TheoremBase

Restricting a Measure to a Measurable Set

For a measurable set Y, the restriction of a measure to the measurable subsets of Y is a measure on Y, and A maps to the measure of A intersected with Y defines a measure on the whole space with total mass the measure of Y; both inherit finiteness or sigma-finiteness as stated.

Statement

In the setting of Routine Facts Used Without Citation: Arithmetic, Maps, Predicativity and Indices, let (X,F,μ)(X,\mathcal{F},\mu) be a measure space, so that (X,F)(X,\mathcal{F}) is a measurable space and μ\mu is a measure on it, with values in the set [0,∞][0,\infty] of The Extended Real Line, Its Order, and [0,∞] (ii), ordered by the order ≤\le and the relation << of The Extended Real Line, Its Order, and [0,∞] (iii), and with ∞\infty the point of The Extended Real Line, Its Order, and [0,∞] (i). Let Y∈FY\in\mathcal{F}, and let FY={A∈F:A⊆Y}\mathcal{F}_{Y}=\{A\in\mathcal{F}:A\subseteq Y\}, with ⊆\subseteq the subclass relation and intersections of classes those of The Boolean Operations on Classes, Disjointness, and the Universal Class (i); FY\mathcal{F}_{Y} is a σ\sigma-algebra on YY by Closure Properties of σ-Algebras, Intersections and Traces of σ-Algebras, and the Generated σ-Algebra (xi), so that (Y,FY)(Y,\mathcal{F}_{Y}) is a measurable space. Let μ∣FY\mu|_{\mathcal{F}_{Y}} be the restriction of μ\mu to FY\mathcal{F}_{Y}, so μ∣FY\mu|_{\mathcal{F}_{Y}} is a map FY→[0,∞]\mathcal{F}_{Y}\to[0,\infty] with μ∣FY(A)=μ(A)\mu|_{\mathcal{F}_{Y}}(A)=\mu(A) for A∈FYA\in\mathcal{F}_{Y} (Domains and Restrictions of Maps (ii) and Domains and Restrictions of Maps (iii), as FY⊆F\mathcal{F}_{Y}\subseteq\mathcal{F}).

μ∣FY\mu|_{\mathcal{F}_{Y}} is a measure on (Y,FY)(Y,\mathcal{F}_{Y}).

If μ(Y)<∞\mu(Y)<\infty, then μ∣FY\mu|_{\mathcal{F}_{Y}} is finite.

There is exactly one map ν:F→[0,∞]\nu:\mathcal{F}\to[0,\infty] with ν(A)=μ(A∩Y)\nu(A)=\mu(A\cap Y) for every A∈FA\in\mathcal{F}, where A∩Y∈FA\cap Y\in\mathcal{F} by Closure Properties of σ-Algebras, Intersections and Traces of σ-Algebras, and the Generated σ-Algebra (ix). This map ν\nu is a measure on (X,F)(X,\mathcal{F}).

The map ν\nu of (iii) satisfies ν(X)=μ(Y)\nu(X)=\mu(Y).

If μ\mu is σ\sigma-finite, then μ∣FY\mu|_{\mathcal{F}_{Y}} and the map ν\nu of (iii) are σ\sigma-finite.

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