list"> </ul> </li> <li id="toc-Involved_non-example" class="vector-toc-list-item vector-toc-level-3"> <a class="vector-toc-link" href="#Involved_non-example"> <div class="vector-toc-text"> <span class="vector-toc-numb">4.6.4</span> <span>Involved non-example</span> </div> </a> <ul id="toc-Involved_non-example-sublist" class="vector-toc-list"> </ul> </li> <li id="toc-Results_regarding_semifinite_measures" class="vector-toc-list-item vector-toc-level-3"> <a class="vector-toc-link" href="#Results_regarding_semifinite_measures"> <div class="vector-toc-text"> <span class="vector-toc-numb">4.6.5</span> <span>Results regarding semifinite measures</span> </div> </a> <ul id="toc-Results_regarding_semifinite_measures-sublist" class="vector-toc-list"> </ul> </li> </ul> </li> <li id="toc-Localizable_measures" class="vector-toc-list-item vector-toc-level-2"> <a class="vector-toc-link" href="#Localizable_measures"> <div class="vector-toc-text"> <span class="vector-toc-numb">4.7</span> <span>Localizable measures</span> </div> </a> <ul id="toc-Localizable_measures-sublist" class="vector-toc-list"> </ul> </li> <li id="toc-s-finite_measures" class="vector-toc-list-item vector-toc-level-2"> <a class="vector-toc-link" href="#s-finite_measures"> <div class="vector-toc-text"> <span class="vector-toc-numb">4.8</span> <span>s-finite measures</span> </div> </a> <ul id="toc-s-finite_measures-sublist" class="vector-toc-list"> </ul> </li> </ul> </li> <li id="toc-Non-measurable_sets" class="vector-toc-list-item vector-toc-level-1"> <a class="vector-toc-link" href="#Non-measurable_sets"> <div class="vector-toc-text"> <span class="vector-toc-numb">5</span> <span>Non-measurable sets</span> </div> </a> <ul id="toc-Non-measurable_sets-sublist" class="vector-toc-list"> </ul> </li> <li id="toc-Generalizations" class="vector-toc-list-item vector-toc-level-1"> <a class="vector-toc-link" href="#Generalizations"> <div class="vector-toc-text"> <span class="vector-toc-numb">6</span> <span>Generalizations</span> </div> </a> <ul id="toc-Generalizations-sublist" class="vector-toc-list"> </ul> </li> <li id="toc-See_also" class="vector-toc-list-item vector-toc-level-1"> <a class="vector-toc-link" href="#See_also"> <div class="vector-toc-text"> <span class="vector-toc-numb">7</span> <span>See also</span> </div> </a> <ul id="toc-See_also-sublist" class="vector-toc-list"> </ul> </li> <li id="toc-Notes" class="vector-toc-list-item vector-toc-level-1"> <a class="vector-toc-link" href="#Notes"> <div class="vector-toc-text"> <span class="vector-toc-numb">8</span> <span>Notes</span> </div> </a> <ul id="toc-Notes-sublist" class="vector-toc-list"> </ul> </li> <li id="toc-Bibliography" class="vector-toc-list-item vector-toc-level-1"> <a class="vector-toc-link" href="#Bibliography"> <div class="vector-toc-text"> <span class="vector-toc-numb">9</span> <span>Bibliography</span> </div> </a> <ul id="toc-Bibliography-sublist" class="vector-toc-list"> </ul> </li> <li id="toc-References" class="vector-toc-list-item vector-toc-level-1"> <a class="vector-toc-link" href="#References"> <div class="vector-toc-text"> <span class="vector-toc-numb">10</span> <span>References</span> </div> </a> <ul id="toc-References-sublist" class="vector-toc-list"> </ul> </li> <li id="toc-External_links" class="vector-toc-list-item vector-toc-level-1"> <a class="vector-toc-link" href="#External_links"> <div class="vector-toc-text"> <span class="vector-toc-numb">11</span> <span>External links</span> </div> </a> <ul id="toc-External_links-sublist" class="vector-toc-list"> </ul> </li> </ul> </div> </div> </nav> </div> </div> <div class="mw-content-container"> <main id="content" class="mw-body"> <header class="mw-body-header vector-page-titlebar"> <nav aria-label="Contents" class="vector-toc-landmark"> <div id="vector-page-titlebar-toc" class="vector-dropdown vector-page-titlebar-toc vector-button-flush-left" > <input type="checkbox" id="vector-page-titlebar-toc-checkbox" role="button" aria-haspopup="true" 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Available in 43 languages" > <label id="p-lang-btn-label" for="p-lang-btn-checkbox" class="vector-dropdown-label cdx-button cdx-button--fake-button cdx-button--fake-button--enabled cdx-button--weight-quiet cdx-button--action-progressive mw-portlet-lang-heading-43" aria-hidden="true" ><span class="vector-icon mw-ui-icon-language-progressive mw-ui-icon-wikimedia-language-progressive"></span> <span class="vector-dropdown-label-text">43 languages</span> </label> <div class="vector-dropdown-content"> <div class="vector-menu-content"> <ul class="vector-menu-content-list"> <li class="interlanguage-link interwiki-ar mw-list-item"><a href="https://ar.wikipedia.org/wiki/%D9%82%D9%8A%D8%A7%D8%B3_(%D8%B1%D9%8A%D8%A7%D8%B6%D9%8A%D8%A7%D8%AA)" title="قياس (رياضيات) – Arabic" lang="ar" hreflang="ar" data-title="قياس (رياضيات)" data-language-autonym="العربية" data-language-local-name="Arabic" class="interlanguage-link-target"><span>العربية</span></a></li><li class="interlanguage-link interwiki-bn mw-list-item"><a href="https://bn.wikipedia.org/wiki/%E0%A6%AA%E0%A6%B0%E0%A6%BF%E0%A6%AE%E0%A6%BE%E0%A6%AA_(%E0%A6%97%E0%A6%A3%E0%A6%BF%E0%A6%A4)" title="পরিমাপ (গণিত) – Bangla" lang="bn" hreflang="bn" data-title="পরিমাপ (গণিত)" data-language-autonym="বাংলা" data-language-local-name="Bangla" class="interlanguage-link-target"><span>বাংলা</span></a></li><li class="interlanguage-link interwiki-be mw-list-item"><a href="https://be.wikipedia.org/wiki/%D0%9C%D0%B5%D1%80%D0%B0_%D0%BC%D0%BD%D0%BE%D1%81%D1%82%D0%B2%D0%B0" title="Мера мноства – Belarusian" lang="be" hreflang="be" data-title="Мера мноства" data-language-autonym="Беларуская" data-language-local-name="Belarusian" class="interlanguage-link-target"><span>Беларуская</span></a></li><li class="interlanguage-link interwiki-bs mw-list-item"><a href="https://bs.wikipedia.org/wiki/Mjera_(matematika)" title="Mjera (matematika) – Bosnian" lang="bs" hreflang="bs" data-title="Mjera (matematika)" data-language-autonym="Bosanski" data-language-local-name="Bosnian" class="interlanguage-link-target"><span>Bosanski</span></a></li><li class="interlanguage-link interwiki-cv mw-list-item"><a href="https://cv.wikipedia.org/wiki/%D0%99%D1%8B%D1%88_%D0%B2%D0%B8%C3%A7%D0%B8" title="Йыш виçи – Chuvash" lang="cv" hreflang="cv" data-title="Йыш виçи" data-language-autonym="Чӑвашла" data-language-local-name="Chuvash" class="interlanguage-link-target"><span>Чӑвашла</span></a></li><li class="interlanguage-link interwiki-cs mw-list-item"><a href="https://cs.wikipedia.org/wiki/M%C3%ADra_(matematika)" title="Míra (matematika) – Czech" lang="cs" hreflang="cs" data-title="Míra (matematika)" data-language-autonym="Čeština" data-language-local-name="Czech" class="interlanguage-link-target"><span>Čeština</span></a></li><li class="interlanguage-link interwiki-da badge-Q70894304 mw-list-item" title=""><a href="https://da.wikipedia.org/wiki/M%C3%A5l_(matematik)" title="Mål (matematik) – Danish" lang="da" hreflang="da" data-title="Mål (matematik)" data-language-autonym="Dansk" data-language-local-name="Danish" class="interlanguage-link-target"><span>Dansk</span></a></li><li class="interlanguage-link interwiki-de mw-list-item"><a href="https://de.wikipedia.org/wiki/Ma%C3%9F_(Mathematik)" title="Maß (Mathematik) – German" lang="de" hreflang="de" data-title="Maß (Mathematik)" data-language-autonym="Deutsch" data-language-local-name="German" class="interlanguage-link-target"><span>Deutsch</span></a></li><li class="interlanguage-link interwiki-el mw-list-item"><a href="https://el.wikipedia.org/wiki/%CE%9C%CE%AD%CF%84%CF%81%CE%BF_(%CE%BC%CE%B1%CE%B8%CE%B7%CE%BC%CE%B1%CF%84%CE%B9%CE%BA%CE%AC)" title="Μέτρο (μαθηματικά) – Greek" lang="el" hreflang="el" data-title="Μέτρο (μαθηματικά)" data-language-autonym="Ελληνικά" data-language-local-name="Greek" class="interlanguage-link-target"><span>Ελληνικά</span></a></li><li class="interlanguage-link interwiki-es mw-list-item"><a href="https://es.wikipedia.org/wiki/Medida_(matem%C3%A1ticas)" title="Medida (matemáticas) – Spanish" lang="es" hreflang="es" data-title="Medida (matemáticas)" data-language-autonym="Español" data-language-local-name="Spanish" class="interlanguage-link-target"><span>Español</span></a></li><li class="interlanguage-link interwiki-eo mw-list-item"><a href="https://eo.wikipedia.org/wiki/Mezuro_(matematiko)" title="Mezuro (matematiko) – Esperanto" lang="eo" hreflang="eo" data-title="Mezuro (matematiko)" data-language-autonym="Esperanto" data-language-local-name="Esperanto" class="interlanguage-link-target"><span>Esperanto</span></a></li><li class="interlanguage-link interwiki-fa mw-list-item"><a href="https://fa.wikipedia.org/wiki/%D8%A7%D9%86%D8%AF%D8%A7%D8%B2%D9%87_(%D8%B1%DB%8C%D8%A7%D8%B6%DB%8C%D8%A7%D8%AA)" title="اندازه (ریاضیات) – Persian" lang="fa" hreflang="fa" data-title="اندازه (ریاضیات)" data-language-autonym="فارسی" data-language-local-name="Persian" class="interlanguage-link-target"><span>فارسی</span></a></li><li class="interlanguage-link interwiki-fr mw-list-item"><a href="https://fr.wikipedia.org/wiki/Mesure_(math%C3%A9matiques)" title="Mesure (mathématiques) – French" lang="fr" hreflang="fr" data-title="Mesure (mathématiques)" data-language-autonym="Français" data-language-local-name="French" class="interlanguage-link-target"><span>Français</span></a></li><li class="interlanguage-link interwiki-gl mw-list-item"><a href="https://gl.wikipedia.org/wiki/Medida_(matem%C3%A1ticas)" title="Medida (matemáticas) – Galician" lang="gl" hreflang="gl" data-title="Medida (matemáticas)" data-language-autonym="Galego" data-language-local-name="Galician" class="interlanguage-link-target"><span>Galego</span></a></li><li class="interlanguage-link interwiki-ko mw-list-item"><a href="https://ko.wikipedia.org/wiki/%EC%B8%A1%EB%8F%84" title="측도 – Korean" lang="ko" hreflang="ko" data-title="측도" data-language-autonym="한국어" data-language-local-name="Korean" class="interlanguage-link-target"><span>한국어</span></a></li><li class="interlanguage-link interwiki-id mw-list-item"><a href="https://id.wikipedia.org/wiki/Ukuran_(matematika)" title="Ukuran (matematika) – Indonesian" lang="id" hreflang="id" data-title="Ukuran (matematika)" data-language-autonym="Bahasa Indonesia" data-language-local-name="Indonesian" class="interlanguage-link-target"><span>Bahasa Indonesia</span></a></li><li class="interlanguage-link interwiki-is mw-list-item"><a href="https://is.wikipedia.org/wiki/M%C3%A1l_(st%C3%A6r%C3%B0fr%C3%A6%C3%B0i)" title="Mál (stærðfræði) – Icelandic" lang="is" hreflang="is" data-title="Mál (stærðfræði)" data-language-autonym="Íslenska" data-language-local-name="Icelandic" class="interlanguage-link-target"><span>Íslenska</span></a></li><li class="interlanguage-link interwiki-it mw-list-item"><a href="https://it.wikipedia.org/wiki/Misura_(matematica)" title="Misura (matematica) – Italian" lang="it" hreflang="it" data-title="Misura (matematica)" data-language-autonym="Italiano" data-language-local-name="Italian" class="interlanguage-link-target"><span>Italiano</span></a></li><li class="interlanguage-link interwiki-he mw-list-item"><a href="https://he.wikipedia.org/wiki/%D7%9E%D7%99%D7%93%D7%94_(%D7%9E%D7%AA%D7%9E%D7%98%D7%99%D7%A7%D7%94)" title="מידה (מתמטיקה) – Hebrew" lang="he" hreflang="he" data-title="מידה (מתמטיקה)" data-language-autonym="עברית" data-language-local-name="Hebrew" class="interlanguage-link-target"><span>עברית</span></a></li><li class="interlanguage-link interwiki-kn mw-list-item"><a href="https://kn.wikipedia.org/wiki/%E0%B2%AE%E0%B2%BE%E0%B2%A8" title="ಮಾನ – Kannada" lang="kn" hreflang="kn" data-title="ಮಾನ" data-language-autonym="ಕನ್ನಡ" data-language-local-name="Kannada" class="interlanguage-link-target"><span>ಕನ್ನಡ</span></a></li><li class="interlanguage-link interwiki-ka mw-list-item"><a href="https://ka.wikipedia.org/wiki/%E1%83%96%E1%83%9D%E1%83%9B%E1%83%90_(%E1%83%9B%E1%83%90%E1%83%97%E1%83%94%E1%83%9B%E1%83%90%E1%83%A2%E1%83%98%E1%83%99%E1%83%90)" title="ზომა (მათემატიკა) – Georgian" lang="ka" hreflang="ka" data-title="ზომა (მათემატიკა)" data-language-autonym="ქართული" data-language-local-name="Georgian" class="interlanguage-link-target"><span>ქართული</span></a></li><li class="interlanguage-link interwiki-kk mw-list-item"><a href="https://kk.wikipedia.org/wiki/%D0%96%D0%B8%D1%8B%D0%BD_%D3%A9%D0%BB%D1%88%D0%B5%D0%BC%D1%96" title="Жиын өлшемі – Kazakh" lang="kk" hreflang="kk" data-title="Жиын өлшемі" data-language-autonym="Қазақша" data-language-local-name="Kazakh" class="interlanguage-link-target"><span>Қазақша</span></a></li><li class="interlanguage-link interwiki-hu mw-list-item"><a href="https://hu.wikipedia.org/wiki/M%C3%A9rt%C3%A9k_(matematika)" title="Mérték (matematika) – Hungarian" lang="hu" hreflang="hu" data-title="Mérték (matematika)" data-language-autonym="Magyar" data-language-local-name="Hungarian" class="interlanguage-link-target"><span>Magyar</span></a></li><li class="interlanguage-link interwiki-mk mw-list-item"><a href="https://mk.wikipedia.org/wiki/%D0%9C%D0%B5%D1%80%D0%B0_(%D0%BC%D0%B0%D1%82%D0%B5%D0%BC%D0%B0%D1%82%D0%B8%D0%BA%D0%B0)" title="Мера (математика) – Macedonian" lang="mk" hreflang="mk" data-title="Мера (математика)" data-language-autonym="Македонски" data-language-local-name="Macedonian" class="interlanguage-link-target"><span>Македонски</span></a></li><li class="interlanguage-link interwiki-nl mw-list-item"><a href="https://nl.wikipedia.org/wiki/Maat_(wiskunde)" title="Maat (wiskunde) – Dutch" lang="nl" hreflang="nl" data-title="Maat (wiskunde)" data-language-autonym="Nederlands" data-language-local-name="Dutch" class="interlanguage-link-target"><span>Nederlands</span></a></li><li class="interlanguage-link interwiki-ja badge-Q70894304 mw-list-item" title=""><a href="https://ja.wikipedia.org/wiki/%E6%B8%AC%E5%BA%A6" title="測度 – Japanese" lang="ja" hreflang="ja" data-title="測度" data-language-autonym="日本語" data-language-local-name="Japanese" class="interlanguage-link-target"><span>日本語</span></a></li><li class="interlanguage-link interwiki-pl mw-list-item"><a href="https://pl.wikipedia.org/wiki/Miara_(matematyka)" title="Miara (matematyka) – Polish" lang="pl" hreflang="pl" data-title="Miara (matematyka)" data-language-autonym="Polski" data-language-local-name="Polish" class="interlanguage-link-target"><span>Polski</span></a></li><li class="interlanguage-link interwiki-pt mw-list-item"><a href="https://pt.wikipedia.org/wiki/Medida_(matem%C3%A1tica)" title="Medida (matemática) – Portuguese" lang="pt" hreflang="pt" data-title="Medida (matemática)" data-language-autonym="Português" data-language-local-name="Portuguese" class="interlanguage-link-target"><span>Português</span></a></li><li class="interlanguage-link interwiki-ro mw-list-item"><a href="https://ro.wikipedia.org/wiki/M%C4%83sur%C4%83_(matematic%C4%83)" title="Măsură (matematică) – Romanian" lang="ro" hreflang="ro" data-title="Măsură (matematică)" data-language-autonym="Română" data-language-local-name="Romanian" class="interlanguage-link-target"><span>Română</span></a></li><li class="interlanguage-link interwiki-ru mw-list-item"><a href="https://ru.wikipedia.org/wiki/%D0%9C%D0%B5%D1%80%D0%B0_%D0%BC%D0%BD%D0%BE%D0%B6%D0%B5%D1%81%D1%82%D0%B2%D0%B0" title="Мера множества – Russian" lang="ru" hreflang="ru" data-title="Мера множества" data-language-autonym="Русский" data-language-local-name="Russian" class="interlanguage-link-target"><span>Русский</span></a></li><li class="interlanguage-link interwiki-sq mw-list-item"><a href="https://sq.wikipedia.org/wiki/Masa_(matematik%C3%AB)" title="Masa (matematikë) – Albanian" lang="sq" hreflang="sq" data-title="Masa (matematikë)" data-language-autonym="Shqip" data-language-local-name="Albanian" class="interlanguage-link-target"><span>Shqip</span></a></li><li class="interlanguage-link interwiki-sk mw-list-item"><a href="https://sk.wikipedia.org/wiki/Miera_(matematika)" title="Miera (matematika) – Slovak" lang="sk" hreflang="sk" data-title="Miera (matematika)" data-language-autonym="Slovenčina" data-language-local-name="Slovak" class="interlanguage-link-target"><span>Slovenčina</span></a></li><li class="interlanguage-link interwiki-sl mw-list-item"><a href="https://sl.wikipedia.org/wiki/Mera_(matematika)" title="Mera (matematika) – Slovenian" lang="sl" hreflang="sl" data-title="Mera (matematika)" data-language-autonym="Slovenščina" data-language-local-name="Slovenian" class="interlanguage-link-target"><span>Slovenščina</span></a></li><li class="interlanguage-link interwiki-sr mw-list-item"><a href="https://sr.wikipedia.org/wiki/%D0%9C%D0%B5%D1%80%D0%B0_(%D0%BC%D0%B0%D1%82%D0%B5%D0%BC%D0%B0%D1%82%D0%B8%D0%BA%D0%B0)" title="Мера (математика) – Serbian" lang="sr" hreflang="sr" data-title="Мера (математика)" data-language-autonym="Српски / srpski" data-language-local-name="Serbian" class="interlanguage-link-target"><span>Српски / srpski</span></a></li><li class="interlanguage-link interwiki-fi mw-list-item"><a href="https://fi.wikipedia.org/wiki/Mitta" title="Mitta – Finnish" lang="fi" hreflang="fi" data-title="Mitta" data-language-autonym="Suomi" data-language-local-name="Finnish" class="interlanguage-link-target"><span>Suomi</span></a></li><li class="interlanguage-link interwiki-sv badge-Q17559452 badge-recommendedarticle mw-list-item" title="recommended article"><a href="https://sv.wikipedia.org/wiki/M%C3%A5tt_(matematik)" title="Mått (matematik) – Swedish" lang="sv" hreflang="sv" data-title="Mått (matematik)" data-language-autonym="Svenska" data-language-local-name="Swedish" class="interlanguage-link-target"><span>Svenska</span></a></li><li class="interlanguage-link interwiki-tl mw-list-item"><a href="https://tl.wikipedia.org/wiki/Sukat_(matematika)" title="Sukat (matematika) – Tagalog" lang="tl" hreflang="tl" data-title="Sukat (matematika)" data-language-autonym="Tagalog" data-language-local-name="Tagalog" class="interlanguage-link-target"><span>Tagalog</span></a></li><li class="interlanguage-link interwiki-th mw-list-item"><a href="https://th.wikipedia.org/wiki/%E0%B9%80%E0%B8%A1%E0%B9%80%E0%B8%8A%E0%B8%AD%E0%B8%A3%E0%B9%8C_(%E0%B8%84%E0%B8%93%E0%B8%B4%E0%B8%95%E0%B8%A8%E0%B8%B2%E0%B8%AA%E0%B8%95%E0%B8%A3%E0%B9%8C)" title="เมเชอร์ (คณิตศาสตร์) – Thai" lang="th" hreflang="th" data-title="เมเชอร์ (คณิตศาสตร์)" data-language-autonym="ไทย" data-language-local-name="Thai" class="interlanguage-link-target"><span>ไทย</span></a></li><li class="interlanguage-link interwiki-tr mw-list-item"><a href="https://tr.wikipedia.org/wiki/%C3%96l%C3%A7%C3%BC_(matematik)" title="Ölçü (matematik) – Turkish" lang="tr" hreflang="tr" data-title="Ölçü (matematik)" data-language-autonym="Türkçe" data-language-local-name="Turkish" class="interlanguage-link-target"><span>Türkçe</span></a></li><li class="interlanguage-link interwiki-uk mw-list-item"><a href="https://uk.wikipedia.org/wiki/%D0%9C%D1%96%D1%80%D0%B0_%D0%BC%D0%BD%D0%BE%D0%B6%D0%B8%D0%BD%D0%B8" title="Міра множини – Ukrainian" lang="uk" hreflang="uk" data-title="Міра множини" data-language-autonym="Українська" data-language-local-name="Ukrainian" class="interlanguage-link-target"><span>Українська</span></a></li><li class="interlanguage-link interwiki-vi mw-list-item"><a href="https://vi.wikipedia.org/wiki/%C4%90%E1%BB%99_%C4%91o" title="Độ đo – Vietnamese" lang="vi" hreflang="vi" data-title="Độ đo" data-language-autonym="Tiếng Việt" data-language-local-name="Vietnamese" class="interlanguage-link-target"><span>Tiếng Việt</span></a></li><li class="interlanguage-link interwiki-zh-yue mw-list-item"><a href="https://zh-yue.wikipedia.org/wiki/%E6%B8%AC%E5%BA%A6" title="測度 – Cantonese" lang="yue" hreflang="yue" data-title="測度" data-language-autonym="粵語" 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theory</a>)</span></div></div> <div id="mw-content-text" class="mw-body-content"><div class="mw-content-ltr mw-parser-output" lang="en" dir="ltr"><div class="shortdescription nomobile noexcerpt noprint searchaux" style="display:none">Generalization of mass, length, area and volume</div> <style data-mw-deduplicate="TemplateStyles:r1236090951">.mw-parser-output .hatnote{font-style:italic}.mw-parser-output div.hatnote{padding-left:1.6em;margin-bottom:0.5em}.mw-parser-output .hatnote i{font-style:normal}.mw-parser-output .hatnote+link+.hatnote{margin-top:-0.5em}@media print{body.ns-0 .mw-parser-output .hatnote{display:none!important}}</style><div role="note" class="hatnote navigation-not-searchable">For the coalgebraic concept, see <a href="/wiki/Measuring_coalgebra" title="Measuring coalgebra">Measuring coalgebra</a>.</div> <link rel="mw-deduplicated-inline-style" href="mw-data:TemplateStyles:r1236090951"><div role="note" class="hatnote navigation-not-searchable">Not to be confused with <a href="/wiki/Metric_(mathematics)" class="mw-redirect" title="Metric (mathematics)">Metric (mathematics)</a>.</div> <style data-mw-deduplicate="TemplateStyles:r1251242444">.mw-parser-output .ambox{border:1px solid #a2a9b1;border-left:10px solid #36c;background-color:#fbfbfb;box-sizing:border-box}.mw-parser-output .ambox+link+.ambox,.mw-parser-output .ambox+link+style+.ambox,.mw-parser-output .ambox+link+link+.ambox,.mw-parser-output .ambox+.mw-empty-elt+link+.ambox,.mw-parser-output .ambox+.mw-empty-elt+link+style+.ambox,.mw-parser-output .ambox+.mw-empty-elt+link+link+.ambox{margin-top:-1px}html body.mediawiki .mw-parser-output .ambox.mbox-small-left{margin:4px 1em 4px 0;overflow:hidden;width:238px;border-collapse:collapse;font-size:88%;line-height:1.25em}.mw-parser-output .ambox-speedy{border-left:10px solid #b32424;background-color:#fee7e6}.mw-parser-output .ambox-delete{border-left:10px solid #b32424}.mw-parser-output .ambox-content{border-left:10px solid #f28500}.mw-parser-output .ambox-style{border-left:10px solid #fc3}.mw-parser-output .ambox-move{border-left:10px solid #9932cc}.mw-parser-output .ambox-protection{border-left:10px solid #a2a9b1}.mw-parser-output .ambox .mbox-text{border:none;padding:0.25em 0.5em;width:100%}.mw-parser-output .ambox .mbox-image{border:none;padding:2px 0 2px 0.5em;text-align:center}.mw-parser-output .ambox .mbox-imageright{border:none;padding:2px 0.5em 2px 0;text-align:center}.mw-parser-output .ambox .mbox-empty-cell{border:none;padding:0;width:1px}.mw-parser-output .ambox .mbox-image-div{width:52px}@media(min-width:720px){.mw-parser-output .ambox{margin:0 10%}}@media print{body.ns-0 .mw-parser-output .ambox{display:none!important}}</style><table class="box-More_footnotes_needed plainlinks metadata ambox ambox-style ambox-More_footnotes_needed" role="presentation"><tbody><tr><td class="mbox-image"><div class="mbox-image-div"><span typeof="mw:File"><span><img alt="" src="//upload.wikimedia.org/wikipedia/commons/thumb/a/a4/Text_document_with_red_question_mark.svg/40px-Text_document_with_red_question_mark.svg.png" decoding="async" width="40" height="40" class="mw-file-element" srcset="//upload.wikimedia.org/wikipedia/commons/thumb/a/a4/Text_document_with_red_question_mark.svg/60px-Text_document_with_red_question_mark.svg.png 1.5x, //upload.wikimedia.org/wikipedia/commons/thumb/a/a4/Text_document_with_red_question_mark.svg/80px-Text_document_with_red_question_mark.svg.png 2x" data-file-width="48" data-file-height="48" /></span></span></div></td><td class="mbox-text"><div class="mbox-text-span">This article includes a list of <a href="/wiki/Wikipedia:Citing_sources#General_references" title="Wikipedia:Citing sources">general references</a>, but <b>it lacks sufficient corresponding <a href="/wiki/Wikipedia:Citing_sources#Inline_citations" title="Wikipedia:Citing sources">inline citations</a></b>.<span class="hide-when-compact"> Please help to <a href="/wiki/Wikipedia:WikiProject_Reliability" title="Wikipedia:WikiProject Reliability">improve</a> this article by <a href="/wiki/Wikipedia:When_to_cite" title="Wikipedia:When to cite">introducing</a> more precise citations.</span> <span class="date-container"><i>(<span class="date">January 2021</span>)</i></span><span class="hide-when-compact"><i> (<small><a href="/wiki/Help:Maintenance_template_removal" title="Help:Maintenance template removal">Learn how and when to remove this message</a></small>)</i></span></div></td></tr></tbody></table> <figure class="mw-default-size" typeof="mw:File/Thumb"><a href="/wiki/File:Measure_illustration_(Vector).svg" class="mw-file-description"><img alt="" src="//upload.wikimedia.org/wikipedia/commons/thumb/2/2f/Measure_illustration_%28Vector%29.svg/220px-Measure_illustration_%28Vector%29.svg.png" decoding="async" width="220" height="361" class="mw-file-element" srcset="//upload.wikimedia.org/wikipedia/commons/thumb/2/2f/Measure_illustration_%28Vector%29.svg/330px-Measure_illustration_%28Vector%29.svg.png 1.5x, //upload.wikimedia.org/wikipedia/commons/thumb/2/2f/Measure_illustration_%28Vector%29.svg/440px-Measure_illustration_%28Vector%29.svg.png 2x" data-file-width="364" data-file-height="598" /></a><figcaption>Informally, a measure has the property of being <a href="/wiki/Monotone_function" class="mw-redirect" title="Monotone function">monotone</a> in the sense that if <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle A}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>A</mi> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle A}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/7daff47fa58cdfd29dc333def748ff5fa4c923e3" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.338ex; width:1.743ex; height:2.176ex;" alt="{\displaystyle A}"></span> is a <a href="/wiki/Subset" title="Subset">subset</a> of <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle B,}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>B</mi> <mo>,</mo> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle B,}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/075d661417b8ca5a991a2a7bd4991cc1ab856d9d" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.671ex; width:2.411ex; height:2.509ex;" alt="{\displaystyle B,}"></span> the measure of <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle A}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>A</mi> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle A}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/7daff47fa58cdfd29dc333def748ff5fa4c923e3" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.338ex; width:1.743ex; height:2.176ex;" alt="{\displaystyle A}"></span> is less than or equal to the measure of <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle B.}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>B</mi> <mo>.</mo> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle B.}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/0eccf5bca7cdc1fa4439af2d31831db6bde00473" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.338ex; width:2.411ex; height:2.176ex;" alt="{\displaystyle B.}"></span> Furthermore, the measure of the <a href="/wiki/Empty_set" title="Empty set">empty set</a> is required to be 0. A simple example is a volume (how big an object occupies a space) as a measure.</figcaption></figure> <p>In <a href="/wiki/Mathematics" title="Mathematics">mathematics</a>, the concept of a <b>measure</b> is a generalization and formalization of <a href="/wiki/Geometrical_measures" class="mw-redirect" title="Geometrical measures">geometrical measures</a> (<a href="/wiki/Length" title="Length">length</a>, <a href="/wiki/Area" title="Area">area</a>, <a href="/wiki/Volume" title="Volume">volume</a>) and other common notions, such as <a href="/wiki/Magnitude_(mathematics)" title="Magnitude (mathematics)">magnitude</a>, <a href="/wiki/Mass" title="Mass">mass</a>, and <a href="/wiki/Probability" title="Probability">probability</a> of events. These seemingly distinct concepts have many similarities and can often be treated together in a single mathematical context. Measures are foundational in <a href="/wiki/Probability_theory" title="Probability theory">probability theory</a>, <a href="/wiki/Integral" title="Integral">integration theory</a>, and can be generalized to assume <a href="/wiki/Signed_measure" title="Signed measure">negative values</a>, as with <a href="/wiki/Electrical_charge" class="mw-redirect" title="Electrical charge">electrical charge</a>. Far-reaching generalizations (such as <a href="/wiki/Spectral_measure" class="mw-redirect" title="Spectral measure">spectral measures</a> and <a href="/wiki/Projection-valued_measure" title="Projection-valued measure">projection-valued measures</a>) of measure are widely used in <a href="/wiki/Quantum_physics" class="mw-redirect" title="Quantum physics">quantum physics</a> and physics in general. </p><p>The intuition behind this concept dates back to <a href="/wiki/Ancient_Greece" title="Ancient Greece">ancient Greece</a>, when <a href="/wiki/Archimedes" title="Archimedes">Archimedes</a> tried to calculate the <a href="/wiki/Area_of_a_circle" title="Area of a circle">area of a circle</a>.<sup id="cite_ref-1" class="reference"><a href="#cite_note-1"><span class="cite-bracket">&#91;</span>1<span class="cite-bracket">&#93;</span></a></sup><sup id="cite_ref-2" class="reference"><a href="#cite_note-2"><span class="cite-bracket">&#91;</span>2<span class="cite-bracket">&#93;</span></a></sup> But it was not until the late 19th and early 20th centuries that measure theory became a branch of mathematics. The foundations of modern measure theory were laid in the works of <a href="/wiki/%C3%89mile_Borel" title="Émile Borel">Émile Borel</a>, <a href="/wiki/Henri_Lebesgue" title="Henri Lebesgue">Henri Lebesgue</a>, <a href="/wiki/Nikolai_Luzin" title="Nikolai Luzin">Nikolai Luzin</a>, <a href="/wiki/Johann_Radon" title="Johann Radon">Johann Radon</a>, <a href="/wiki/Constantin_Carath%C3%A9odory" title="Constantin Carathéodory">Constantin Carathéodory</a>, and <a href="/wiki/Maurice_Fr%C3%A9chet" class="mw-redirect" title="Maurice Fréchet">Maurice Fréchet</a>, among others. </p> <meta property="mw:PageProp/toc" /> <div class="mw-heading mw-heading2"><h2 id="Definition">Definition</h2><span class="mw-editsection"><span class="mw-editsection-bracket">[</span><a href="/w/index.php?title=Measure_(mathematics)&amp;action=edit&amp;section=1" title="Edit section: Definition"><span>edit</span></a><span class="mw-editsection-bracket">]</span></span></div> <figure typeof="mw:File/Thumb"><a href="/wiki/File:Countable_additivity_of_a_measure.svg" class="mw-file-description"><img src="//upload.wikimedia.org/wikipedia/commons/thumb/6/69/Countable_additivity_of_a_measure.svg/300px-Countable_additivity_of_a_measure.svg.png" decoding="async" width="300" height="55" class="mw-file-element" srcset="//upload.wikimedia.org/wikipedia/commons/thumb/6/69/Countable_additivity_of_a_measure.svg/450px-Countable_additivity_of_a_measure.svg.png 1.5x, //upload.wikimedia.org/wikipedia/commons/thumb/6/69/Countable_additivity_of_a_measure.svg/600px-Countable_additivity_of_a_measure.svg.png 2x" data-file-width="997" data-file-height="183" /></a><figcaption>Countable additivity of a measure <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \mu }"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>&#x03BC;<!-- μ --></mi> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle \mu }</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/9fd47b2a39f7a7856952afec1f1db72c67af6161" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:1.402ex; height:2.176ex;" alt="{\displaystyle \mu }"></span>: The measure of a countable disjoint union is the same as the sum of all measures of each subset.</figcaption></figure> <p>Let <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle X}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>X</mi> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle X}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/68baa052181f707c662844a465bfeeb135e82bab" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.338ex; width:1.98ex; height:2.176ex;" alt="{\displaystyle X}"></span> be a set and <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \Sigma }"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi mathvariant="normal">&#x03A3;<!-- Σ --></mi> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle \Sigma }</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/9e1f558f53cda207614abdf90162266c70bc5c1e" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.338ex; width:1.678ex; height:2.176ex;" alt="{\displaystyle \Sigma }"></span> a <a href="/wiki/Sigma-algebra" class="mw-redirect" title="Sigma-algebra"><span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \sigma }"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>&#x03C3;<!-- σ --></mi> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle \sigma }</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/59f59b7c3e6fdb1d0365a494b81fb9a696138c36" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.338ex; width:1.33ex; height:1.676ex;" alt="{\displaystyle \sigma }"></span>-algebra</a> over <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle X.}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>X</mi> <mo>.</mo> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle X.}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/5ba76c5a460c4a0bb1639a193bc1830f0a773e03" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.338ex; width:2.627ex; height:2.176ex;" alt="{\displaystyle X.}"></span> A <a href="/wiki/Set_function" title="Set function">set function</a> <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \mu }"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>&#x03BC;<!-- μ --></mi> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle \mu }</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/9fd47b2a39f7a7856952afec1f1db72c67af6161" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:1.402ex; height:2.176ex;" alt="{\displaystyle \mu }"></span> from <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \Sigma }"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi mathvariant="normal">&#x03A3;<!-- Σ --></mi> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle \Sigma }</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/9e1f558f53cda207614abdf90162266c70bc5c1e" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.338ex; width:1.678ex; height:2.176ex;" alt="{\displaystyle \Sigma }"></span> to the <a href="/wiki/Extended_real_number_line" title="Extended real number line">extended real number line</a> is called a <b>measure</b> if the following conditions hold: </p> <ul><li><b>Non-negativity</b>: For all <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle E\in \Sigma ,\ \ \mu (E)\geq 0.}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>E</mi> <mo>&#x2208;<!-- ∈ --></mo> <mi mathvariant="normal">&#x03A3;<!-- Σ --></mi> <mo>,</mo> <mtext>&#xA0;</mtext> <mtext>&#xA0;</mtext> <mi>&#x03BC;<!-- μ --></mi> <mo stretchy="false">(</mo> <mi>E</mi> <mo stretchy="false">)</mo> <mo>&#x2265;<!-- ≥ --></mo> <mn>0.</mn> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle E\in \Sigma ,\ \ \mu (E)\geq 0.}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/d54e41d10313d02e31a93e405c6700517d507e5a" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:18.384ex; height:2.843ex;" alt="{\displaystyle E\in \Sigma ,\ \ \mu (E)\geq 0.}"></span></li> <li><span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \mu (\varnothing )=0.}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>&#x03BC;<!-- μ --></mi> <mo stretchy="false">(</mo> <mi class="MJX-variant">&#x2205;<!-- ∅ --></mi> <mo stretchy="false">)</mo> <mo>=</mo> <mn>0.</mn> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle \mu (\varnothing )=0.}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/5c3461c1d8af1b996d6d65f574058e2ad25fd5d3" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:9.927ex; height:2.843ex;" alt="{\displaystyle \mu (\varnothing )=0.}"></span></li> <li><b>Countable additivity</b> (or <a href="/wiki/Sigma_additivity" class="mw-redirect" title="Sigma additivity"><span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \sigma }"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>&#x03C3;<!-- σ --></mi> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle \sigma }</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/59f59b7c3e6fdb1d0365a494b81fb9a696138c36" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.338ex; width:1.33ex; height:1.676ex;" alt="{\displaystyle \sigma }"></span>-additivity</a>): For all <a href="/wiki/Countable" class="mw-redirect" title="Countable">countable</a> collections <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \{E_{k}\}_{k=1}^{\infty }}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mo fence="false" stretchy="false">{</mo> <msub> <mi>E</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>k</mi> </mrow> </msub> <msubsup> <mo fence="false" stretchy="false">}</mo> <mrow class="MJX-TeXAtom-ORD"> <mi>k</mi> <mo>=</mo> <mn>1</mn> </mrow> <mrow class="MJX-TeXAtom-ORD"> <mi mathvariant="normal">&#x221E;<!-- ∞ --></mi> </mrow> </msubsup> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle \{E_{k}\}_{k=1}^{\infty }}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/db0f7ba0924ce6b0bff5f12d0a343bec7b16084e" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -1.005ex; width:8.318ex; height:3.009ex;" alt="{\displaystyle \{E_{k}\}_{k=1}^{\infty }}"></span> of pairwise <a href="/wiki/Disjoint_sets" title="Disjoint sets">disjoint sets</a> in Σ,<span class="mwe-math-element"><span class="mwe-math-mathml-display mwe-math-mathml-a11y" style="display: none;"><math display="block" xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \mu \left(\bigcup _{k=1}^{\infty }E_{k}\right)=\sum _{k=1}^{\infty }\mu (E_{k}).}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>&#x03BC;<!-- μ --></mi> <mrow> <mo>(</mo> <mrow> <munderover> <mo>&#x22C3;<!-- ⋃ --></mo> <mrow class="MJX-TeXAtom-ORD"> <mi>k</mi> <mo>=</mo> <mn>1</mn> </mrow> <mrow class="MJX-TeXAtom-ORD"> <mi mathvariant="normal">&#x221E;<!-- ∞ --></mi> </mrow> </munderover> <msub> <mi>E</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>k</mi> </mrow> </msub> </mrow> <mo>)</mo> </mrow> <mo>=</mo> <munderover> <mo>&#x2211;<!-- ∑ --></mo> <mrow class="MJX-TeXAtom-ORD"> <mi>k</mi> <mo>=</mo> <mn>1</mn> </mrow> <mrow class="MJX-TeXAtom-ORD"> <mi mathvariant="normal">&#x221E;<!-- ∞ --></mi> </mrow> </munderover> <mi>&#x03BC;<!-- μ --></mi> <mo stretchy="false">(</mo> <msub> <mi>E</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>k</mi> </mrow> </msub> <mo stretchy="false">)</mo> <mo>.</mo> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle \mu \left(\bigcup _{k=1}^{\infty }E_{k}\right)=\sum _{k=1}^{\infty }\mu (E_{k}).}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/509d1f0c8525754d4c35512fc706e9e645a50fdd" class="mwe-math-fallback-image-display mw-invert skin-invert" aria-hidden="true" style="vertical-align: -3.171ex; width:25.12ex; height:7.509ex;" alt="{\displaystyle \mu \left(\bigcup _{k=1}^{\infty }E_{k}\right)=\sum _{k=1}^{\infty }\mu (E_{k}).}"></span></li></ul> <p>If at least one set <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle E}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>E</mi> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle E}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/4232c9de2ee3eec0a9c0a19b15ab92daa6223f9b" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.338ex; width:1.776ex; height:2.176ex;" alt="{\displaystyle E}"></span> has finite measure, then the requirement <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \mu (\varnothing )=0}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>&#x03BC;<!-- μ --></mi> <mo stretchy="false">(</mo> <mi class="MJX-variant">&#x2205;<!