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In [[mathematics]], a '''pre-measure''' is a [[function (mathematics)|function]] that is, in some sense, a precursor to a ''[[bona fide]]'' [[measure (mathematics)|measure]] on a given space. Indeed, the fundamental theorem in the subject basically says that every pre-measure can be extended to a measure. | |||
==Definition== | |||
Let ''R'' be a [[ring of sets|ring of subsets]] (closed under [[relative complement]]) of a fixed set ''X'' and let ''μ''<sub>0</sub>: ''R'' → [0, +∞] be a set function. ''μ''<sub>0</sub> is called a '''pre-measure''' if | |||
:<math>\mu_0(\emptyset) = 0</math> | |||
and, for every [[countable set|countable sequence]] {''A''<sub>''n''</sub>}<sub>''n''∈'''N'''</sub> ⊆ ''R'' of [[pairwise disjoint]] sets whose union lies in ''R'', | |||
:<math>\mu_0 \left ( \bigcup_{n = 1}^\infty A_n \right ) = \sum_{n = 1}^\infty \mu_0(A_n)</math>. | |||
The second property is called [[sigma additivity|''σ''-additivity]]. | |||
Thus, what is missing for a pre-measure to be a measure is that it is not necessarily defined on a sigma-algebra (or a sigma-ring). | |||
==Extension theorem== | |||
It turns out that pre-measures can be extended quite naturally to [[outer measure]]s, which are defined for all subsets of the space ''X''. More precisely, if ''μ''<sub>0</sub> is a pre-measure defined on a ring of subsets ''R'' of the space ''X'', then the set function ''μ''<sup>∗</sup> defined by | |||
:<math>\mu^* (S) = \inf \left\{ \left. \sum_{i = 1}^{\infty} \mu_0(A_{i}) \right| A_{i} \in R, S \subseteq \bigcup_{i = 1}^{\infty} A_{i} \right\}</math> | |||
is an outer measure on ''X'', and the measure ''μ'' induced by ''μ''<sup>∗</sup> on the σ-algebra Σ of Carathéodory-measurable sets satisfies <math>\mu(A)=\mu_0(A)</math> for <math>A\in R</math> (in particular, Σ includes ''R''). | |||
(Note that there is some variation in the terminology used in the literature. For example, Rogers (1998) uses "measure" where this article uses the term "outer measure". Outer measures are not, in general, measures, since they may fail to be ''σ''-additive.) | |||
==See also== | |||
* [[Hahn-Kolmogorov theorem]] | |||
==References== | |||
* {{cite book | |||
| last = Munroe | |||
| first = M. E. | |||
| title = Introduction to measure and integration | |||
| publisher = Addison-Wesley Publishing Company Inc. | |||
| location = Cambridge, Mass. | |||
| year = 1953 | |||
| pages = 310 | |||
}} {{MathSciNet|id=0053186}} | |||
* {{cite book | |||
| author = Rogers, C. A. | |||
| title = Hausdorff measures | |||
| edition = Third | |||
| series = Cambridge Mathematical Library | |||
| publisher = Cambridge University Press | |||
| location = Cambridge | |||
| year = 1998 | |||
| pages = 195 | |||
| id = ISBN 0-521-62491-6 | |||
}} {{MathSciNet|id=1692618}} (See section 1.2.) | |||
* {{cite book | |||
| author = Folland, G. B. | |||
| title = Real Analysis | |||
| edition = Second | |||
| series = Pure and Applied Mathematics | |||
| publisher = John Wiley & Sons, Inc | |||
| location = New York | |||
| year = 1999 | |||
| pages = 30–31 | |||
| id = ISBN 0-471-31716-0 | |||
}} | |||
[[Category:Measures (measure theory)]] |
Revision as of 19:34, 23 November 2012
In mathematics, a pre-measure is a function that is, in some sense, a precursor to a bona fide measure on a given space. Indeed, the fundamental theorem in the subject basically says that every pre-measure can be extended to a measure.
Definition
Let R be a ring of subsets (closed under relative complement) of a fixed set X and let μ0: R → [0, +∞] be a set function. μ0 is called a pre-measure if
and, for every countable sequence {An}n∈N ⊆ R of pairwise disjoint sets whose union lies in R,
The second property is called σ-additivity.
Thus, what is missing for a pre-measure to be a measure is that it is not necessarily defined on a sigma-algebra (or a sigma-ring).
Extension theorem
It turns out that pre-measures can be extended quite naturally to outer measures, which are defined for all subsets of the space X. More precisely, if μ0 is a pre-measure defined on a ring of subsets R of the space X, then the set function μ∗ defined by
is an outer measure on X, and the measure μ induced by μ∗ on the σ-algebra Σ of Carathéodory-measurable sets satisfies for (in particular, Σ includes R).
(Note that there is some variation in the terminology used in the literature. For example, Rogers (1998) uses "measure" where this article uses the term "outer measure". Outer measures are not, in general, measures, since they may fail to be σ-additive.)
See also
References
- 20 year-old Real Estate Agent Rusty from Saint-Paul, has hobbies and interests which includes monopoly, property developers in singapore and poker. Will soon undertake a contiki trip that may include going to the Lower Valley of the Omo.
My blog: http://www.primaboinca.com/view_profile.php?userid=5889534 Template:MathSciNet - 20 year-old Real Estate Agent Rusty from Saint-Paul, has hobbies and interests which includes monopoly, property developers in singapore and poker. Will soon undertake a contiki trip that may include going to the Lower Valley of the Omo.
My blog: http://www.primaboinca.com/view_profile.php?userid=5889534 Template:MathSciNet (See section 1.2.) - 20 year-old Real Estate Agent Rusty from Saint-Paul, has hobbies and interests which includes monopoly, property developers in singapore and poker. Will soon undertake a contiki trip that may include going to the Lower Valley of the Omo.
My blog: http://www.primaboinca.com/view_profile.php?userid=5889534