s-finite measure
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In measure theory, a branch of mathematics that studies generalized notions of volumes, an s-finite measure is a special type of measure. An s-finite measure is more general than a finite measure, but allows one to generalize certain proofs for finite measures.
The s-finite measures should not be confused with the σ-finite (sigma-finite) measures.
Definition[]
Let be a measurable space and a measure on this measurable space. The measure is called an s-finite measure, if it can be written as a countable sum of finite measures (),[1]
Example[]
The Lebesgue measure is an s-finite measure. For this, set
and define the measures by
for all measurable sets . These measures are finite, since for all measurable sets , and by construction satisfy
Therefore the Lebesgue measure is s-finite.
Properties[]
Relation to σ-finite measures[]
Every σ-finite measure is s-finite, but not every s-finite measure is also σ-finite.
To show that every σ-finite measure is s-finite, let be σ-finite. Then there are measurable disjoint sets with and
Then the measures
are finite and their sum is . This approach is just like in the example above.
An example for an s-finite measure that is not σ-finite can be constructed on the set with the σ-algebra . For all , let be the counting measure on this measurable space and define
The measure is by construction s-finite (since the counting measure is finite on a set with one element). But is not σ-finite, since
So cannot be σ-finite.
Equivalence to probability measures[]
For every s-finite measure , there exists an equivalent probability measure , meaning that .[1] One possible equivalent probability measure is given by
References[]
- ^ a b Kallenberg, Olav (2017). Random Measures, Theory and Applications. Switzerland: Springer. p. 21. doi:10.1007/978-3-319-41598-7. ISBN 978-3-319-41596-3.
Sources for s-finite measures