-- ∅ --></mi> <mo stretchy="false">)</mo> <mo>=</mo> <mn>0</mn> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle \mu (\varnothing )=0}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/db2123f46749538dc9eceabf5503f6b5c36ed83f" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:9.28ex; height:2.843ex;" alt="{\displaystyle \mu (\varnothing )=0}"></span> is met automatically due to countable additivity: <span class="mwe-math-element"><span class="mwe-math-mathml-display mwe-math-mathml-a11y" style="display: none;"><math display="block" xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \mu (E)=\mu (E\cup \varnothing )=\mu (E)+\mu (\varnothing ),}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>&#x03BC;<!-- μ --></mi> <mo stretchy="false">(</mo> <mi>E</mi> <mo stretchy="false">)</mo> <mo>=</mo> <mi>&#x03BC;<!-- μ --></mi> <mo stretchy="false">(</mo> <mi>E</mi> <mo>&#x222A;<!-- ∪ --></mo> <mi class="MJX-variant">&#x2205;<!-- ∅ --></mi> <mo stretchy="false">)</mo> <mo>=</mo> <mi>&#x03BC;<!-- μ --></mi> <mo stretchy="false">(</mo> <mi>E</mi> <mo stretchy="false">)</mo> <mo>+</mo> <mi>&#x03BC;<!-- μ --></mi> <mo stretchy="false">(</mo> <mi class="MJX-variant">&#x2205;<!-- ∅ --></mi> <mo stretchy="false">)</mo> <mo>,</mo> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle \mu (E)=\mu (E\cup \varnothing )=\mu (E)+\mu (\varnothing ),}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/affb797ce85aecc66f2e9bffde2118da6b2cb6c3" class="mwe-math-fallback-image-display mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:34.054ex; height:2.843ex;" alt="{\displaystyle \mu (E)=\mu (E\cup \varnothing )=\mu (E)+\mu (\varnothing ),}"></span> and therefore <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \mu (\varnothing )=0.}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>&#x03BC;<!-- μ --></mi> <mo stretchy="false">(</mo> <mi class="MJX-variant">&#x2205;<!-- ∅ --></mi> <mo stretchy="false">)</mo> <mo>=</mo> <mn>0.</mn> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle \mu (\varnothing )=0.}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/5c3461c1d8af1b996d6d65f574058e2ad25fd5d3" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:9.927ex; height:2.843ex;" alt="{\displaystyle \mu (\varnothing )=0.}"></span> </p><p>If the condition of non-negativity is dropped, and <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \mu }"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>&#x03BC;<!-- μ --></mi> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle \mu }</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/9fd47b2a39f7a7856952afec1f1db72c67af6161" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:1.402ex; height:2.176ex;" alt="{\displaystyle \mu }"></span> takes on at most one of the values of <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \pm \infty ,}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mo>&#x00B1;<!-- ± --></mo> <mi mathvariant="normal">&#x221E;<!-- ∞ --></mi> <mo>,</mo> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle \pm \infty ,}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/7c30cda77ce5992a17a7aa066ec21ec4fdd41c35" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.671ex; width:4.779ex; height:2.509ex;" alt="{\displaystyle \pm \infty ,}"></span> then <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \mu }"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>&#x03BC;<!-- μ --></mi> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle \mu }</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/9fd47b2a39f7a7856952afec1f1db72c67af6161" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:1.402ex; height:2.176ex;" alt="{\displaystyle \mu }"></span> is called a <i><a href="/wiki/Signed_measure" title="Signed measure">signed measure</a></i>. </p><p>The pair <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle (X,\Sigma )}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mo stretchy="false">(</mo> <mi>X</mi> <mo>,</mo> <mi mathvariant="normal">&#x03A3;<!-- Σ --></mi> <mo stretchy="false">)</mo> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle (X,\Sigma )}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/63c4fcf15808c3dbf52cc4b3fd473e97e231f53f" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:6.501ex; height:2.843ex;" alt="{\displaystyle (X,\Sigma )}"></span> is called a <i><a href="/wiki/Measurable_space" title="Measurable space">measurable space</a></i>, and the members of <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \Sigma }"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi mathvariant="normal">&#x03A3;<!-- Σ --></mi> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle \Sigma }</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/9e1f558f53cda207614abdf90162266c70bc5c1e" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.338ex; width:1.678ex; height:2.176ex;" alt="{\displaystyle \Sigma }"></span> are called <b>measurable sets</b>. </p><p>A <a href="/wiki/Tuple" title="Tuple">triple</a> <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle (X,\Sigma ,\mu )}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mo stretchy="false">(</mo> <mi>X</mi> <mo>,</mo> <mi mathvariant="normal">&#x03A3;<!-- Σ --></mi> <mo>,</mo> <mi>&#x03BC;<!-- μ --></mi> <mo stretchy="false">)</mo> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle (X,\Sigma ,\mu )}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/947072b0aebec32885a49c51e2b0eeae8aa12330" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:8.937ex; height:2.843ex;" alt="{\displaystyle (X,\Sigma ,\mu )}"></span> is called a <i><a href="/wiki/Measure_space" title="Measure space">measure space</a></i>. A <a href="/wiki/Probability_measure" title="Probability measure">probability measure</a> is a measure with total measure one – that is, <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \mu (X)=1.}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>&#x03BC;<!-- μ --></mi> <mo stretchy="false">(</mo> <mi>X</mi> <mo stretchy="false">)</mo> <mo>=</mo> <mn>1.</mn> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle \mu (X)=1.}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/b576065a1a17ac27c74fea119eb383b3d5ac51e0" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:10.099ex; height:2.843ex;" alt="{\displaystyle \mu (X)=1.}"></span> A <a href="/wiki/Probability_space" title="Probability space">probability space</a> is a measure space with a probability measure. </p><p>For measure spaces that are also <a href="/wiki/Topological_space" title="Topological space">topological spaces</a> various compatibility conditions can be placed for the measure and the topology. Most measures met in practice in <a href="/wiki/Analysis_(mathematics)" class="mw-redirect" title="Analysis (mathematics)">analysis</a> (and in many cases also in <a href="/wiki/Probability_theory" title="Probability theory">probability theory</a>) are <a href="/wiki/Radon_measure" title="Radon measure">Radon measures</a>. Radon measures have an alternative definition in terms of linear functionals on the <a href="/wiki/Locally_convex_topological_vector_space" title="Locally convex topological vector space">locally convex topological vector space</a> of <a href="/wiki/Continuous_function" title="Continuous function">continuous functions</a> with <a href="/wiki/Support_(mathematics)#Compact_support" title="Support (mathematics)">compact support</a>. This approach is taken by <a href="/wiki/Nicolas_Bourbaki" title="Nicolas Bourbaki">Bourbaki</a> (2004) and a number of other sources. For more details, see the article on <a href="/wiki/Radon_measure" title="Radon measure">Radon measures</a>. </p> <div class="mw-heading mw-heading2"><h2 id="Instances">Instances</h2><span class="mw-editsection"><span class="mw-editsection-bracket">[</span><a href="/w/index.php?title=Measure_(mathematics)&amp;action=edit&amp;section=2" title="Edit section: Instances"><span>edit</span></a><span class="mw-editsection-bracket">]</span></span></div> <link rel="mw-deduplicated-inline-style" href="mw-data:TemplateStyles:r1236090951"><div role="note" class="hatnote navigation-not-searchable">Main category: <a href="/wiki/Category:Measures_(measure_theory)" title="Category:Measures (measure theory)">Measures (measure theory)</a></div> <p>Some important measures are listed here. </p> <ul><li>The <a href="/wiki/Counting_measure" title="Counting measure">counting measure</a> is defined by <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \mu (S)}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>&#x03BC;<!-- μ --></mi> <mo stretchy="false">(</mo> <mi>S</mi> <mo stretchy="false">)</mo> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle \mu (S)}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/4e3d8d590f1c0ba725e776fa54b3e07555f65fed" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:4.71ex; height:2.843ex;" alt="{\displaystyle \mu (S)}"></span> = number of elements in <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle S.}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>S</mi> <mo>.</mo> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle S.}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/23bbb1f0f6ebdfa78b4fed06049640f7386bb44b" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.338ex; width:2.146ex; height:2.176ex;" alt="{\displaystyle S.}"></span></li> <li>The <a href="/wiki/Lebesgue_measure" title="Lebesgue measure">Lebesgue measure</a> on <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \mathbb {R} }"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mrow class="MJX-TeXAtom-ORD"> <mi mathvariant="double-struck">R</mi> </mrow> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle \mathbb {R} }</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/786849c765da7a84dbc3cce43e96aad58a5868dc" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.338ex; width:1.678ex; height:2.176ex;" alt="{\displaystyle \mathbb {R} }"></span> is a <a href="/wiki/Complete_measure" title="Complete measure">complete</a> <a href="/wiki/Translational_invariance" class="mw-redirect" title="Translational invariance">translation-invariant</a> measure on a <i>σ</i>-algebra containing the <a href="/wiki/Interval_(mathematics)" title="Interval (mathematics)">intervals</a> in <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \mathbb {R} }"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mrow class="MJX-TeXAtom-ORD"> <mi mathvariant="double-struck">R</mi> </mrow> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle \mathbb {R} }</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/786849c765da7a84dbc3cce43e96aad58a5868dc" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.338ex; width:1.678ex; height:2.176ex;" alt="{\displaystyle \mathbb {R} }"></span> such that <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \mu ([0,1])=1}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>&#x03BC;<!-- μ --></mi> <mo stretchy="false">(</mo> <mo stretchy="false">[</mo> <mn>0</mn> <mo>,</mo> <mn>1</mn> <mo stretchy="false">]</mo> <mo stretchy="false">)</mo> <mo>=</mo> <mn>1</mn> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle \mu ([0,1])=1}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/bde58701848b4874a1a32e287f66c80eb2b691ed" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:12.124ex; height:2.843ex;" alt="{\displaystyle \mu ([0,1])=1}"></span>; and every other measure with these properties extends the Lebesgue measure.</li> <li>Circular <a href="/wiki/Angle" title="Angle">angle</a> measure is invariant under <a href="/wiki/Rotation" title="Rotation">rotation</a>, and <a href="/wiki/Hyperbolic_angle" title="Hyperbolic angle">hyperbolic angle</a> measure is invariant under <a href="/wiki/Squeeze_mapping" title="Squeeze mapping">squeeze mapping</a>.</li> <li>The <a href="/wiki/Haar_measure" title="Haar measure">Haar measure</a> for a <a href="/wiki/Locally_compact_space" title="Locally compact space">locally compact</a> <a href="/wiki/Topological_group" title="Topological group">topological group</a> is a generalization of the Lebesgue measure (and also of counting measure and circular angle measure) and has similar uniqueness properties.</li> <li>Every (pseudo) <a href="/wiki/Riemannian_manifold" title="Riemannian manifold">Riemannian manifold</a> <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle (M,g)}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mo stretchy="false">(</mo> <mi>M</mi> <mo>,</mo> <mi>g</mi> <mo stretchy="false">)</mo> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle (M,g)}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/68e27d2e539fd0c3a9a7efab6257abd17de7fc57" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:6.401ex; height:2.843ex;" alt="{\displaystyle (M,g)}"></span> has a canonical measure <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \mu _{g}}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <msub> <mi>&#x03BC;<!-- μ --></mi> <mrow class="MJX-TeXAtom-ORD"> <mi>g</mi> </mrow> </msub> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle \mu _{g}}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/fd94fd6b5731dce0d365b9402ba4ddca257548b8" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -1.005ex; width:2.423ex; height:2.343ex;" alt="{\displaystyle \mu _{g}}"></span> that in local coordinates <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle x_{1},\ldots ,x_{n}}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <msub> <mi>x</mi> <mrow class="MJX-TeXAtom-ORD"> <mn>1</mn> </mrow> </msub> <mo>,</mo> <mo>&#x2026;<!-- … --></mo> <mo>,</mo> <msub> <mi>x</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>n</mi> </mrow> </msub> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle x_{1},\ldots ,x_{n}}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/737e02a5fbf8bc31d443c91025339f9fd1de1065" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.671ex; width:10.11ex; height:2.009ex;" alt="{\displaystyle x_{1},\ldots ,x_{n}}"></span> looks like <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle {\sqrt {|\det g|}}d^{n}x}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mrow class="MJX-TeXAtom-ORD"> <msqrt> <mrow class="MJX-TeXAtom-ORD"> <mo stretchy="false">|</mo> </mrow> <mo movablelimits="true" form="prefix">det</mo> <mi>g</mi> <mrow class="MJX-TeXAtom-ORD"> <mo stretchy="false">|</mo> </mrow> </msqrt> </mrow> <msup> <mi>d</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>n</mi> </mrow> </msup> <mi>x</mi> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle {\sqrt {|\det g|}}d^{n}x}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/eb356f911e524b16c5e16e38d646f702c4638849" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -1.838ex; width:12.503ex; height:4.843ex;" alt="{\displaystyle {\sqrt {|\det g|}}d^{n}x}"></span> where <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle d^{n}x}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <msup> <mi>d</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>n</mi> </mrow> </msup> <mi>x</mi> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle d^{n}x}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/c926a3fd55ba76bf9bb0f304999de8323ac497ca" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.338ex; width:3.766ex; height:2.343ex;" alt="{\displaystyle d^{n}x}"></span> is the usual Lebesgue measure.</li> <li>The <a href="/wiki/Hausdorff_measure" title="Hausdorff measure">Hausdorff measure</a> is a generalization of the Lebesgue measure to sets with non-integer dimension, in particular, fractal sets.</li> <li>Every <a href="/wiki/Probability_space" title="Probability space">probability space</a> gives rise to a measure which takes the value 1 on the whole space (and therefore takes all its values in the <a href="/wiki/Unit_interval" title="Unit interval">unit interval</a> [0, 1]). Such a measure is called a <i>probability measure</i> or <i>distribution</i>. See the <a href="/wiki/List_of_probability_distributions" title="List of probability distributions">list of probability distributions</a> for instances.</li> <li>The <a href="/wiki/Dirac_measure" title="Dirac measure">Dirac measure</a> <i>δ</i><sub><i>a</i></sub> (cf. <a href="/wiki/Dirac_delta_function" title="Dirac delta function">Dirac delta function</a>) is given by <i>δ</i><sub><i>a</i></sub>(<i>S</i>) = <i>χ</i><sub><i>S</i></sub>(a), where <i>χ</i><sub><i>S</i></sub> is the <a href="/wiki/Indicator_function" title="Indicator function">indicator function</a> of <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle S.}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>S</mi> <mo>.</mo> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle S.}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/23bbb1f0f6ebdfa78b4fed06049640f7386bb44b" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.338ex; width:2.146ex; height:2.176ex;" alt="{\displaystyle S.}"></span> The measure of a set is 1 if it contains the point <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle a}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>a</mi> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle a}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/ffd2487510aa438433a2579450ab2b3d557e5edc" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.338ex; width:1.23ex; height:1.676ex;" alt="{\displaystyle a}"></span> and 0 otherwise.</li></ul> <p>Other 'named' measures used in various theories include: <a href="/wiki/Borel_measure" title="Borel measure">Borel measure</a>, <a href="/wiki/Jordan_measure" class="mw-redirect" title="Jordan measure">Jordan measure</a>, <a href="/wiki/Ergodic_measure" class="mw-redirect" title="Ergodic measure">ergodic measure</a>, <a href="/wiki/Gaussian_measure" title="Gaussian measure">Gaussian measure</a>, <a href="/wiki/Baire_measure" title="Baire measure">Baire measure</a>, <a href="/wiki/Radon_measure" title="Radon measure">Radon measure</a>, <a href="/wiki/Young_measure" title="Young measure">Young measure</a>, and <a href="/wiki/Loeb_measure" class="mw-redirect" title="Loeb measure">Loeb measure</a>. </p><p>In physics an example of a measure is spatial distribution of <a href="/wiki/Mass" title="Mass">mass</a> (see for example, <a href="/wiki/Gravity_potential" class="mw-redirect" title="Gravity potential">gravity potential</a>), or another non-negative <a href="/wiki/Extensive_property" class="mw-redirect" title="Extensive property">extensive property</a>, <a href="/wiki/Conserved_quantity" title="Conserved quantity">conserved</a> (see <a href="/wiki/Conservation_law_(physics)" class="mw-redirect" title="Conservation law (physics)">conservation law</a> for a list of these) or not. Negative values lead to signed measures, see "generalizations" below. </p> <ul><li><a href="/wiki/Liouville%27s_theorem_(Hamiltonian)#Symplectic_geometry" title="Liouville&#39;s theorem (Hamiltonian)">Liouville measure</a>, known also as the natural volume form on a symplectic manifold, is useful in classical statistical and Hamiltonian mechanics.</li> <li><a href="/wiki/Gibbs_measure" title="Gibbs measure">Gibbs measure</a> is widely used in statistical mechanics, often under the name <a href="/wiki/Canonical_ensemble" title="Canonical ensemble">canonical ensemble</a>.</li></ul> <p>Measure theory is used in machine learning. One example is the Flow Induced Probability Measure in GFlowNet.<sup id="cite_ref-3" class="reference"><a href="#cite_note-3"><span class="cite-bracket">&#91;</span>3<span class="cite-bracket">&#93;</span></a></sup> </p> <div class="mw-heading mw-heading2"><h2 id="Basic_properties">Basic properties</h2><span class="mw-editsection"><span class="mw-editsection-bracket">[</span><a href="/w/index.php?title=Measure_(mathematics)&amp;action=edit&amp;section=3" title="Edit section: Basic properties"><span>edit</span></a><span class="mw-editsection-bracket">]</span></span></div> <p>Let <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \mu }"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>&#x03BC;<!-- μ --></mi> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle \mu }</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/9fd47b2a39f7a7856952afec1f1db72c67af6161" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:1.402ex; height:2.176ex;" alt="{\displaystyle \mu }"></span> be a measure. </p> <div class="mw-heading mw-heading3"><h3 id="Monotonicity">Monotonicity</h3><span class="mw-editsection"><span class="mw-editsection-bracket">[</span><a href="/w/index.php?title=Measure_(mathematics)&amp;action=edit&amp;section=4" title="Edit section: Monotonicity"><span>edit</span></a><span class="mw-editsection-bracket">]</span></span></div> <p>If <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle E_{1}}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <msub> <mi>E</mi> <mrow class="MJX-TeXAtom-ORD"> <mn>1</mn> </mrow> </msub> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle E_{1}}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/7ac42446bcd2cbb76ec8fe2895635d328da22e26" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.671ex; width:2.769ex; height:2.509ex;" alt="{\displaystyle E_{1}}"></span> and <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle E_{2}}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <msub> <mi>E</mi> <mrow class="MJX-TeXAtom-ORD"> <mn>2</mn> </mrow> </msub> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle E_{2}}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/8e6ee346e54f38302f47b5cf3016d8718f2040c0" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.671ex; width:2.769ex; height:2.509ex;" alt="{\displaystyle E_{2}}"></span> are measurable sets with <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle E_{1}\subseteq E_{2}}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <msub> <mi>E</mi> <mrow class="MJX-TeXAtom-ORD"> <mn>1</mn> </mrow> </msub> <mo>&#x2286;<!-- ⊆ --></mo> <msub> <mi>E</mi> <mrow class="MJX-TeXAtom-ORD"> <mn>2</mn> </mrow> </msub> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle E_{1}\subseteq E_{2}}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/28a495f49a6102e26f524e9a03f85abd697c354c" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.671ex; width:8.637ex; height:2.509ex;" alt="{\displaystyle E_{1}\subseteq E_{2}}"></span> then <span class="mwe-math-element"><span class="mwe-math-mathml-display mwe-math-mathml-a11y" style="display: none;"><math display="block" xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \mu (E_{1})\leq \mu (E_{2}).}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>&#x03BC;<!-- μ --></mi> <mo stretchy="false">(</mo> <msub> <mi>E</mi> <mrow class="MJX-TeXAtom-ORD"> <mn>1</mn> </mrow> </msub> <mo stretchy="false">)</mo> <mo>&#x2264;<!-- ≤ --></mo> <mi>&#x03BC;<!-- μ --></mi> <mo stretchy="false">(</mo> <msub> <mi>E</mi> <mrow class="MJX-TeXAtom-ORD"> <mn>2</mn> </mrow> </msub> <mo stretchy="false">)</mo> <mo>.</mo> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle \mu (E_{1})\leq \mu (E_{2}).}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/70c64e298c010b2c74099f8a09183d108ccfc822" class="mwe-math-fallback-image-display mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:15.706ex; height:2.843ex;" alt="{\displaystyle \mu (E_{1})\leq \mu (E_{2}).}"></span> </p> <div class="mw-heading mw-heading3"><h3 id="Measure_of_countable_unions_and_intersections">Measure of countable unions and intersections</h3><span class="mw-editsection"><span class="mw-editsection-bracket">[</span><a href="/w/index.php?title=Measure_(mathematics)&amp;action=edit&amp;section=5" title="Edit section: Measure of countable unions and intersections"><span>edit</span></a><span class="mw-editsection-bracket">]</span></span></div> <div class="mw-heading mw-heading4"><h4 id="Countable_subadditivity">Countable subadditivity</h4><span class="mw-editsection"><span class="mw-editsection-bracket">[</span><a href="/w/index.php?title=Measure_(mathematics)&amp;action=edit&amp;section=6" title="Edit section: Countable subadditivity"><span>edit</span></a><span class="mw-editsection-bracket">]</span></span></div> <p>For any <a href="/wiki/Countable" class="mw-redirect" title="Countable">countable</a> <a href="/wiki/Sequence_(mathematics)" class="mw-redirect" title="Sequence (mathematics)">sequence</a> <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle E_{1},E_{2},E_{3},\ldots }"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <msub> <mi>E</mi> <mrow class="MJX-TeXAtom-ORD"> <mn>1</mn> </mrow> </msub> <mo>,</mo> <msub> <mi>E</mi> <mrow class="MJX-TeXAtom-ORD"> <mn>2</mn> </mrow> </msub> <mo>,</mo> <msub> <mi>E</mi> <mrow class="MJX-TeXAtom-ORD"> <mn>3</mn> </mrow> </msub> <mo>,</mo> <mo>&#x2026;<!-- … --></mo> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle E_{1},E_{2},E_{3},\ldots }</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/d3242afaaaaf14638771958b6dbf1ceeaff5e974" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.671ex; width:14.133ex; height:2.509ex;" alt="{\displaystyle E_{1},E_{2},E_{3},\ldots }"></span> of (not necessarily disjoint) measurable sets <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle E_{n}}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <msub> <mi>E</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>n</mi> </mrow> </msub> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle E_{n}}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/ad6b82f2a00af6c9efd4c16d4e99329605645c0c" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.671ex; width:2.934ex; height:2.509ex;" alt="{\displaystyle E_{n}}"></span> in <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \Sigma :}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi mathvariant="normal">&#x03A3;<!-- Σ --></mi> <mo>:</mo> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle \Sigma :}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/2c1ca03307a699f159a5a59988493390a36513d3" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.338ex; width:2.97ex; height:2.176ex;" alt="{\displaystyle \Sigma :}"></span> <span class="mwe-math-element"><span class="mwe-math-mathml-display mwe-math-mathml-a11y" style="display: none;"><math display="block" xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \mu \left(\bigcup _{i=1}^{\infty }E_{i}\right)\leq \sum _{i=1}^{\infty }\mu (E_{i}).}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>&#x03BC;<!-- μ --></mi> <mrow> <mo>(</mo> <mrow> <munderover> <mo>&#x22C3;<!-- ⋃ --></mo> <mrow class="MJX-TeXAtom-ORD"> <mi>i</mi> <mo>=</mo> <mn>1</mn> </mrow> <mrow class="MJX-TeXAtom-ORD"> <mi mathvariant="normal">&#x221E;<!-- ∞ --></mi> </mrow> </munderover> <msub> <mi>E</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>i</mi> </mrow> </msub> </mrow> <mo>)</mo> </mrow> <mo>&#x2264;<!-- ≤ --></mo> <munderover> <mo>&#x2211;<!-- ∑ --></mo> <mrow class="MJX-TeXAtom-ORD"> <mi>i</mi> <mo>=</mo> <mn>1</mn> </mrow> <mrow class="MJX-TeXAtom-ORD"> <mi mathvariant="normal">&#x221E;<!-- ∞ --></mi> </mrow> </munderover> <mi>&#x03BC;<!-- μ --></mi> <mo stretchy="false">(</mo> <msub> <mi>E</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>i</mi> </mrow> </msub> <mo stretchy="false">)</mo> <mo>.</mo> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle \mu \left(\bigcup _{i=1}^{\infty }E_{i}\right)\leq \sum _{i=1}^{\infty }\mu (E_{i}).}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/5b978e1e2ca9ebfd16e67f419e73efd78c0049b7" class="mwe-math-fallback-image-display mw-invert skin-invert" aria-hidden="true" style="vertical-align: -3.171ex; width:24.253ex; height:7.509ex;" alt="{\displaystyle \mu \left(\bigcup _{i=1}^{\infty }E_{i}\right)\leq \sum _{i=1}^{\infty }\mu (E_{i}).}"></span> </p> <div class="mw-heading mw-heading4"><h4 id="Continuity_from_below">Continuity from below</h4><span class="mw-editsection"><span class="mw-editsection-bracket">[</span><a href="/w/index.php?title=Measure_(mathematics)&amp;action=edit&amp;section=7" title="Edit section: Continuity from below"><span>edit</span></a><span class="mw-editsection-bracket">]</span></span></div> <p>If <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle E_{1},E_{2},E_{3},\ldots }"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <msub> <mi>E</mi> <mrow class="MJX-TeXAtom-ORD"> <mn>1</mn> </mrow> </msub> <mo>,</mo> <msub> <mi>E</mi> <mrow class="MJX-TeXAtom-ORD"> <mn>2</mn> </mrow> </msub> <mo>,</mo> <msub> <mi>E</mi> <mrow class="MJX-TeXAtom-ORD"> <mn>3</mn> </mrow> </msub> <mo>,</mo> <mo>&#x2026;<!-- … --></mo> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle E_{1},E_{2},E_{3},\ldots }</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/d3242afaaaaf14638771958b6dbf1ceeaff5e974" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.671ex; width:14.133ex; height:2.509ex;" alt="{\displaystyle E_{1},E_{2},E_{3},\ldots }"></span> are measurable sets that are increasing (meaning that <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle E_{1}\subseteq E_{2}\subseteq E_{3}\subseteq \ldots }"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <msub> <mi>E</mi> <mrow class="MJX-TeXAtom-ORD"> <mn>1</mn> </mrow> </msub> <mo>&#x2286;<!-- ⊆ --></mo> <msub> <mi>E</mi> <mrow class="MJX-TeXAtom-ORD"> <mn>2</mn> </mrow> </msub> <mo>&#x2286;<!-- ⊆ --></mo> <msub> <mi>E</mi> <mrow class="MJX-TeXAtom-ORD"> <mn>3</mn> </mrow> </msub> <mo>&#x2286;<!-- ⊆ --></mo> <mo>&#x2026;<!-- … --></mo> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle E_{1}\subseteq E_{2}\subseteq E_{3}\subseteq \ldots }</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/174c7c130dc62786d54ed9ff92f3f02441d591a6" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.671ex; width:20.327ex; height:2.509ex;" alt="{\displaystyle E_{1}\subseteq E_{2}\subseteq E_{3}\subseteq \ldots }"></span>) then the <a href="/wiki/Union_(set_theory)" title="Union (set theory)">union</a> of the sets <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle E_{n}}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <msub> <mi>E</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>n</mi> </mrow> </msub> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle E_{n}}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/ad6b82f2a00af6c9efd4c16d4e99329605645c0c" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.671ex; width:2.934ex; height:2.509ex;" alt="{\displaystyle E_{n}}"></span> is measurable and <span class="mwe-math-element"><span class="mwe-math-mathml-display mwe-math-mathml-a11y" style="display: none;"><math display="block" xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \mu \left(\bigcup _{i=1}^{\infty }E_{i}\right)~=~\lim _{i\to \infty }\mu (E_{i})=\sup _{i\geq 1}\mu (E_{i}).}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>&#x03BC;<!-- μ --></mi> <mrow> <mo>(</mo> <mrow> <munderover> <mo>&#x22C3;<!-- ⋃ --></mo> <mrow class="MJX-TeXAtom-ORD"> <mi>i</mi> <mo>=</mo> <mn>1</mn> </mrow> <mrow class="MJX-TeXAtom-ORD"> <mi mathvariant="normal">&#x221E;<!-- ∞ --></mi> </mrow> </munderover> <msub> <mi>E</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>i</mi> </mrow> </msub> </mrow> <mo>)</mo> </mrow> <mtext>&#xA0;</mtext> <mo>=</mo> <mtext>&#xA0;</mtext> <munder> <mo movablelimits="true" form="prefix">lim</mo> <mrow class="MJX-TeXAtom-ORD"> <mi>i</mi> <mo stretchy="false">&#x2192;<!-- → --></mo> <mi mathvariant="normal">&#x221E;<!-- ∞ --></mi> </mrow> </munder> <mi>&#x03BC;<!-- μ --></mi> <mo stretchy="false">(</mo> <msub> <mi>E</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>i</mi> </mrow> </msub> <mo stretchy="false">)</mo> <mo>=</mo> <munder> <mo movablelimits="true" form="prefix">sup</mo> <mrow class="MJX-TeXAtom-ORD"> <mi>i</mi> <mo>&#x2265;<!-- ≥ --></mo> <mn>1</mn> </mrow> </munder> <mi>&#x03BC;<!-- μ --></mi> <mo stretchy="false">(</mo> <msub> <mi>E</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>i</mi> </mrow> </msub> <mo stretchy="false">)</mo> <mo>.</mo> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle \mu \left(\bigcup _{i=1}^{\infty }E_{i}\right)~=~\lim _{i\to \infty }\mu (E_{i})=\sup _{i\geq 1}\mu (E_{i}).}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/25f840bbcb9843b05136fddd0fb3e60d735663c1" class="mwe-math-fallback-image-display mw-invert skin-invert" aria-hidden="true" style="vertical-align: -3.171ex; width:39.4ex; height:7.509ex;" alt="{\displaystyle \mu \left(\bigcup _{i=1}^{\infty }E_{i}\right)~=~\lim _{i\to \infty }\mu (E_{i})=\sup _{i\geq 1}\mu (E_{i}).}"></span> </p> <div class="mw-heading mw-heading4"><h4 id="Continuity_from_above">Continuity from above</h4><span class="mw-editsection"><span class="mw-editsection-bracket">[</span><a href="/w/index.php?title=Measure_(mathematics)&amp;action=edit&amp;section=8" title="Edit section: Continuity from above"><span>edit</span></a><span class="mw-editsection-bracket">]</span></span></div> <p>If <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle E_{1},E_{2},E_{3},\ldots }"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <msub> <mi>E</mi> <mrow class="MJX-TeXAtom-ORD"> <mn>1</mn> </mrow> </msub> <mo>,</mo> <msub> <mi>E</mi> <mrow class="MJX-TeXAtom-ORD"> <mn>2</mn> </mrow> </msub> <mo>,</mo> <msub> <mi>E</mi> <mrow class="MJX-TeXAtom-ORD"> <mn>3</mn> </mrow> </msub> <mo>,</mo> <mo>&#x2026;<!-- … --></mo> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle E_{1},E_{2},E_{3},\ldots }</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/d3242afaaaaf14638771958b6dbf1ceeaff5e974" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.671ex; width:14.133ex; height:2.509ex;" alt="{\displaystyle E_{1},E_{2},E_{3},\ldots }"></span> are measurable sets that are decreasing (meaning that <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle E_{1}\supseteq E_{2}\supseteq E_{3}\supseteq \ldots }"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <msub> <mi>E</mi> <mrow class="MJX-TeXAtom-ORD"> <mn>1</mn> </mrow> </msub> <mo>&#x2287;<!-- ⊇ --></mo> <msub> <mi>E</mi> <mrow class="MJX-TeXAtom-ORD"> <mn>2</mn> </mrow> </msub> <mo>&#x2287;<!-- ⊇ --></mo> <msub> <mi>E</mi> <mrow class="MJX-TeXAtom-ORD"> <mn>3</mn> </mrow> </msub> <mo>&#x2287;<!-- ⊇ --></mo> <mo>&#x2026;<!-- … --></mo> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle E_{1}\supseteq E_{2}\supseteq E_{3}\supseteq \ldots }</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/211ab766eb2abf4e19a857b5abb02b7e7f2a9daa" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.671ex; width:20.327ex; height:2.509ex;" alt="{\displaystyle E_{1}\supseteq E_{2}\supseteq E_{3}\supseteq \ldots }"></span>) then the <a href="/wiki/Intersection_(set_theory)" title="Intersection (set theory)">intersection</a> of the sets <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle E_{n}}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <msub> <mi>E</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>n</mi> </mrow> </msub> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle E_{n}}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/ad6b82f2a00af6c9efd4c16d4e99329605645c0c" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.671ex; width:2.934ex; height:2.509ex;" alt="{\displaystyle E_{n}}"></span> is measurable; furthermore, if at least one of the <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle E_{n}}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <msub> <mi>E</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>n</mi> </mrow> </msub> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle E_{n}}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/ad6b82f2a00af6c9efd4c16d4e99329605645c0c" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.671ex; width:2.934ex; height:2.509ex;" alt="{\displaystyle E_{n}}"></span> has finite measure then <span class="mwe-math-element"><span class="mwe-math-mathml-display mwe-math-mathml-a11y" style="display: none;"><math display="block" xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \mu \left(\bigcap _{i=1}^{\infty }E_{i}\right)=\lim _{i\to \infty }\mu (E_{i})=\inf _{i\geq 1}\mu (E_{i}).}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>&#x03BC;<!-- μ --></mi> <mrow> <mo>(</mo> <mrow> <munderover> <mo>&#x22C2;<!-- ⋂ --></mo> <mrow class="MJX-TeXAtom-ORD"> <mi>i</mi> <mo>=</mo> <mn>1</mn> </mrow> <mrow class="MJX-TeXAtom-ORD"> <mi mathvariant="normal">&#x221E;<!-- ∞ --></mi> </mrow> </munderover> <msub> <mi>E</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>i</mi> </mrow> </msub> </mrow> <mo>)</mo> </mrow> <mo>=</mo> <munder> <mo movablelimits="true" form="prefix">lim</mo> <mrow class="MJX-TeXAtom-ORD"> <mi>i</mi> <mo stretchy="false">&#x2192;<!-- → --></mo> <mi mathvariant="normal">&#x221E;<!-- ∞ --></mi> </mrow> </munder> <mi>&#x03BC;<!-- μ --></mi> <mo stretchy="false">(</mo> <msub> <mi>E</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>i</mi> </mrow> </msub> <mo stretchy="false">)</mo> <mo>=</mo> <munder> <mo movablelimits="true" form="prefix">inf</mo> <mrow class="MJX-TeXAtom-ORD"> <mi>i</mi> <mo>&#x2265;<!-- ≥ --></mo> <mn>1</mn> </mrow> </munder> <mi>&#x03BC;<!-- μ --></mi> <mo stretchy="false">(</mo> <msub> <mi>E</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>i</mi> </mrow> </msub> <mo stretchy="false">)</mo> <mo>.</mo> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle \mu \left(\bigcap _{i=1}^{\infty }E_{i}\right)=\lim _{i\to \infty }\mu (E_{i})=\inf _{i\geq 1}\mu (E_{i}).}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/5f839e820169227c3338ba498be996d0ee0bca9b" class="mwe-math-fallback-image-display mw-invert skin-invert" aria-hidden="true" style="vertical-align: -3.171ex; width:36.631ex; height:7.509ex;" alt="{\displaystyle \mu \left(\bigcap _{i=1}^{\infty }E_{i}\right)=\lim _{i\to \infty }\mu (E_{i})=\inf _{i\geq 1}\mu (E_{i}).}"></span> </p><p>This property is false without the assumption that at least one of the <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle E_{n}}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <msub> <mi>E</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>n</mi> </mrow> </msub> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle E_{n}}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/ad6b82f2a00af6c9efd4c16d4e99329605645c0c" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.671ex; width:2.934ex; height:2.509ex;" alt="{\displaystyle E_{n}}"></span> has finite measure. For instance, for each <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle n\in \mathbb {N} ,}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>n</mi> <mo>&#x2208;<!-- ∈ --></mo> <mrow class="MJX-TeXAtom-ORD"> <mi mathvariant="double-struck">N</mi> </mrow> <mo>,</mo> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle n\in \mathbb {N} ,}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/5b98e213fe7ef48da0be47453bc1bb66f37f4eec" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.671ex; width:6.56ex; height:2.509ex;" alt="{\displaystyle n\in \mathbb {N} ,}"></span> let <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle E_{n}=[n,\infty )\subseteq \mathbb {R} ,}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <msub> <mi>E</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>n</mi> </mrow> </msub> <mo>=</mo> <mo stretchy="false">[</mo> <mi>n</mi> <mo>,</mo> <mi mathvariant="normal">&#x221E;<!-- ∞ --></mi> <mo stretchy="false">)</mo> <mo>&#x2286;<!