I have a question in integration theory:
If I have (Ψ,G,μ) a σ-finite measure space and f a [0,∞]-valued measurable function on (Ψ,G) that is finite a.s.
So my question is if I define for B∈G v(B)=∫Bfdμ
Is (Ψ,G,v) a σ-finite measure space too ?
I think this reationship betwwen v and μ can help me in calculational purpose.
Could someone help me? Thanks for the time and help.
Answer
If μ is σ-finite, there exists a countable collection of disjoint sets Xi s.t. μ(Xi)<∞ and ⋃i≥1Xi=X. Consider $F_j=\{j-1\le f
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