Sigma-finite Measures
A measure space (X, Σ, μ) is called finite if μ(X) is a finite real number (rather than ∞). Finite measures are analogous to probability measures in the sense that any finite measure is proportional to the probability measure . A measure is called σ-finite if X 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 σ-finite measure if it is a countable union of sets with finite measure.
For example, the real numbers with the standard Lebesgue measure are σ-finite but not finite. Consider the closed intervals for all integers k; there are countably many such intervals, each has measure 1, and their union is the entire real line. Alternatively, consider the real numbers with the counting measure, 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 Lindelöf property of topological spaces. They can be also thought of as a vague generalization of the idea that a measure space may have 'uncountable measure'.
Read more about this topic: Measure (mathematics)
Famous quotes containing the word measures:
“I was surprised by Joes asking me how far it was to the Moosehorn. He was pretty well acquainted with this stream, but he had noticed that I was curious about distances, and had several maps. He and Indians generally, with whom I have talked, are not able to describe dimensions or distances in our measures with any accuracy. He could tell, perhaps, at what time we should arrive, but not how far it was.”
—Henry David Thoreau (18171862)