-- ⊆ --></mo> <mrow class="MJX-TeXAtom-ORD"> <mi mathvariant="double-struck">R</mi> </mrow> <mo>,</mo> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle E_{n}=[n,\infty )\subseteq \mathbb {R} ,}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/52e45c01145fe85fffd316782c34d552bdf02885" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:17.759ex; height:2.843ex;" alt="{\displaystyle E_{n}=[n,\infty )\subseteq \mathbb {R} ,}"></span> which all have infinite Lebesgue measure, but the intersection is empty. </p> <div class="mw-heading mw-heading2"><h2 id="Other_properties">Other properties</h2><span class="mw-editsection"><span class="mw-editsection-bracket">[</span><a href="/w/index.php?title=Measure_(mathematics)&amp;action=edit&amp;section=9" title="Edit section: Other properties"><span>edit</span></a><span class="mw-editsection-bracket">]</span></span></div> <div class="mw-heading mw-heading3"><h3 id="Completeness">Completeness</h3><span class="mw-editsection"><span class="mw-editsection-bracket">[</span><a href="/w/index.php?title=Measure_(mathematics)&amp;action=edit&amp;section=10" title="Edit section: Completeness"><span>edit</span></a><span class="mw-editsection-bracket">]</span></span></div> <link rel="mw-deduplicated-inline-style" href="mw-data:TemplateStyles:r1236090951"><div role="note" class="hatnote navigation-not-searchable">Main article: <a href="/wiki/Complete_measure" title="Complete measure">Complete measure</a></div> <p>A measurable set <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle X}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>X</mi> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle X}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/68baa052181f707c662844a465bfeeb135e82bab" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.338ex; width:1.98ex; height:2.176ex;" alt="{\displaystyle X}"></span> is called a <i><a href="/wiki/Null_set" title="Null set">null set</a></i> if <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \mu (X)=0.}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>&#x03BC;<!-- μ --></mi> <mo stretchy="false">(</mo> <mi>X</mi> <mo stretchy="false">)</mo> <mo>=</mo> <mn>0.</mn> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle \mu (X)=0.}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/84eed0a73644453675bee41328a5d35d8d89d685" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:10.099ex; height:2.843ex;" alt="{\displaystyle \mu (X)=0.}"></span> A subset of a null set is called a <i>negligible set</i>. A negligible set need not be measurable, but every measurable negligible set is automatically a null set. A measure is called <i>complete</i> if every negligible set is measurable. </p><p>A measure can be extended to a complete one by considering the σ-algebra of subsets <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle Y}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>Y</mi> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle Y}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/961d67d6b454b4df2301ac571808a3538b3a6d3f" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.171ex; width:1.773ex; height:2.009ex;" alt="{\displaystyle Y}"></span> which differ by a negligible set from a measurable set <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle X,}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>X</mi> <mo>,</mo> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle X,}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/09ba32eeb405f7f5f2bac1eb12987c47d2fd42df" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.671ex; width:2.627ex; height:2.509ex;" alt="{\displaystyle X,}"></span> that is, such that the <a href="/wiki/Symmetric_difference" title="Symmetric difference">symmetric difference</a> of <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle X}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>X</mi> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle X}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/68baa052181f707c662844a465bfeeb135e82bab" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.338ex; width:1.98ex; height:2.176ex;" alt="{\displaystyle X}"></span> and <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle Y}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>Y</mi> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle Y}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/961d67d6b454b4df2301ac571808a3538b3a6d3f" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.171ex; width:1.773ex; height:2.009ex;" alt="{\displaystyle Y}"></span> is contained in a null set. One defines <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \mu (Y)}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>&#x03BC;<!-- μ --></mi> <mo stretchy="false">(</mo> <mi>Y</mi> <mo stretchy="false">)</mo> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle \mu (Y)}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/61c970addede403a43b70f4fc66b658230f9a4f5" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:4.984ex; height:2.843ex;" alt="{\displaystyle \mu (Y)}"></span> to equal <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \mu (X).}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>&#x03BC;<!-- μ --></mi> <mo stretchy="false">(</mo> <mi>X</mi> <mo stretchy="false">)</mo> <mo>.</mo> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle \mu (X).}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/dea7eaa3e81de4301f61219b0b7d85cec984234f" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:5.838ex; height:2.843ex;" alt="{\displaystyle \mu (X).}"></span> </p> <div class="mw-heading mw-heading3"><h3 id="&quot;Dropping_the_Edge&quot;"><span id=".22Dropping_the_Edge.22"></span>"Dropping the Edge"</h3><span class="mw-editsection"><span class="mw-editsection-bracket">[</span><a href="/w/index.php?title=Measure_(mathematics)&amp;action=edit&amp;section=11" title="Edit section: &quot;Dropping the Edge&quot;"><span>edit</span></a><span class="mw-editsection-bracket">]</span></span></div> <p>If <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle f:X\to [0,+\infty ]}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>f</mi> <mo>:</mo> <mi>X</mi> <mo stretchy="false">&#x2192;<!-- → --></mo> <mo stretchy="false">[</mo> <mn>0</mn> <mo>,</mo> <mo>+</mo> <mi mathvariant="normal">&#x221E;<!-- ∞ --></mi> <mo stretchy="false">]</mo> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle f:X\to [0,+\infty ]}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/b309700f0faa34eb53e04f4cc81440cb0c97f753" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:16.432ex; height:2.843ex;" alt="{\displaystyle f:X\to [0,+\infty ]}"></span> is <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle (\Sigma ,{\cal {B}}([0,+\infty ]))}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mo stretchy="false">(</mo> <mi mathvariant="normal">&#x03A3;<!-- Σ --></mi> <mo>,</mo> <mrow class="MJX-TeXAtom-ORD"> <mrow class="MJX-TeXAtom-ORD"> <mi class="MJX-tex-caligraphic" mathvariant="script">B</mi> </mrow> </mrow> <mo stretchy="false">(</mo> <mo stretchy="false">[</mo> <mn>0</mn> <mo>,</mo> <mo>+</mo> <mi mathvariant="normal">&#x221E;<!-- ∞ --></mi> <mo stretchy="false">]</mo> <mo stretchy="false">)</mo> <mo stretchy="false">)</mo> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle (\Sigma ,{\cal {B}}([0,+\infty ]))}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/ace7d9b472a9a1cc4185761a09a0be2d649f3ed7" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:15.496ex; height:2.843ex;" alt="{\displaystyle (\Sigma ,{\cal {B}}([0,+\infty ]))}"></span>-measurable, then <span class="mwe-math-element"><span class="mwe-math-mathml-display mwe-math-mathml-a11y" style="display: none;"><math display="block" xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \mu \{x\in X:f(x)\geq t\}=\mu \{x\in X:f(x)&gt;t\}}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>&#x03BC;<!-- μ --></mi> <mo fence="false" stretchy="false">{</mo> <mi>x</mi> <mo>&#x2208;<!-- ∈ --></mo> <mi>X</mi> <mo>:</mo> <mi>f</mi> <mo stretchy="false">(</mo> <mi>x</mi> <mo stretchy="false">)</mo> <mo>&#x2265;<!-- ≥ --></mo> <mi>t</mi> <mo fence="false" stretchy="false">}</mo> <mo>=</mo> <mi>&#x03BC;<!-- μ --></mi> <mo fence="false" stretchy="false">{</mo> <mi>x</mi> <mo>&#x2208;<!-- ∈ --></mo> <mi>X</mi> <mo>:</mo> <mi>f</mi> <mo stretchy="false">(</mo> <mi>x</mi> <mo stretchy="false">)</mo> <mo>&gt;</mo> <mi>t</mi> <mo fence="false" stretchy="false">}</mo> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle \mu \{x\in X:f(x)\geq t\}=\mu \{x\in X:f(x)&gt;t\}}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/9eafdec5f41d6cf89ef112605dd6cedd827f0e53" class="mwe-math-fallback-image-display mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:43.438ex; height:2.843ex;" alt="{\displaystyle \mu \{x\in X:f(x)\geq t\}=\mu \{x\in X:f(x)&gt;t\}}"></span> for <a href="/wiki/Almost_everywhere" title="Almost everywhere">almost all</a> <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle t\in [-\infty ,\infty ].}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>t</mi> <mo>&#x2208;<!-- ∈ --></mo> <mo stretchy="false">[</mo> <mo>&#x2212;<!-- − --></mo> <mi mathvariant="normal">&#x221E;<!-- ∞ --></mi> <mo>,</mo> <mi mathvariant="normal">&#x221E;<!-- ∞ --></mi> <mo stretchy="false">]</mo> <mo>.</mo> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle t\in [-\infty ,\infty ].}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/8926df4f27a0aa6053e41adad048b5dd85af4d85" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:13.11ex; height:2.843ex;" alt="{\displaystyle t\in [-\infty ,\infty ].}"></span><sup id="cite_ref-4" class="reference"><a href="#cite_note-4"><span class="cite-bracket">&#91;</span>4<span class="cite-bracket">&#93;</span></a></sup> This property is used in connection with <a href="/wiki/Lebesgue_integral" title="Lebesgue integral">Lebesgue integral</a>. </p> <style data-mw-deduplicate="TemplateStyles:r1174254338">.mw-parser-output .math_proof{border:thin solid #aaa;margin:1em 2em;padding:0.5em 1em 0.4em}@media(max-width:500px){.mw-parser-output .math_proof{margin:1em 0;padding:0.5em 0.5em 0.4em}}</style><div class="math_proof" style=""><strong>Proof</strong> <p>Both <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle F(t):=\mu \{x\in X:f(x)&gt;t\}}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>F</mi> <mo stretchy="false">(</mo> <mi>t</mi> <mo stretchy="false">)</mo> <mo>:=</mo> <mi>&#x03BC;<!-- μ --></mi> <mo fence="false" stretchy="false">{</mo> <mi>x</mi> <mo>&#x2208;<!-- ∈ --></mo> <mi>X</mi> <mo>:</mo> <mi>f</mi> <mo stretchy="false">(</mo> <mi>x</mi> <mo stretchy="false">)</mo> <mo>&gt;</mo> <mi>t</mi> <mo fence="false" stretchy="false">}</mo> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle F(t):=\mu \{x\in X:f(x)&gt;t\}}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/6d844d2615f3b5d7521170f9439d77face294319" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:28.305ex; height:2.843ex;" alt="{\displaystyle F(t):=\mu \{x\in X:f(x)&gt;t\}}"></span> and <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle G(t):=\mu \{x\in X:f(x)\geq t\}}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>G</mi> <mo stretchy="false">(</mo> <mi>t</mi> <mo stretchy="false">)</mo> <mo>:=</mo> <mi>&#x03BC;<!-- μ --></mi> <mo fence="false" stretchy="false">{</mo> <mi>x</mi> <mo>&#x2208;<!-- ∈ --></mo> <mi>X</mi> <mo>:</mo> <mi>f</mi> <mo stretchy="false">(</mo> <mi>x</mi> <mo stretchy="false">)</mo> <mo>&#x2265;<!-- ≥ --></mo> <mi>t</mi> <mo fence="false" stretchy="false">}</mo> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle G(t):=\mu \{x\in X:f(x)\geq t\}}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/3775e3ae3c4f1c276c452b39386504876340039a" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:28.391ex; height:2.843ex;" alt="{\displaystyle G(t):=\mu \{x\in X:f(x)\geq t\}}"></span> are monotonically non-increasing functions of <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle t,}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>t</mi> <mo>,</mo> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle t,}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/4ea3ad87830a1055c7b85c04cf940cfd3b847ae6" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.671ex; width:1.486ex; height:2.343ex;" alt="{\displaystyle t,}"></span> so both of them have <a href="/wiki/Discontinuities_of_monotone_functions" title="Discontinuities of monotone functions">at most countably many discontinuities</a> and thus they are continuous almost everywhere, relative to the Lebesgue measure. If <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle t&lt;0}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>t</mi> <mo>&lt;</mo> <mn>0</mn> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle t&lt;0}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/9c8875f14d87cb6daa44307512a91eceb5f34d87" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.338ex; width:5.101ex; height:2.176ex;" alt="{\displaystyle t&lt;0}"></span> then <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \{x\in X:f(x)\geq t\}=X=\{x\in X:f(x)&gt;t\},}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mo fence="false" stretchy="false">{</mo> <mi>x</mi> <mo>&#x2208;<!-- ∈ --></mo> <mi>X</mi> <mo>:</mo> <mi>f</mi> <mo stretchy="false">(</mo> <mi>x</mi> <mo stretchy="false">)</mo> <mo>&#x2265;<!-- ≥ --></mo> <mi>t</mi> <mo fence="false" stretchy="false">}</mo> <mo>=</mo> <mi>X</mi> <mo>=</mo> <mo fence="false" stretchy="false">{</mo> <mi>x</mi> <mo>&#x2208;<!-- ∈ --></mo> <mi>X</mi> <mo>:</mo> <mi>f</mi> <mo stretchy="false">(</mo> <mi>x</mi> <mo stretchy="false">)</mo> <mo>&gt;</mo> <mi>t</mi> <mo fence="false" stretchy="false">}</mo> <mo>,</mo> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle \{x\in X:f(x)\geq t\}=X=\{x\in X:f(x)&gt;t\},}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/e4ae4187323893e082effa0b7b809399bf753b2c" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:46.36ex; height:2.843ex;" alt="{\displaystyle \{x\in X:f(x)\geq t\}=X=\{x\in X:f(x)&gt;t\},}"></span> so that <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle F(t)=G(t),}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>F</mi> <mo stretchy="false">(</mo> <mi>t</mi> <mo stretchy="false">)</mo> <mo>=</mo> <mi>G</mi> <mo stretchy="false">(</mo> <mi>t</mi> <mo stretchy="false">)</mo> <mo>,</mo> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle F(t)=G(t),}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/fd2dadcbd11a1a02c7ee0ce085e3f463b17f1f8a" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:12.611ex; height:2.843ex;" alt="{\displaystyle F(t)=G(t),}"></span> as desired. </p><p>If <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle t}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>t</mi> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle t}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/65658b7b223af9e1acc877d848888ecdb4466560" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.338ex; width:0.84ex; height:2.009ex;" alt="{\displaystyle t}"></span> is such that <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \mu \{x\in X:f(x)&gt;t\}=+\infty }"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>&#x03BC;<!-- μ --></mi> <mo fence="false" stretchy="false">{</mo> <mi>x</mi> <mo>&#x2208;<!-- ∈ --></mo> <mi>X</mi> <mo>:</mo> <mi>f</mi> <mo stretchy="false">(</mo> <mi>x</mi> <mo stretchy="false">)</mo> <mo>&gt;</mo> <mi>t</mi> <mo fence="false" stretchy="false">}</mo> <mo>=</mo> <mo>+</mo> <mi mathvariant="normal">&#x221E;<!-- ∞ --></mi> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle \mu \{x\in X:f(x)&gt;t\}=+\infty }</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/0ba47aa35fde6367278135d431a756ef710a8d7d" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:27.4ex; height:2.843ex;" alt="{\displaystyle \mu \{x\in X:f(x)&gt;t\}=+\infty }"></span> then <a href="#Monotonicity">monotonicity</a> implies <span class="mwe-math-element"><span class="mwe-math-mathml-display mwe-math-mathml-a11y" style="display: none;"><math display="block" xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \mu \{x\in X:f(x)\geq t\}=+\infty ,}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>&#x03BC;<!-- μ --></mi> <mo fence="false" stretchy="false">{</mo> <mi>x</mi> <mo>&#x2208;<!-- ∈ --></mo> <mi>X</mi> <mo>:</mo> <mi>f</mi> <mo stretchy="false">(</mo> <mi>x</mi> <mo stretchy="false">)</mo> <mo>&#x2265;<!-- ≥ --></mo> <mi>t</mi> <mo fence="false" stretchy="false">}</mo> <mo>=</mo> <mo>+</mo> <mi mathvariant="normal">&#x221E;<!-- ∞ --></mi> <mo>,</mo> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle \mu \{x\in X:f(x)\geq t\}=+\infty ,}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/107c031f131f52f934a18b3dace21d41f8fbf40c" class="mwe-math-fallback-image-display mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:28.047ex; height:2.843ex;" alt="{\displaystyle \mu \{x\in X:f(x)\geq t\}=+\infty ,}"></span> so that <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle F(t)=G(t),}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>F</mi> <mo stretchy="false">(</mo> <mi>t</mi> <mo stretchy="false">)</mo> <mo>=</mo> <mi>G</mi> <mo stretchy="false">(</mo> <mi>t</mi> <mo stretchy="false">)</mo> <mo>,</mo> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle F(t)=G(t),}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/fd2dadcbd11a1a02c7ee0ce085e3f463b17f1f8a" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:12.611ex; height:2.843ex;" alt="{\displaystyle F(t)=G(t),}"></span> as required. If <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \mu \{x\in X:f(x)&gt;t\}=+\infty }"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>&#x03BC;<!-- μ --></mi> <mo fence="false" stretchy="false">{</mo> <mi>x</mi> <mo>&#x2208;<!-- ∈ --></mo> <mi>X</mi> <mo>:</mo> <mi>f</mi> <mo stretchy="false">(</mo> <mi>x</mi> <mo stretchy="false">)</mo> <mo>&gt;</mo> <mi>t</mi> <mo fence="false" stretchy="false">}</mo> <mo>=</mo> <mo>+</mo> <mi mathvariant="normal">&#x221E;<!-- ∞ --></mi> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle \mu \{x\in X:f(x)&gt;t\}=+\infty }</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/0ba47aa35fde6367278135d431a756ef710a8d7d" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:27.4ex; height:2.843ex;" alt="{\displaystyle \mu \{x\in X:f(x)&gt;t\}=+\infty }"></span> for all <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle t}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>t</mi> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle t}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/65658b7b223af9e1acc877d848888ecdb4466560" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.338ex; width:0.84ex; height:2.009ex;" alt="{\displaystyle t}"></span> then we are done, so assume otherwise. Then there is a unique <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle t_{0}\in \{-\infty \}\cup [0,+\infty )}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <msub> <mi>t</mi> <mrow class="MJX-TeXAtom-ORD"> <mn>0</mn> </mrow> </msub> <mo>&#x2208;<!-- ∈ --></mo> <mo fence="false" stretchy="false">{</mo> <mo>&#x2212;<!-- − --></mo> <mi mathvariant="normal">&#x221E;<!-- ∞ --></mi> <mo fence="false" stretchy="false">}</mo> <mo>&#x222A;<!-- ∪ --></mo> <mo stretchy="false">[</mo> <mn>0</mn> <mo>,</mo> <mo>+</mo> <mi mathvariant="normal">&#x221E;<!-- ∞ --></mi> <mo stretchy="false">)</mo> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle t_{0}\in \{-\infty \}\cup [0,+\infty )}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/439cbe73d7641c5285787a9647838aad2a04265d" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:21.654ex; height:2.843ex;" alt="{\displaystyle t_{0}\in \{-\infty \}\cup [0,+\infty )}"></span> such that <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle F}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>F</mi> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle F}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/545fd099af8541605f7ee55f08225526be88ce57" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.338ex; width:1.741ex; height:2.176ex;" alt="{\displaystyle F}"></span> is infinite to the left of <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle t}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>t</mi> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle t}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/65658b7b223af9e1acc877d848888ecdb4466560" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.338ex; width:0.84ex; height:2.009ex;" alt="{\displaystyle t}"></span> (which can only happen when <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle t_{0}\geq 0}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <msub> <mi>t</mi> <mrow class="MJX-TeXAtom-ORD"> <mn>0</mn> </mrow> </msub> <mo>&#x2265;<!-- ≥ --></mo> <mn>0</mn> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle t_{0}\geq 0}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/ea453746be7a844522903d5532d5ff90e0b2df9c" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.671ex; width:6.155ex; height:2.509ex;" alt="{\displaystyle t_{0}\geq 0}"></span>) and finite to the right. Arguing as above, <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \mu \{x\in X:f(x)\geq t\}=+\infty }"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>&#x03BC;<!-- μ --></mi> <mo fence="false" stretchy="false">{</mo> <mi>x</mi> <mo>&#x2208;<!-- ∈ --></mo> <mi>X</mi> <mo>:</mo> <mi>f</mi> <mo stretchy="false">(</mo> <mi>x</mi> <mo stretchy="false">)</mo> <mo>&#x2265;<!-- ≥ --></mo> <mi>t</mi> <mo fence="false" stretchy="false">}</mo> <mo>=</mo> <mo>+</mo> <mi mathvariant="normal">&#x221E;<!-- ∞ --></mi> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle \mu \{x\in X:f(x)\geq t\}=+\infty }</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/08d6017e47af75819205ead92d16425b6f7d2b94" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:27.4ex; height:2.843ex;" alt="{\displaystyle \mu \{x\in X:f(x)\geq t\}=+\infty }"></span> when <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle t&lt;t_{0}.}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>t</mi> <mo>&lt;</mo> <msub> <mi>t</mi> <mrow class="MJX-TeXAtom-ORD"> <mn>0</mn> </mrow> </msub> <mo>.</mo> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle t&lt;t_{0}.}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/fbeb668b98fb2c29daa9c49b433b6650129be5b7" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.671ex; width:6.479ex; height:2.343ex;" alt="{\displaystyle t&lt;t_{0}.}"></span> Similarly, if <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle t_{0}\geq 0}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <msub> <mi>t</mi> <mrow class="MJX-TeXAtom-ORD"> <mn>0</mn> </mrow> </msub> <mo>&#x2265;<!-- ≥ --></mo> <mn>0</mn> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle t_{0}\geq 0}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/ea453746be7a844522903d5532d5ff90e0b2df9c" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.671ex; width:6.155ex; height:2.509ex;" alt="{\displaystyle t_{0}\geq 0}"></span> and <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle F\left(t_{0}\right)=+\infty }"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>F</mi> <mrow> <mo>(</mo> <msub> <mi>t</mi> <mrow class="MJX-TeXAtom-ORD"> <mn>0</mn> </mrow> </msub> <mo>)</mo> </mrow> <mo>=</mo> <mo>+</mo> <mi mathvariant="normal">&#x221E;<!-- ∞ --></mi> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle F\left(t_{0}\right)=+\infty }</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/d8f2b6967230013b9a824312e4236e2c5c39eb5b" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:13.061ex; height:2.843ex;" alt="{\displaystyle F\left(t_{0}\right)=+\infty }"></span> then <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle F\left(t_{0}\right)=G\left(t_{0}\right).}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>F</mi> <mrow> <mo>(</mo> <msub> <mi>t</mi> <mrow class="MJX-TeXAtom-ORD"> <mn>0</mn> </mrow> </msub> <mo>)</mo> </mrow> <mo>=</mo> <mi>G</mi> <mrow> <mo>(</mo> <msub> <mi>t</mi> <mrow class="MJX-TeXAtom-ORD"> <mn>0</mn> </mrow> </msub> <mo>)</mo> </mrow> <mo>.</mo> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle F\left(t_{0}\right)=G\left(t_{0}\right).}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/a4a966bb04969bb4553bd2a68c26c172359d1dd1" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:15.88ex; height:2.843ex;" alt="{\displaystyle F\left(t_{0}\right)=G\left(t_{0}\right).}"></span> </p><p>For <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle t&gt;t_{0},}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>t</mi> <mo>&gt;</mo> <msub> <mi>t</mi> <mrow class="MJX-TeXAtom-ORD"> <mn>0</mn> </mrow> </msub> <mo>,</mo> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle t&gt;t_{0},}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/cc6292a466a15c81d962b16c3c5545fa736f47b1" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.671ex; width:6.479ex; height:2.343ex;" alt="{\displaystyle t&gt;t_{0},}"></span> let <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle t_{n}}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <msub> <mi>t</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>n</mi> </mrow> </msub> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle t_{n}}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/271566db7e8ca8616a4dc3efb6c5982a2d987ee3" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.671ex; width:2.058ex; height:2.343ex;" alt="{\displaystyle t_{n}}"></span> be a monotonically non-decreasing sequence converging to <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle t.}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>t</mi> <mo>.</mo> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle t.}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/d3e6cc375ac6123d2342be53eba87b92fbbacf07" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.338ex; width:1.486ex; height:2.009ex;" alt="{\displaystyle t.}"></span> The monotonically non-increasing sequences <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \{x\in X:f(x)&gt;t_{n}\}}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mo fence="false" stretchy="false">{</mo> <mi>x</mi> <mo>&#x2208;<!-- ∈ --></mo> <mi>X</mi> <mo>:</mo> <mi>f</mi> <mo stretchy="false">(</mo> <mi>x</mi> <mo stretchy="false">)</mo> <mo>&gt;</mo> <msub> <mi>t</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>n</mi> </mrow> </msub> <mo fence="false" stretchy="false">}</mo> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle \{x\in X:f(x)&gt;t_{n}\}}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/6cdb1785c2d488beeb317bbeebace928600fe03c" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:19.987ex; height:2.843ex;" alt="{\displaystyle \{x\in X:f(x)&gt;t_{n}\}}"></span> of members of <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \Sigma }"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi mathvariant="normal">&#x03A3;<!-- Σ --></mi> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle \Sigma }</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/9e1f558f53cda207614abdf90162266c70bc5c1e" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.338ex; width:1.678ex; height:2.176ex;" alt="{\displaystyle \Sigma }"></span> has at least one finitely <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \mu }"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>&#x03BC;<!-- μ --></mi> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle \mu }</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/9fd47b2a39f7a7856952afec1f1db72c67af6161" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:1.402ex; height:2.176ex;" alt="{\displaystyle \mu }"></span>-measurable component, and <span class="mwe-math-element"><span class="mwe-math-mathml-display mwe-math-mathml-a11y" style="display: none;"><math display="block" xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \{x\in X:f(x)\geq t\}=\bigcap _{n}\{x\in X:f(x)&gt;t_{n}\}.}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mo fence="false" stretchy="false">{</mo> <mi>x</mi> <mo>&#x2208;<!-- ∈ --></mo> <mi>X</mi> <mo>:</mo> <mi>f</mi> <mo stretchy="false">(</mo> <mi>x</mi> <mo stretchy="false">)</mo> <mo>&#x2265;<!-- ≥ --></mo> <mi>t</mi> <mo fence="false" stretchy="false">}</mo> <mo>=</mo> <munder> <mo>&#x22C2;<!-- ⋂ --></mo> <mrow class="MJX-TeXAtom-ORD"> <mi>n</mi> </mrow> </munder> <mo fence="false" stretchy="false">{</mo> <mi>x</mi> <mo>&#x2208;<!-- ∈ --></mo> <mi>X</mi> <mo>:</mo> <mi>f</mi> <mo stretchy="false">(</mo> <mi>x</mi> <mo stretchy="false">)</mo> <mo>&gt;</mo> <msub> <mi>t</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>n</mi> </mrow> </msub> <mo fence="false" stretchy="false">}</mo> <mo>.</mo> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle \{x\in X:f(x)\geq t\}=\bigcap _{n}\{x\in X:f(x)&gt;t_{n}\}.}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/2019c94e7cbdc422a57b41d5b3b9321d8632d999" class="mwe-math-fallback-image-display mw-invert skin-invert" aria-hidden="true" style="vertical-align: -3.005ex; width:45.081ex; height:5.509ex;" alt="{\displaystyle \{x\in X:f(x)\geq t\}=\bigcap _{n}\{x\in X:f(x)&gt;t_{n}\}.}"></span> Continuity from above guarantees that <span class="mwe-math-element"><span class="mwe-math-mathml-display mwe-math-mathml-a11y" style="display: none;"><math display="block" xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \mu \{x\in X:f(x)\geq t\}=\lim _{t_{n}\uparrow t}\mu \{x\in X:f(x)&gt;t_{n}\}.}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>&#x03BC;<!-- μ --></mi> <mo fence="false" stretchy="false">{</mo> <mi>x</mi> <mo>&#x2208;<!-- ∈ --></mo> <mi>X</mi> <mo>:</mo> <mi>f</mi> <mo stretchy="false">(</mo> <mi>x</mi> <mo stretchy="false">)</mo> <mo>&#x2265;<!-- ≥ --></mo> <mi>t</mi> <mo fence="false" stretchy="false">}</mo> <mo>=</mo> <munder> <mo movablelimits="true" form="prefix">lim</mo> <mrow class="MJX-TeXAtom-ORD"> <msub> <mi>t</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>n</mi> </mrow> </msub> <mo stretchy="false">&#x2191;<!-- ↑ --></mo> <mi>t</mi> </mrow> </munder> <mi>&#x03BC;<!-- μ --></mi> <mo fence="false" stretchy="false">{</mo> <mi>x</mi> <mo>&#x2208;<!-- ∈ --></mo> <mi>X</mi> <mo>:</mo> <mi>f</mi> <mo stretchy="false">(</mo> <mi>x</mi> <mo stretchy="false">)</mo> <mo>&gt;</mo> <msub> <mi>t</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>n</mi> </mrow> </msub> <mo fence="false" stretchy="false">}</mo> <mo>.</mo> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle \mu \{x\in X:f(x)\geq t\}=\lim _{t_{n}\uparrow t}\mu \{x\in X:f(x)&gt;t_{n}\}.}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/315aacc1120f320f550e90c27ce80700cf4b79d8" class="mwe-math-fallback-image-display mw-invert skin-invert" aria-hidden="true" style="vertical-align: -2.338ex; width:48.92ex; height:4.343ex;" alt="{\displaystyle \mu \{x\in X:f(x)\geq t\}=\lim _{t_{n}\uparrow t}\mu \{x\in X:f(x)&gt;t_{n}\}.}"></span> The right-hand side <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \lim _{t_{n}\uparrow t}F\left(t_{n}\right)}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <munder> <mo movablelimits="true" form="prefix">lim</mo> <mrow class="MJX-TeXAtom-ORD"> <msub> <mi>t</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>n</mi> </mrow> </msub> <mo stretchy="false">&#x2191;<!-- ↑ --></mo> <mi>t</mi> </mrow> </munder> <mi>F</mi> <mrow> <mo>(</mo> <msub> <mi>t</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>n</mi> </mrow> </msub> <mo>)</mo> </mrow> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle \lim _{t_{n}\uparrow t}F\left(t_{n}\right)}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/09299765be82f3d0548ad4b1e5f59bf9da6f48ca" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -2.338ex; width:9.612ex; height:4.343ex;" alt="{\displaystyle \lim _{t_{n}\uparrow t}F\left(t_{n}\right)}"></span> then equals <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle F(t)=\mu \{x\in X:f(x)&gt;t\}}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>F</mi> <mo stretchy="false">(</mo> <mi>t</mi> <mo stretchy="false">)</mo> <mo>=</mo> <mi>&#x03BC;<!-- μ --></mi> <mo fence="false" stretchy="false">{</mo> <mi>x</mi> <mo>&#x2208;<!-- ∈ --></mo> <mi>X</mi> <mo>:</mo> <mi>f</mi> <mo stretchy="false">(</mo> <mi>x</mi> <mo stretchy="false">)</mo> <mo>&gt;</mo> <mi>t</mi> <mo fence="false" stretchy="false">}</mo> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle F(t)=\mu \{x\in X:f(x)&gt;t\}}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/5b6fe148fbc6845ab4bc1a777f6cf6837cf88889" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:27.658ex; height:2.843ex;" alt="{\displaystyle F(t)=\mu \{x\in X:f(x)&gt;t\}}"></span> if <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle t}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>t</mi> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle t}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/65658b7b223af9e1acc877d848888ecdb4466560" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.338ex; width:0.84ex; height:2.009ex;" alt="{\displaystyle t}"></span> is a point of continuity of <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle F.}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>F</mi> <mo>.</mo> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle F.}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/a6b34655c2ef19b56c81af0e6d1f2f6df0d3ed33" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.338ex; width:2.388ex; height:2.176ex;" alt="{\displaystyle F.}"></span> Since <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle F}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>F</mi> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle F}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/545fd099af8541605f7ee55f08225526be88ce57" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.338ex; width:1.741ex; height:2.176ex;" alt="{\displaystyle F}"></span> is continuous almost everywhere, this completes the proof. </p> </div> <div class="mw-heading mw-heading3"><h3 id="Additivity">Additivity</h3><span class="mw-editsection"><span class="mw-editsection-bracket">[</span><a href="/w/index.php?title=Measure_(mathematics)&amp;action=edit&amp;section=12" title="Edit section: Additivity"><span>edit</span></a><span class="mw-editsection-bracket">]</span></span></div> <p>Measures are required to be countably additive. However, the condition can be strengthened as follows. For any set <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle I}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>I</mi> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle I}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/535ea7fc4134a31cbe2251d9d3511374bc41be9f" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.338ex; width:1.172ex; height:2.176ex;" alt="{\displaystyle I}"></span> and any set of nonnegative <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle r_{i},i\in I}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <msub> <mi>r</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>i</mi> </mrow> </msub> <mo>,</mo> <mi>i</mi> <mo>&#x2208;<!-- ∈ --></mo> <mi>I</mi> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle r_{i},i\in I}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/ec0cf5cc344a2473d553240e5da7c281d4863707" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.671ex; width:7.697ex; height:2.509ex;" alt="{\displaystyle r_{i},i\in I}"></span> define: <span class="mwe-math-element"><span class="mwe-math-mathml-display mwe-math-mathml-a11y" style="display: none;"><math display="block" xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \sum _{i\in I}r_{i}=\sup \left\lbrace \sum _{i\in J}r_{i}:|J|&lt;\infty ,J\subseteq I\right\rbrace .}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <munder> <mo>&#x2211;<!-- ∑ --></mo> <mrow class="MJX-TeXAtom-ORD"> <mi>i</mi> <mo>&#x2208;<!-- ∈ --></mo> <mi>I</mi> </mrow> </munder> <msub> <mi>r</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>i</mi> </mrow> </msub> <mo>=</mo> <mo movablelimits="true" form="prefix">sup</mo> <mrow> <mo>{</mo> <mrow> <munder> <mo>&#x2211;<!-- ∑ --></mo> <mrow class="MJX-TeXAtom-ORD"> <mi>i</mi> <mo>&#x2208;<!-- ∈ --></mo> <mi>J</mi> </mrow> </munder> <msub> <mi>r</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>i</mi> </mrow> </msub> <mo>:</mo> <mrow class="MJX-TeXAtom-ORD"> <mo stretchy="false">|</mo> </mrow> <mi>J</mi> <mrow class="MJX-TeXAtom-ORD"> <mo stretchy="false">|</mo> </mrow> <mo>&lt;</mo> <mi mathvariant="normal">&#x221E;<!-- ∞ --></mi> <mo>,</mo> <mi>J</mi> <mo>&#x2286;<!-- ⊆ --></mo> <mi>I</mi> </mrow> <mo>}</mo> </mrow> <mo>.</mo> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle \sum _{i\in I}r_{i}=\sup \left\lbrace \sum _{i\in J}r_{i}:|J|&lt;\infty ,J\subseteq I\right\rbrace .}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/5da98a56906ae566a6128a92e7f14fcd50aebac0" class="mwe-math-fallback-image-display mw-invert skin-invert" aria-hidden="true" style="vertical-align: -3.171ex; width:39.848ex; height:7.509ex;" alt="{\displaystyle \sum _{i\in I}r_{i}=\sup \left\lbrace \sum _{i\in J}r_{i}:|J|&lt;\infty ,J\subseteq I\right\rbrace .}"></span> That is, we define the sum of the <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle r_{i}}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <msub> <mi>r</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>i</mi> </mrow> </msub> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle r_{i}}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/a0b6d651eaf432dbf1f106021c8bb499ae83fd1f" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.671ex; width:1.848ex; height:2.009ex;" alt="{\displaystyle r_{i}}"></span> to be the supremum of all the sums of finitely many of them. </p><p>A measure <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \mu }"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>&#x03BC;<!-- μ --></mi> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle \mu }</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/9fd47b2a39f7a7856952afec1f1db72c67af6161" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:1.402ex; height:2.176ex;" alt="{\displaystyle \mu }"></span> on <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \Sigma }"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi mathvariant="normal">&#x03A3;<!-- Σ --></mi> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle \Sigma }</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/9e1f558f53cda207614abdf90162266c70bc5c1e" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.338ex; width:1.678ex; height:2.176ex;" alt="{\displaystyle \Sigma }"></span> is <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \kappa }"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>&#x03BA;<!-- κ --></mi> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle \kappa }</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/54ddec2e922c5caea4e47d04feef86e782dc8e6d" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.338ex; width:1.339ex; height:1.676ex;" alt="{\displaystyle \kappa }"></span>-additive if for any <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \lambda &lt;\kappa }"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>&#x03BB;<!-- λ --></mi> <mo>&lt;</mo> <mi>&#x03BA;<!-- κ --></mi> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle \lambda &lt;\kappa }</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/d21712e7c0858ea2fca453ed12fb40ab872a871f" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.338ex; width:5.793ex; height:2.176ex;" alt="{\displaystyle \lambda &lt;\kappa }"></span> and any family of disjoint sets <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle X_{\alpha },\alpha &lt;\lambda }"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <msub> <mi>X</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>&#x03B1;<!-- α --></mi> </mrow> </msub> <mo>,</mo> <mi>&#x03B1;<!-- α --></mi> <mo>&lt;</mo> <mi>&#x03BB;<!