Saturday, 12 May 2018

Conditions for measure being finite and sigma-finite




working on a problem for measure theory and wanted to see if I'm on the right track.



I've shown that over a measurable space (X,M), j=1ajμj where {μj}j=1 a sequence of measures, and {aj}j=1(0,) is a measure.



Now I'm trying to find the conditions for which a specific example of this measure is finite, and σ-finite, the measure being j=1ajδxj where δx is the Dirac measure.



j=1ajδxj(X) = j=1aj since each δxj = 1 over the entire set X, and condition for finiteness of this measure should be the sum being finite. Is this correct?



Secondly, for σ-finiteness, my intuition tells me that X should be countable, since the Dirac measure is similar to the counting measure, but I'm not sure how to formally show conditions for finiteness or σ-finiteness.




Any help would be great! Thank you.


Answer



The finiteness part is correct. The measure is always σ-finite. Each xj has finite measure (namely aj) and X=(j{xj})(Xj{xj}) where Xj{xj} is measurable with measure 0.


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