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})∪(X∖∪j{xj}) where X∖∪j{xj} is measurable with measure 0.
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