-- λ --></mi> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle X_{\alpha },\alpha &lt;\lambda }</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/437a33b5b9e0c8347af2c22dd6d87531ab63346f" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.671ex; width:10.184ex; height:2.509ex;" alt="{\displaystyle X_{\alpha },\alpha &lt;\lambda }"></span> the following hold: <span class="mwe-math-element"><span class="mwe-math-mathml-display mwe-math-mathml-a11y" style="display: none;"><math display="block" xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \bigcup _{\alpha \in \lambda }X_{\alpha }\in \Sigma }"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <munder> <mo>&#x22C3;<!-- ⋃ --></mo> <mrow class="MJX-TeXAtom-ORD"> <mi>&#x03B1;<!-- α --></mi> <mo>&#x2208;<!-- ∈ --></mo> <mi>&#x03BB;<!-- λ --></mi> </mrow> </munder> <msub> <mi>X</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>&#x03B1;<!-- α --></mi> </mrow> </msub> <mo>&#x2208;<!-- ∈ --></mo> <mi mathvariant="normal">&#x03A3;<!-- Σ --></mi> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle \bigcup _{\alpha \in \lambda }X_{\alpha }\in \Sigma }</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/e0aac9f06c093eb7d6342cb18d76208bfffbfcbc" class="mwe-math-fallback-image-display mw-invert skin-invert" aria-hidden="true" style="vertical-align: -3.171ex; width:11.221ex; height:5.676ex;" alt="{\displaystyle \bigcup _{\alpha \in \lambda }X_{\alpha }\in \Sigma }"></span> <span class="mwe-math-element"><span class="mwe-math-mathml-display mwe-math-mathml-a11y" style="display: none;"><math display="block" xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \mu \left(\bigcup _{\alpha \in \lambda }X_{\alpha }\right)=\sum _{\alpha \in \lambda }\mu \left(X_{\alpha }\right).}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>&#x03BC;<!-- μ --></mi> <mrow> <mo>(</mo> <mrow> <munder> <mo>&#x22C3;<!-- ⋃ --></mo> <mrow class="MJX-TeXAtom-ORD"> <mi>&#x03B1;<!-- α --></mi> <mo>&#x2208;<!-- ∈ --></mo> <mi>&#x03BB;<!-- λ --></mi> </mrow> </munder> <msub> <mi>X</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>&#x03B1;<!-- α --></mi> </mrow> </msub> </mrow> <mo>)</mo> </mrow> <mo>=</mo> <munder> <mo>&#x2211;<!-- ∑ --></mo> <mrow class="MJX-TeXAtom-ORD"> <mi>&#x03B1;<!-- α --></mi> <mo>&#x2208;<!-- ∈ --></mo> <mi>&#x03BB;<!-- λ --></mi> </mrow> </munder> <mi>&#x03BC;<!-- μ --></mi> <mrow> <mo>(</mo> <msub> <mi>X</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>&#x03B1;<!-- α --></mi> </mrow> </msub> <mo>)</mo> </mrow> <mo>.</mo> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle \mu \left(\bigcup _{\alpha \in \lambda }X_{\alpha }\right)=\sum _{\alpha \in \lambda }\mu \left(X_{\alpha }\right).}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/3abdfe4c1b1ca613eee010fb59b6d28545a46ed0" class="mwe-math-fallback-image-display mw-invert skin-invert" aria-hidden="true" style="vertical-align: -3.171ex; width:26.853ex; height:7.509ex;" alt="{\displaystyle \mu \left(\bigcup _{\alpha \in \lambda }X_{\alpha }\right)=\sum _{\alpha \in \lambda }\mu \left(X_{\alpha }\right).}"></span> The second condition is equivalent to the statement that the <a href="/wiki/Ideal_(set_theory)" title="Ideal (set theory)">ideal</a> of null sets is <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \kappa }"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>&#x03BA;<!-- κ --></mi> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle \kappa }</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/54ddec2e922c5caea4e47d04feef86e782dc8e6d" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.338ex; width:1.339ex; height:1.676ex;" alt="{\displaystyle \kappa }"></span>-complete. </p> <div class="mw-heading mw-heading3"><h3 id="Sigma-finite_measures">Sigma-finite measures</h3><span class="mw-editsection"><span class="mw-editsection-bracket">[</span><a href="/w/index.php?title=Measure_(mathematics)&amp;action=edit&amp;section=13" title="Edit section: Sigma-finite measures"><span>edit</span></a><span class="mw-editsection-bracket">]</span></span></div> <link rel="mw-deduplicated-inline-style" href="mw-data:TemplateStyles:r1236090951"><div role="note" class="hatnote navigation-not-searchable">Main article: <a href="/wiki/Sigma-finite_measure" class="mw-redirect" title="Sigma-finite measure">Sigma-finite measure</a></div> <p>A measure space <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle (X,\Sigma ,\mu )}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mo stretchy="false">(</mo> <mi>X</mi> <mo>,</mo> <mi mathvariant="normal">&#x03A3;<!-- Σ --></mi> <mo>,</mo> <mi>&#x03BC;<!-- μ --></mi> <mo stretchy="false">)</mo> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle (X,\Sigma ,\mu )}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/947072b0aebec32885a49c51e2b0eeae8aa12330" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:8.937ex; height:2.843ex;" alt="{\displaystyle (X,\Sigma ,\mu )}"></span> is called finite if <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \mu (X)}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>&#x03BC;<!-- μ --></mi> <mo stretchy="false">(</mo> <mi>X</mi> <mo stretchy="false">)</mo> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle \mu (X)}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/7bb503591deb414b6cfd5a03d286dd6a42e550ae" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:5.191ex; height:2.843ex;" alt="{\displaystyle \mu (X)}"></span> is a finite real number (rather than <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \infty }"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi mathvariant="normal">&#x221E;<!-- ∞ --></mi> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle \infty }</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/c26c105004f30c27aa7c2a9c601550a4183b1f21" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.338ex; width:2.324ex; height:1.676ex;" alt="{\displaystyle \infty }"></span>). Nonzero finite measures are analogous to <a href="/wiki/Probability_measure" title="Probability measure">probability measures</a> in the sense that any finite measure <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \mu }"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>&#x03BC;<!-- μ --></mi> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle \mu }</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/9fd47b2a39f7a7856952afec1f1db72c67af6161" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:1.402ex; height:2.176ex;" alt="{\displaystyle \mu }"></span> is proportional to the probability measure <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle {\frac {1}{\mu (X)}}\mu .}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mrow class="MJX-TeXAtom-ORD"> <mfrac> <mn>1</mn> <mrow> <mi>&#x03BC;<!-- μ --></mi> <mo stretchy="false">(</mo> <mi>X</mi> <mo stretchy="false">)</mo> </mrow> </mfrac> </mrow> <mi>&#x03BC;<!-- μ --></mi> <mo>.</mo> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle {\frac {1}{\mu (X)}}\mu .}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/d410bde428adffd78dc139879900c065744abde3" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -2.671ex; width:8.076ex; height:6.009ex;" alt="{\displaystyle {\frac {1}{\mu (X)}}\mu .}"></span> A measure <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \mu }"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>&#x03BC;<!-- μ --></mi> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle \mu }</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/9fd47b2a39f7a7856952afec1f1db72c67af6161" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:1.402ex; height:2.176ex;" alt="{\displaystyle \mu }"></span> is called <i>σ-finite</i> if <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle X}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>X</mi> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle X}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/68baa052181f707c662844a465bfeeb135e82bab" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.338ex; width:1.98ex; height:2.176ex;" alt="{\displaystyle X}"></span> can be decomposed into a countable union of measurable sets of finite measure. Analogously, a set in a measure space is said to have a <i>σ-finite measure</i> if it is a countable union of sets with finite measure. </p><p>For example, the <a href="/wiki/Real_number" title="Real number">real numbers</a> with the standard <a href="/wiki/Lebesgue_measure" title="Lebesgue measure">Lebesgue measure</a> are σ-finite but not finite. Consider the <a href="/wiki/Closed_interval" class="mw-redirect" title="Closed interval">closed intervals</a> <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle [k,k+1]}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mo stretchy="false">[</mo> <mi>k</mi> <mo>,</mo> <mi>k</mi> <mo>+</mo> <mn>1</mn> <mo stretchy="false">]</mo> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle [k,k+1]}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/7e1af0d6f107bc5024098afad364e79c12bf0042" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:8.753ex; height:2.843ex;" alt="{\displaystyle [k,k+1]}"></span> for all <a href="/wiki/Integer" title="Integer">integers</a> <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle k;}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>k</mi> <mo>;</mo> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle k;}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/e404fabea1239bfbf929b0e865ef1cf774cc726a" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.671ex; width:1.858ex; height:2.509ex;" alt="{\displaystyle k;}"></span> there are countably many such intervals, each has measure 1, and their union is the entire real line. Alternatively, consider the <a href="/wiki/Real_number" title="Real number">real numbers</a> with the <a href="/wiki/Counting_measure" title="Counting measure">counting measure</a>, which assigns to each finite set of reals the number of points in the set. This measure space is not σ-finite, because every set with finite measure contains only finitely many points, and it would take uncountably many such sets to cover the entire real line. The σ-finite measure spaces have some very convenient properties; σ-finiteness can be compared in this respect to the <a href="/wiki/Lindel%C3%B6f_space" title="Lindelöf space">Lindelöf property</a> of topological spaces.<sup class="noprint Inline-Template" style="white-space:nowrap;">&#91;<i><a href="/wiki/Wikipedia:No_original_research" title="Wikipedia:No original research"><span title="The material near this tag possibly contains original research. (May 2022)">original research?</span></a></i>&#93;</sup> They can be also thought of as a vague generalization of the idea that a measure space may have 'uncountable measure'. </p> <div class="mw-heading mw-heading3"><h3 id="Strictly_localizable_measures">Strictly localizable measures</h3><span class="mw-editsection"><span class="mw-editsection-bracket">[</span><a href="/w/index.php?title=Measure_(mathematics)&amp;action=edit&amp;section=14" title="Edit section: Strictly localizable measures"><span>edit</span></a><span class="mw-editsection-bracket">]</span></span></div> <link rel="mw-deduplicated-inline-style" href="mw-data:TemplateStyles:r1236090951"><div role="note" class="hatnote navigation-not-searchable">Main article: <a href="/wiki/Decomposable_measure" title="Decomposable measure">Decomposable measure</a></div> <div class="mw-heading mw-heading3"><h3 id="Semifinite_measures">Semifinite measures</h3><span class="mw-editsection"><span class="mw-editsection-bracket">[</span><a href="/w/index.php?title=Measure_(mathematics)&amp;action=edit&amp;section=15" title="Edit section: Semifinite measures"><span>edit</span></a><span class="mw-editsection-bracket">]</span></span></div> <p>Let <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle X}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>X</mi> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle X}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/68baa052181f707c662844a465bfeeb135e82bab" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.338ex; width:1.98ex; height:2.176ex;" alt="{\displaystyle X}"></span> be a set, let <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle {\cal {A}}}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mrow class="MJX-TeXAtom-ORD"> <mrow class="MJX-TeXAtom-ORD"> <mi class="MJX-tex-caligraphic" mathvariant="script">A</mi> </mrow> </mrow> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle {\cal {A}}}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/1828cc083b0d7be214800469cf685e62b97ae92e" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.338ex; width:1.903ex; height:2.343ex;" alt="{\displaystyle {\cal {A}}}"></span> be a sigma-algebra on <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle X,}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>X</mi> <mo>,</mo> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle X,}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/09ba32eeb405f7f5f2bac1eb12987c47d2fd42df" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.671ex; width:2.627ex; height:2.509ex;" alt="{\displaystyle X,}"></span> and let <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \mu }"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>&#x03BC;<!-- μ --></mi> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle \mu }</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/9fd47b2a39f7a7856952afec1f1db72c67af6161" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:1.402ex; height:2.176ex;" alt="{\displaystyle \mu }"></span> be a measure on <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle {\cal {A}}.}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mrow class="MJX-TeXAtom-ORD"> <mrow class="MJX-TeXAtom-ORD"> <mi class="MJX-tex-caligraphic" mathvariant="script">A</mi> </mrow> </mrow> <mo>.</mo> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle {\cal {A}}.}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/52e7d0934a4f73b837248102850c848b8b774153" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.338ex; width:2.55ex; height:2.343ex;" alt="{\displaystyle {\cal {A}}.}"></span> We say <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \mu }"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>&#x03BC;<!-- μ --></mi> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle \mu }</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/9fd47b2a39f7a7856952afec1f1db72c67af6161" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:1.402ex; height:2.176ex;" alt="{\displaystyle \mu }"></span> is <b>semifinite</b> to mean that for all <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle A\in \mu ^{\text{pre}}\{+\infty \},}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>A</mi> <mo>&#x2208;<!-- ∈ --></mo> <msup> <mi>&#x03BC;<!-- μ --></mi> <mrow class="MJX-TeXAtom-ORD"> <mtext>pre</mtext> </mrow> </msup> <mo fence="false" stretchy="false">{</mo> <mo>+</mo> <mi mathvariant="normal">&#x221E;<!-- ∞ --></mi> <mo fence="false" stretchy="false">}</mo> <mo>,</mo> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle A\in \mu ^{\text{pre}}\{+\infty \},}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/7e5e67c41c4e2427717411a62ba795aff1d4ffad" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:15.61ex; height:2.843ex;" alt="{\displaystyle A\in \mu ^{\text{pre}}\{+\infty \},}"></span> <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle {\cal {P}}(A)\cap \mu ^{\text{pre}}(\mathbb {R} _{&gt;0})\neq \emptyset .}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mrow class="MJX-TeXAtom-ORD"> <mrow class="MJX-TeXAtom-ORD"> <mi class="MJX-tex-caligraphic" mathvariant="script">P</mi> </mrow> </mrow> <mo stretchy="false">(</mo> <mi>A</mi> <mo stretchy="false">)</mo> <mo>&#x2229;<!-- ∩ --></mo> <msup> <mi>&#x03BC;<!-- μ --></mi> <mrow class="MJX-TeXAtom-ORD"> <mtext>pre</mtext> </mrow> </msup> <mo stretchy="false">(</mo> <msub> <mrow class="MJX-TeXAtom-ORD"> <mi mathvariant="double-struck">R</mi> </mrow> <mrow class="MJX-TeXAtom-ORD"> <mo>&gt;</mo> <mn>0</mn> </mrow> </msub> <mo stretchy="false">)</mo> <mo>&#x2260;<!-- ≠ --></mo> <mi mathvariant="normal">&#x2205;<!-- ∅ --></mi> <mo>.</mo> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle {\cal {P}}(A)\cap \mu ^{\text{pre}}(\mathbb {R} _{&gt;0})\neq \emptyset .}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/8dd5df8b409872f48c5ff73f79455112e8b3fc4b" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:22.489ex; height:2.843ex;" alt="{\displaystyle {\cal {P}}(A)\cap \mu ^{\text{pre}}(\mathbb {R} _{&gt;0})\neq \emptyset .}"></span><sup id="cite_ref-FOOTNOTEMukherjeaPothoven198590_5-0" class="reference"><a href="#cite_note-FOOTNOTEMukherjeaPothoven198590-5"><span class="cite-bracket">&#91;</span>5<span class="cite-bracket">&#93;</span></a></sup> </p><p>Semifinite measures generalize sigma-finite measures, in such a way that some big theorems of measure theory that hold for sigma-finite but not arbitrary measures can be extended with little modification to hold for semifinite measures. (To-do: add examples of such theorems; cf. the talk page.) </p> <div class="mw-heading mw-heading4"><h4 id="Basic_examples">Basic examples</h4><span class="mw-editsection"><span class="mw-editsection-bracket">[</span><a href="/w/index.php?title=Measure_(mathematics)&amp;action=edit&amp;section=16" title="Edit section: Basic examples"><span>edit</span></a><span class="mw-editsection-bracket">]</span></span></div> <ul><li>Every sigma-finite measure is semifinite.</li> <li>Assume <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle {\cal {A}}={\cal {P}}(X),}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mrow class="MJX-TeXAtom-ORD"> <mrow class="MJX-TeXAtom-ORD"> <mi class="MJX-tex-caligraphic" mathvariant="script">A</mi> </mrow> </mrow> <mo>=</mo> <mrow class="MJX-TeXAtom-ORD"> <mrow class="MJX-TeXAtom-ORD"> <mi class="MJX-tex-caligraphic" mathvariant="script">P</mi> </mrow> </mrow> <mo stretchy="false">(</mo> <mi>X</mi> <mo stretchy="false">)</mo> <mo>,</mo> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle {\cal {A}}={\cal {P}}(X),}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/01060caf55b557711f36cfe0b7420bc85ee44486" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:11.142ex; height:2.843ex;" alt="{\displaystyle {\cal {A}}={\cal {P}}(X),}"></span> let <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle f:X\to [0,+\infty ],}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>f</mi> <mo>:</mo> <mi>X</mi> <mo stretchy="false">&#x2192;<!-- → --></mo> <mo stretchy="false">[</mo> <mn>0</mn> <mo>,</mo> <mo>+</mo> <mi mathvariant="normal">&#x221E;<!-- ∞ --></mi> <mo stretchy="false">]</mo> <mo>,</mo> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle f:X\to [0,+\infty ],}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/adddcafd3ba33a65329e65c136223ef83197abe5" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:17.079ex; height:2.843ex;" alt="{\displaystyle f:X\to [0,+\infty ],}"></span> and assume <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \mu (A)=\sum _{a\in A}f(a)}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>&#x03BC;<!-- μ --></mi> <mo stretchy="false">(</mo> <mi>A</mi> <mo stretchy="false">)</mo> <mo>=</mo> <munder> <mo>&#x2211;<!-- ∑ --></mo> <mrow class="MJX-TeXAtom-ORD"> <mi>a</mi> <mo>&#x2208;<!-- ∈ --></mo> <mi>A</mi> </mrow> </munder> <mi>f</mi> <mo stretchy="false">(</mo> <mi>a</mi> <mo stretchy="false">)</mo> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle \mu (A)=\sum _{a\in A}f(a)}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/23abd7785cc4abc97e3c750e74cab84a575e2e34" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -3.171ex; width:16.112ex; height:5.676ex;" alt="{\displaystyle \mu (A)=\sum _{a\in A}f(a)}"></span> for all <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle A\subseteq X.}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>A</mi> <mo>&#x2286;<!-- ⊆ --></mo> <mi>X</mi> <mo>.</mo> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle A\subseteq X.}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/fd93a155fefa48b8bbb8f8a28437567f97d289eb" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.505ex; width:7.468ex; height:2.343ex;" alt="{\displaystyle A\subseteq X.}"></span> <ul><li>We have that <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \mu }"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>&#x03BC;<!-- μ --></mi> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle \mu }</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/9fd47b2a39f7a7856952afec1f1db72c67af6161" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:1.402ex; height:2.176ex;" alt="{\displaystyle \mu }"></span> is sigma-finite if and only if <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle f(x)&lt;+\infty }"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>f</mi> <mo stretchy="false">(</mo> <mi>x</mi> <mo stretchy="false">)</mo> <mo>&lt;</mo> <mo>+</mo> <mi mathvariant="normal">&#x221E;<!-- ∞ --></mi> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle f(x)&lt;+\infty }</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/2cc3c2da5d62d705315792134f7d74b8a6b1a8ad" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:11.648ex; height:2.843ex;" alt="{\displaystyle f(x)&lt;+\infty }"></span> for all <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle x\in X}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>x</mi> <mo>&#x2208;<!-- ∈ --></mo> <mi>X</mi> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle x\in X}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/3e580967f68f36743e894aa7944f032dda6ea01d" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.338ex; width:6.15ex; height:2.176ex;" alt="{\displaystyle x\in X}"></span> and <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle f^{\text{pre}}(\mathbb {R} _{&gt;0})}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <msup> <mi>f</mi> <mrow class="MJX-TeXAtom-ORD"> <mtext>pre</mtext> </mrow> </msup> <mo stretchy="false">(</mo> <msub> <mrow class="MJX-TeXAtom-ORD"> <mi mathvariant="double-struck">R</mi> </mrow> <mrow class="MJX-TeXAtom-ORD"> <mo>&gt;</mo> <mn>0</mn> </mrow> </msub> <mo stretchy="false">)</mo> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle f^{\text{pre}}(\mathbb {R} _{&gt;0})}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/6ff9c5aa01ec49d5771e8d41bf5b01f610e6003d" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:9.661ex; height:2.843ex;" alt="{\displaystyle f^{\text{pre}}(\mathbb {R} _{&gt;0})}"></span> is countable. We have that <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \mu }"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>&#x03BC;<!-- μ --></mi> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle \mu }</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/9fd47b2a39f7a7856952afec1f1db72c67af6161" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:1.402ex; height:2.176ex;" alt="{\displaystyle \mu }"></span> is semifinite if and only if <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle f(x)&lt;+\infty }"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>f</mi> <mo stretchy="false">(</mo> <mi>x</mi> <mo stretchy="false">)</mo> <mo>&lt;</mo> <mo>+</mo> <mi mathvariant="normal">&#x221E;<!-- ∞ --></mi> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle f(x)&lt;+\infty }</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/2cc3c2da5d62d705315792134f7d74b8a6b1a8ad" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:11.648ex; height:2.843ex;" alt="{\displaystyle f(x)&lt;+\infty }"></span> for all <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle x\in X.}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>x</mi> <mo>&#x2208;<!-- ∈ --></mo> <mi>X</mi> <mo>.</mo> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle x\in X.}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/0deab6a01578b5b543b772df12dc0d2c593cc924" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.338ex; width:6.797ex; height:2.176ex;" alt="{\displaystyle x\in X.}"></span><sup id="cite_ref-FOOTNOTEFolland199925_6-0" class="reference"><a href="#cite_note-FOOTNOTEFolland199925-6"><span class="cite-bracket">&#91;</span>6<span class="cite-bracket">&#93;</span></a></sup></li> <li>Taking <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle f=X\times \{1\}}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>f</mi> <mo>=</mo> <mi>X</mi> <mo>&#x00D7;<!-- × --></mo> <mo fence="false" stretchy="false">{</mo> <mn>1</mn> <mo fence="false" stretchy="false">}</mo> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle f=X\times \{1\}}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/9986d64426b7595666c6532abe4125d20f534114" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:12.685ex; height:2.843ex;" alt="{\displaystyle f=X\times \{1\}}"></span> above (so that <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \mu }"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>&#x03BC;<!-- μ --></mi> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle \mu }</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/9fd47b2a39f7a7856952afec1f1db72c67af6161" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:1.402ex; height:2.176ex;" alt="{\displaystyle \mu }"></span> is counting measure on <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle {\cal {P}}(X)}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mrow class="MJX-TeXAtom-ORD"> <mrow class="MJX-TeXAtom-ORD"> <mi class="MJX-tex-caligraphic" mathvariant="script">P</mi> </mrow> </mrow> <mo stretchy="false">(</mo> <mi>X</mi> <mo stretchy="false">)</mo> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle {\cal {P}}(X)}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/ea27e8ff77b6fecf6c25e437546b98eee16a33b6" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:5.493ex; height:2.843ex;" alt="{\displaystyle {\cal {P}}(X)}"></span>), we see that counting measure on <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle {\cal {P}}(X)}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mrow class="MJX-TeXAtom-ORD"> <mrow class="MJX-TeXAtom-ORD"> <mi class="MJX-tex-caligraphic" mathvariant="script">P</mi> </mrow> </mrow> <mo stretchy="false">(</mo> <mi>X</mi> <mo stretchy="false">)</mo> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle {\cal {P}}(X)}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/ea27e8ff77b6fecf6c25e437546b98eee16a33b6" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:5.493ex; height:2.843ex;" alt="{\displaystyle {\cal {P}}(X)}"></span> is <ul><li>sigma-finite if and only if <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle X}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>X</mi> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle X}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/68baa052181f707c662844a465bfeeb135e82bab" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.338ex; width:1.98ex; height:2.176ex;" alt="{\displaystyle X}"></span> is countable; and</li> <li>semifinite (without regard to whether <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle X}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>X</mi> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle X}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/68baa052181f707c662844a465bfeeb135e82bab" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.338ex; width:1.98ex; height:2.176ex;" alt="{\displaystyle X}"></span> is countable). (Thus, counting measure, on the power set <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle {\cal {P}}(X)}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mrow class="MJX-TeXAtom-ORD"> <mrow class="MJX-TeXAtom-ORD"> <mi class="MJX-tex-caligraphic" mathvariant="script">P</mi> </mrow> </mrow> <mo stretchy="false">(</mo> <mi>X</mi> <mo stretchy="false">)</mo> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle {\cal {P}}(X)}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/ea27e8ff77b6fecf6c25e437546b98eee16a33b6" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:5.493ex; height:2.843ex;" alt="{\displaystyle {\cal {P}}(X)}"></span> of an arbitrary uncountable set <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle X,}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>X</mi> <mo>,</mo> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle X,}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/09ba32eeb405f7f5f2bac1eb12987c47d2fd42df" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.671ex; width:2.627ex; height:2.509ex;" alt="{\displaystyle X,}"></span> gives an example of a semifinite measure that is not sigma-finite.)</li></ul></li></ul></li> <li>Let <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle d}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>d</mi> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle d}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/e85ff03cbe0c7341af6b982e47e9f90d235c66ab" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.338ex; width:1.216ex; height:2.176ex;" alt="{\displaystyle d}"></span> be a complete, separable metric on <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle X,}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>X</mi> <mo>,</mo> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle X,}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/09ba32eeb405f7f5f2bac1eb12987c47d2fd42df" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.671ex; width:2.627ex; height:2.509ex;" alt="{\displaystyle X,}"></span> let <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle {\cal {B}}}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mrow class="MJX-TeXAtom-ORD"> <mrow class="MJX-TeXAtom-ORD"> <mi class="MJX-tex-caligraphic" mathvariant="script">B</mi> </mrow> </mrow> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle {\cal {B}}}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/477c21a6f454705ca609caefac0a0dd925de4467" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.338ex; width:1.543ex; height:2.176ex;" alt="{\displaystyle {\cal {B}}}"></span> be the <a href="/wiki/Borel_sigma-algebra" class="mw-redirect" title="Borel sigma-algebra">Borel sigma-algebra</a> induced by <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle d,}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>d</mi> <mo>,</mo> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle d,}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/1b42a115d30706dde56ddece71bb4248da2115d6" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.671ex; width:1.863ex; height:2.509ex;" alt="{\displaystyle d,}"></span> and let <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle s\in \mathbb {R} _{&gt;0}.}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>s</mi> <mo>&#x2208;<!-- ∈ --></mo> <msub> <mrow class="MJX-TeXAtom-ORD"> <mi mathvariant="double-struck">R</mi> </mrow> <mrow class="MJX-TeXAtom-ORD"> <mo>&gt;</mo> <mn>0</mn> </mrow> </msub> <mo>.</mo> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle s\in \mathbb {R} _{&gt;0}.}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/5644459171f86de9b2d5d981c7f127a6a23d4dca" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.671ex; width:8.589ex; height:2.509ex;" alt="{\displaystyle s\in \mathbb {R} _{&gt;0}.}"></span> Then the <a href="/wiki/Hausdorff_measure" title="Hausdorff measure">Hausdorff measure</a> <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle {\cal {H}}^{s}|{\cal {B}}}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <msup> <mrow class="MJX-TeXAtom-ORD"> <mrow class="MJX-TeXAtom-ORD"> <mi class="MJX-tex-caligraphic" mathvariant="script">H</mi> </mrow> </mrow> <mrow class="MJX-TeXAtom-ORD"> <mi>s</mi> </mrow> </msup> <mrow class="MJX-TeXAtom-ORD"> <mo stretchy="false">|</mo> </mrow> <mrow class="MJX-TeXAtom-ORD"> <mrow class="MJX-TeXAtom-ORD"> <mi class="MJX-tex-caligraphic" mathvariant="script">B</mi> </mrow> </mrow> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle {\cal {H}}^{s}|{\cal {B}}}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/6f592dc7c33961b2bb1022ba48f6924e2385e1c5" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:5.157ex; height:2.843ex;" alt="{\displaystyle {\cal {H}}^{s}|{\cal {B}}}"></span> is semifinite.<sup id="cite_ref-FOOTNOTEEdgar1998Theorem_1.5.2,_p._42_7-0" class="reference"><a href="#cite_note-FOOTNOTEEdgar1998Theorem_1.5.2,_p._42-7"><span class="cite-bracket">&#91;</span>7<span class="cite-bracket">&#93;</span></a></sup></li> <li>Let <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle d}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>d</mi> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle d}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/e85ff03cbe0c7341af6b982e47e9f90d235c66ab" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.338ex; width:1.216ex; height:2.176ex;" alt="{\displaystyle d}"></span> be a complete, separable metric on <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle X,}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>X</mi> <mo>,</mo> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle X,}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/09ba32eeb405f7f5f2bac1eb12987c47d2fd42df" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.671ex; width:2.627ex; height:2.509ex;" alt="{\displaystyle X,}"></span> let <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle {\cal {B}}}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mrow class="MJX-TeXAtom-ORD"> <mrow class="MJX-TeXAtom-ORD"> <mi class="MJX-tex-caligraphic" mathvariant="script">B</mi> </mrow> </mrow> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle {\cal {B}}}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/477c21a6f454705ca609caefac0a0dd925de4467" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.338ex; width:1.543ex; height:2.176ex;" alt="{\displaystyle {\cal {B}}}"></span> be the <a href="/wiki/Borel_sigma-algebra" class="mw-redirect" title="Borel sigma-algebra">Borel sigma-algebra</a> induced by <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle d,}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>d</mi> <mo>,</mo> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle d,}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/1b42a115d30706dde56ddece71bb4248da2115d6" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.671ex; width:1.863ex; height:2.509ex;" alt="{\displaystyle d,}"></span> and let <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle s\in \mathbb {R} _{&gt;0}.}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>s</mi> <mo>&#x2208;<!-- ∈ --></mo> <msub> <mrow class="MJX-TeXAtom-ORD"> <mi mathvariant="double-struck">R</mi> </mrow> <mrow class="MJX-TeXAtom-ORD"> <mo>&gt;</mo> <mn>0</mn> </mrow> </msub> <mo>.</mo> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle s\in \mathbb {R} _{&gt;0}.}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/5644459171f86de9b2d5d981c7f127a6a23d4dca" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.671ex; width:8.589ex; height:2.509ex;" alt="{\displaystyle s\in \mathbb {R} _{&gt;0}.}"></span> Then the <a href="/wiki/Packing_dimension#Definitions" title="Packing dimension">packing measure</a> <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle {\cal {H}}^{s}|{\cal {B}}}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <msup> <mrow class="MJX-TeXAtom-ORD"> <mrow class="MJX-TeXAtom-ORD"> <mi class="MJX-tex-caligraphic" mathvariant="script">H</mi> </mrow> </mrow> <mrow class="MJX-TeXAtom-ORD"> <mi>s</mi> </mrow> </msup> <mrow class="MJX-TeXAtom-ORD"> <mo stretchy="false">|</mo> </mrow> <mrow class="MJX-TeXAtom-ORD"> <mrow class="MJX-TeXAtom-ORD"> <mi class="MJX-tex-caligraphic" mathvariant="script">B</mi> </mrow> </mrow> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle {\cal {H}}^{s}|{\cal {B}}}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/6f592dc7c33961b2bb1022ba48f6924e2385e1c5" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:5.157ex; height:2.843ex;" alt="{\displaystyle {\cal {H}}^{s}|{\cal {B}}}"></span> is semifinite.<sup id="cite_ref-FOOTNOTEEdgar1998Theorem_1.5.3,_p._42_8-0" class="reference"><a href="#cite_note-FOOTNOTEEdgar1998Theorem_1.5.3,_p._42-8"><span class="cite-bracket">&#91;</span>8<span class="cite-bracket">&#93;</span></a></sup></li></ul> <div class="mw-heading mw-heading4"><h4 id="Involved_example">Involved example</h4><span class="mw-editsection"><span class="mw-editsection-bracket">[</span><a href="/w/index.php?title=Measure_(mathematics)&amp;action=edit&amp;section=17" title="Edit section: Involved example"><span>edit</span></a><span class="mw-editsection-bracket">]</span></span></div> <p>The zero measure is sigma-finite and thus semifinite. In addition, the zero measure is clearly less than or equal to <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \mu .}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>&#x03BC;<!-- μ --></mi> <mo>.</mo> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle \mu .}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/a1ef6db045c1f6193799bd25a4b68ba9f78646d2" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:2.049ex; height:2.176ex;" alt="{\displaystyle \mu .}"></span> It can be shown there is a greatest measure with these two properties: </p> <style data-mw-deduplicate="TemplateStyles:r1110004140">.mw-parser-output .math_theorem{margin:1em 2em;padding:0.5em 1em 0.4em;border:1px solid #aaa;overflow:hidden}@media(max-width:500px){.mw-parser-output .math_theorem{margin:1em 0em;padding:0.5em 0.5em 0.4em}}</style><div class="math_theorem" style=""> <p><strong class="theorem-name">Theorem (semifinite part)<sup id="cite_ref-FOOTNOTENielsen1997Exercise_11.30,_p._159_9-0" class="reference"><a href="#cite_note-FOOTNOTENielsen1997Exercise_11.30,_p._159-9"><span class="cite-bracket">&#91;</span>9<span class="cite-bracket">&#93;</span></a></sup></strong><span class="theoreme-tiret">&#160;&#8212;&#160;</span>For any measure <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \mu }"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>&#x03BC;<!-- μ --></mi> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle \mu }</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/9fd47b2a39f7a7856952afec1f1db72c67af6161" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:1.402ex; height:2.176ex;" alt="{\displaystyle \mu }"></span> on <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle {\cal {A}},}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mrow class="MJX-TeXAtom-ORD"> <mrow class="MJX-TeXAtom-ORD"> <mi class="MJX-tex-caligraphic" mathvariant="script">A</mi> </mrow> </mrow> <mo>,</mo> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle {\cal {A}},}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/707009cfd5c9ebb63352ee2c8d96f67df35a0389" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.671ex; width:2.55ex; height:2.676ex;" alt="{\displaystyle {\cal {A}},}"></span> there exists, among semifinite measures on <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle {\cal {A}}}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mrow class="MJX-TeXAtom-ORD"> <mrow class="MJX-TeXAtom-ORD"> <mi class="MJX-tex-caligraphic" mathvariant="script">A</mi> </mrow> </mrow> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle {\cal {A}}}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/1828cc083b0d7be214800469cf685e62b97ae92e" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.338ex; width:1.903ex; height:2.343ex;" alt="{\displaystyle {\cal {A}}}"></span> that are less than or equal to <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \mu ,}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>&#x03BC;<!