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
No comments:
Post a Comment