TheoremBase

Finite Signed Measures

A finite signed measure on a measurable space is a real-valued, countably additive function on the measurable sets that vanishes on the empty set.

Statement

In the setting of Measure Spaces, Borel Sets and Lebesgue Measure on the Real Line: Standing Notation, let (X,F)(X,\mathcal{F}) be a measurable space. For a sequence (Am)(A_{m}) in F\mathcal{F}, its union ⋃m∈NAm∈F\bigcup_{m\in\mathbb{N}}A_{m}\in\mathcal{F} and the pairwise disjointness of (Am)(A_{m}) are as in Measure, Measure Space, and Probability Measure.

Finite signed measure. A finite signed measure on (X,F)(X,\mathcal{F}) is a map Ξ½:Fβ†’R\nu:\mathcal{F}\to\mathbb{R} such that Ξ½(βˆ…)=0\nu(\emptyset)=0 and, for every pairwise disjoint sequence (Am)(A_{m}) in F\mathcal{F}, the series βˆ‘m=1∞ν(Am)\sum_{m=1}^{\infty}\nu(A_{m}) converges and

Ξ½(⋃m∈NAm)=βˆ‘m=1∞ν(Am)\nu\Bigl(\bigcup_{m\in\mathbb{N}}A_{m}\Bigr)=\sum_{m=1}^{\infty}\nu(A_{m})

(countable additivity).

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