-- μ --></mi> <mo>,</mo> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle \mu ,}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/1e7e1ef161a49a22b500d63307460ad92eeb6a16" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:2.049ex; height:2.176ex;" alt="{\displaystyle \mu ,}"></span> a <a href="/wiki/Greatest_element_and_least_element" title="Greatest element and least element">greatest</a> element <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \mu _{\text{sf}}.}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <msub> <mi>&#x03BC;<!-- μ --></mi> <mrow class="MJX-TeXAtom-ORD"> <mtext>sf</mtext> </mrow> </msub> <mo>.</mo> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle \mu _{\text{sf}}.}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/65d3c0acd353862e2c11d8b35a6fb21a33a48a4d" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:3.432ex; height:2.176ex;" alt="{\displaystyle \mu _{\text{sf}}.}"></span> </p> </div> <p>We say the <b>semifinite part</b> of <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \mu }"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>&#x03BC;<!-- μ --></mi> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle \mu }</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/9fd47b2a39f7a7856952afec1f1db72c67af6161" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:1.402ex; height:2.176ex;" alt="{\displaystyle \mu }"></span> to mean the semifinite measure <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \mu _{\text{sf}}}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <msub> <mi>&#x03BC;<!-- μ --></mi> <mrow class="MJX-TeXAtom-ORD"> <mtext>sf</mtext> </mrow> </msub> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle \mu _{\text{sf}}}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/bb7cbeceac8030f6af92ca32250970bbc7ce2e4f" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:2.785ex; height:2.176ex;" alt="{\displaystyle \mu _{\text{sf}}}"></span> defined in the above theorem. We give some nice, explicit formulas, which some authors may take as definition, for the semifinite part: </p> <ul><li><span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \mu _{\text{sf}}=(\sup\{\mu (B):B\in {\cal {P}}(A)\cap \mu ^{\text{pre}}(\mathbb {R} _{\geq 0})\})_{A\in {\cal {A}}}.}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <msub> <mi>&#x03BC;<!-- μ --></mi> <mrow class="MJX-TeXAtom-ORD"> <mtext>sf</mtext> </mrow> </msub> <mo>=</mo> <mo stretchy="false">(</mo> <mo movablelimits="true" form="prefix">sup</mo> <mo fence="false" stretchy="false">{</mo> <mi>&#x03BC;<!-- μ --></mi> <mo stretchy="false">(</mo> <mi>B</mi> <mo stretchy="false">)</mo> <mo>:</mo> <mi>B</mi> <mo>&#x2208;<!-- ∈ --></mo> <mrow class="MJX-TeXAtom-ORD"> <mrow class="MJX-TeXAtom-ORD"> <mi class="MJX-tex-caligraphic" mathvariant="script">P</mi> </mrow> </mrow> <mo stretchy="false">(</mo> <mi>A</mi> <mo stretchy="false">)</mo> <mo>&#x2229;<!-- ∩ --></mo> <msup> <mi>&#x03BC;<!-- μ --></mi> <mrow class="MJX-TeXAtom-ORD"> <mtext>pre</mtext> </mrow> </msup> <mo stretchy="false">(</mo> <msub> <mrow class="MJX-TeXAtom-ORD"> <mi mathvariant="double-struck">R</mi> </mrow> <mrow class="MJX-TeXAtom-ORD"> <mo>&#x2265;<!-- ≥ --></mo> <mn>0</mn> </mrow> </msub> <mo stretchy="false">)</mo> <mo fence="false" stretchy="false">}</mo> <msub> <mo stretchy="false">)</mo> <mrow class="MJX-TeXAtom-ORD"> <mi>A</mi> <mo>&#x2208;<!-- ∈ --></mo> <mrow class="MJX-TeXAtom-ORD"> <mrow class="MJX-TeXAtom-ORD"> <mi class="MJX-tex-caligraphic" mathvariant="script">A</mi> </mrow> </mrow> </mrow> </msub> <mo>.</mo> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle \mu _{\text{sf}}=(\sup\{\mu (B):B\in {\cal {P}}(A)\cap \mu ^{\text{pre}}(\mathbb {R} _{\geq 0})\})_{A\in {\cal {A}}}.}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/cdec77b7a37b296259878818df8fba8ad77b272e" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:47.171ex; height:2.843ex;" alt="{\displaystyle \mu _{\text{sf}}=(\sup\{\mu (B):B\in {\cal {P}}(A)\cap \mu ^{\text{pre}}(\mathbb {R} _{\geq 0})\})_{A\in {\cal {A}}}.}"></span><sup id="cite_ref-FOOTNOTENielsen1997Exercise_11.30,_p._159_9-1" class="reference"><a href="#cite_note-FOOTNOTENielsen1997Exercise_11.30,_p._159-9"><span class="cite-bracket">&#91;</span>9<span class="cite-bracket">&#93;</span></a></sup></li> <li><span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \mu _{\text{sf}}=(\sup\{\mu (A\cap B):B\in \mu ^{\text{pre}}(\mathbb {R} _{\geq 0})\})_{A\in {\cal {A}}}\}.}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <msub> <mi>&#x03BC;<!-- μ --></mi> <mrow class="MJX-TeXAtom-ORD"> <mtext>sf</mtext> </mrow> </msub> <mo>=</mo> <mo stretchy="false">(</mo> <mo movablelimits="true" form="prefix">sup</mo> <mo fence="false" stretchy="false">{</mo> <mi>&#x03BC;<!-- μ --></mi> <mo stretchy="false">(</mo> <mi>A</mi> <mo>&#x2229;<!-- ∩ --></mo> <mi>B</mi> <mo stretchy="false">)</mo> <mo>:</mo> <mi>B</mi> <mo>&#x2208;<!-- ∈ --></mo> <msup> <mi>&#x03BC;<!-- μ --></mi> <mrow class="MJX-TeXAtom-ORD"> <mtext>pre</mtext> </mrow> </msup> <mo stretchy="false">(</mo> <msub> <mrow class="MJX-TeXAtom-ORD"> <mi mathvariant="double-struck">R</mi> </mrow> <mrow class="MJX-TeXAtom-ORD"> <mo>&#x2265;<!-- ≥ --></mo> <mn>0</mn> </mrow> </msub> <mo stretchy="false">)</mo> <mo fence="false" stretchy="false">}</mo> <msub> <mo stretchy="false">)</mo> <mrow class="MJX-TeXAtom-ORD"> <mi>A</mi> <mo>&#x2208;<!-- ∈ --></mo> <mrow class="MJX-TeXAtom-ORD"> <mrow class="MJX-TeXAtom-ORD"> <mi class="MJX-tex-caligraphic" mathvariant="script">A</mi> </mrow> </mrow> </mrow> </msub> <mo fence="false" stretchy="false">}</mo> <mo>.</mo> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle \mu _{\text{sf}}=(\sup\{\mu (A\cap B):B\in \mu ^{\text{pre}}(\mathbb {R} _{\geq 0})\})_{A\in {\cal {A}}}\}.}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/1799dd92fc69acae156f47094d9492a2851890f4" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:44.821ex; height:2.843ex;" alt="{\displaystyle \mu _{\text{sf}}=(\sup\{\mu (A\cap B):B\in \mu ^{\text{pre}}(\mathbb {R} _{\geq 0})\})_{A\in {\cal {A}}}\}.}"></span><sup id="cite_ref-FOOTNOTEFremlin2016Section_213X,_part_(c)_10-0" class="reference"><a href="#cite_note-FOOTNOTEFremlin2016Section_213X,_part_(c)-10"><span class="cite-bracket">&#91;</span>10<span class="cite-bracket">&#93;</span></a></sup></li> <li><span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \mu _{\text{sf}}=\mu |_{\mu ^{\text{pre}}(\mathbb {R} _{&gt;0})}\cup \{A\in {\cal {A}}:\sup\{\mu (B):B\in {\cal {P}}(A)\}=+\infty \}\times \{+\infty \}\cup \{A\in {\cal {A}}:\sup\{\mu (B):B\in {\cal {P}}(A)\}&lt;+\infty \}\times \{0\}.}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <msub> <mi>&#x03BC;<!-- μ --></mi> <mrow class="MJX-TeXAtom-ORD"> <mtext>sf</mtext> </mrow> </msub> <mo>=</mo> <mi>&#x03BC;<!-- μ --></mi> <msub> <mrow class="MJX-TeXAtom-ORD"> <mo stretchy="false">|</mo> </mrow> <mrow class="MJX-TeXAtom-ORD"> <msup> <mi>&#x03BC;<!-- μ --></mi> <mrow class="MJX-TeXAtom-ORD"> <mtext>pre</mtext> </mrow> </msup> <mo stretchy="false">(</mo> <msub> <mrow class="MJX-TeXAtom-ORD"> <mi mathvariant="double-struck">R</mi> </mrow> <mrow class="MJX-TeXAtom-ORD"> <mo>&gt;</mo> <mn>0</mn> </mrow> </msub> <mo stretchy="false">)</mo> </mrow> </msub> <mo>&#x222A;<!-- ∪ --></mo> <mo fence="false" stretchy="false">{</mo> <mi>A</mi> <mo>&#x2208;<!-- ∈ --></mo> <mrow class="MJX-TeXAtom-ORD"> <mrow class="MJX-TeXAtom-ORD"> <mi class="MJX-tex-caligraphic" mathvariant="script">A</mi> </mrow> </mrow> <mo>:</mo> <mo movablelimits="true" form="prefix">sup</mo> <mo fence="false" stretchy="false">{</mo> <mi>&#x03BC;<!-- μ --></mi> <mo stretchy="false">(</mo> <mi>B</mi> <mo stretchy="false">)</mo> <mo>:</mo> <mi>B</mi> <mo>&#x2208;<!-- ∈ --></mo> <mrow class="MJX-TeXAtom-ORD"> <mrow class="MJX-TeXAtom-ORD"> <mi class="MJX-tex-caligraphic" mathvariant="script">P</mi> </mrow> </mrow> <mo stretchy="false">(</mo> <mi>A</mi> <mo stretchy="false">)</mo> <mo fence="false" stretchy="false">}</mo> <mo>=</mo> <mo>+</mo> <mi mathvariant="normal">&#x221E;<!-- ∞ --></mi> <mo fence="false" stretchy="false">}</mo> <mo>&#x00D7;<!-- × --></mo> <mo fence="false" stretchy="false">{</mo> <mo>+</mo> <mi mathvariant="normal">&#x221E;<!-- ∞ --></mi> <mo fence="false" stretchy="false">}</mo> <mo>&#x222A;<!-- ∪ --></mo> <mo fence="false" stretchy="false">{</mo> <mi>A</mi> <mo>&#x2208;<!-- ∈ --></mo> <mrow class="MJX-TeXAtom-ORD"> <mrow class="MJX-TeXAtom-ORD"> <mi class="MJX-tex-caligraphic" mathvariant="script">A</mi> </mrow> </mrow> <mo>:</mo> <mo movablelimits="true" form="prefix">sup</mo> <mo fence="false" stretchy="false">{</mo> <mi>&#x03BC;<!-- μ --></mi> <mo stretchy="false">(</mo> <mi>B</mi> <mo stretchy="false">)</mo> <mo>:</mo> <mi>B</mi> <mo>&#x2208;<!-- ∈ --></mo> <mrow class="MJX-TeXAtom-ORD"> <mrow class="MJX-TeXAtom-ORD"> <mi class="MJX-tex-caligraphic" mathvariant="script">P</mi> </mrow> </mrow> <mo stretchy="false">(</mo> <mi>A</mi> <mo stretchy="false">)</mo> <mo fence="false" stretchy="false">}</mo> <mo>&lt;</mo> <mo>+</mo> <mi mathvariant="normal">&#x221E;<!-- ∞ --></mi> <mo fence="false" stretchy="false">}</mo> <mo>&#x00D7;<!-- × --></mo> <mo fence="false" stretchy="false">{</mo> <mn>0</mn> <mo fence="false" stretchy="false">}</mo> <mo>.</mo> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle \mu _{\text{sf}}=\mu |_{\mu ^{\text{pre}}(\mathbb {R} _{&gt;0})}\cup \{A\in {\cal {A}}:\sup\{\mu (B):B\in {\cal {P}}(A)\}=+\infty \}\times \{+\infty \}\cup \{A\in {\cal {A}}:\sup\{\mu (B):B\in {\cal {P}}(A)\}&lt;+\infty \}\times \{0\}.}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/8a9b765e244ed48396fe6dc87f20dc83a978b41f" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -1.338ex; width:118.108ex; height:3.343ex;" alt="{\displaystyle \mu _{\text{sf}}=\mu |_{\mu ^{\text{pre}}(\mathbb {R} _{&gt;0})}\cup \{A\in {\cal {A}}:\sup\{\mu (B):B\in {\cal {P}}(A)\}=+\infty \}\times \{+\infty \}\cup \{A\in {\cal {A}}:\sup\{\mu (B):B\in {\cal {P}}(A)\}&lt;+\infty \}\times \{0\}.}"></span><sup id="cite_ref-FOOTNOTERoydenFitzpatrick2010Exercise_17.8,_p._342_11-0" class="reference"><a href="#cite_note-FOOTNOTERoydenFitzpatrick2010Exercise_17.8,_p._342-11"><span class="cite-bracket">&#91;</span>11<span class="cite-bracket">&#93;</span></a></sup></li></ul> <p>Since <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \mu _{\text{sf}}}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <msub> <mi>&#x03BC;<!-- μ --></mi> <mrow class="MJX-TeXAtom-ORD"> <mtext>sf</mtext> </mrow> </msub> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle \mu _{\text{sf}}}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/bb7cbeceac8030f6af92ca32250970bbc7ce2e4f" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:2.785ex; height:2.176ex;" alt="{\displaystyle \mu _{\text{sf}}}"></span> is semifinite, it follows that if <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \mu =\mu _{\text{sf}}}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>&#x03BC;<!-- μ --></mi> <mo>=</mo> <msub> <mi>&#x03BC;<!-- μ --></mi> <mrow class="MJX-TeXAtom-ORD"> <mtext>sf</mtext> </mrow> </msub> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle \mu =\mu _{\text{sf}}}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/11daa7804f00a5218abe764e47fcf37f666f21d0" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:7.285ex; height:2.176ex;" alt="{\displaystyle \mu =\mu _{\text{sf}}}"></span> then <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \mu }"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>&#x03BC;<!-- μ --></mi> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle \mu }</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/9fd47b2a39f7a7856952afec1f1db72c67af6161" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:1.402ex; height:2.176ex;" alt="{\displaystyle \mu }"></span> is semifinite. It is also evident that if <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \mu }"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>&#x03BC;<!-- μ --></mi> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle \mu }</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/9fd47b2a39f7a7856952afec1f1db72c67af6161" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:1.402ex; height:2.176ex;" alt="{\displaystyle \mu }"></span> is semifinite then <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \mu =\mu _{\text{sf}}.}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>&#x03BC;<!-- μ --></mi> <mo>=</mo> <msub> <mi>&#x03BC;<!-- μ --></mi> <mrow class="MJX-TeXAtom-ORD"> <mtext>sf</mtext> </mrow> </msub> <mo>.</mo> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle \mu =\mu _{\text{sf}}.}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/c56ebfc734c74bd4d37881760717cc553a7386ba" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:7.932ex; height:2.176ex;" alt="{\displaystyle \mu =\mu _{\text{sf}}.}"></span> </p> <div class="mw-heading mw-heading4"><h4 id="Non-examples">Non-examples</h4><span class="mw-editsection"><span class="mw-editsection-bracket">[</span><a href="/w/index.php?title=Measure_(mathematics)&amp;action=edit&amp;section=18" title="Edit section: Non-examples"><span>edit</span></a><span class="mw-editsection-bracket">]</span></span></div> <p>Every <i><span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle 0-\infty }"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mn>0</mn> <mo>&#x2212;<!-- − --></mo> <mi mathvariant="normal">&#x221E;<!-- ∞ --></mi> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle 0-\infty }</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/9c42ff95d8105106fca60c9ed8b44aeca316a347" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.505ex; width:6.327ex; height:2.343ex;" alt="{\displaystyle 0-\infty }"></span> measure</i> that is not the zero measure is not semifinite. (Here, we say <i><span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle 0-\infty }"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mn>0</mn> <mo>&#x2212;<!-- − --></mo> <mi mathvariant="normal">&#x221E;<!-- ∞ --></mi> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle 0-\infty }</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/9c42ff95d8105106fca60c9ed8b44aeca316a347" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.505ex; width:6.327ex; height:2.343ex;" alt="{\displaystyle 0-\infty }"></span> measure</i> to mean a measure whose range lies in <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \{0,+\infty \}}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mo fence="false" stretchy="false">{</mo> <mn>0</mn> <mo>,</mo> <mo>+</mo> <mi mathvariant="normal">&#x221E;<!-- ∞ --></mi> <mo fence="false" stretchy="false">}</mo> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle \{0,+\infty \}}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/1a41eb421c0a26873e9a2687c16b17ea9d1e515c" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:8.653ex; height:2.843ex;" alt="{\displaystyle \{0,+\infty \}}"></span>: <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle (\forall A\in {\cal {A}})(\mu (A)\in \{0,+\infty \}).}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mo stretchy="false">(</mo> <mi mathvariant="normal">&#x2200;<!-- ∀ --></mi> <mi>A</mi> <mo>&#x2208;<!-- ∈ --></mo> <mrow class="MJX-TeXAtom-ORD"> <mrow class="MJX-TeXAtom-ORD"> <mi class="MJX-tex-caligraphic" mathvariant="script">A</mi> </mrow> </mrow> <mo stretchy="false">)</mo> <mo stretchy="false">(</mo> <mi>&#x03BC;<!-- μ --></mi> <mo stretchy="false">(</mo> <mi>A</mi> <mo stretchy="false">)</mo> <mo>&#x2208;<!-- ∈ --></mo> <mo fence="false" stretchy="false">{</mo> <mn>0</mn> <mo>,</mo> <mo>+</mo> <mi mathvariant="normal">&#x221E;<!-- ∞ --></mi> <mo fence="false" stretchy="false">}</mo> <mo stretchy="false">)</mo> <mo>.</mo> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle (\forall A\in {\cal {A}})(\mu (A)\in \{0,+\infty \}).}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/54d0144cf52b6d3f0a058b0c85e5ddc33e9fbe71" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:28.493ex; height:2.843ex;" alt="{\displaystyle (\forall A\in {\cal {A}})(\mu (A)\in \{0,+\infty \}).}"></span>) Below we give examples of <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle 0-\infty }"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mn>0</mn> <mo>&#x2212;<!-- − --></mo> <mi mathvariant="normal">&#x221E;<!-- ∞ --></mi> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle 0-\infty }</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/9c42ff95d8105106fca60c9ed8b44aeca316a347" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.505ex; width:6.327ex; height:2.343ex;" alt="{\displaystyle 0-\infty }"></span> measures that are not zero measures. </p> <ul><li>Let <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle X}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>X</mi> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle X}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/68baa052181f707c662844a465bfeeb135e82bab" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.338ex; width:1.98ex; height:2.176ex;" alt="{\displaystyle X}"></span> be nonempty, let <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle {\cal {A}}}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mrow class="MJX-TeXAtom-ORD"> <mrow class="MJX-TeXAtom-ORD"> <mi class="MJX-tex-caligraphic" mathvariant="script">A</mi> </mrow> </mrow> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle {\cal {A}}}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/1828cc083b0d7be214800469cf685e62b97ae92e" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.338ex; width:1.903ex; height:2.343ex;" alt="{\displaystyle {\cal {A}}}"></span> be a <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \sigma }"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>&#x03C3;<!-- σ --></mi> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle \sigma }</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/59f59b7c3e6fdb1d0365a494b81fb9a696138c36" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.338ex; width:1.33ex; height:1.676ex;" alt="{\displaystyle \sigma }"></span>-algebra on <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle X,}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>X</mi> <mo>,</mo> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle X,}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/09ba32eeb405f7f5f2bac1eb12987c47d2fd42df" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.671ex; width:2.627ex; height:2.509ex;" alt="{\displaystyle X,}"></span> let <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle f:X\to \{0,+\infty \}}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>f</mi> <mo>:</mo> <mi>X</mi> <mo stretchy="false">&#x2192;<!-- → --></mo> <mo fence="false" stretchy="false">{</mo> <mn>0</mn> <mo>,</mo> <mo>+</mo> <mi mathvariant="normal">&#x221E;<!-- ∞ --></mi> <mo fence="false" stretchy="false">}</mo> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle f:X\to \{0,+\infty \}}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/e4f27bb99eef6f54698b8e07d5a3ef164f1dd378" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:17.463ex; height:2.843ex;" alt="{\displaystyle f:X\to \{0,+\infty \}}"></span> be not the zero function, and let <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \mu =(\sum _{x\in A}f(x))_{A\in {\cal {A}}}.}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>&#x03BC;<!-- μ --></mi> <mo>=</mo> <mo stretchy="false">(</mo> <munder> <mo>&#x2211;<!-- ∑ --></mo> <mrow class="MJX-TeXAtom-ORD"> <mi>x</mi> <mo>&#x2208;<!-- ∈ --></mo> <mi>A</mi> </mrow> </munder> <mi>f</mi> <mo stretchy="false">(</mo> <mi>x</mi> <mo stretchy="false">)</mo> <msub> <mo stretchy="false">)</mo> <mrow class="MJX-TeXAtom-ORD"> <mi>A</mi> <mo>&#x2208;<!-- ∈ --></mo> <mrow class="MJX-TeXAtom-ORD"> <mrow class="MJX-TeXAtom-ORD"> <mi class="MJX-tex-caligraphic" mathvariant="script">A</mi> </mrow> </mrow> </mrow> </msub> <mo>.</mo> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle \mu =(\sum _{x\in A}f(x))_{A\in {\cal {A}}}.}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/c5b40eed3051f3b0be129537031d30dc48cca583" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -3.171ex; width:19.023ex; height:5.676ex;" alt="{\displaystyle \mu =(\sum _{x\in A}f(x))_{A\in {\cal {A}}}.}"></span> It can be shown that <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \mu }"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>&#x03BC;<!-- μ --></mi> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle \mu }</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/9fd47b2a39f7a7856952afec1f1db72c67af6161" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:1.402ex; height:2.176ex;" alt="{\displaystyle \mu }"></span> is a measure. <ul><li><span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \mu =\{(\emptyset ,0)\}\cup ({\cal {A}}\setminus \{\emptyset \})\times \{+\infty \}.}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>&#x03BC;<!-- μ --></mi> <mo>=</mo> <mo fence="false" stretchy="false">{</mo> <mo stretchy="false">(</mo> <mi mathvariant="normal">&#x2205;<!-- ∅ --></mi> <mo>,</mo> <mn>0</mn> <mo stretchy="false">)</mo> <mo fence="false" stretchy="false">}</mo> <mo>&#x222A;<!-- ∪ --></mo> <mo stretchy="false">(</mo> <mrow class="MJX-TeXAtom-ORD"> <mrow class="MJX-TeXAtom-ORD"> <mi class="MJX-tex-caligraphic" mathvariant="script">A</mi> </mrow> </mrow> <mo class="MJX-variant">&#x2216;<!-- ∖ --></mo> <mo fence="false" stretchy="false">{</mo> <mi mathvariant="normal">&#x2205;<!-- ∅ --></mi> <mo fence="false" stretchy="false">}</mo> <mo stretchy="false">)</mo> <mo>&#x00D7;<!-- × --></mo> <mo fence="false" stretchy="false">{</mo> <mo>+</mo> <mi mathvariant="normal">&#x221E;<!-- ∞ --></mi> <mo fence="false" stretchy="false">}</mo> <mo>.</mo> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle \mu =\{(\emptyset ,0)\}\cup ({\cal {A}}\setminus \{\emptyset \})\times \{+\infty \}.}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/8d1fe526406f7123958ef40f8a95d557bd31de93" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:33.915ex; height:2.843ex;" alt="{\displaystyle \mu =\{(\emptyset ,0)\}\cup ({\cal {A}}\setminus \{\emptyset \})\times \{+\infty \}.}"></span><sup id="cite_ref-FOOTNOTEHewittStromberg1965part_(b)_of_Example_10.4,_p._127_12-0" class="reference"><a href="#cite_note-FOOTNOTEHewittStromberg1965part_(b)_of_Example_10.4,_p._127-12"><span class="cite-bracket">&#91;</span>12<span class="cite-bracket">&#93;</span></a></sup> <ul><li><span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle X=\{0\},}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>X</mi> <mo>=</mo> <mo fence="false" stretchy="false">{</mo> <mn>0</mn> <mo fence="false" stretchy="false">}</mo> <mo>,</mo> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle X=\{0\},}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/047dd0942a836af9f5783d5210bc98b439685443" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:9.213ex; height:2.843ex;" alt="{\displaystyle X=\{0\},}"></span> <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle {\cal {A}}=\{\emptyset ,X\},}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mrow class="MJX-TeXAtom-ORD"> <mrow class="MJX-TeXAtom-ORD"> <mi class="MJX-tex-caligraphic" mathvariant="script">A</mi> </mrow> </mrow> <mo>=</mo> <mo fence="false" stretchy="false">{</mo> <mi mathvariant="normal">&#x2205;<!-- ∅ --></mi> <mo>,</mo> <mi>X</mi> <mo fence="false" stretchy="false">}</mo> <mo>,</mo> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle {\cal {A}}=\{\emptyset ,X\},}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/6a805a19c2c1793ed46d37b05759681a5ebc3a28" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:12.15ex; height:2.843ex;" alt="{\displaystyle {\cal {A}}=\{\emptyset ,X\},}"></span> <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \mu =\{(\emptyset ,0),(X,+\infty )\}.}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>&#x03BC;<!-- μ --></mi> <mo>=</mo> <mo fence="false" stretchy="false">{</mo> <mo stretchy="false">(</mo> <mi mathvariant="normal">&#x2205;<!-- ∅ --></mi> <mo>,</mo> <mn>0</mn> <mo stretchy="false">)</mo> <mo>,</mo> <mo stretchy="false">(</mo> <mi>X</mi> <mo>,</mo> <mo>+</mo> <mi mathvariant="normal">&#x221E;<!-- ∞ --></mi> <mo stretchy="false">)</mo> <mo fence="false" stretchy="false">}</mo> <mo>.</mo> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle \mu =\{(\emptyset ,0),(X,+\infty )\}.}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/4a911ad4c711ea827ca8fa8abdd9e33eb08b6e1b" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:22.629ex; height:2.843ex;" alt="{\displaystyle \mu =\{(\emptyset ,0),(X,+\infty )\}.}"></span><sup id="cite_ref-FOOTNOTEFremlin2016Section_211O,_p._15_13-0" class="reference"><a href="#cite_note-FOOTNOTEFremlin2016Section_211O,_p._15-13"><span class="cite-bracket">&#91;</span>13<span class="cite-bracket">&#93;</span></a></sup></li></ul></li></ul></li> <li>Let <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle X}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>X</mi> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle X}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/68baa052181f707c662844a465bfeeb135e82bab" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.338ex; width:1.98ex; height:2.176ex;" alt="{\displaystyle X}"></span> be uncountable, let <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle {\cal {A}}}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mrow class="MJX-TeXAtom-ORD"> <mrow class="MJX-TeXAtom-ORD"> <mi class="MJX-tex-caligraphic" mathvariant="script">A</mi> </mrow> </mrow> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle {\cal {A}}}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/1828cc083b0d7be214800469cf685e62b97ae92e" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.338ex; width:1.903ex; height:2.343ex;" alt="{\displaystyle {\cal {A}}}"></span> be a <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \sigma }"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>&#x03C3;<!-- σ --></mi> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle \sigma }</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/59f59b7c3e6fdb1d0365a494b81fb9a696138c36" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.338ex; width:1.33ex; height:1.676ex;" alt="{\displaystyle \sigma }"></span>-algebra on <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle X,}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>X</mi> <mo>,</mo> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle X,}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/09ba32eeb405f7f5f2bac1eb12987c47d2fd42df" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.671ex; width:2.627ex; height:2.509ex;" alt="{\displaystyle X,}"></span> let <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle {\cal {C}}=\{A\in {\cal {A}}:A{\text{ is countable}}\}}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mrow class="MJX-TeXAtom-ORD"> <mrow class="MJX-TeXAtom-ORD"> <mi class="MJX-tex-caligraphic" mathvariant="script">C</mi> </mrow> </mrow> <mo>=</mo> <mo fence="false" stretchy="false">{</mo> <mi>A</mi> <mo>&#x2208;<!-- ∈ --></mo> <mrow class="MJX-TeXAtom-ORD"> <mrow class="MJX-TeXAtom-ORD"> <mi class="MJX-tex-caligraphic" mathvariant="script">A</mi> </mrow> </mrow> <mo>:</mo> <mi>A</mi> <mrow class="MJX-TeXAtom-ORD"> <mtext>&#xA0;is countable</mtext> </mrow> <mo fence="false" stretchy="false">}</mo> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle {\cal {C}}=\{A\in {\cal {A}}:A{\text{ is countable}}\}}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/005f9bbd8d0a53ff7d0d4aa88b0f939a2aace451" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:29.373ex; height:2.843ex;" alt="{\displaystyle {\cal {C}}=\{A\in {\cal {A}}:A{\text{ is countable}}\}}"></span> be the countable elements of <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle {\cal {A}},}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mrow class="MJX-TeXAtom-ORD"> <mrow class="MJX-TeXAtom-ORD"> <mi class="MJX-tex-caligraphic" mathvariant="script">A</mi> </mrow> </mrow> <mo>,</mo> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle {\cal {A}},}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/707009cfd5c9ebb63352ee2c8d96f67df35a0389" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.671ex; width:2.55ex; height:2.676ex;" alt="{\displaystyle {\cal {A}},}"></span> and let <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \mu ={\cal {C}}\times \{0\}\cup ({\cal {A}}\setminus {\cal {C}})\times \{+\infty \}.}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>&#x03BC;<!-- μ --></mi> <mo>=</mo> <mrow class="MJX-TeXAtom-ORD"> <mrow class="MJX-TeXAtom-ORD"> <mi class="MJX-tex-caligraphic" mathvariant="script">C</mi> </mrow> </mrow> <mo>&#x00D7;<!-- × --></mo> <mo fence="false" stretchy="false">{</mo> <mn>0</mn> <mo fence="false" stretchy="false">}</mo> <mo>&#x222A;<!-- ∪ --></mo> <mo stretchy="false">(</mo> <mrow class="MJX-TeXAtom-ORD"> <mrow class="MJX-TeXAtom-ORD"> <mi class="MJX-tex-caligraphic" mathvariant="script">A</mi> </mrow> </mrow> <mo class="MJX-variant">&#x2216;<!-- ∖ --></mo> <mrow class="MJX-TeXAtom-ORD"> <mrow class="MJX-TeXAtom-ORD"> <mi class="MJX-tex-caligraphic" mathvariant="script">C</mi> </mrow> </mrow> <mo stretchy="false">)</mo> <mo>&#x00D7;<!-- × --></mo> <mo fence="false" stretchy="false">{</mo> <mo>+</mo> <mi mathvariant="normal">&#x221E;<!-- ∞ --></mi> <mo fence="false" stretchy="false">}</mo> <mo>.</mo> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle \mu ={\cal {C}}\times \{0\}\cup ({\cal {A}}\setminus {\cal {C}})\times \{+\infty \}.}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/b555f4d6c72334da72948915eb3970de0b5fc049" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:31.74ex; height:2.843ex;" alt="{\displaystyle \mu ={\cal {C}}\times \{0\}\cup ({\cal {A}}\setminus {\cal {C}})\times \{+\infty \}.}"></span> It can be shown that <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \mu }"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>&#x03BC;<!-- μ --></mi> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle \mu }</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/9fd47b2a39f7a7856952afec1f1db72c67af6161" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:1.402ex; height:2.176ex;" alt="{\displaystyle \mu }"></span> is a measure.<sup id="cite_ref-FOOTNOTEMukherjeaPothoven198590_5-1" class="reference"><a href="#cite_note-FOOTNOTEMukherjeaPothoven198590-5"><span class="cite-bracket">&#91;</span>5<span class="cite-bracket">&#93;</span></a></sup></li></ul> <div class="mw-heading mw-heading4"><h4 id="Involved_non-example">Involved non-example</h4><span class="mw-editsection"><span class="mw-editsection-bracket">[</span><a href="/w/index.php?title=Measure_(mathematics)&amp;action=edit&amp;section=19" title="Edit section: Involved non-example"><span>edit</span></a><span class="mw-editsection-bracket">]</span></span></div> <style data-mw-deduplicate="TemplateStyles:r1244412712">.mw-parser-output .templatequote{overflow:hidden;margin:1em 0;padding:0 32px}.mw-parser-output .templatequotecite{line-height:1.5em;text-align:left;margin-top:0}@media(min-width:500px){.mw-parser-output .templatequotecite{padding-left:1.6em}}</style><blockquote class="templatequote"><p>Measures that are not semifinite are very wild when restricted to certain sets.<sup id="cite_ref-14" class="reference"><a href="#cite_note-14"><span class="cite-bracket">&#91;</span>Note 1<span class="cite-bracket">&#93;</span></a></sup> Every measure is, in a sense, semifinite once its <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle 0-\infty }"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mn>0</mn> <mo>&#x2212;<!-- − --></mo> <mi mathvariant="normal">&#x221E;<!-- ∞ --></mi> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle 0-\infty }</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/9c42ff95d8105106fca60c9ed8b44aeca316a347" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.505ex; width:6.327ex; height:2.343ex;" alt="{\displaystyle 0-\infty }"></span> part (the wild part) is taken away.</p><div class="templatequotecite">—&#8202;<cite>A. Mukherjea and K. Pothoven, <i>Real and Functional Analysis, Part A: Real Analysis</i> (1985)</cite></div></blockquote> <link rel="mw-deduplicated-inline-style" href="mw-data:TemplateStyles:r1110004140"><div class="math_theorem" style=""> <p><strong class="theorem-name">Theorem (Luther decomposition)<sup id="cite_ref-FOOTNOTELuther1967Theorem_1_15-0" class="reference"><a href="#cite_note-FOOTNOTELuther1967Theorem_1-15"><span class="cite-bracket">&#91;</span>14<span class="cite-bracket">&#93;</span></a></sup><sup id="cite_ref-FOOTNOTEMukherjeaPothoven1985part_(b)_of_Proposition_2.3,_p._90_16-0" class="reference"><a href="#cite_note-FOOTNOTEMukherjeaPothoven1985part_(b)_of_Proposition_2.3,_p._90-16"><span class="cite-bracket">&#91;</span>15<span class="cite-bracket">&#93;</span></a></sup></strong><span class="theoreme-tiret">&#160;&#8212;&#160;</span>For any measure <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \mu }"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>&#x03BC;<!-- μ --></mi> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle \mu }</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/9fd47b2a39f7a7856952afec1f1db72c67af6161" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:1.402ex; height:2.176ex;" alt="{\displaystyle \mu }"></span> on <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle {\cal {A}},}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mrow class="MJX-TeXAtom-ORD"> <mrow class="MJX-TeXAtom-ORD"> <mi class="MJX-tex-caligraphic" mathvariant="script">A</mi> </mrow> </mrow> <mo>,</mo> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle {\cal {A}},}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/707009cfd5c9ebb63352ee2c8d96f67df35a0389" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.671ex; width:2.55ex; height:2.676ex;" alt="{\displaystyle {\cal {A}},}"></span> there exists a <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle 0-\infty }"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mn>0</mn> <mo>&#x2212;<!-- − --></mo> <mi mathvariant="normal">&#x221E;<!-- ∞ --></mi> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle 0-\infty }</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/9c42ff95d8105106fca60c9ed8b44aeca316a347" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.505ex; width:6.327ex; height:2.343ex;" alt="{\displaystyle 0-\infty }"></span> measure <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \xi }"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>&#x03BE;<!-- ξ --></mi> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle \xi }</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/e0b461aaf61091abd5d2c808931c48b8ff9647db" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.671ex; width:1.03ex; height:2.509ex;" alt="{\displaystyle \xi }"></span> on <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle {\cal {A}}}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mrow class="MJX-TeXAtom-ORD"> <mrow class="MJX-TeXAtom-ORD"> <mi class="MJX-tex-caligraphic" mathvariant="script">A</mi> </mrow> </mrow> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle {\cal {A}}}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/1828cc083b0d7be214800469cf685e62b97ae92e" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.338ex; width:1.903ex; height:2.343ex;" alt="{\displaystyle {\cal {A}}}"></span> such that <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \mu =\nu +\xi }"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>&#x03BC;<!-- μ --></mi> <mo>=</mo> <mi>&#x03BD;<!-- ν --></mi> <mo>+</mo> <mi>&#x03BE;<!-- ξ --></mi> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle \mu =\nu +\xi }</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/870787831fa53ed441a7ceb69c41c9ba8ad9755a" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:9.603ex; height:2.676ex;" alt="{\displaystyle \mu =\nu +\xi }"></span> for some semifinite measure <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \nu }"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>&#x03BD;<!-- ν --></mi> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle \nu }</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/c15bbbb971240cf328aba572178f091684585468" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.338ex; width:1.232ex; height:1.676ex;" alt="{\displaystyle \nu }"></span> on <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle {\cal {A}}.}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mrow class="MJX-TeXAtom-ORD"> <mrow class="MJX-TeXAtom-ORD"> <mi class="MJX-tex-caligraphic" mathvariant="script">A</mi> </mrow> </mrow> <mo>.</mo> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle {\cal {A}}.}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/52e7d0934a4f73b837248102850c848b8b774153" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.338ex; width:2.55ex; height:2.343ex;" alt="{\displaystyle {\cal {A}}.}"></span> In fact, among such measures <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \xi ,}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>&#x03BE;<!-- ξ --></mi> <mo>,</mo> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle \xi ,}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/5d59525edc6aa51bb96934ef310ab3f950b520cd" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.671ex; width:1.677ex; height:2.509ex;" alt="{\displaystyle \xi ,}"></span> there exists a <a href="/wiki/Greatest_element_and_least_element" title="Greatest element and least element">least</a> measure <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \mu _{0-\infty }.}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <msub> <mi>&#x03BC;<!-- μ --></mi> <mrow class="MJX-TeXAtom-ORD"> <mn>0</mn> <mo>&#x2212;<!-- − --></mo> <mi mathvariant="normal">&#x221E;<!-- ∞ --></mi> </mrow> </msub> <mo>.</mo> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle \mu _{0-\infty }.}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/502752f05424c092e86c1e01b768711685bd0426" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:6.024ex; height:2.176ex;" alt="{\displaystyle \mu _{0-\infty }.}"></span> Also, we have <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \mu =\mu _{\text{sf}}+\mu _{0-\infty }.}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>&#x03BC;<!-- μ --></mi> <mo>=</mo> <msub> <mi>&#x03BC;<!-- μ --></mi> <mrow class="MJX-TeXAtom-ORD"> <mtext>sf</mtext> </mrow> </msub> <mo>+</mo> <msub> <mi>&#x03BC;<!-- μ --></mi> <mrow class="MJX-TeXAtom-ORD"> <mn>0</mn> <mo>&#x2212;<!-- − --></mo> <mi mathvariant="normal">&#x221E;<!-- ∞ --></mi> </mrow> </msub> <mo>.</mo> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle \mu =\mu _{\text{sf}}+\mu _{0-\infty }.}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/3e58d4fc392804663d1ef6fe18f059846386ae56" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:16.15ex; height:2.509ex;" alt="{\displaystyle \mu =\mu _{\text{sf}}+\mu _{0-\infty }.}"></span> </p> </div> <p>We say the <b><span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \mathbf {0-\infty } }"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mrow class="MJX-TeXAtom-ORD"> <mn mathvariant="bold">0</mn> <mo mathvariant="bold">&#x2212;<!-- − --></mo> <mi mathvariant="normal">&#x221E;<!-- ∞ --></mi> </mrow> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle \mathbf {0-\infty } }</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/eaaefb349be215b21af433a909bab622728b06ac" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.338ex; width:6.77ex; height:2.176ex;" alt="{\displaystyle \mathbf {0-\infty } }"></span> part</b> of <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \mu }"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>&#x03BC;<!