Discrete Measure - Definition and Properties

Definition and Properties

A measure defined on the Lebesgue measurable sets of the real line with values in is said to be discrete if there exists a (possibly finite) sequence of numbers

such that

The simplest example of a discrete measure on the real line is the Dirac delta function One has and

More generally, if is a (possibly finite) sequence of real numbers, is a sequence of numbers in of the same length, one can consider the Dirac measures defined by

\delta_{s_i}(X) =
\begin{cases}
1 & \mbox { if } s_i \in X\\
0 & \mbox { if } s_i \not\in X\\
\end{cases}

for any Lebesgue measurable set Then, the measure

is a discrete measure. In fact, one may prove that any discrete measure on the real line has this form for appropriately chosen sequences and

Read more about this topic:  Discrete Measure

Famous quotes containing the words definition and/or properties:

    The definition of good prose is proper words in their proper places; of good verse, the most proper words in their proper places. The propriety is in either case relative. The words in prose ought to express the intended meaning, and no more; if they attract attention to themselves, it is, in general, a fault.
    Samuel Taylor Coleridge (1772–1834)

    A drop of water has the properties of the sea, but cannot exhibit a storm. There is beauty of a concert, as well as of a flute; strength of a host, as well as of a hero.
    Ralph Waldo Emerson (1803–1882)