TheoremBase

Measure with a Density

For a nonnegative measurable function h, the measure with density h with respect to a measure assigns to each measurable set the integral of h over it.

Statement

In the setting of Measurable Functions and the Lebesgue Integral: Notation, with its measure space (X,F,μ)(X,\mathcal{F},\mu), let h∈M+(X,F)h\in\mathcal{M}^{+}(X,\mathcal{F}).

Measure with density hh. The measure with density hh with respect to μ\mu is the function hμ:F→[0,∞]h\mu:\mathcal{F}\to[0,\infty] with

(hμ)(A)=∫Ah dμ(A∈F),(h\mu)(A)=\int_{A}h\,d\mu\qquad(A\in\mathcal{F}),

the integral of hh over AA.

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