-- μ --></mi> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle \mu }</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/9fd47b2a39f7a7856952afec1f1db72c67af6161" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:1.402ex; height:2.176ex;" alt="{\displaystyle \mu }"></span> to mean the measure <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \mu _{0-\infty }}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <msub> <mi>&#x03BC;<!-- μ --></mi> <mrow class="MJX-TeXAtom-ORD"> <mn>0</mn> <mo>&#x2212;<!-- − --></mo> <mi mathvariant="normal">&#x221E;<!-- ∞ --></mi> </mrow> </msub> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle \mu _{0-\infty }}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/69eb1b64dace25636331032c3d45a88545649abf" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:5.378ex; height:2.176ex;" alt="{\displaystyle \mu _{0-\infty }}"></span> defined in the above theorem. Here is an explicit formula for <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \mu _{0-\infty }}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <msub> <mi>&#x03BC;<!-- μ --></mi> <mrow class="MJX-TeXAtom-ORD"> <mn>0</mn> <mo>&#x2212;<!-- − --></mo> <mi mathvariant="normal">&#x221E;<!-- ∞ --></mi> </mrow> </msub> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle \mu _{0-\infty }}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/69eb1b64dace25636331032c3d45a88545649abf" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:5.378ex; height:2.176ex;" alt="{\displaystyle \mu _{0-\infty }}"></span>: <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \mu _{0-\infty }=(\sup\{\mu (B)-\mu _{\text{sf}}(B):B\in {\cal {P}}(A)\cap \mu _{\text{sf}}^{\text{pre}}(\mathbb {R} _{\geq 0})\})_{A\in {\cal {A}}}.}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <msub> <mi>&#x03BC;<!-- μ --></mi> <mrow class="MJX-TeXAtom-ORD"> <mn>0</mn> <mo>&#x2212;<!-- − --></mo> <mi mathvariant="normal">&#x221E;<!-- ∞ --></mi> </mrow> </msub> <mo>=</mo> <mo stretchy="false">(</mo> <mo movablelimits="true" form="prefix">sup</mo> <mo fence="false" stretchy="false">{</mo> <mi>&#x03BC;<!-- μ --></mi> <mo stretchy="false">(</mo> <mi>B</mi> <mo stretchy="false">)</mo> <mo>&#x2212;<!-- − --></mo> <msub> <mi>&#x03BC;<!-- μ --></mi> <mrow class="MJX-TeXAtom-ORD"> <mtext>sf</mtext> </mrow> </msub> <mo stretchy="false">(</mo> <mi>B</mi> <mo stretchy="false">)</mo> <mo>:</mo> <mi>B</mi> <mo>&#x2208;<!-- ∈ --></mo> <mrow class="MJX-TeXAtom-ORD"> <mrow class="MJX-TeXAtom-ORD"> <mi class="MJX-tex-caligraphic" mathvariant="script">P</mi> </mrow> </mrow> <mo stretchy="false">(</mo> <mi>A</mi> <mo stretchy="false">)</mo> <mo>&#x2229;<!-- ∩ --></mo> <msubsup> <mi>&#x03BC;<!-- μ --></mi> <mrow class="MJX-TeXAtom-ORD"> <mtext>sf</mtext> </mrow> <mrow class="MJX-TeXAtom-ORD"> <mtext>pre</mtext> </mrow> </msubsup> <mo stretchy="false">(</mo> <msub> <mrow class="MJX-TeXAtom-ORD"> <mi mathvariant="double-struck">R</mi> </mrow> <mrow class="MJX-TeXAtom-ORD"> <mo>&#x2265;<!-- ≥ --></mo> <mn>0</mn> </mrow> </msub> <mo stretchy="false">)</mo> <mo fence="false" stretchy="false">}</mo> <msub> <mo stretchy="false">)</mo> <mrow class="MJX-TeXAtom-ORD"> <mi>A</mi> <mo>&#x2208;<!-- ∈ --></mo> <mrow class="MJX-TeXAtom-ORD"> <mrow class="MJX-TeXAtom-ORD"> <mi class="MJX-tex-caligraphic" mathvariant="script">A</mi> </mrow> </mrow> </mrow> </msub> <mo>.</mo> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle \mu _{0-\infty }=(\sup\{\mu (B)-\mu _{\text{sf}}(B):B\in {\cal {P}}(A)\cap \mu _{\text{sf}}^{\text{pre}}(\mathbb {R} _{\geq 0})\})_{A\in {\cal {A}}}.}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/a4936fe879377a2fa28429430c2603741b3d4995" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -1.005ex; width:58.962ex; height:3.176ex;" alt="{\displaystyle \mu _{0-\infty }=(\sup\{\mu (B)-\mu _{\text{sf}}(B):B\in {\cal {P}}(A)\cap \mu _{\text{sf}}^{\text{pre}}(\mathbb {R} _{\geq 0})\})_{A\in {\cal {A}}}.}"></span> </p> <div class="mw-heading mw-heading4"><h4 id="Results_regarding_semifinite_measures">Results regarding semifinite measures</h4><span class="mw-editsection"><span class="mw-editsection-bracket">[</span><a href="/w/index.php?title=Measure_(mathematics)&amp;action=edit&amp;section=20" title="Edit section: Results regarding semifinite measures"><span>edit</span></a><span class="mw-editsection-bracket">]</span></span></div> <ul><li>Let <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \mathbb {F} }"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mrow class="MJX-TeXAtom-ORD"> <mi mathvariant="double-struck">F</mi> </mrow> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle \mathbb {F} }</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/573f72afae7df709959ab1a58cd643743466a187" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.338ex; width:1.42ex; height:2.176ex;" alt="{\displaystyle \mathbb {F} }"></span> be <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \mathbb {R} }"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mrow class="MJX-TeXAtom-ORD"> <mi mathvariant="double-struck">R</mi> </mrow> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle \mathbb {R} }</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/786849c765da7a84dbc3cce43e96aad58a5868dc" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.338ex; width:1.678ex; height:2.176ex;" alt="{\displaystyle \mathbb {R} }"></span> or <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \mathbb {C} ,}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mrow class="MJX-TeXAtom-ORD"> <mi mathvariant="double-struck">C</mi> </mrow> <mo>,</mo> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle \mathbb {C} ,}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/c6ff6a3dc2982018ff20f1d2c927afc74a217be6" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.671ex; width:2.325ex; height:2.509ex;" alt="{\displaystyle \mathbb {C} ,}"></span> and let <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle T:L_{\mathbb {F} }^{\infty }(\mu )\to \left(L_{\mathbb {F} }^{1}(\mu )\right)^{*}:g\mapsto T_{g}=\left(\int fgd\mu \right)_{f\in L_{\mathbb {F} }^{1}(\mu )}.}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>T</mi> <mo>:</mo> <msubsup> <mi>L</mi> <mrow class="MJX-TeXAtom-ORD"> <mrow class="MJX-TeXAtom-ORD"> <mi mathvariant="double-struck">F</mi> </mrow> </mrow> <mrow class="MJX-TeXAtom-ORD"> <mi mathvariant="normal">&#x221E;<!-- ∞ --></mi> </mrow> </msubsup> <mo stretchy="false">(</mo> <mi>&#x03BC;<!-- μ --></mi> <mo stretchy="false">)</mo> <mo stretchy="false">&#x2192;<!-- → --></mo> <msup> <mrow> <mo>(</mo> <mrow> <msubsup> <mi>L</mi> <mrow class="MJX-TeXAtom-ORD"> <mrow class="MJX-TeXAtom-ORD"> <mi mathvariant="double-struck">F</mi> </mrow> </mrow> <mrow class="MJX-TeXAtom-ORD"> <mn>1</mn> </mrow> </msubsup> <mo stretchy="false">(</mo> <mi>&#x03BC;<!-- μ --></mi> <mo stretchy="false">)</mo> </mrow> <mo>)</mo> </mrow> <mrow class="MJX-TeXAtom-ORD"> <mo>&#x2217;<!-- ∗ --></mo> </mrow> </msup> <mo>:</mo> <mi>g</mi> <mo stretchy="false">&#x21A6;<!-- ↦ --></mo> <msub> <mi>T</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>g</mi> </mrow> </msub> <mo>=</mo> <msub> <mrow> <mo>(</mo> <mrow> <mo>&#x222B;<!-- ∫ --></mo> <mi>f</mi> <mi>g</mi> <mi>d</mi> <mi>&#x03BC;<!-- μ --></mi> </mrow> <mo>)</mo> </mrow> <mrow class="MJX-TeXAtom-ORD"> <mi>f</mi> <mo>&#x2208;<!-- ∈ --></mo> <msubsup> <mi>L</mi> <mrow class="MJX-TeXAtom-ORD"> <mrow class="MJX-TeXAtom-ORD"> <mi mathvariant="double-struck">F</mi> </mrow> </mrow> <mrow class="MJX-TeXAtom-ORD"> <mn>1</mn> </mrow> </msubsup> <mo stretchy="false">(</mo> <mi>&#x03BC;<!-- μ --></mi> <mo stretchy="false">)</mo> </mrow> </msub> <mo>.</mo> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle T:L_{\mathbb {F} }^{\infty }(\mu )\to \left(L_{\mathbb {F} }^{1}(\mu )\right)^{*}:g\mapsto T_{g}=\left(\int fgd\mu \right)_{f\in L_{\mathbb {F} }^{1}(\mu )}.}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/2b8f64d5393ea1abc30ff1cf485817ac19df7389" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -3.171ex; width:53.479ex; height:6.843ex;" alt="{\displaystyle T:L_{\mathbb {F} }^{\infty }(\mu )\to \left(L_{\mathbb {F} }^{1}(\mu )\right)^{*}:g\mapsto T_{g}=\left(\int fgd\mu \right)_{f\in L_{\mathbb {F} }^{1}(\mu )}.}"></span> Then <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \mu }"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>&#x03BC;<!-- μ --></mi> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle \mu }</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/9fd47b2a39f7a7856952afec1f1db72c67af6161" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:1.402ex; height:2.176ex;" alt="{\displaystyle \mu }"></span> is semifinite if and only if <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle T}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>T</mi> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle T}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/ec7200acd984a1d3a3d7dc455e262fbe54f7f6e0" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.338ex; width:1.636ex; height:2.176ex;" alt="{\displaystyle T}"></span> is injective.<sup id="cite_ref-FOOTNOTEFremlin2016part_(a)_of_Theorem_243G,_p._159_17-0" class="reference"><a href="#cite_note-FOOTNOTEFremlin2016part_(a)_of_Theorem_243G,_p._159-17"><span class="cite-bracket">&#91;</span>16<span class="cite-bracket">&#93;</span></a></sup><sup id="cite_ref-FOOTNOTEFremlin2016Section_243K,_p._162_18-0" class="reference"><a href="#cite_note-FOOTNOTEFremlin2016Section_243K,_p._162-18"><span class="cite-bracket">&#91;</span>17<span class="cite-bracket">&#93;</span></a></sup> (This result has import in the study of the <a href="/wiki/Lp_space#Dual_spaces" title="Lp space">dual space of <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle L^{1}=L_{\mathbb {F} }^{1}(\mu )}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <msup> <mi>L</mi> <mrow class="MJX-TeXAtom-ORD"> <mn>1</mn> </mrow> </msup> <mo>=</mo> <msubsup> <mi>L</mi> <mrow class="MJX-TeXAtom-ORD"> <mrow class="MJX-TeXAtom-ORD"> <mi mathvariant="double-struck">F</mi> </mrow> </mrow> <mrow class="MJX-TeXAtom-ORD"> <mn>1</mn> </mrow> </msubsup> <mo stretchy="false">(</mo> <mi>&#x03BC;<!-- μ --></mi> <mo stretchy="false">)</mo> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle L^{1}=L_{\mathbb {F} }^{1}(\mu )}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/130aaeda38d82a3916c945fbeb8e4eb55dda5a73" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -1.005ex; width:11.766ex; height:3.343ex;" alt="{\displaystyle L^{1}=L_{\mathbb {F} }^{1}(\mu )}"></span></a>.)</li> <li>Let <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \mathbb {F} }"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mrow class="MJX-TeXAtom-ORD"> <mi mathvariant="double-struck">F</mi> </mrow> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle \mathbb {F} }</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/573f72afae7df709959ab1a58cd643743466a187" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.338ex; width:1.42ex; height:2.176ex;" alt="{\displaystyle \mathbb {F} }"></span> be <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \mathbb {R} }"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mrow class="MJX-TeXAtom-ORD"> <mi mathvariant="double-struck">R</mi> </mrow> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle \mathbb {R} }</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/786849c765da7a84dbc3cce43e96aad58a5868dc" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.338ex; width:1.678ex; height:2.176ex;" alt="{\displaystyle \mathbb {R} }"></span> or <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \mathbb {C} ,}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mrow class="MJX-TeXAtom-ORD"> <mi mathvariant="double-struck">C</mi> </mrow> <mo>,</mo> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle \mathbb {C} ,}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/c6ff6a3dc2982018ff20f1d2c927afc74a217be6" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.671ex; width:2.325ex; height:2.509ex;" alt="{\displaystyle \mathbb {C} ,}"></span> and let <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle {\cal {T}}}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mrow class="MJX-TeXAtom-ORD"> <mrow class="MJX-TeXAtom-ORD"> <mi class="MJX-tex-caligraphic" mathvariant="script">T</mi> </mrow> </mrow> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle {\cal {T}}}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/9577c444f2a8ba4863cf7363a2790bbefdd88f37" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.338ex; width:1.936ex; height:2.343ex;" alt="{\displaystyle {\cal {T}}}"></span> be the topology of convergence in measure on <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle L_{\mathbb {F} }^{0}(\mu ).}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <msubsup> <mi>L</mi> <mrow class="MJX-TeXAtom-ORD"> <mrow class="MJX-TeXAtom-ORD"> <mi mathvariant="double-struck">F</mi> </mrow> </mrow> <mrow class="MJX-TeXAtom-ORD"> <mn>0</mn> </mrow> </msubsup> <mo stretchy="false">(</mo> <mi>&#x03BC;<!-- μ --></mi> <mo stretchy="false">)</mo> <mo>.</mo> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle L_{\mathbb {F} }^{0}(\mu ).}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/a3a419ae3c2e8935a76f2eaf1aa771eadd2ab0d1" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -1.005ex; width:6.677ex; height:3.176ex;" alt="{\displaystyle L_{\mathbb {F} }^{0}(\mu ).}"></span> Then <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \mu }"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>&#x03BC;<!-- μ --></mi> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle \mu }</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/9fd47b2a39f7a7856952afec1f1db72c67af6161" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:1.402ex; height:2.176ex;" alt="{\displaystyle \mu }"></span> is semifinite if and only if <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle {\cal {T}}}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mrow class="MJX-TeXAtom-ORD"> <mrow class="MJX-TeXAtom-ORD"> <mi class="MJX-tex-caligraphic" mathvariant="script">T</mi> </mrow> </mrow> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle {\cal {T}}}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/9577c444f2a8ba4863cf7363a2790bbefdd88f37" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.338ex; width:1.936ex; height:2.343ex;" alt="{\displaystyle {\cal {T}}}"></span> is Hausdorff.<sup id="cite_ref-FOOTNOTEFremlin2016part_(a)_of_the_Theorem_in_Section_245E,_p._182_19-0" class="reference"><a href="#cite_note-FOOTNOTEFremlin2016part_(a)_of_the_Theorem_in_Section_245E,_p._182-19"><span class="cite-bracket">&#91;</span>18<span class="cite-bracket">&#93;</span></a></sup><sup id="cite_ref-FOOTNOTEFremlin2016Section_245M,_p._188_20-0" class="reference"><a href="#cite_note-FOOTNOTEFremlin2016Section_245M,_p._188-20"><span class="cite-bracket">&#91;</span>19<span class="cite-bracket">&#93;</span></a></sup></li> <li>(Johnson) Let <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle X}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>X</mi> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle X}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/68baa052181f707c662844a465bfeeb135e82bab" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.338ex; width:1.98ex; height:2.176ex;" alt="{\displaystyle X}"></span> be a set, let <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle {\cal {A}}}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mrow class="MJX-TeXAtom-ORD"> <mrow class="MJX-TeXAtom-ORD"> <mi class="MJX-tex-caligraphic" mathvariant="script">A</mi> </mrow> </mrow> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle {\cal {A}}}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/1828cc083b0d7be214800469cf685e62b97ae92e" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.338ex; width:1.903ex; height:2.343ex;" alt="{\displaystyle {\cal {A}}}"></span> be a sigma-algebra on <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle X,}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>X</mi> <mo>,</mo> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle X,}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/09ba32eeb405f7f5f2bac1eb12987c47d2fd42df" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.671ex; width:2.627ex; height:2.509ex;" alt="{\displaystyle X,}"></span> let <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \mu }"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>&#x03BC;<!-- μ --></mi> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle \mu }</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/9fd47b2a39f7a7856952afec1f1db72c67af6161" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:1.402ex; height:2.176ex;" alt="{\displaystyle \mu }"></span> be a measure on <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle {\cal {A}},}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mrow class="MJX-TeXAtom-ORD"> <mrow class="MJX-TeXAtom-ORD"> <mi class="MJX-tex-caligraphic" mathvariant="script">A</mi> </mrow> </mrow> <mo>,</mo> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle {\cal {A}},}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/707009cfd5c9ebb63352ee2c8d96f67df35a0389" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.671ex; width:2.55ex; height:2.676ex;" alt="{\displaystyle {\cal {A}},}"></span> let <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle Y}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>Y</mi> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle Y}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/961d67d6b454b4df2301ac571808a3538b3a6d3f" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.171ex; width:1.773ex; height:2.009ex;" alt="{\displaystyle Y}"></span> be a set, let <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle {\cal {B}}}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mrow class="MJX-TeXAtom-ORD"> <mrow class="MJX-TeXAtom-ORD"> <mi class="MJX-tex-caligraphic" mathvariant="script">B</mi> </mrow> </mrow> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle {\cal {B}}}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/477c21a6f454705ca609caefac0a0dd925de4467" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.338ex; width:1.543ex; height:2.176ex;" alt="{\displaystyle {\cal {B}}}"></span> be a sigma-algebra on <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle Y,}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>Y</mi> <mo>,</mo> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle Y,}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/a3765557b7effa1a5f2f4dce9c80a25973b7009f" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.671ex; width:2.42ex; height:2.509ex;" alt="{\displaystyle Y,}"></span> and let <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \nu }"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>&#x03BD;<!-- ν --></mi> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle \nu }</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/c15bbbb971240cf328aba572178f091684585468" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.338ex; width:1.232ex; height:1.676ex;" alt="{\displaystyle \nu }"></span> be a measure on <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle {\cal {B}}.}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mrow class="MJX-TeXAtom-ORD"> <mrow class="MJX-TeXAtom-ORD"> <mi class="MJX-tex-caligraphic" mathvariant="script">B</mi> </mrow> </mrow> <mo>.</mo> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle {\cal {B}}.}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/8f030063550de32f9c4af5be07bf38a10ad31d41" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.338ex; width:2.19ex; height:2.176ex;" alt="{\displaystyle {\cal {B}}.}"></span> If <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \mu ,\nu }"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>&#x03BC;<!-- μ --></mi> <mo>,</mo> <mi>&#x03BD;<!-- ν --></mi> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle \mu ,\nu }</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/489a4ac1b5d76663fa5328e6f3c1d382655cb496" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:3.668ex; height:2.176ex;" alt="{\displaystyle \mu ,\nu }"></span> are both not a <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle 0-\infty }"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mn>0</mn> <mo>&#x2212;<!-- − --></mo> <mi mathvariant="normal">&#x221E;<!-- ∞ --></mi> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle 0-\infty }</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/9c42ff95d8105106fca60c9ed8b44aeca316a347" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.505ex; width:6.327ex; height:2.343ex;" alt="{\displaystyle 0-\infty }"></span> measure, then both <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \mu }"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>&#x03BC;<!-- μ --></mi> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle \mu }</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/9fd47b2a39f7a7856952afec1f1db72c67af6161" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:1.402ex; height:2.176ex;" alt="{\displaystyle \mu }"></span> and <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \nu }"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>&#x03BD;<!-- ν --></mi> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle \nu }</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/c15bbbb971240cf328aba572178f091684585468" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.338ex; width:1.232ex; height:1.676ex;" alt="{\displaystyle \nu }"></span> are semifinite if and only if <a href="/wiki/Product_measure" title="Product measure"><span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle (\mu \times _{\text{cld}}\nu )}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mo stretchy="false">(</mo> <mi>&#x03BC;<!-- μ --></mi> <msub> <mo>&#x00D7;<!-- × --></mo> <mrow class="MJX-TeXAtom-ORD"> <mtext>cld</mtext> </mrow> </msub> <mi>&#x03BD;<!-- ν --></mi> <mo stretchy="false">)</mo> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle (\mu \times _{\text{cld}}\nu )}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/fca050d26afd3f11598b10cc8dc37b8644df88f8" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:9.617ex; height:2.843ex;" alt="{\displaystyle (\mu \times _{\text{cld}}\nu )}"></span></a><span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle (A\times B)=\mu (A)\nu (B)}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mo stretchy="false">(</mo> <mi>A</mi> <mo>&#x00D7;<!-- × --></mo> <mi>B</mi> <mo stretchy="false">)</mo> <mo>=</mo> <mi>&#x03BC;<!-- μ --></mi> <mo stretchy="false">(</mo> <mi>A</mi> <mo stretchy="false">)</mo> <mi>&#x03BD;<!-- ν --></mi> <mo stretchy="false">(</mo> <mi>B</mi> <mo stretchy="false">)</mo> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle (A\times B)=\mu (A)\nu (B)}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/c0c95198650b4aac1f9cbcd701e13a213072c66c" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:21.015ex; height:2.843ex;" alt="{\displaystyle (A\times B)=\mu (A)\nu (B)}"></span> for all <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle A\in {\cal {A}}}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>A</mi> <mo>&#x2208;<!-- ∈ --></mo> <mrow class="MJX-TeXAtom-ORD"> <mrow class="MJX-TeXAtom-ORD"> <mi class="MJX-tex-caligraphic" mathvariant="script">A</mi> </mrow> </mrow> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle A\in {\cal {A}}}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/040ef34c53b967aca769452e7db1782a19857889" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.338ex; width:6.487ex; height:2.343ex;" alt="{\displaystyle A\in {\cal {A}}}"></span> and <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle B\in {\cal {B}}.}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>B</mi> <mo>&#x2208;<!-- ∈ --></mo> <mrow class="MJX-TeXAtom-ORD"> <mrow class="MJX-TeXAtom-ORD"> <mi class="MJX-tex-caligraphic" mathvariant="script">B</mi> </mrow> </mrow> <mo>.</mo> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle B\in {\cal {B}}.}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/12ea391b20e66af1376dce696c432ed150706caa" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.338ex; width:6.795ex; height:2.176ex;" alt="{\displaystyle B\in {\cal {B}}.}"></span> (Here, <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \mu \times _{\text{cld}}\nu }"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>&#x03BC;<!-- μ --></mi> <msub> <mo>&#x00D7;<!-- × --></mo> <mrow class="MJX-TeXAtom-ORD"> <mtext>cld</mtext> </mrow> </msub> <mi>&#x03BD;<!-- ν --></mi> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle \mu \times _{\text{cld}}\nu }</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/d131e397edd7cddd4c17a9c7b6bb1e10018dd488" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:7.808ex; height:2.176ex;" alt="{\displaystyle \mu \times _{\text{cld}}\nu }"></span> is the measure defined in Theorem 39.1 in Berberian '65.<sup id="cite_ref-FOOTNOTEBerberian1965Theorem_39.1,_p._129_21-0" class="reference"><a href="#cite_note-FOOTNOTEBerberian1965Theorem_39.1,_p._129-21"><span class="cite-bracket">&#91;</span>20<span class="cite-bracket">&#93;</span></a></sup>)</li></ul> <div class="mw-heading mw-heading3"><h3 id="Localizable_measures">Localizable measures</h3><span class="mw-editsection"><span class="mw-editsection-bracket">[</span><a href="/w/index.php?title=Measure_(mathematics)&amp;action=edit&amp;section=21" title="Edit section: Localizable measures"><span>edit</span></a><span class="mw-editsection-bracket">]</span></span></div> <p>Localizable measures are a special case of semifinite measures and a generalization of sigma-finite measures. </p><p>Let <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle X}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>X</mi> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle X}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/68baa052181f707c662844a465bfeeb135e82bab" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.338ex; width:1.98ex; height:2.176ex;" alt="{\displaystyle X}"></span> be a set, let <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle {\cal {A}}}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mrow class="MJX-TeXAtom-ORD"> <mrow class="MJX-TeXAtom-ORD"> <mi class="MJX-tex-caligraphic" mathvariant="script">A</mi> </mrow> </mrow> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle {\cal {A}}}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/1828cc083b0d7be214800469cf685e62b97ae92e" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.338ex; width:1.903ex; height:2.343ex;" alt="{\displaystyle {\cal {A}}}"></span> be a sigma-algebra on <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle X,}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>X</mi> <mo>,</mo> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle X,}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/09ba32eeb405f7f5f2bac1eb12987c47d2fd42df" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.671ex; width:2.627ex; height:2.509ex;" alt="{\displaystyle X,}"></span> and let <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \mu }"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>&#x03BC;<!-- μ --></mi> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle \mu }</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/9fd47b2a39f7a7856952afec1f1db72c67af6161" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:1.402ex; height:2.176ex;" alt="{\displaystyle \mu }"></span> be a measure on <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle {\cal {A}}.}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mrow class="MJX-TeXAtom-ORD"> <mrow class="MJX-TeXAtom-ORD"> <mi class="MJX-tex-caligraphic" mathvariant="script">A</mi> </mrow> </mrow> <mo>.</mo> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle {\cal {A}}.}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/52e7d0934a4f73b837248102850c848b8b774153" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.338ex; width:2.55ex; height:2.343ex;" alt="{\displaystyle {\cal {A}}.}"></span> </p> <ul><li>Let <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \mathbb {F} }"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mrow class="MJX-TeXAtom-ORD"> <mi mathvariant="double-struck">F</mi> </mrow> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle \mathbb {F} }</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/573f72afae7df709959ab1a58cd643743466a187" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.338ex; width:1.42ex; height:2.176ex;" alt="{\displaystyle \mathbb {F} }"></span> be <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \mathbb {R} }"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mrow class="MJX-TeXAtom-ORD"> <mi mathvariant="double-struck">R</mi> </mrow> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle \mathbb {R} }</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/786849c765da7a84dbc3cce43e96aad58a5868dc" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.338ex; width:1.678ex; height:2.176ex;" alt="{\displaystyle \mathbb {R} }"></span> or <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \mathbb {C} ,}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mrow class="MJX-TeXAtom-ORD"> <mi mathvariant="double-struck">C</mi> </mrow> <mo>,</mo> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle \mathbb {C} ,}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/c6ff6a3dc2982018ff20f1d2c927afc74a217be6" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.671ex; width:2.325ex; height:2.509ex;" alt="{\displaystyle \mathbb {C} ,}"></span> and let <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle T:L_{\mathbb {F} }^{\infty }(\mu )\to \left(L_{\mathbb {F} }^{1}(\mu )\right)^{*}:g\mapsto T_{g}=\left(\int fgd\mu \right)_{f\in L_{\mathbb {F} }^{1}(\mu )}.}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>T</mi> <mo>:</mo> <msubsup> <mi>L</mi> <mrow class="MJX-TeXAtom-ORD"> <mrow class="MJX-TeXAtom-ORD"> <mi mathvariant="double-struck">F</mi> </mrow> </mrow> <mrow class="MJX-TeXAtom-ORD"> <mi mathvariant="normal">&#x221E;<!-- ∞ --></mi> </mrow> </msubsup> <mo stretchy="false">(</mo> <mi>&#x03BC;<!-- μ --></mi> <mo stretchy="false">)</mo> <mo stretchy="false">&#x2192;<!-- → --></mo> <msup> <mrow> <mo>(</mo> <mrow> <msubsup> <mi>L</mi> <mrow class="MJX-TeXAtom-ORD"> <mrow class="MJX-TeXAtom-ORD"> <mi mathvariant="double-struck">F</mi> </mrow> </mrow> <mrow class="MJX-TeXAtom-ORD"> <mn>1</mn> </mrow> </msubsup> <mo stretchy="false">(</mo> <mi>&#x03BC;<!-- μ --></mi> <mo stretchy="false">)</mo> </mrow> <mo>)</mo> </mrow> <mrow class="MJX-TeXAtom-ORD"> <mo>&#x2217;<!-- ∗ --></mo> </mrow> </msup> <mo>:</mo> <mi>g</mi> <mo stretchy="false">&#x21A6;<!-- ↦ --></mo> <msub> <mi>T</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>g</mi> </mrow> </msub> <mo>=</mo> <msub> <mrow> <mo>(</mo> <mrow> <mo>&#x222B;<!-- ∫ --></mo> <mi>f</mi> <mi>g</mi> <mi>d</mi> <mi>&#x03BC;<!-- μ --></mi> </mrow> <mo>)</mo> </mrow> <mrow class="MJX-TeXAtom-ORD"> <mi>f</mi> <mo>&#x2208;<!-- ∈ --></mo> <msubsup> <mi>L</mi> <mrow class="MJX-TeXAtom-ORD"> <mrow class="MJX-TeXAtom-ORD"> <mi mathvariant="double-struck">F</mi> </mrow> </mrow> <mrow class="MJX-TeXAtom-ORD"> <mn>1</mn> </mrow> </msubsup> <mo stretchy="false">(</mo> <mi>&#x03BC;<!-- μ --></mi> <mo stretchy="false">)</mo> </mrow> </msub> <mo>.</mo> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle T:L_{\mathbb {F} }^{\infty }(\mu )\to \left(L_{\mathbb {F} }^{1}(\mu )\right)^{*}:g\mapsto T_{g}=\left(\int fgd\mu \right)_{f\in L_{\mathbb {F} }^{1}(\mu )}.}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/2b8f64d5393ea1abc30ff1cf485817ac19df7389" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -3.171ex; width:53.479ex; height:6.843ex;" alt="{\displaystyle T:L_{\mathbb {F} }^{\infty }(\mu )\to \left(L_{\mathbb {F} }^{1}(\mu )\right)^{*}:g\mapsto T_{g}=\left(\int fgd\mu \right)_{f\in L_{\mathbb {F} }^{1}(\mu )}.}"></span> Then <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \mu }"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>&#x03BC;<!-- μ --></mi> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle \mu }</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/9fd47b2a39f7a7856952afec1f1db72c67af6161" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:1.402ex; height:2.176ex;" alt="{\displaystyle \mu }"></span> is localizable if and only if <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle T}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>T</mi> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle T}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/ec7200acd984a1d3a3d7dc455e262fbe54f7f6e0" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.338ex; width:1.636ex; height:2.176ex;" alt="{\displaystyle T}"></span> is bijective (if and only if <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle L_{\mathbb {F} }^{\infty }(\mu )}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <msubsup> <mi>L</mi> <mrow class="MJX-TeXAtom-ORD"> <mrow class="MJX-TeXAtom-ORD"> <mi mathvariant="double-struck">F</mi> </mrow> </mrow> <mrow class="MJX-TeXAtom-ORD"> <mi mathvariant="normal">&#x221E;<!-- ∞ --></mi> </mrow> </msubsup> <mo stretchy="false">(</mo> <mi>&#x03BC;<!-- μ --></mi> <mo stretchy="false">)</mo> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle L_{\mathbb {F} }^{\infty }(\mu )}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/3b4a5bdf6eca86a33dc28c328a15e4d8dd0de24f" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -1.005ex; width:6.669ex; height:3.009ex;" alt="{\displaystyle L_{\mathbb {F} }^{\infty }(\mu )}"></span> "is" <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle L_{\mathbb {F} }^{1}(\mu )^{*}}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <msubsup> <mi>L</mi> <mrow class="MJX-TeXAtom-ORD"> <mrow class="MJX-TeXAtom-ORD"> <mi mathvariant="double-struck">F</mi> </mrow> </mrow> <mrow class="MJX-TeXAtom-ORD"> <mn>1</mn> </mrow> </msubsup> <mo stretchy="false">(</mo> <mi>&#x03BC;<!-- μ --></mi> <msup> <mo stretchy="false">)</mo> <mrow class="MJX-TeXAtom-ORD"> <mo>&#x2217;<!-- ∗ --></mo> </mrow> </msup> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle L_{\mathbb {F} }^{1}(\mu )^{*}}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/4e35267f86cb767647b7732fab543ae5722dcb53" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -1.005ex; width:7.085ex; height:3.176ex;" alt="{\displaystyle L_{\mathbb {F} }^{1}(\mu )^{*}}"></span>).<sup id="cite_ref-FOOTNOTEFremlin2016part_(b)_of_Theorem_243G,_p._159_22-0" class="reference"><a href="#cite_note-FOOTNOTEFremlin2016part_(b)_of_Theorem_243G,_p._159-22"><span class="cite-bracket">&#91;</span>21<span class="cite-bracket">&#93;</span></a></sup><sup id="cite_ref-FOOTNOTEFremlin2016Section_243K,_p._162_18-1" class="reference"><a href="#cite_note-FOOTNOTEFremlin2016Section_243K,_p._162-18"><span class="cite-bracket">&#91;</span>17<span class="cite-bracket">&#93;</span></a></sup></li></ul> <div class="mw-heading mw-heading3"><h3 id="s-finite_measures">s-finite measures</h3><span class="mw-editsection"><span class="mw-editsection-bracket">[</span><a href="/w/index.php?title=Measure_(mathematics)&amp;action=edit&amp;section=22" title="Edit section: s-finite measures"><span>edit</span></a><span class="mw-editsection-bracket">]</span></span></div> <link rel="mw-deduplicated-inline-style" href="mw-data:TemplateStyles:r1236090951"><div role="note" class="hatnote navigation-not-searchable">Main article: <a href="/wiki/S-finite_measure" title="S-finite measure">s-finite measure</a></div> <p>A measure is said to be s-finite if it is a countable sum of finite measures. S-finite measures are more general than sigma-finite ones and have applications in the theory of <a href="/wiki/Stochastic_processes" class="mw-redirect" title="Stochastic processes">stochastic processes</a>. </p> <div class="mw-heading mw-heading2"><h2 id="Non-measurable_sets">Non-measurable sets</h2><span class="mw-editsection"><span class="mw-editsection-bracket">[</span><a href="/w/index.php?title=Measure_(mathematics)&amp;action=edit&amp;section=23" title="Edit section: Non-measurable sets"><span>edit</span></a><span class="mw-editsection-bracket">]</span></span></div> <link rel="mw-deduplicated-inline-style" href="mw-data:TemplateStyles:r1236090951"><div role="note" class="hatnote navigation-not-searchable">Main article: <a href="/wiki/Non-measurable_set" title="Non-measurable set">Non-measurable set</a></div> <p>If the <a href="/wiki/Axiom_of_choice" title="Axiom of choice">axiom of choice</a> is assumed to be true, it can be proved that not all subsets of <a href="/wiki/Euclidean_space" title="Euclidean space">Euclidean space</a> are <a href="/wiki/Lebesgue_measurable" class="mw-redirect" title="Lebesgue measurable">Lebesgue measurable</a>; examples of such sets include the <a href="/wiki/Vitali_set" title="Vitali set">Vitali set</a>, and the non-measurable sets postulated by the <a href="/wiki/Hausdorff_paradox" title="Hausdorff paradox">Hausdorff paradox</a> and the <a href="/wiki/Banach%E2%80%93Tarski_paradox" title="Banach–Tarski paradox">Banach–Tarski paradox</a>. </p> <div class="mw-heading mw-heading2"><h2 id="Generalizations">Generalizations</h2><span class="mw-editsection"><span class="mw-editsection-bracket">[</span><a href="/w/index.php?title=Measure_(mathematics)&amp;action=edit&amp;section=24" title="Edit section: Generalizations"><span>edit</span></a><span class="mw-editsection-bracket">]</span></span></div> <p>For certain purposes, it is useful to have a "measure" whose values are not restricted to the non-negative reals or infinity. For instance, a countably additive <a href="/wiki/Set_function" title="Set function">set function</a> with values in the (signed) real numbers is called a <i><a href="/wiki/Signed_measure" title="Signed measure">signed measure</a></i>, while such a function with values in the <a href="/wiki/Complex_numbers" class="mw-redirect" title="Complex numbers">complex numbers</a> is called a <i><a href="/wiki/Complex_measure" title="Complex measure">complex measure</a></i>. Observe, however, that complex measure is necessarily of finite <a href="/wiki/Total_variation" title="Total variation">variation</a>, hence complex measures include <a href="/wiki/Finite_measure" title="Finite measure">finite signed measures</a> but not, for example, the <a href="/wiki/Lebesgue_measure" title="Lebesgue measure">Lebesgue measure</a>. </p><p>Measures that take values in <a href="/wiki/Banach_spaces" class="mw-redirect" title="Banach spaces">Banach spaces</a> have been studied extensively.