Sunday, 2 February 2014

measure theory - $v(B)=int_{B} f dmu $



I have a question in integration theory:



If I have $(\Psi,\mathcal{G},\mu)$ a $\sigma$-finite measure space and $f$ a $[0,\infty]$-valued measurable function on $(\Psi,\mathcal{G})$ that is finite a.s.



So my question is if I define for $B\in \mathcal{G}$ $$v(B)=\int_{B} f d\mu $$





Is $(\Psi,\mathcal{G},v)$ a $\sigma$-finite measure space too ?




I think this reationship betwwen $v$ and $\mu$ can help me in calculational purpose.



Could someone help me? Thanks for the time and help.


Answer



If $\mu$ is $\sigma$-finite, there exists a countable collection of disjoint sets $X_i$ s.t. $\mu(X_i)<\infty$ and $\bigcup_{i\ge 1}X_i=X$. Consider $F_j=\{j-1\le f

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