<sup id="cite_ref-23" class="reference"><a href="#cite_note-23"><span class="cite-bracket">&#91;</span>22<span class="cite-bracket">&#93;</span></a></sup> A measure that takes values in the set of self-adjoint projections on a <a href="/wiki/Hilbert_space" title="Hilbert space">Hilbert space</a> is called a <i><a href="/wiki/Projection-valued_measure" title="Projection-valued measure">projection-valued measure</a></i>; these are used in <a href="/wiki/Functional_analysis" title="Functional analysis">functional analysis</a> for the <a href="/wiki/Spectral_theorem" title="Spectral theorem">spectral theorem</a>. When it is necessary to distinguish the usual measures which take non-negative values from generalizations, the term <b>positive measure</b> is used. Positive measures are closed under <a href="/wiki/Conical_combination" title="Conical combination">conical combination</a> but not general <a href="/wiki/Linear_combination" title="Linear combination">linear combination</a>, while signed measures are the linear closure of positive measures. </p><p>Another generalization is the <i>finitely additive measure</i>, also known as a <a href="/wiki/Content_(measure_theory)" title="Content (measure theory)">content</a>. This is the same as a measure except that instead of requiring <i>countable</i> additivity we require only <i>finite</i> additivity. Historically, this definition was used first. It turns out that in general, finitely additive measures are connected with notions such as <a href="/wiki/Banach_limit" title="Banach limit">Banach limits</a>, the dual of <a href="/wiki/Lp_space" title="Lp space"><span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle L^{\infty }}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <msup> <mi>L</mi> <mrow class="MJX-TeXAtom-ORD"> <mi mathvariant="normal">&#x221E;<!-- ∞ --></mi> </mrow> </msup> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle L^{\infty }}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/b9ab400cc4dfd865180cd84c72dc894ca457671f" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.338ex; width:3.458ex; height:2.343ex;" alt="{\displaystyle L^{\infty }}"></span></a> and the <a href="/wiki/Stone%E2%80%93%C4%8Cech_compactification" title="Stone–Čech compactification">Stone–Čech compactification</a>. All these are linked in one way or another to the <a href="/wiki/Axiom_of_choice" title="Axiom of choice">axiom of choice</a>. Contents remain useful in certain technical problems in <a href="/wiki/Geometric_measure_theory" title="Geometric measure theory">geometric measure theory</a>; this is the theory of <a href="/wiki/Banach_measure" title="Banach measure">Banach measures</a>. </p><p>A <i>charge</i> is a generalization in both directions: it is a finitely additive, signed measure.<sup id="cite_ref-24" class="reference"><a href="#cite_note-24"><span class="cite-bracket">&#91;</span>23<span class="cite-bracket">&#93;</span></a></sup> (Cf. <a href="/wiki/Ba_space" title="Ba space">ba space</a> for information about <i>bounded</i> charges, where we say a charge is <i>bounded</i> to mean its range its a bounded subset of <i>R</i>.) </p> <div class="mw-heading mw-heading2"><h2 id="See_also">See also</h2><span class="mw-editsection"><span class="mw-editsection-bracket">[</span><a href="/w/index.php?title=Measure_(mathematics)&amp;action=edit&amp;section=25" title="Edit section: See 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data-mw-deduplicate="TemplateStyles:r1184024115">.mw-parser-output .div-col{margin-top:0.3em;column-width:30em}.mw-parser-output .div-col-small{font-size:90%}.mw-parser-output .div-col-rules{column-rule:1px solid #aaa}.mw-parser-output .div-col dl,.mw-parser-output .div-col ol,.mw-parser-output .div-col ul{margin-top:0}.mw-parser-output .div-col li,.mw-parser-output .div-col dd{page-break-inside:avoid;break-inside:avoid-column}</style><div class="div-col div-col-small" style="column-width: 20em;"> <ul><li><a href="/wiki/Abelian_von_Neumann_algebra" title="Abelian von Neumann algebra">Abelian von Neumann algebra</a></li> <li><a href="/wiki/Almost_everywhere" title="Almost everywhere">Almost everywhere</a></li> <li><a href="/wiki/Carath%C3%A9odory%27s_extension_theorem" title="Carathéodory&#39;s extension theorem">Carathéodory's extension theorem</a></li> <li><a href="/wiki/Content_(measure_theory)" title="Content (measure theory)">Content (measure theory)</a></li> <li><a href="/wiki/Fubini%27s_theorem" title="Fubini&#39;s theorem">Fubini's theorem</a></li> <li><a href="/wiki/Fatou%27s_lemma" title="Fatou&#39;s lemma">Fatou's lemma</a></li> <li><a href="/wiki/Fuzzy_measure_theory" title="Fuzzy measure theory">Fuzzy measure theory</a></li> <li><a href="/wiki/Geometric_measure_theory" title="Geometric measure theory">Geometric measure theory</a></li> <li><a href="/wiki/Hausdorff_measure" title="Hausdorff measure">Hausdorff measure</a></li> <li><a href="/wiki/Inner_measure" title="Inner measure">Inner measure</a></li> <li><a href="/wiki/Lebesgue_integration" class="mw-redirect" title="Lebesgue integration">Lebesgue integration</a></li> <li><a href="/wiki/Lebesgue_measure" title="Lebesgue measure">Lebesgue measure</a></li> <li><a href="/wiki/Lorentz_space" title="Lorentz space">Lorentz space</a></li> <li><a href="/wiki/Lifting_theory" title="Lifting theory">Lifting theory</a></li> <li><a href="/wiki/Measurable_cardinal" title="Measurable cardinal">Measurable cardinal</a></li> <li><a href="/wiki/Measurable_function" title="Measurable function">Measurable function</a></li> <li><a href="/wiki/Minkowski_content" title="Minkowski content">Minkowski content</a></li> <li><a href="/wiki/Outer_measure" title="Outer measure">Outer measure</a></li> <li><a href="/wiki/Product_measure" title="Product measure">Product measure</a></li> <li><a href="/wiki/Pushforward_measure" title="Pushforward measure">Pushforward measure</a></li> <li><a href="/wiki/Regular_measure" title="Regular measure">Regular measure</a></li> <li><a href="/wiki/Vector_measure" title="Vector measure">Vector measure</a></li> <li><a href="/wiki/Valuation_(measure_theory)" title="Valuation (measure theory)">Valuation (measure theory)</a></li> <li><a href="/wiki/Volume_form" title="Volume form">Volume form</a></li></ul> </div> <div class="mw-heading mw-heading2"><h2 id="Notes">Notes</h2><span class="mw-editsection"><span class="mw-editsection-bracket">[</span><a href="/w/index.php?title=Measure_(mathematics)&amp;action=edit&amp;section=26" title="Edit section: Notes"><span>edit</span></a><span class="mw-editsection-bracket">]</span></span></div> <style data-mw-deduplicate="TemplateStyles:r1239543626">.mw-parser-output .reflist{margin-bottom:0.5em;list-style-type:decimal}@media screen{.mw-parser-output .reflist{font-size:90%}}.mw-parser-output .reflist .references{font-size:100%;margin-bottom:0;list-style-type:inherit}.mw-parser-output .reflist-columns-2{column-width:30em}.mw-parser-output .reflist-columns-3{column-width:25em}.mw-parser-output .reflist-columns{margin-top:0.3em}.mw-parser-output .reflist-columns ol{margin-top:0}.mw-parser-output .reflist-columns li{page-break-inside:avoid;break-inside:avoid-column}.mw-parser-output .reflist-upper-alpha{list-style-type:upper-alpha}.mw-parser-output .reflist-upper-roman{list-style-type:upper-roman}.mw-parser-output .reflist-lower-alpha{list-style-type:lower-alpha}.mw-parser-output .reflist-lower-greek{list-style-type:lower-greek}.mw-parser-output .reflist-lower-roman{list-style-type:lower-roman}</style><div class="reflist"> <div class="mw-references-wrap"><ol class="references"> <li id="cite_note-14"><span class="mw-cite-backlink"><b><a href="#cite_ref-14">^</a></b></span> <span class="reference-text">One way to rephrase our definition is that <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \mu }"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>&#x03BC;<!-- μ --></mi> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle \mu }</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/9fd47b2a39f7a7856952afec1f1db72c67af6161" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:1.402ex; height:2.176ex;" alt="{\displaystyle \mu }"></span> is semifinite if and only if <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle (\forall A\in \mu ^{\text{pre}}\{+\infty \})(\exists B\subseteq A)(0&lt;\mu (B)&lt;+\infty ).}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mo stretchy="false">(</mo> <mi mathvariant="normal">&#x2200;<!-- ∀ --></mi> <mi>A</mi> <mo>&#x2208;<!-- ∈ --></mo> <msup> <mi>&#x03BC;<!-- μ --></mi> <mrow class="MJX-TeXAtom-ORD"> <mtext>pre</mtext> </mrow> </msup> <mo fence="false" stretchy="false">{</mo> <mo>+</mo> <mi mathvariant="normal">&#x221E;<!-- ∞ --></mi> <mo fence="false" stretchy="false">}</mo> <mo stretchy="false">)</mo> <mo stretchy="false">(</mo> <mi mathvariant="normal">&#x2203;<!-- ∃ --></mi> <mi>B</mi> <mo>&#x2286;<!-- ⊆ --></mo> <mi>A</mi> <mo stretchy="false">)</mo> <mo stretchy="false">(</mo> <mn>0</mn> <mo>&lt;</mo> <mi>&#x03BC;<!-- μ --></mi> <mo stretchy="false">(</mo> <mi>B</mi> <mo stretchy="false">)</mo> <mo>&lt;</mo> <mo>+</mo> <mi mathvariant="normal">&#x221E;<!-- ∞ --></mi> <mo stretchy="false">)</mo> <mo>.</mo> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle (\forall A\in \mu ^{\text{pre}}\{+\infty \})(\exists B\subseteq A)(0&lt;\mu (B)&lt;+\infty ).}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/6a3cc9fa4b47cb19030aa84a2f1fe3b54b41aa7b" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:46.695ex; height:2.843ex;" alt="{\displaystyle (\forall A\in \mu ^{\text{pre}}\{+\infty \})(\exists B\subseteq A)(0&lt;\mu (B)&lt;+\infty ).}"></span> Negating this rephrasing, we find that <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \mu }"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>&#x03BC;<!-- μ --></mi> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle \mu }</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/9fd47b2a39f7a7856952afec1f1db72c67af6161" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:1.402ex; height:2.176ex;" alt="{\displaystyle \mu }"></span> is not semifinite if and only if <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle (\exists A\in \mu ^{\text{pre}}\{+\infty \})(\forall B\subseteq A)(\mu (B)\in \{0,+\infty \}).}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mo stretchy="false">(</mo> <mi mathvariant="normal">&#x2203;<!-- ∃ --></mi> <mi>A</mi> <mo>&#x2208;<!-- ∈ --></mo> <msup> <mi>&#x03BC;<!-- μ --></mi> <mrow class="MJX-TeXAtom-ORD"> <mtext>pre</mtext> </mrow> </msup> <mo fence="false" stretchy="false">{</mo> <mo>+</mo> <mi mathvariant="normal">&#x221E;<!-- ∞ --></mi> <mo fence="false" stretchy="false">}</mo> <mo stretchy="false">)</mo> <mo stretchy="false">(</mo> <mi mathvariant="normal">&#x2200;<!-- ∀ --></mi> <mi>B</mi> <mo>&#x2286;<!-- ⊆ --></mo> <mi>A</mi> <mo stretchy="false">)</mo> <mo stretchy="false">(</mo> <mi>&#x03BC;<!-- μ --></mi> <mo stretchy="false">(</mo> <mi>B</mi> <mo stretchy="false">)</mo> <mo>&#x2208;<!-- ∈ --></mo> <mo fence="false" stretchy="false">{</mo> <mn>0</mn> <mo>,</mo> <mo>+</mo> <mi mathvariant="normal">&#x221E;<!-- ∞ --></mi> <mo fence="false" stretchy="false">}</mo> <mo stretchy="false">)</mo> <mo>.</mo> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle (\exists A\in \mu ^{\text{pre}}\{+\infty \})(\forall B\subseteq A)(\mu (B)\in \{0,+\infty \}).}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/be30a6118310eaf520c2e9f740ce51c1f2505302" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:46.697ex; height:2.843ex;" alt="{\displaystyle (\exists A\in \mu ^{\text{pre}}\{+\infty \})(\forall B\subseteq A)(\mu (B)\in \{0,+\infty \}).}"></span> For every such set <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle A,}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>A</mi> <mo>,</mo> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle A,}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/2746026864cc5896e3e52443a1c917be2df9d8ea" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.671ex; width:2.39ex; height:2.509ex;" alt="{\displaystyle A,}"></span> the subspace measure induced by the subspace sigma-algebra induced by <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle A,}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>A</mi> <mo>,</mo> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle A,}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/2746026864cc5896e3e52443a1c917be2df9d8ea" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.671ex; width:2.39ex; height:2.509ex;" alt="{\displaystyle A,}"></span> i.e. the restriction of <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \mu }"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>&#x03BC;<!-- μ --></mi> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle \mu }</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/9fd47b2a39f7a7856952afec1f1db72c67af6161" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:1.402ex; height:2.176ex;" alt="{\displaystyle \mu }"></span> to said subspace sigma-algebra, is a <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle 0-\infty }"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mn>0</mn> <mo>&#x2212;<!-- − --></mo> <mi mathvariant="normal">&#x221E;<!-- ∞ --></mi> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle 0-\infty }</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/9c42ff95d8105106fca60c9ed8b44aeca316a347" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.505ex; width:6.327ex; height:2.343ex;" alt="{\displaystyle 0-\infty }"></span> measure that is not the zero measure.</span> </li> </ol></div></div> <div class="mw-heading mw-heading2"><h2 id="Bibliography">Bibliography</h2><span class="mw-editsection"><span class="mw-editsection-bracket">[</span><a href="/w/index.php?title=Measure_(mathematics)&amp;action=edit&amp;section=27" title="Edit section: Bibliography"><span>edit</span></a><span class="mw-editsection-bracket">]</span></span></div> <style data-mw-deduplicate="TemplateStyles:r1239549316">.mw-parser-output .refbegin{margin-bottom:0.5em}.mw-parser-output .refbegin-hanging-indents>ul{margin-left:0}.mw-parser-output .refbegin-hanging-indents>ul>li{margin-left:0;padding-left:3.2em;text-indent:-3.2em}.mw-parser-output .refbegin-hanging-indents ul,.mw-parser-output .refbegin-hanging-indents ul li{list-style:none}@media(max-width:720px){.mw-parser-output .refbegin-hanging-indents>ul>li{padding-left:1.6em;text-indent:-1.6em}}.mw-parser-output .refbegin-columns{margin-top:0.3em}.mw-parser-output .refbegin-columns ul{margin-top:0}.mw-parser-output .refbegin-columns li{page-break-inside:avoid;break-inside:avoid-column}@media screen{.mw-parser-output .refbegin{font-size:90%}}</style><div class="refbegin" style=""> <ul><li><a href="/wiki/Robert_G._Bartle" title="Robert G. Bartle">Robert G. Bartle</a> (1995) <i>The Elements of Integration and Lebesgue Measure</i>, Wiley Interscience.</li> <li><style data-mw-deduplicate="TemplateStyles:r1238218222">.mw-parser-output cite.citation{font-style:inherit;word-wrap:break-word}.mw-parser-output .citation q{quotes:"\"""\"""'""'"}.mw-parser-output .citation:target{background-color:rgba(0,127,255,0.133)}.mw-parser-output .id-lock-free.id-lock-free a{background:url("//upload.wikimedia.org/wikipedia/commons/6/65/Lock-green.svg")right 0.1em center/9px no-repeat}.mw-parser-output .id-lock-limited.id-lock-limited a,.mw-parser-output .id-lock-registration.id-lock-registration a{background:url("//upload.wikimedia.org/wikipedia/commons/d/d6/Lock-gray-alt-2.svg")right 0.1em center/9px no-repeat}.mw-parser-output .id-lock-subscription.id-lock-subscription a{background:url("//upload.wikimedia.org/wikipedia/commons/a/aa/Lock-red-alt-2.svg")right 0.1em center/9px no-repeat}.mw-parser-output .cs1-ws-icon a{background:url("//upload.wikimedia.org/wikipedia/commons/4/4c/Wikisource-logo.svg")right 0.1em center/12px no-repeat}body:not(.skin-timeless):not(.skin-minerva) .mw-parser-output .id-lock-free a,body:not(.skin-timeless):not(.skin-minerva) .mw-parser-output .id-lock-limited a,body:not(.skin-timeless):not(.skin-minerva) .mw-parser-output .id-lock-registration a,body:not(.skin-timeless):not(.skin-minerva) .mw-parser-output .id-lock-subscription a,body:not(.skin-timeless):not(.skin-minerva) .mw-parser-output .cs1-ws-icon a{background-size:contain;padding:0 1em 0 0}.mw-parser-output .cs1-code{color:inherit;background:inherit;border:none;padding:inherit}.mw-parser-output .cs1-hidden-error{display:none;color:var(--color-error,#d33)}.mw-parser-output .cs1-visible-error{color:var(--color-error,#d33)}.mw-parser-output .cs1-maint{display:none;color:#085;margin-left:0.3em}.mw-parser-output .cs1-kern-left{padding-left:0.2em}.mw-parser-output .cs1-kern-right{padding-right:0.2em}.mw-parser-output .citation .mw-selflink{font-weight:inherit}@media screen{.mw-parser-output .cs1-format{font-size:95%}html.skin-theme-clientpref-night .mw-parser-output .cs1-maint{color:#18911f}}@media screen and (prefers-color-scheme:dark){html.skin-theme-clientpref-os .mw-parser-output .cs1-maint{color:#18911f}}</style><cite id="CITEREFBauer2001" class="citation cs2"><a href="/wiki/Heinz_Bauer" title="Heinz Bauer">Bauer, Heinz</a> (2001), <i>Measure and Integration Theory</i>, Berlin: de Gruyter, <a href="/wiki/ISBN_(identifier)" class="mw-redirect" title="ISBN (identifier)">ISBN</a>&#160;<a href="/wiki/Special:BookSources/978-3110167191" title="Special:BookSources/978-3110167191"><bdi>978-3110167191</bdi></a></cite><span title="ctx_ver=Z39.88-2004&amp;rft_val_fmt=info%3Aofi%2Ffmt%3Akev%3Amtx%3Abook&amp;rft.genre=book&amp;rft.btitle=Measure+and+Integration+Theory&amp;rft.place=Berlin&amp;rft.pub=de+Gruyter&amp;rft.date=2001&amp;rft.isbn=978-3110167191&amp;rft.aulast=Bauer&amp;rft.aufirst=Heinz&amp;rfr_id=info%3Asid%2Fen.wikipedia.org%3AMeasure+%28mathematics%29" class="Z3988"></span></li> <li><link rel="mw-deduplicated-inline-style" href="mw-data:TemplateStyles:r1238218222"><cite id="CITEREFBear2001" class="citation cs2">Bear, H.S. (2001), <i>A Primer of Lebesgue Integration</i>, San Diego: Academic Press, <a href="/wiki/ISBN_(identifier)" class="mw-redirect" title="ISBN (identifier)">ISBN</a>&#160;<a href="/wiki/Special:BookSources/978-0120839711" title="Special:BookSources/978-0120839711"><bdi>978-0120839711</bdi></a></cite><span title="ctx_ver=Z39.88-2004&amp;rft_val_fmt=info%3Aofi%2Ffmt%3Akev%3Amtx%3Abook&amp;rft.genre=book&amp;rft.btitle=A+Primer+of+Lebesgue+Integration&amp;rft.place=San+Diego&amp;rft.pub=Academic+Press&amp;rft.date=2001&amp;rft.isbn=978-0120839711&amp;rft.aulast=Bear&amp;rft.aufirst=H.S.&amp;rfr_id=info%3Asid%2Fen.wikipedia.org%3AMeasure+%28mathematics%29" class="Z3988"></span></li> <li><link rel="mw-deduplicated-inline-style" href="mw-data:TemplateStyles:r1238218222"><cite id="CITEREFBerberian1965" class="citation book cs1">Berberian, Sterling K (1965). <i>Measure and Integration</i>. MacMillan.</cite><span title="ctx_ver=Z39.88-2004&amp;rft_val_fmt=info%3Aofi%2Ffmt%3Akev%3Amtx%3Abook&amp;rft.genre=book&amp;rft.btitle=Measure+and+Integration&amp;rft.pub=MacMillan&amp;rft.date=1965&amp;rft.aulast=Berberian&amp;rft.aufirst=Sterling+K&amp;rfr_id=info%3Asid%2Fen.wikipedia.org%3AMeasure+%28mathematics%29" class="Z3988"></span></li> <li><link rel="mw-deduplicated-inline-style" href="mw-data:TemplateStyles:r1238218222"><cite id="CITEREFBogachev2006" class="citation cs2"><a href="/wiki/Vladimir_Bogachev" title="Vladimir Bogachev">Bogachev, Vladimir I.</a> (2006), <i>Measure theory</i>, Berlin: Springer, <a href="/wiki/ISBN_(identifier)" class="mw-redirect" title="ISBN (identifier)">ISBN</a>&#160;<a href="/wiki/Special:BookSources/978-3540345138" title="Special:BookSources/978-3540345138"><bdi>978-3540345138</bdi></a></cite><span title="ctx_ver=Z39.88-2004&amp;rft_val_fmt=info%3Aofi%2Ffmt%3Akev%3Amtx%3Abook&amp;rft.genre=book&amp;rft.btitle=Measure+theory&amp;rft.place=Berlin&amp;rft.pub=Springer&amp;rft.date=2006&amp;rft.isbn=978-3540345138&amp;rft.aulast=Bogachev&amp;rft.aufirst=Vladimir+I.&amp;rfr_id=info%3Asid%2Fen.wikipedia.org%3AMeasure+%28mathematics%29" class="Z3988"></span></li> <li><link rel="mw-deduplicated-inline-style" href="mw-data:TemplateStyles:r1238218222"><cite id="CITEREFBourbaki2004" class="citation cs2">Bourbaki, Nicolas (2004), <i>Integration I</i>, <a href="/wiki/Springer_Verlag" class="mw-redirect" title="Springer Verlag">Springer Verlag</a>, <a href="/wiki/ISBN_(identifier)" class="mw-redirect" title="ISBN (identifier)">ISBN</a>&#160;<a href="/wiki/Special:BookSources/3-540-41129-1" title="Special:BookSources/3-540-41129-1"><bdi>3-540-41129-1</bdi></a></cite><span title="ctx_ver=Z39.88-2004&amp;rft_val_fmt=info%3Aofi%2Ffmt%3Akev%3Amtx%3Abook&amp;rft.genre=book&amp;rft.btitle=Integration+I&amp;rft.pub=Springer+Verlag&amp;rft.date=2004&amp;rft.isbn=3-540-41129-1&amp;rft.aulast=Bourbaki&amp;rft.aufirst=Nicolas&amp;rfr_id=info%3Asid%2Fen.wikipedia.org%3AMeasure+%28mathematics%29" class="Z3988"></span> Chapter III.</li> <li><link rel="mw-deduplicated-inline-style" href="mw-data:TemplateStyles:r1238218222"><cite id="CITEREFDudley2002" class="citation book cs1"><a href="/wiki/Richard_M._Dudley" title="Richard M. Dudley">Dudley, Richard M.</a> (2002). <i>Real Analysis and Probability</i>. Cambridge University Press. <a href="/wiki/ISBN_(identifier)" class="mw-redirect" title="ISBN (identifier)">ISBN</a>&#160;<a href="/wiki/Special:BookSources/978-0521007542" title="Special:BookSources/978-0521007542"><bdi>978-0521007542</bdi></a>.</cite><span title="ctx_ver=Z39.88-2004&amp;rft_val_fmt=info%3Aofi%2Ffmt%3Akev%3Amtx%3Abook&amp;rft.genre=book&amp;rft.btitle=Real+Analysis+and+Probability&amp;rft.pub=Cambridge+University+Press&amp;rft.date=2002&amp;rft.isbn=978-0521007542&amp;rft.aulast=Dudley&amp;rft.aufirst=Richard+M.&amp;rfr_id=info%3Asid%2Fen.wikipedia.org%3AMeasure+%28mathematics%29" class="Z3988"></span></li> <li><link rel="mw-deduplicated-inline-style" href="mw-data:TemplateStyles:r1238218222"><cite id="CITEREFEdgar1998" class="citation book cs1">Edgar, Gerald A. (1998). <i>Integral, Probability, and Fractal Measures</i>. Springer. <a href="/wiki/ISBN_(identifier)" class="mw-redirect" title="ISBN (identifier)">ISBN</a>&#160;<a href="/wiki/Special:BookSources/978-1-4419-3112-2" title="Special:BookSources/978-1-4419-3112-2"><bdi>978-1-4419-3112-2</bdi></a>.</cite><span title="ctx_ver=Z39.88-2004&amp;rft_val_fmt=info%3Aofi%2Ffmt%3Akev%3Amtx%3Abook&amp;rft.genre=book&amp;rft.btitle=Integral%2C+Probability%2C+and+Fractal+Measures&amp;rft.pub=Springer&amp;rft.date=1998&amp;rft.isbn=978-1-4419-3112-2&amp;rft.aulast=Edgar&amp;rft.aufirst=Gerald+A.&amp;rfr_id=info%3Asid%2Fen.wikipedia.org%3AMeasure+%28mathematics%29" class="Z3988"></span></li> <li><link rel="mw-deduplicated-inline-style" href="mw-data:TemplateStyles:r1238218222"><cite id="CITEREFFolland1999" class="citation book cs1"><a href="/wiki/Gerald_Folland" title="Gerald Folland">Folland, Gerald B.</a> (1999). <i>Real Analysis: Modern Techniques and Their Applications</i> (Second&#160;ed.). Wiley. <a href="/wiki/ISBN_(identifier)" class="mw-redirect" title="ISBN (identifier)">ISBN</a>&#160;<a href="/wiki/Special:BookSources/0-471-31716-0" title="Special:BookSources/0-471-31716-0"><bdi>0-471-31716-0</bdi></a>.</cite><span title="ctx_ver=Z39.88-2004&amp;rft_val_fmt=info%3Aofi%2Ffmt%3Akev%3Amtx%3Abook&amp;rft.genre=book&amp;rft.btitle=Real+Analysis%3A+Modern+Techniques+and+Their+Applications&amp;rft.edition=Second&amp;rft.pub=Wiley&amp;rft.date=1999&amp;rft.isbn=0-471-31716-0&amp;rft.aulast=Folland&amp;rft.aufirst=Gerald+B.&amp;rfr_id=info%3Asid%2Fen.wikipedia.org%3AMeasure+%28mathematics%29" class="Z3988"></span></li> <li>Federer, Herbert. Geometric measure theory. Die Grundlehren der mathematischen Wissenschaften, Band 153 Springer-Verlag New York Inc., New York 1969 xiv+676 pp.</li> <li><link rel="mw-deduplicated-inline-style" href="mw-data:TemplateStyles:r1238218222"><cite id="CITEREFFremlin2016" class="citation book cs1">Fremlin, D.H. (2016). <i>Measure Theory, Volume 2: Broad Foundations</i> (Hardback&#160;ed.). Torres Fremlin.</cite><span title="ctx_ver=Z39.88-2004&amp;rft_val_fmt=info%3Aofi%2Ffmt%3Akev%3Amtx%3Abook&amp;rft.genre=book&amp;rft.btitle=Measure+Theory%2C+Volume+2%3A+Broad+Foundations&amp;rft.edition=Hardback&amp;rft.pub=Torres+Fremlin&amp;rft.date=2016&amp;rft.aulast=Fremlin&amp;rft.aufirst=D.H.&amp;rfr_id=info%3Asid%2Fen.wikipedia.org%3AMeasure+%28mathematics%29" class="Z3988"></span> Second printing.</li> <li><link rel="mw-deduplicated-inline-style" href="mw-data:TemplateStyles:r1238218222"><cite id="CITEREFHewittStromberg1965" class="citation book cs1">Hewitt, Edward; Stromberg, Karl (1965). <i>Real and Abstract Analysis: A Modern Treatment of the Theory of Functions of a Real Variable</i>. Springer. <a href="/wiki/ISBN_(identifier)" class="mw-redirect" title="ISBN (identifier)">ISBN</a>&#160;<a href="/wiki/Special:BookSources/0-387-90138-8" title="Special:BookSources/0-387-90138-8"><bdi>0-387-90138-8</bdi></a>.</cite><span title="ctx_ver=Z39.88-2004&amp;rft_val_fmt=info%3Aofi%2Ffmt%3Akev%3Amtx%3Abook&amp;rft.genre=book&amp;rft.btitle=Real+and+Abstract+Analysis%3A+A+Modern+Treatment+of+the+Theory+of+Functions+of+a+Real+Variable&amp;rft.pub=Springer&amp;rft.date=1965&amp;rft.isbn=0-387-90138-8&amp;rft.aulast=Hewitt&amp;rft.aufirst=Edward&amp;rft.au=Stromberg%2C+Karl&amp;rfr_id=info%3Asid%2Fen.wikipedia.org%3AMeasure+%28mathematics%29" class="Z3988"></span></li> <li><link rel="mw-deduplicated-inline-style" href="mw-data:TemplateStyles:r1238218222"><cite id="CITEREFJech2003" class="citation cs2">Jech, Thomas (2003), <i>Set Theory: The Third Millennium Edition, Revised and Expanded</i>, <a href="/wiki/Springer_Verlag" class="mw-redirect" title="Springer Verlag">Springer Verlag</a>, <a href="/wiki/ISBN_(identifier)" class="mw-redirect" title="ISBN (identifier)">ISBN</a>&#160;<a href="/wiki/Special:BookSources/3-540-44085-2" title="Special:BookSources/3-540-44085-2"><bdi>3-540-44085-2</bdi></a></cite><span title="ctx_ver=Z39.88-2004&amp;rft_val_fmt=info%3Aofi%2Ffmt%3Akev%3Amtx%3Abook&amp;rft.genre=book&amp;rft.btitle=Set+Theory%3A+The+Third+Millennium+Edition%2C+Revised+and+Expanded&amp;rft.pub=Springer+Verlag&amp;rft.date=2003&amp;rft.isbn=3-540-44085-2&amp;rft.aulast=Jech&amp;rft.aufirst=Thomas&amp;rfr_id=info%3Asid%2Fen.wikipedia.org%3AMeasure+%28mathematics%29" class="Z3988"></span></li> <li><a href="/wiki/R._Duncan_Luce" title="R. Duncan Luce">R. Duncan Luce</a> and Louis Narens (1987). "measurement, theory of", <i>The <a href="/wiki/New_Palgrave:_A_Dictionary_of_Economics" class="mw-redirect" title="New Palgrave: A Dictionary of Economics">New Palgrave: A Dictionary of Economics</a></i>, v. 3, pp.&#160;428–32.</li> <li><link rel="mw-deduplicated-inline-style" href="mw-data:TemplateStyles:r1238218222"><cite id="CITEREFLuther1967" class="citation journal cs1">Luther, Norman Y (1967). <a rel="nofollow" class="external text" href="https://www.cambridge.org/core/journals/canadian-journal-of-mathematics/article/decomposition-of-measures/B4356A177FCF019EA9B0A3C8AC40BB6B">"A decomposition of measures"</a>. <i>Canadian Journal of Mathematics</i>. <b>20</b>: 953–959. <a href="/wiki/Doi_(identifier)" class="mw-redirect" title="Doi (identifier)">doi</a>:<span class="id-lock-free" title="Freely accessible"><a rel="nofollow" class="external text" href="https://doi.org/10.4153%2FCJM-1968-092-0">10.4153/CJM-1968-092-0</a></span>. <a href="/wiki/S2CID_(identifier)" class="mw-redirect" title="S2CID (identifier)">S2CID</a>&#160;<a rel="nofollow" class="external text" href="https://api.semanticscholar.org/CorpusID:124262782">124262782</a>.</cite><span title="ctx_ver=Z39.88-2004&amp;rft_val_fmt=info%3Aofi%2Ffmt%3Akev%3Amtx%3Ajournal&amp;rft.genre=article&amp;rft.jtitle=Canadian+Journal+of+Mathematics&amp;rft.atitle=A+decomposition+of+measures&amp;rft.volume=20&amp;rft.pages=953-959&amp;rft.date=1967&amp;rft_id=info%3Adoi%2F10.4153%2FCJM-1968-092-0&amp;rft_id=https%3A%2F%2Fapi.semanticscholar.org%2FCorpusID%3A124262782%23id-name%3DS2CID&amp;rft.aulast=Luther&amp;rft.aufirst=Norman+Y&amp;rft_id=https%3A%2F%2Fwww.cambridge.org%2Fcore%2Fjournals%2Fcanadian-journal-of-mathematics%2Farticle%2Fdecomposition-of-measures%2FB4356A177FCF019EA9B0A3C8AC40BB6B&amp;rfr_id=info%3Asid%2Fen.wikipedia.org%3AMeasure+%28mathematics%29" class="Z3988"></span></li> <li><link rel="mw-deduplicated-inline-style" href="mw-data:TemplateStyles:r1238218222"><cite id="CITEREFMukherjeaPothoven1985" class="citation book cs1">Mukherjea, A; Pothoven, K (1985). <a rel="nofollow" class="external text" href="https://link.springer.com/book/9781441974587"><i>Real and Functional Analysis, Part A: Real Analysis</i></a> (Second&#160;ed.). Plenum Press.</cite><span title="ctx_ver=Z39.88-2004&amp;rft_val_fmt=info%3Aofi%2Ffmt%3Akev%3Amtx%3Abook&amp;rft.genre=book&amp;rft.btitle=Real+and+Functional+Analysis%2C+Part+A%3A+Real+Analysis&amp;rft.edition=Second&amp;rft.pub=Plenum+Press&amp;rft.date=1985&amp;rft.aulast=Mukherjea&amp;rft.aufirst=A&amp;rft.au=Pothoven%2C+K&amp;rft_id=https%3A%2F%2Flink.springer.com%2Fbook%2F9781441974587&amp;rfr_id=info%3Asid%2Fen.wikipedia.org%3AMeasure+%28mathematics%29" class="Z3988"></span> <ul><li>The first edition was published with <i>Part B: Functional Analysis</i> as a single volume: <link rel="mw-deduplicated-inline-style" href="mw-data:TemplateStyles:r1238218222"><cite id="CITEREFMukherjeaPothoven1978" class="citation book cs1">Mukherjea, A; Pothoven, K (1978). <a rel="nofollow" class="external text" href="https://link.springer.com/book/10.1007/978-1-4684-2331-0"><i>Real and Functional Analysis</i></a> (First&#160;ed.). Plenum Press. <a href="/wiki/Doi_(identifier)" class="mw-redirect" title="Doi (identifier)">doi</a>:<a rel="nofollow" class="external text" href="https://doi.org/10.1007%2F978-1-4684-2331-0">10.1007/978-1-4684-2331-0</a>. <a href="/wiki/ISBN_(identifier)" class="mw-redirect" title="ISBN (identifier)">ISBN</a>&#160;<a href="/wiki/Special:BookSources/978-1-4684-2333-4" title="Special:BookSources/978-1-4684-2333-4"><bdi>978-1-4684-2333-4</bdi></a>.</cite><span title="ctx_ver=Z39.88-2004&amp;rft_val_fmt=info%3Aofi%2Ffmt%3Akev%3Amtx%3Abook&amp;rft.genre=book&amp;rft.btitle=Real+and+Functional+Analysis&amp;rft.edition=First&amp;rft.pub=Plenum+Press&amp;rft.date=1978&amp;rft_id=info%3Adoi%2F10.1007%2F978-1-4684-2331-0&amp;rft.isbn=978-1-4684-2333-4&amp;rft.aulast=Mukherjea&amp;rft.aufirst=A&amp;rft.au=Pothoven%2C+K&amp;rft_id=https%3A%2F%2Flink.springer.com%2Fbook%2F10.1007%2F978-1-4684-2331-0&amp;rfr_id=info%3Asid%2Fen.wikipedia.org%3AMeasure+%28mathematics%29" class="Z3988"></span></li></ul></li> <li>M. E. Munroe, 1953. <i>Introduction to Measure and Integration</i>. Addison Wesley.</li> <li><link rel="mw-deduplicated-inline-style" href="mw-data:TemplateStyles:r1238218222"><cite id="CITEREFNielsen1997" class="citation book cs1">Nielsen, Ole A (1997). <i>An Introduction to Integration and Measure Theory</i>. Wiley. <a href="/wiki/ISBN_(identifier)" class="mw-redirect" title="ISBN (identifier)">ISBN</a>&#160;<a href="/wiki/Special:BookSources/0-471-59518-7" title="Special:BookSources/0-471-59518-7"><bdi>0-471-59518-7</bdi></a>.</cite><span title="ctx_ver=Z39.88-2004&amp;rft_val_fmt=info%3Aofi%2Ffmt%3Akev%3Amtx%3Abook&amp;rft.genre=book&amp;rft.btitle=An+Introduction+to+Integration+and+Measure+Theory&amp;rft.pub=Wiley&amp;rft.date=1997&amp;rft.isbn=0-471-59518-7&amp;rft.aulast=Nielsen&amp;rft.aufirst=Ole+A&amp;rfr_id=info%3Asid%2Fen.wikipedia.org%3AMeasure+%28mathematics%29" class="Z3988"></span></li> <li><link rel="mw-deduplicated-inline-style" href="mw-data:TemplateStyles:r1238218222"><cite id="CITEREFK._P._S._Bhaskara_Rao_and_M._Bhaskara_Rao1983" class="citation cs2">K. P. S. Bhaskara Rao and M. Bhaskara Rao (1983), <i>Theory of Charges: A Study of Finitely Additive Measures</i>, London: Academic Press, pp.&#160;x + 315, <a href="/wiki/ISBN_(identifier)" class="mw-redirect" title="ISBN (identifier)">ISBN</a>&#160;<a href="/wiki/Special:BookSources/0-12-095780-9" title="Special:BookSources/0-12-095780-9"><bdi>0-12-095780-9</bdi></a></cite><span title="ctx_ver=Z39.88-2004&amp;rft_val_fmt=info%3Aofi%2Ffmt%3Akev%3Amtx%3Abook&amp;rft.genre=book&amp;rft.btitle=Theory+of+Charges%3A+A+Study+of+Finitely+Additive+Measures&amp;rft.place=London&amp;rft.pages=x+%2B+315&amp;rft.pub=Academic+Press&amp;rft.date=1983&amp;rft.isbn=0-12-095780-9&amp;rft.au=K.+P.+S.+Bhaskara+Rao+and+M.+Bhaskara+Rao&amp;rfr_id=info%3Asid%2Fen.wikipedia.org%3AMeasure+%28mathematics%29" class="Z3988"></span></li> <li><link rel="mw-deduplicated-inline-style" href="mw-data:TemplateStyles:r1238218222"><cite id="CITEREFRoydenFitzpatrick2010" class="citation book cs1"><a href="/wiki/Halsey_Royden" title="Halsey Royden">Royden, H.L.</a>; Fitzpatrick, P.M. (2010). <i>Real Analysis</i> (Fourth&#160;ed.). Prentice Hall. p.&#160;342, Exercise 17.8.</cite><span title="ctx_ver=Z39.88-2004&amp;rft_val_fmt=info%3Aofi%2Ffmt%3Akev%3Amtx%3Abook&amp;rft.genre=book&amp;rft.btitle=Real+Analysis&amp;rft.pages=342%2C+Exercise+17.8&amp;rft.edition=Fourth&amp;rft.pub=Prentice+Hall&amp;rft.date=2010&amp;rft.aulast=Royden&amp;rft.aufirst=H.L.&amp;rft.au=Fitzpatrick%2C+P.M.&amp;rfr_id=info%3Asid%2Fen.wikipedia.org%3AMeasure+%28mathematics%29" class="Z3988"></span> First printing. There is a later (2017) second printing. Though usually there is little difference between the first and subsequent printings, in this case the second printing not only deletes from page 53 the Exercises 36, 40, 41, and 42 of Chapter 2 but also offers a (slightly, but still substantially) different presentation of part (ii) of Exercise 17.8. (The second printing's presentation of part (ii) of Exercise 17.8 (on the Luther<sup id="cite_ref-FOOTNOTELuther1967Theorem_1_15-1" class="reference"><a href="#cite_note-FOOTNOTELuther1967Theorem_1-15"><span class="cite-bracket">&#91;</span>14<span class="cite-bracket">&#93;</span></a></sup> decomposition) agrees with usual presentations,<sup id="cite_ref-FOOTNOTEMukherjeaPothoven198590_5-2" class="reference"><a href="#cite_note-FOOTNOTEMukherjeaPothoven198590-5"><span class="cite-bracket">&#91;</span>5<span class="cite-bracket">&#93;</span></a></sup><sup id="cite_ref-FOOTNOTEFolland199927Exercise_1.15.a_25-0" class="reference"><a href="#cite_note-FOOTNOTEFolland199927Exercise_1.15.a-25"><span class="cite-bracket">&#91;</span>24<span class="cite-bracket">&#93;</span></a></sup> whereas the first printing's presentation provides a fresh perspective.)</li> <li>Shilov, G. E., and Gurevich, B. L., 1978. <i>Integral, Measure, and Derivative: A Unified Approach</i>, Richard A. Silverman, trans. Dover Publications. <link rel="mw-deduplicated-inline-style" href="mw-data:TemplateStyles:r1238218222"><a href="/wiki/ISBN_(identifier)" class="mw-redirect" title="ISBN (identifier)">ISBN</a>&#160;<a href="/wiki/Special:BookSources/0-486-63519-8" title="Special:BookSources/0-486-63519-8">0-486-63519-8</a>. Emphasizes the <a href="/wiki/Daniell_integral" title="Daniell integral">Daniell integral</a>.</li> <li><link rel="mw-deduplicated-inline-style" href="mw-data:TemplateStyles:r1238218222"><cite id="CITEREFTeschl" class="citation cs2"><a href="/wiki/Gerald_Teschl" title="Gerald Teschl">Teschl, Gerald</a>, <a rel="nofollow" class="external text" href="https://www.mat.univie.ac.at/~gerald/ftp/book-fa/index.html"><i>Topics in Real and Functional Analysis</i></a>, (lecture notes)</cite><span title="ctx_ver=Z39.88-2004&amp;rft_val_fmt=info%3Aofi%2Ffmt%3Akev%3Amtx%3Abook&amp;rft.genre=book&amp;rft.btitle=Topics+in+Real+and+Functional+Analysis&amp;rft.pub=%28lecture+notes%29&amp;rft.aulast=Teschl&amp;rft.aufirst=Gerald&amp;rft_id=https%3A%2F%2Fwww.mat.univie.ac.at%2F~gerald%2Fftp%2Fbook-fa%2Findex.html&amp;rfr_id=info%3Asid%2Fen.wikipedia.org%3AMeasure+%28mathematics%29" class="Z3988"></span></li> <li><link rel="mw-deduplicated-inline-style" href="mw-data:TemplateStyles:r1238218222"><cite id="CITEREFTao2011" class="citation book cs1"><a href="/wiki/Terence_Tao" title="Terence Tao">Tao, Terence</a> (2011). <i>An Introduction to Measure Theory</i>. Providence, R.I.: American Mathematical Society. <a href="/wiki/ISBN_(identifier)" class="mw-redirect" title="ISBN (identifier)">ISBN</a>&#160;<a href="/wiki/Special:BookSources/9780821869192" title="Special:BookSources/9780821869192"><bdi>9780821869192</bdi></a>.</cite><span title="ctx_ver=Z39.88-2004&amp;rft_val_fmt=info%3Aofi%2Ffmt%3Akev%3Amtx%3Abook&amp;rft.genre=book&amp;rft.btitle=An+Introduction+to+Measure+Theory&amp;rft.place=Providence%2C+R.I.&amp;rft.pub=American+Mathematical+Society&amp;rft.date=2011&amp;rft.isbn=9780821869192&amp;rft.aulast=Tao&amp;rft.aufirst=Terence&amp;rfr_id=info%3Asid%2Fen.wikipedia.org%3AMeasure+%28mathematics%29" class="Z3988"></span></li> <li><link rel="mw-deduplicated-inline-style" href="mw-data:TemplateStyles:r1238218222"><cite id="CITEREFWeaver2013" class="citation book cs1">Weaver, Nik (2013). <i>Measure Theory and Functional Analysis</i>. <a href="/wiki/World_Scientific" title="World Scientific">World Scientific</a>. <a href="/wiki/ISBN_(identifier)" class="mw-redirect" title="ISBN (identifier)">ISBN</a>&#160;<a href="/wiki/Special:BookSources/9789814508568" title="Special:BookSources/9789814508568"><bdi>9789814508568</bdi></a>.</cite><span title="ctx_ver=Z39.88-2004&amp;rft_val_fmt=info%3Aofi%2Ffmt%3Akev%3Amtx%3Abook&amp;rft.genre=book&amp;rft.btitle=Measure+Theory+and+Functional+Analysis&amp;rft.pub=World+Scientific&amp;rft.date=2013&amp;rft.isbn=9789814508568&amp;rft.aulast=Weaver&amp;rft.aufirst=Nik&amp;rfr_id=info%3Asid%2Fen.wikipedia.org%3AMeasure+%28mathematics%29" class="Z3988"></span></li></ul> </div> <div class="mw-heading mw-heading2"><h2 id="References">References</h2><span class="mw-editsection"><span class="mw-editsection-bracket">[</span><a href="/w/index.php?title=Measure_(mathematics)&amp;action=edit&amp;section=28" title="Edit section: References"><span>edit</span></a><span class="mw-editsection-bracket">]</span></span></div> <link rel="mw-deduplicated-inline-style" href="mw-data:TemplateStyles:r1239543626"><div class="reflist"> <div class="mw-references-wrap mw-references-columns"><ol class="references"> <li id="cite_note-1"><span class="mw-cite-backlink"><b><a href="#cite_ref-1">^</a></b></span> <span class="reference-text">Archimedes <a rel="nofollow" class="external text" href="https://web.archive.org/web/20040703122928/http://www.math.ubc.ca/~cass/archimedes/circle.html">Measuring the Circle</a></span> </li> <li id="cite_note-2"><span class="mw-cite-backlink"><b><a href="#cite_ref-2">^</a></b></span> <span class="reference-text"><link rel="mw-deduplicated-inline-style" href="mw-data:TemplateStyles:r1238218222"><cite id="CITEREFHeath1897" class="citation book cs1">Heath, T. L. (1897). "Measurement of a Circle". <a rel="nofollow" class="external text" href="http://archive.org/details/worksofarchimede029517mbp"><i>The Works Of Archimedes</i></a>. Osmania University, Digital Library Of India. Cambridge University Press. pp.&#160;91–98.</cite><span title="ctx_ver=Z39.88-2004&amp;rft_val_fmt=info%3Aofi%2Ffmt%3Akev%3Amtx%3Abook&amp;rft.genre=bookitem&amp;rft.atitle=Measurement+of+a+Circle&amp;rft.btitle=The+Works+Of+Archimedes&amp;rft.pages=91-98&amp;rft.pub=Cambridge+University+Press.&amp;rft.date=1897&amp;rft.aulast=Heath&amp;rft.aufirst=T.+L.&amp;rft_id=http%3A%2F%2Farchive.org%2Fdetails%2Fworksofarchimede029517mbp&amp;rfr_id=info%3Asid%2Fen.wikipedia.org%3AMeasure+%28mathematics%29" class="Z3988"></span></span> </li> <li id="cite_note-3"><span class="mw-cite-backlink"><b><a href="#cite_ref-3">^</a></b></span> <span class="reference-text"><link rel="mw-deduplicated-inline-style" href="mw-data:TemplateStyles:r1238218222"><cite id="CITEREFBengioLahlouDeleuHu2021" class="citation arxiv cs1">Bengio, Yoshua; Lahlou, Salem; Deleu, Tristan; Hu, Edward J.; Tiwari, Mo; Bengio, Emmanuel (2021). "GFlowNet Foundations". <a href="/wiki/ArXiv_(identifier)" class="mw-redirect" title="ArXiv (identifier)">arXiv</a>:<span class="id-lock-free" title="Freely accessible"><a rel="nofollow" class="external text" href="https://arxiv.org/abs/2111.09266">2111.09266</a></span> [<a rel="nofollow" class="external text" href="https://arxiv.org/archive/cs.LG">cs.LG</a>].</cite><span title="ctx_ver=Z39.88-2004&amp;rft_val_fmt=info%3Aofi%2Ffmt%3Akev%3Amtx%3Ajournal&amp;rft.genre=preprint&amp;rft.jtitle=arXiv&amp;rft.atitle=GFlowNet+Foundations&amp;rft.date=2021&amp;rft_id=info%3Aarxiv%2F2111.09266&amp;rft.aulast=Bengio&amp;rft.aufirst=Yoshua&amp;rft.au=Lahlou%2C+Salem&amp;rft.au=Deleu%2C+Tristan&amp;rft.au=Hu%2C+Edward+J.&amp;rft.au=Tiwari%2C+Mo&amp;rft.au=Bengio%2C+Emmanuel&amp;rfr_id=info%3Asid%2Fen.wikipedia.org%3AMeasure+%28mathematics%29" class="Z3988"></span></span> </li> <li id="cite_note-4"><span class="mw-cite-backlink"><b><a href="#cite_ref-4">^</a></b></span> <span class="reference-text"><link rel="mw-deduplicated-inline-style" href="mw-data:TemplateStyles:r1238218222"><cite id="CITEREFFremlin2010" class="citation cs2">Fremlin, D. H. (2010), <i>Measure Theory</i>, vol.&#160;2 (Second&#160;ed.), p.&#160;221</cite><span title="ctx_ver=Z39.88-2004&amp;rft_val_fmt=info%3Aofi%2Ffmt%3Akev%3Amtx%3Abook&amp;rft.genre=book&amp;rft.btitle=Measure+Theory&amp;rft.pages=221&amp;rft.edition=Second&amp;rft.date=2010&amp;rft.aulast=Fremlin&amp;rft.aufirst=D.+H.&amp;rfr_id=info%3Asid%2Fen.wikipedia.org%3AMeasure+%28mathematics%29" class="Z3988"></span></span> </li> <li id="cite_note-FOOTNOTEMukherjeaPothoven198590-5"><span class="mw-cite-backlink">^ <a href="#cite_ref-FOOTNOTEMukherjeaPothoven198590_5-0"><sup><i><b>a</b></i></sup></a> <a href="#cite_ref-FOOTNOTEMukherjeaPothoven198590_5-1"><sup><i><b>b</b></i></sup></a> <a href="#cite_ref-FOOTNOTEMukherjeaPothoven198590_5-2"><sup><i><b>c</b></i></sup></a></span> <span class="reference-text"><a href="#CITEREFMukherjeaPothoven1985">Mukherjea &amp; Pothoven 1985</a>, p.&#160;90.</span> </li> <li id="cite_note-FOOTNOTEFolland199925-6"><span class="mw-cite-backlink"><b><a href="#cite_ref-FOOTNOTEFolland199925_6-0">^</a></b></span> <span class="reference-text"><a href="#CITEREFFolland1999">Folland 1999</a>, p.&#160;25.</span> </li> <li id="cite_note-FOOTNOTEEdgar1998Theorem_1.5.2,_p._42-7"><span class="mw-cite-backlink"><b><a href="#cite_ref-FOOTNOTEEdgar1998Theorem_1.5.2,_p._42_7-0">^</a></b></span> <span class="reference-text"><a href="#CITEREFEdgar1998">Edgar 1998</a>, Theorem 1.5.2, p. 42.</span> </li> <li id="cite_note-FOOTNOTEEdgar1998Theorem_1.5.3,_p._42-8"><span class="mw-cite-backlink"><b><a href="#cite_ref-FOOTNOTEEdgar1998Theorem_1.5.3,_p._42_8-0">^</a></b></span> <span class="reference-text"><a href="#CITEREFEdgar1998">Edgar 1998</a>, Theorem 1.5.3, p. 42.</span> </li> <li id="cite_note-FOOTNOTENielsen1997Exercise_11.30,_p._159-9"><span class="mw-cite-backlink">^ <a href="#cite_ref-FOOTNOTENielsen1997Exercise_11.30,_p._159_9-0"><sup><i><b>a</b></i></sup></a> <a href="#cite_ref-FOOTNOTENielsen1997Exercise_11.30,_p._159_9-1"><sup><i><b>b</b></i></sup></a></span> <span class="reference-text"><a href="#CITEREFNielsen1997">Nielsen 1997</a>, Exercise 11.30, p. 159.</span> </li> <li id="cite_note-FOOTNOTEFremlin2016Section_213X,_part_(c)-10"><span class="mw-cite-backlink"><b><a href="#cite_ref-FOOTNOTEFremlin2016Section_213X,_part_(c)_10-0">^</a></b></span> <span class="reference-text"><a href="#CITEREFFremlin2016">Fremlin 2016</a>, Section 213X, part (c).</span> </li> <li id="cite_note-FOOTNOTERoydenFitzpatrick2010Exercise_17.8,_p._342-11"><span class="mw-cite-backlink"><b><a href="#cite_ref-FOOTNOTERoydenFitzpatrick2010Exercise_17.8,_p._342_11-0">^</a></b></span> <span class="reference-text"><a href="#CITEREFRoydenFitzpatrick2010">Royden &amp; Fitzpatrick 2010</a>, Exercise 17.8, p. 342.</span> </li> <li id="cite_note-FOOTNOTEHewittStromberg1965part_(b)_of_Example_10.4,_p._127-12"><span class="mw-cite-backlink"><b><a href="#cite_ref-FOOTNOTEHewittStromberg1965part_(b)_of_Example_10.4,_p._127_12-0">^</a></b></span> <span class="reference-text"><a href="#CITEREFHewittStromberg1965">Hewitt &amp; Stromberg 1965</a>, part (b) of Example 10.4, p. 127.</span> </li> <li id="cite_note-FOOTNOTEFremlin2016Section_211O,_p._15-13"><span class="mw-cite-backlink"><b><a href="#cite_ref-FOOTNOTEFremlin2016Section_211O,_p._15_13-0">^</a></b></span> <span class="reference-text"><a href="#CITEREFFremlin2016">Fremlin 2016</a>, Section 211O, p. 15.</span> </li> <li id="cite_note-FOOTNOTELuther1967Theorem_1-15"><span class="mw-cite-backlink">^ <a href="#cite_ref-FOOTNOTELuther1967Theorem_1_15-0"><sup><i><b>a</b></i></sup></a> <a href="#cite_ref-FOOTNOTELuther1967Theorem_1_15-1"><sup><i><b>b</b></i></sup></a></span> <span class="reference-text"><a href="#CITEREFLuther1967">Luther 1967</a>, Theorem 1.</span> </li> <li id="cite_note-FOOTNOTEMukherjeaPothoven1985part_(b)_of_Proposition_2.3,_p._90-16"><span class="mw-cite-backlink"><b><a href="#cite_ref-FOOTNOTEMukherjeaPothoven1985part_(b)_of_Proposition_2.3,_p._90_16-0">^</a></b></span> <span class="reference-text"><a href="#CITEREFMukherjeaPothoven1985">Mukherjea &amp; Pothoven 1985</a>, part (b) of Proposition 2.3, p. 90.</span> </li> <li id="cite_note-FOOTNOTEFremlin2016part_(a)_of_Theorem_243G,_p._159-17"><span class="mw-cite-backlink"><b><a href="#cite_ref-FOOTNOTEFremlin2016part_(a)_of_Theorem_243G,_p._159_17-0">^</a></b></span> <span class="reference-text"><a href="#CITEREFFremlin2016">Fremlin 2016</a>, part (a) of Theorem 243G, p. 159.</span> </li> <li id="cite_note-FOOTNOTEFremlin2016Section_243K,_p._162-18"><span class="mw-cite-backlink">^ <a href="#cite_ref-FOOTNOTEFremlin2016Section_243K,_p._162_18-0"><sup><i><b>a</b></i></sup></a> <a href="#cite_ref-FOOTNOTEFremlin2016Section_243K,_p._162_18-1"><sup><i><b>b</b></i></sup></a></span> <span class="reference-text"><a href="#CITEREFFremlin2016">Fremlin 2016</a>, Section 243K, p. 162.</span> </li> <li id="cite_note-FOOTNOTEFremlin2016part_(a)_of_the_Theorem_in_Section_245E,_p._182-19"><span class="mw-cite-backlink"><b><a href="#cite_ref-FOOTNOTEFremlin2016part_(a)_of_the_Theorem_in_Section_245E,_p._182_19-0">^</a></b></span> <span class="reference-text"><a href="#CITEREFFremlin2016">Fremlin 2016</a>, part (a) of the Theorem in Section 245E, p. 182.</span> </li> <li id="cite_note-FOOTNOTEFremlin2016Section_245M,_p._188-20"><span class="mw-cite-backlink"><b><a href="#cite_ref-FOOTNOTEFremlin2016Section_245M,_p._188_20-0">^</a></b></span> <span class="reference-text"><a href="#CITEREFFremlin2016">Fremlin 2016</a>, Section 245M, p. 188.</span> </li> <li id="cite_note-FOOTNOTEBerberian1965Theorem_39.1,_p._129-21"><span class="mw-cite-backlink"><b><a href="#cite_ref-FOOTNOTEBerberian1965Theorem_39.1,_p._129_21-0">^</a></b></span> <span class="reference-text"><a href="#CITEREFBerberian1965">Berberian 1965</a>, Theorem 39.1, p. 129.</span> </li> <li id="cite_note-FOOTNOTEFremlin2016part_(b)_of_Theorem_243G,_p._159-22"><span class="mw-cite-backlink"><b><a href="#cite_ref-FOOTNOTEFremlin2016part_(b)_of_Theorem_243G,_p._159_22-0">^</a></b></span> <span class="reference-text"><a href="#CITEREFFremlin2016">Fremlin 2016</a>, part (b) of Theorem 243G, p. 159.</span> </li> <li id="cite_note-23"><span class="mw-cite-backlink"><b><a href="#cite_ref-23">^</a></b></span> <span class="reference-text"><link rel="mw-deduplicated-inline-style" href="mw-data:TemplateStyles:r1238218222"><cite id="CITEREFRao2012" class="citation cs2">Rao, M. M. (2012), <i>Random and Vector Measures</i>, Series on Multivariate Analysis, vol.&#160;9, <a href="/wiki/World_Scientific" title="World Scientific">World Scientific</a>, <a href="/wiki/ISBN_(identifier)" class="mw-redirect" title="ISBN (identifier)">ISBN</a>&#160;<a href="/wiki/Special:BookSources/978-981-4350-81-5" title="Special:BookSources/978-981-4350-81-5"><bdi>978-981-4350-81-5</bdi></a>, <a href="/wiki/MR_(identifier)" class="mw-redirect" title="MR (identifier)">MR</a>&#160;<a rel="nofollow" class="external text" href="https://mathscinet.ams.org/mathscinet-getitem?mr=2840012">2840012</a></cite><span title="ctx_ver=Z39.88-2004&amp;rft_val_fmt=info%3Aofi%2Ffmt%3Akev%3Amtx%3Abook&amp;rft.genre=book&amp;rft.btitle=Random+and+Vector+Measures&amp;rft.series=Series+on+Multivariate+Analysis&amp;rft.pub=World+Scientific&amp;rft.date=2012&amp;rft.isbn=978-981-4350-81-5&amp;rft_id=https%3A%2F%2Fmathscinet.ams.org%2Fmathscinet-getitem%3Fmr%3D2840012%23id-name%3DMR&amp;rft.aulast=Rao&amp;rft.aufirst=M.+M.&amp;rfr_id=info%3Asid%2Fen.wikipedia.org%3AMeasure+%28mathematics%29" class="Z3988"></span>.</span> </li> <li id="cite_note-24"><span class="mw-cite-backlink"><b><a href="#cite_ref-24">^</a></b></span> <span class="reference-text"><link rel="mw-deduplicated-inline-style" href="mw-data:TemplateStyles:r1238218222"><cite id="CITEREFBhaskara_Rao1983" class="citation book cs1">Bhaskara Rao, K. P. S. (1983). <a rel="nofollow" class="external text" href="https://www.worldcat.org/oclc/21196971"><i>Theory of charges: a study of finitely additive measures</i></a>. M. Bhaskara Rao. London: Academic Press. p.&#160;35. <a href="/wiki/ISBN_(identifier)" class="mw-redirect" title="ISBN (identifier)">ISBN</a>&#160;<a href="/wiki/Special:BookSources/0-12-095780-9" title="Special:BookSources/0-12-095780-9"><bdi>0-12-095780-9</bdi></a>. <a href="/wiki/OCLC_(identifier)" class="mw-redirect" title="OCLC (identifier)">OCLC</a>&#160;<a rel="nofollow" class="external text" href="https://search.worldcat.org/oclc/21196971">21196971</a>.</cite><span title="ctx_ver=Z39.88-2004&amp;rft_val_fmt=info%3Aofi%2Ffmt%3Akev%3Amtx%3Abook&amp;rft.genre=book&amp;rft.btitle=Theory+of+charges%3A+a+study+of+finitely+additive+measures&amp;rft.place=London&amp;rft.pages=35&amp;rft.pub=Academic+Press&amp;rft.date=1983&amp;rft_id=info%3Aoclcnum%2F21196971&amp;rft.isbn=0-12-095780-9&amp;rft.aulast=Bhaskara+Rao&amp;rft.aufirst=K.+P.+S.&amp;rft_id=https%3A%2F%2Fwww.worldcat.org%2Foclc%2F21196971&amp;rfr_id=info%3Asid%2Fen.wikipedia.org%3AMeasure+%28mathematics%29" class="Z3988"></span></span> </li> <li id="cite_note-FOOTNOTEFolland199927Exercise_1.15.a-25"><span class="mw-cite-backlink"><b><a href="#cite_ref-FOOTNOTEFolland199927Exercise_1.15.a_25-0">^</a></b></span> <span class="reference-text"><a href="#CITEREFFolland1999">Folland 1999</a>, p.&#160;27, Exercise 1.15.a.</span> </li> </ol></div></div> <div class="mw-heading mw-heading2"><h2 id="External_links">External links</h2><span class="mw-editsection"><span class="mw-editsection-bracket">[</span><a href="/w/index.php?title=Measure_(mathematics)&amp;action=edit&amp;section=29" title="Edit section: External links"><span>edit</span></a><span class="mw-editsection-bracket">]</span></span></div> <style data-mw-deduplicate="TemplateStyles:r1235681985">.mw-parser-output .side-box{margin:4px 0;box-sizing:border-box;border:1px solid #aaa;font-size:88%;line-height:1.25em;background-color:var(--background-color-interactive-subtle,#f8f9fa);display:flow-root}.mw-parser-output .side-box-abovebelow,.mw-parser-output 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href="https://en.wiktionary.org/wiki/measurable" class="extiw" title="wiktionary:measurable">measurable</a></b></i> in Wiktionary, the free dictionary.</div></div> </div> <ul><li><link rel="mw-deduplicated-inline-style" href="mw-data:TemplateStyles:r1238218222"><cite class="citation cs2"><a rel="nofollow" class="external text" href="https://www.encyclopediaofmath.org/index.php?title=Measure">"Measure"</a>, <i><a href="/wiki/Encyclopedia_of_Mathematics" title="Encyclopedia of Mathematics">Encyclopedia of Mathematics</a></i>, <a href="/wiki/European_Mathematical_Society" title="European Mathematical Society">EMS Press</a>, 2001 [1994]</cite><span title="ctx_ver=Z39.88-2004&amp;rft_val_fmt=info%3Aofi%2Ffmt%3Akev%3Amtx%3Abook&amp;rft.genre=bookitem&amp;rft.atitle=Measure&amp;rft.btitle=Encyclopedia+of+Mathematics&amp;rft.pub=EMS+Press&amp;rft.date=2001&amp;rft_id=https%3A%2F%2Fwww.encyclopediaofmath.org%2Findex.php%3Ftitle%3DMeasure&amp;rfr_id=info%3Asid%2Fen.wikipedia.org%3AMeasure+%28mathematics%29" class="Z3988"></span></li> <li><a rel="nofollow" class="external text" href="https://vannevar.ece.uw.edu/techsite/papers/documents/UWEETR-2006-0008.pdf">Tutorial: Measure Theory for Dummies</a></li></ul> <div class="navbox-styles"><style data-mw-deduplicate="TemplateStyles:r1129693374">.mw-parser-output .hlist dl,.mw-parser-output .hlist ol,.mw-parser-output .hlist ul{margin:0;padding:0}.mw-parser-output .hlist dd,.mw-parser-output .hlist dt,.mw-parser-output .hlist li{margin:0;display:inline}.mw-parser-output .hlist.inline,.mw-parser-output .hlist.inline dl,.mw-parser-output .hlist.inline ol,.mw-parser-output .hlist.inline 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"}.mw-parser-output .navbar-brackets::after{margin-left:-0.125em;content:" ]"}.mw-parser-output .navbar li{word-spacing:-0.125em}.mw-parser-output .navbar a>span,.mw-parser-output .navbar a>abbr{text-decoration:inherit}.mw-parser-output .navbar-mini abbr{font-variant:small-caps;border-bottom:none;text-decoration:none;cursor:inherit}.mw-parser-output .navbar-ct-full{font-size:114%;margin:0 7em}.mw-parser-output .navbar-ct-mini{font-size:114%;margin:0 4em}html.skin-theme-clientpref-night .mw-parser-output .navbar li a abbr{color:var(--color-base)!important}@media(prefers-color-scheme:dark){html.skin-theme-clientpref-os .mw-parser-output .navbar li a abbr{color:var(--color-base)!important}}@media print{.mw-parser-output .navbar{display:none!important}}</style><div class="navbar plainlinks hlist navbar-mini"><ul><li class="nv-view"><a href="/wiki/Template:Measure_theory" title="Template:Measure theory"><abbr title="View this template">v</abbr></a></li><li class="nv-talk"><a href="/wiki/Template_talk:Measure_theory" title="Template talk:Measure theory"><abbr title="Discuss this template">t</abbr></a></li><li class="nv-edit"><a href="/wiki/Special:EditPage/Template:Measure_theory" title="Special:EditPage/Template:Measure theory"><abbr title="Edit this template">e</abbr></a></li></ul></div><div id="Measure_theory" style="font-size:114%;margin:0 4em"><a href="/wiki/Measure_theory" class="mw-redirect" title="Measure theory">Measure theory</a></div></th></tr><tr><th scope="row" class="navbox-group" style="width:1%">Basic concepts</th><td class="navbox-list-with-group navbox-list navbox-odd" style="width:100%;padding:0"><div style="padding:0 0.25em"> <ul><li><a href="/wiki/Absolute_continuity" title="Absolute continuity">Absolute continuity</a>&#160;<a href="/wiki/Absolute_continuity_(measure_theory)" class="mw-redirect" title="Absolute continuity (measure theory)">of measures</a></li> <li><a href="/wiki/Lebesgue_integration" class="mw-redirect" title="Lebesgue integration">Lebesgue integration</a></li> <li><a href="/wiki/Lp_space" title="Lp space"><i>L</i><sup><i>p</i></sup> spaces</a></li> <li><a class="mw-selflink selflink">Measure</a></li> <li><a href="/wiki/Measure_space" title="Measure space">Measure space</a> <ul><li><a href="/wiki/Probability_space" title="Probability space">Probability space</a></li></ul></li> <li><a href="/wiki/Measurable_space" title="Measurable space">Measurable space</a>/<a href="/wiki/Measurable_function" title="Measurable function">function</a></li></ul> </div></td></tr><tr><th scope="row" class="navbox-group" style="width:1%">Sets</th><td class="navbox-list-with-group navbox-list navbox-even" style="width:100%;padding:0"><div style="padding:0 0.25em"> <ul><li><a href="/wiki/Almost_everywhere" title="Almost everywhere">Almost everywhere</a></li> <li><a href="/wiki/Atom_(measure_theory)" title="Atom (measure theory)">Atom</a></li> <li><a href="/wiki/Baire_set" title="Baire set">Baire set</a></li> <li><a href="/wiki/Borel_set" title="Borel set">Borel set</a> <ul><li><a href="/wiki/Borel_equivalence_relation" title="Borel equivalence relation">equivalence relation</a></li></ul></li> <li><a href="/wiki/Standard_Borel_space" title="Standard Borel space">Borel space</a></li> <li><a href="/wiki/Carath%C3%A9odory%27s_criterion" title="Carathéodory&#39;s criterion">Carathéodory's criterion</a></li> <li><a href="/wiki/Cylindrical_%CF%83-algebra" title="Cylindrical σ-algebra">Cylindrical σ-algebra</a> <ul><li><a href="/wiki/Cylinder_set" title="Cylinder set">Cylinder set</a></li></ul></li> <li><a href="/wiki/Dynkin_system" title="Dynkin system">𝜆-system</a></li> <li><a href="/wiki/Essential_range" title="Essential range">Essential range</a> <ul><li><a href="/wiki/Essential_infimum_and_essential_supremum" title="Essential infimum and essential supremum">infimum/supremum</a></li></ul></li> <li><a href="/wiki/Locally_measurable_set" class="mw-redirect" title="Locally measurable set">Locally measurable</a></li> <li><a href="/wiki/Pi-system" title="Pi-system"><span class="texhtml mvar" style="font-style:italic;">π</span>-system</a></li> <li><a href="/wiki/%CE%A3-algebra" title="Σ-algebra">σ-algebra</a></li> <li><a href="/wiki/Non-measurable_set" title="Non-measurable set">Non-measurable set</a> <ul><li><a href="/wiki/Vitali_set" title="Vitali set">Vitali set</a></li></ul></li> <li><a href="/wiki/Null_set" title="Null set">Null set</a></li> <li><a href="/wiki/Support_(measure_theory)" title="Support (measure theory)">Support</a></li> <li><a href="/wiki/Transverse_measure" title="Transverse measure">Transverse measure</a></li> <li><a href="/wiki/Universally_measurable_set" title="Universally measurable set">Universally measurable</a></li></ul> </div></td></tr><tr><th scope="row" class="navbox-group" style="width:1%">Types of <a class="mw-selflink selflink">measures</a></th><td class="navbox-list-with-group navbox-list navbox-odd" style="width:100%;padding:0"><div style="padding:0 0.25em"> <ul><li><a href="/wiki/Atomic_measure" class="mw-redirect" title="Atomic measure">Atomic</a></li> <li><a href="/wiki/Baire_measure" title="Baire measure">Baire</a></li> <li><a href="/wiki/Banach_measure" title="Banach measure">Banach</a></li> <li><a href="/wiki/Besov_measure" title="Besov measure">Besov</a></li> <li><a href="/wiki/Borel_measure" title="Borel measure">Borel</a></li> <li><a href="/wiki/Brown_measure" title="Brown measure">Brown</a></li> <li><a href="/wiki/Complex_measure" title="Complex measure">Complex</a></li> <li><a href="/wiki/Complete_measure" title="Complete measure">Complete</a></li> <li><a href="/wiki/Content_(measure_theory)" title="Content (measure theory)">Content</a></li> <li>(<a href="/wiki/Logarithmically_concave_measure" title="Logarithmically concave measure">Logarithmically</a>)&#160;<a href="/wiki/Convex_measure" title="Convex measure">Convex</a></li> <li><a href="/wiki/Decomposable_measure" title="Decomposable measure">Decomposable</a></li> <li><a href="/wiki/Discrete_measure" title="Discrete measure">Discrete</a></li> <li><a href="/wiki/Equivalence_(measure_theory)" title="Equivalence (measure theory)">Equivalent</a></li> <li><a href="/wiki/Finite_measure" title="Finite measure">Finite</a></li> <li><a href="/wiki/Inner_measure" title="Inner measure">Inner</a></li> <li>(<a href="/wiki/Quasi-invariant_measure" title="Quasi-invariant measure">Quasi-</a>)&#160;<a href="/wiki/Invariant_measure" title="Invariant measure">Invariant</a></li> <li><a href="/wiki/Locally_finite_measure" title="Locally finite measure">Locally finite</a></li> <li><a href="/wiki/Maximising_measure" title="Maximising measure">Maximising</a></li> <li><a href="/wiki/Metric_outer_measure" title="Metric outer measure">Metric outer</a></li> <li><a href="/wiki/Outer_measure" title="Outer measure">Outer</a></li> <li><a href="/wiki/Perfect_measure" title="Perfect measure">Perfect</a></li> <li><a href="/wiki/Pre-measure" title="Pre-measure">Pre-measure</a></li> <li>(<a href="/wiki/Sub-probability_measure" title="Sub-probability measure">Sub-</a>)&#160;<a href="/wiki/Probability_measure" title="Probability measure">Probability</a></li> <li><a href="/wiki/Projection-valued_measure" title="Projection-valued measure">Projection-valued</a></li> <li><a href="/wiki/Radon_measure" title="Radon measure">Radon</a></li> <li><a href="/wiki/Random_measure" title="Random measure">Random</a></li> <li><a href="/wiki/Regular_measure" title="Regular measure">Regular</a> <ul><li><a href="/wiki/Borel_regular_measure" title="Borel regular measure">Borel regular</a></li> <li><a href="/wiki/Inner_regular_measure" class="mw-redirect" title="Inner regular measure">Inner regular</a></li> <li><a href="/wiki/Outer_regular_measure" class="mw-redirect" title="Outer regular measure">Outer regular</a></li></ul></li> <li><a href="/wiki/Saturated_measure" title="Saturated measure">Saturated</a></li> <li><a href="/wiki/Set_function" title="Set function">Set function</a></li> <li><a href="/wiki/%CE%A3-finite_measure" title="Σ-finite measure">σ-finite</a></li> <li><a href="/wiki/S-finite_measure" title="S-finite measure">s-finite</a></li> <li><a href="/wiki/Signed_measure" title="Signed measure">Signed</a></li> <li><a href="/wiki/Singular_measure" title="Singular measure">Singular</a></li> <li><a href="/wiki/Spectral_measure" class="mw-redirect" title="Spectral measure">Spectral</a></li> <li><a href="/wiki/Strictly_positive_measure" title="Strictly positive measure">Strictly positive</a></li> <li><a href="/wiki/Tightness_of_measures" title="Tightness of measures">Tight</a></li> <li><a href="/wiki/Vector_measure" title="Vector measure">Vector</a></li></ul> </div></td></tr><tr><th scope="row" class="navbox-group" style="width:1%"><a href="/wiki/Category:Measures_(measure_theory)" title="Category:Measures (measure theory)">Particular measures</a></th><td class="navbox-list-with-group navbox-list navbox-even" style="width:100%;padding:0"><div style="padding:0 0.25em"> <ul><li><a href="/wiki/Counting_measure" title="Counting measure">Counting</a></li> <li><a href="/wiki/Dirac_measure" title="Dirac measure">Dirac</a></li> <li><a href="/wiki/Euler_measure" title="Euler measure">Euler</a></li> <li><a href="/wiki/Gaussian_measure" title="Gaussian measure">Gaussian</a></li> <li><a href="/wiki/Haar_measure" title="Haar measure">Haar</a></li> <li><a href="/wiki/Harmonic_measure" title="Harmonic measure">Harmonic</a></li> <li><a href="/wiki/Hausdorff_measure" title="Hausdorff measure">Hausdorff</a></li> <li><a href="/wiki/Intensity_measure" title="Intensity measure">Intensity</a></li> <li><a href="/wiki/Lebesgue_measure" title="Lebesgue measure">Lebesgue</a> <ul><li><a href="/wiki/Infinite-dimensional_Lebesgue_measure" title="Infinite-dimensional Lebesgue measure">Infinite-dimensional</a></li></ul></li> <li><a href="/wiki/Positive_real_numbers#Logarithmic_measure" title="Positive real numbers">Logarithmic</a></li> <li><a href="/wiki/Product_measure" title="Product measure">Product</a> <ul><li><a href="/wiki/Projection_(measure_theory)" title="Projection (measure theory)">Projections</a></li></ul></li> <li><a href="/wiki/Pushforward_measure" title="Pushforward measure">Pushforward</a></li> <li><a href="/wiki/Spherical_measure" title="Spherical measure">Spherical measure</a></li> <li><a href="/wiki/Tangent_measure" title="Tangent measure">Tangent</a></li> <li><a href="/wiki/Trivial_measure" title="Trivial measure">Trivial</a></li> <li><a href="/wiki/Young_measure" title="Young measure">Young</a></li></ul> </div></td></tr><tr><th scope="row" class="navbox-group" style="width:1%">Maps</th><td class="navbox-list-with-group navbox-list navbox-odd" style="width:100%;padding:0"><div style="padding:0 0.25em"> <ul><li><a href="/wiki/Measurable_function" title="Measurable function">Measurable function</a> <ul><li><a href="/wiki/Bochner_measurable_function" title="Bochner measurable function">Bochner</a></li> <li><a href="/wiki/Strongly_measurable_function" title="Strongly measurable function">Strongly</a></li> <li><a href="/wiki/Weakly_measurable_function" title="Weakly measurable function">Weakly</a></li></ul></li> <li>Convergence: <a href="/wiki/Convergence_almost_everywhere" class="mw-redirect" title="Convergence almost everywhere">almost everywhere</a></li> <li><a href="/wiki/Convergence_of_measures" title="Convergence of measures">of measures</a></li> <li><a href="/wiki/Convergence_in_measure" title="Convergence in measure">in measure</a></li> <li><a href="/wiki/Convergence_of_random_variables" title="Convergence of random variables">of random variables</a> <ul><li><a href="/wiki/Convergence_in_distribution" class="mw-redirect" title="Convergence in distribution">in distribution</a></li> <li><a href="/wiki/Convergence_in_probability" class="mw-redirect" title="Convergence in probability">in probability</a></li></ul></li> <li><a href="/wiki/Cylinder_set_measure" title="Cylinder set measure">Cylinder set measure</a></li> <li>Random: <a href="/wiki/Random_compact_set" title="Random compact set">compact set</a></li> <li><a href="/wiki/Random_element" title="Random element">element</a></li> <li><a href="/wiki/Random_measure" title="Random measure">measure</a></li> <li><a href="/wiki/Stochastic_process" title="Stochastic process">process</a></li> <li><a href="/wiki/Random_variable" title="Random variable">variable</a></li> <li><a href="/wiki/Multivariate_random_variable" title="Multivariate random variable">vector</a></li> <li><a href="/wiki/Projection-valued_measure" title="Projection-valued measure">Projection-valued measure</a></li></ul> </div></td></tr><tr><th scope="row" class="navbox-group" style="width:1%"><a href="/wiki/Category:Theorems_in_measure_theory" title="Category:Theorems in measure theory">Main results</a></th><td class="navbox-list-with-group navbox-list navbox-even" style="width:100%;padding:0"><div style="padding:0 0.25em"> <ul><li><a href="/wiki/Carath%C3%A9odory%27s_extension_theorem" title="Carathéodory&#39;s extension theorem">Carathéodory's extension theorem</a></li> <li>Convergence theorems <ul><li><a href="/wiki/Dominated_convergence_theorem" title="Dominated convergence theorem">Dominated</a></li> <li><a href="/wiki/Monotone_convergence_theorem" title="Monotone convergence theorem">Monotone</a></li> <li><a href="/wiki/Vitali_convergence_theorem" title="Vitali convergence theorem">Vitali</a></li></ul></li> <li>Decomposition theorems <ul><li><a href="/wiki/Hahn_decomposition_theorem" title="Hahn decomposition theorem">Hahn</a></li> <li><a href="/wiki/Jordan_decomposition_theorem" class="mw-redirect" title="Jordan decomposition theorem">Jordan</a></li> <li><a href="/wiki/Maharam%27s_theorem" title="Maharam&#39;s theorem">Maharam's</a></li></ul></li> <li><a href="/wiki/Egorov%27s_theorem" title="Egorov&#39;s theorem">Egorov's</a></li> <li><a href="/wiki/Fatou%27s_lemma" title="Fatou&#39;s lemma">Fatou's lemma</a></li> <li><a href="/wiki/Fubini%27s_theorem" title="Fubini&#39;s theorem">Fubini's</a> <ul><li><a href="/wiki/Fubini%E2%80%93Tonelli_theorem" class="mw-redirect" title="Fubini–Tonelli theorem">Fubini–Tonelli</a></li></ul></li> <li><a href="/wiki/H%C3%B6lder%27s_inequality" title="Hölder&#39;s inequality">Hölder's inequality</a></li> <li><a href="/wiki/Minkowski_inequality" title="Minkowski inequality">Minkowski inequality</a></li> <li><a href="/wiki/Radon%E2%80%93Nikodym_theorem" title="Radon–Nikodym theorem">Radon–Nikodym</a></li> <li><a href="/wiki/Riesz%E2%80%93Markov%E2%80%93Kakutani_representation_theorem" title="Riesz–Markov–Kakutani representation theorem">Riesz–Markov–Kakutani representation theorem</a></li></ul> </div></td></tr><tr><th scope="row" class="navbox-group" style="width:1%">Other results</th><td class="navbox-list-with-group navbox-list navbox-odd" style="width:100%;padding:0"><div style="padding:0 0.25em"></div><table class="nowraplinks navbox-subgroup" style="border-spacing:0"><tbody><tr><td colspan="2" class="navbox-list navbox-odd" style="width:100%;padding:0"><div style="padding:0 0.25em"> <ul><li><a href="/wiki/Disintegration_theorem" title="Disintegration theorem">Disintegration theorem</a> <ul><li><a href="/wiki/Lifting_theory" title="Lifting theory">Lifting theory</a></li></ul></li> <li><a href="/wiki/Lebesgue%27s_density_theorem" title="Lebesgue&#39;s density theorem">Lebesgue's density theorem</a></li> <li><a href="/wiki/Lebesgue_differentiation_theorem" title="Lebesgue differentiation theorem">Lebesgue differentiation theorem</a></li> <li><a href="/wiki/Sard%27s_theorem" title="Sard&#39;s theorem">Sard's theorem</a></li> <li><a href="/wiki/Vitali%E2%80%93Hahn%E2%80%93Saks_theorem" title="Vitali–Hahn–Saks theorem">Vitali–Hahn–Saks theorem</a></li></ul> </div></td></tr><tr><th scope="row" class="navbox-group" style="width:1%"><span style="font-size:85%;">For <a href="/wiki/Lebesgue_measure" title="Lebesgue measure">Lebesgue measure</a></span></th><td class="navbox-list-with-group navbox-list navbox-even" style="width:100%;padding:0"><div style="padding:0 0.25em"> <ul><li><a href="/wiki/Isoperimetric_inequality" title="Isoperimetric inequality">Isoperimetric inequality</a></li> <li><a href="/wiki/Brunn%E2%80%93Minkowski_theorem" title="Brunn–Minkowski theorem">Brunn–Minkowski theorem</a> <ul><li><a href="/wiki/Milman%27s_reverse_Brunn%E2%80%93Minkowski_inequality" title="Milman&#39;s reverse Brunn–Minkowski inequality">Milman's reverse</a></li></ul></li> <li><a href="/wiki/Minkowski%E2%80%93Steiner_formula" title="Minkowski–Steiner formula">Minkowski–Steiner formula</a></li> <li><a href="/wiki/Pr%C3%A9kopa%E2%80%93Leindler_inequality" title="Prékopa–Leindler inequality">Prékopa–Leindler inequality</a></li> <li><a href="/wiki/Vitale%27s_random_Brunn%E2%80%93Minkowski_inequality" title="Vitale&#39;s random Brunn–Minkowski inequality">Vitale's random Brunn–Minkowski inequality</a></li></ul> </div></td></tr></tbody></table><div></div></td></tr><tr><th scope="row" class="navbox-group" style="width:1%">Applications&#160;&amp;&#160;related</th><td class="navbox-list-with-group navbox-list navbox-odd" style="width:100%;padding:0"><div style="padding:0 0.25em"> <ul><li><a href="/wiki/Convex_analysis" title="Convex analysis">Convex analysis</a></li> <li><a href="/wiki/Descriptive_set_theory" title="Descriptive set theory">Descriptive set theory</a></li> <li><a href="/wiki/Probability_theory" title="Probability theory">Probability theory</a></li> <li><a href="/wiki/Real_analysis" title="Real analysis">Real analysis</a></li> <li><a href="/wiki/Spectral_theory" title="Spectral theory">Spectral theory</a></li></ul> </div></td></tr></tbody></table></div> <div class="navbox-styles"><link rel="mw-deduplicated-inline-style" href="mw-data:TemplateStyles:r1129693374"><link 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template">e</abbr></a></li></ul></div><div id="Lp_spaces" style="font-size:114%;margin:0 4em"><a href="/wiki/Lp_space" title="Lp space">Lp spaces</a></div></th></tr><tr><th scope="row" class="navbox-group" style="width:1%">Basic concepts</th><td class="navbox-list-with-group navbox-list navbox-odd" style="width:100%;padding:0"><div style="padding:0 0.25em"> <ul><li><a href="/wiki/Banach_space" title="Banach space">Banach</a>&#160;&amp;&#160;<a href="/wiki/Hilbert_space" title="Hilbert space">Hilbert spaces</a></li> <li><a href="/wiki/Lp_space" title="Lp space"><i>L</i><sup><i>p</i></sup> spaces</a></li> <li><a class="mw-selflink selflink">Measure</a> <ul><li><a href="/wiki/Lebesgue_measure" title="Lebesgue measure">Lebesgue</a></li></ul></li> <li><a href="/wiki/Measure_space" title="Measure space">Measure space</a></li> <li><a href="/wiki/Measurable_space" title="Measurable space">Measurable space</a>/<a href="/wiki/Measurable_function" title="Measurable function">function</a></li> <li><a href="/wiki/Minkowski_distance" title="Minkowski distance">Minkowski distance</a></li> <li><a href="/wiki/Sequence_space" title="Sequence space">Sequence spaces</a></li></ul> </div></td></tr><tr><th scope="row" class="navbox-group" style="width:1%"><a href="/wiki/L1_space" class="mw-redirect" title="L1 space"><i>L</i><sup>1</sup> spaces</a></th><td class="navbox-list-with-group navbox-list navbox-even" style="width:100%;padding:0"><div style="padding:0 0.25em"> <ul><li><a href="/wiki/Integrable_function" class="mw-redirect" title="Integrable function">Integrable function</a></li> <li><a href="/wiki/Lebesgue_integration" class="mw-redirect" title="Lebesgue integration">Lebesgue integration</a></li> <li><a href="/wiki/Taxicab_geometry" title="Taxicab geometry">Taxicab geometry</a></li></ul> </div></td></tr><tr><th scope="row" class="navbox-group" style="width:1%"><a href="/wiki/L2_space" class="mw-redirect" title="L2 space"><i>L</i><sup>2</sup> spaces</a></th><td class="navbox-list-with-group navbox-list navbox-odd" style="width:100%;padding:0"><div style="padding:0 0.25em"> <ul><li><a href="/wiki/Bessel%27s_inequality" title="Bessel&#39;s inequality">Bessel's</a></li> <li><a href="/wiki/Cauchy%E2%80%93Schwarz_inequality" title="Cauchy–Schwarz inequality">Cauchy–Schwarz</a></li> <li><a href="/wiki/Euclidean_distance" title="Euclidean distance">Euclidean distance</a></li> <li><a href="/wiki/Hilbert_space" title="Hilbert space">Hilbert space</a></li> <li><a href="/wiki/Parseval%27s_identity" title="Parseval&#39;s identity">Parseval's identity</a></li> <li><a href="/wiki/Polarization_identity" title="Polarization identity">Polarization identity</a></li> <li><a href="/wiki/Pythagorean_theorem" title="Pythagorean theorem">Pythagorean theorem</a></li> <li><a href="/wiki/Square-integrable_function" title="Square-integrable function">Square-integrable function</a></li></ul> </div></td></tr><tr><th scope="row" class="navbox-group" style="width:1%"><a href="/wiki/L-infinity" title="L-infinity"><span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle L^{\infty }}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <msup> <mi>L</mi> <mrow class="MJX-TeXAtom-ORD"> <mi mathvariant="normal">&#x221E;<!-- ∞ --></mi> </mrow> </msup> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle L^{\infty }}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/b9ab400cc4dfd865180cd84c72dc894ca457671f" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.338ex; width:3.458ex; height:2.343ex;" alt="{\displaystyle L^{\infty }}"></span> spaces</a></th><td class="navbox-list-with-group navbox-list navbox-even" style="width:100%;padding:0"><div style="padding:0 0.25em"> <ul><li><a href="/wiki/Bounded_function" title="Bounded function">Bounded function</a></li> <li><a href="/wiki/Chebyshev_distance" title="Chebyshev distance">Chebyshev distance</a></li> <li><a href="/wiki/Infimum_and_supremum" title="Infimum and supremum">Infimum and supremum</a> <ul><li><a href="/wiki/Essential_infimum_and_essential_supremum" title="Essential infimum and essential supremum">Essential</a></li></ul></li> <li><a href="/wiki/Uniform_norm" title="Uniform norm">Uniform norm</a></li></ul> </div></td></tr><tr><th scope="row" class="navbox-group" style="width:1%">Maps</th><td class="navbox-list-with-group navbox-list navbox-odd" style="width:100%;padding:0"><div style="padding:0 0.25em"> <ul><li><a href="/wiki/Almost_everywhere" title="Almost everywhere">Almost everywhere</a></li> <li><a href="/wiki/Convergence_almost_everywhere" class="mw-redirect" title="Convergence almost everywhere">Convergence almost everywhere</a></li> <li><a href="/wiki/Convergence_in_measure" title="Convergence in measure">Convergence in measure</a></li> <li><a href="/wiki/Function_space" title="Function space">Function space</a></li> <li><a href="/wiki/Integral_transform" title="Integral transform">Integral transform</a></li> <li><a href="/wiki/Locally_integrable_function" title="Locally integrable function">Locally integrable function</a></li> <li><a href="/wiki/Measurable_function" title="Measurable function">Measurable function</a></li> <li><a href="/wiki/Symmetric_decreasing_rearrangement" title="Symmetric decreasing rearrangement">Symmetric decreasing rearrangement</a></li></ul> </div></td></tr><tr><th scope="row" class="navbox-group" style="width:1%">Inequalities</th><td class="navbox-list-with-group navbox-list navbox-even" style="width:100%;padding:0"><div style="padding:0 0.25em"> <ul><li><a href="/wiki/Babenko%E2%80%93Beckner_inequality" title="Babenko–Beckner inequality">Babenko–Beckner</a></li> <li><a href="/wiki/Chebyshev%27s_inequality" title="Chebyshev&#39;s inequality">Chebyshev's</a></li> <li><a href="/wiki/Clarkson%27s_inequalities" title="Clarkson&#39;s inequalities">Clarkson's</a></li> <li><a href="/wiki/Hanner%27s_inequalities" title="Hanner&#39;s inequalities">Hanner's</a></li> <li><a href="/wiki/Hausdorff%E2%80%93Young_inequality" title="Hausdorff–Young inequality">Hausdorff–Young</a></li> <li><a href="/wiki/H%C3%B6lder%27s_inequality" title="Hölder&#39;s inequality">Hölder's</a></li> <li><a href="/wiki/Markov%27s_inequality" title="Markov&#39;s inequality">Markov's</a></li> <li><a href="/wiki/Minkowski_inequality" title="Minkowski inequality">Minkowski</a></li> <li><a href="/wiki/Young%27s_convolution_inequality" title="Young&#39;s convolution inequality">Young's convolution</a></li></ul> </div></td></tr><tr><th scope="row" class="navbox-group" style="width:1%"><a href="/wiki/Category:Theorems_in_analysis" title="Category:Theorems in analysis">Results</a></th><td class="navbox-list-with-group navbox-list navbox-odd" style="width:100%;padding:0"><div style="padding:0 0.25em"> <ul><li><a href="/wiki/Marcinkiewicz_interpolation_theorem" title="Marcinkiewicz interpolation theorem">Marcinkiewicz interpolation theorem</a></li> <li><a href="/wiki/Plancherel_theorem" title="Plancherel theorem">Plancherel theorem</a></li> <li><a href="/wiki/Riemann%E2%80%93Lebesgue_lemma" title="Riemann–Lebesgue lemma">Riemann–Lebesgue</a></li> <li><a href="/wiki/Riesz%E2%80%93Fischer_theorem" title="Riesz–Fischer theorem">Riesz–Fischer theorem</a></li> <li><a href="/wiki/Riesz%E2%80%93Thorin_theorem" title="Riesz–Thorin theorem">Riesz–Thorin theorem</a></li></ul> </div><table class="nowraplinks navbox-subgroup" style="border-spacing:0"><tbody><tr><th scope="row" class="navbox-group" style="width:1%"><span style="font-size:85%;">For <a href="/wiki/Lebesgue_measure" title="Lebesgue measure">Lebesgue measure</a></span></th><td class="navbox-list-with-group navbox-list navbox-even" style="width:100%;padding:0"><div style="padding:0 0.25em"> <ul><li><a href="/wiki/Isoperimetric_inequality" title="Isoperimetric inequality">Isoperimetric inequality</a></li> <li><a href="/wiki/Brunn%E2%80%93Minkowski_theorem" title="Brunn–Minkowski theorem">Brunn–Minkowski theorem</a> <ul><li><a href="/wiki/Milman%27s_reverse_Brunn%E2%80%93Minkowski_inequality" title="Milman&#39;s reverse Brunn–Minkowski inequality">Milman's reverse</a></li></ul></li> <li><a href="/wiki/Minkowski%E2%80%93Steiner_formula" title="Minkowski–Steiner formula">Minkowski–Steiner formula</a></li> <li><a href="/wiki/Pr%C3%A9kopa%E2%80%93Leindler_inequality" title="Prékopa–Leindler inequality">Prékopa–Leindler inequality</a></li> <li><a href="/wiki/Vitale%27s_random_Brunn%E2%80%93Minkowski_inequality" title="Vitale&#39;s random Brunn–Minkowski inequality">Vitale's random Brunn–Minkowski inequality</a></li></ul> </div></td></tr></tbody></table><div> </div></td></tr><tr><th scope="row" class="navbox-group" style="width:1%">Applications&#160;&amp;&#160;related</th><td class="navbox-list-with-group navbox-list navbox-odd" style="width:100%;padding:0"><div style="padding:0 0.25em"> <ul><li><a href="/wiki/Bochner_space" title="Bochner space">Bochner space</a></li> <li><a href="/wiki/Fourier_analysis" title="Fourier analysis">Fourier analysis</a></li> <li><a href="/wiki/Lorentz_space" title="Lorentz space">Lorentz space</a></li> <li><a href="/wiki/Probability_theory" title="Probability theory">Probability theory</a></li> <li><a href="/wiki/Quasinorm" title="Quasinorm">Quasinorm</a></li> <li><a href="/wiki/Real_analysis" title="Real analysis">Real analysis</a></li> <li><a href="/wiki/Sobolev_space" title="Sobolev space">Sobolev space</a></li> <li><a href="/wiki/*-algebra" title="*-algebra">*-algebra</a> <ul><li><a href="/wiki/C*-algebra" title="C*-algebra">C*-algebra</a></li> <li><a href="/wiki/Von_Neumann_algebra" title="Von Neumann algebra">Von Neumann</a></li></ul></li></ul> 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