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Content (measure theory)

From Wikipedia, the free encyclopedia

Inmathematics, in particular inmeasure theory, acontentμ{\displaystyle \mu } is a real-valued function defined on a collection of subsetsA{\displaystyle {\mathcal {A}}} such that

  1. μ(A) [0,] whenever AA.{\displaystyle \mu (A)\in \ [0,\infty ]{\text{ whenever }}A\in {\mathcal {A}}.}
  2. μ()=0.{\displaystyle \mu (\varnothing )=0.}
  3. μ(i=1nAi)=i=1nμ(Ai) whenever A1,,An,i=1nAiA and AiAj= for ij.{\displaystyle \mu {\Bigl (}\bigcup _{i=1}^{n}A_{i}{\Bigr )}=\sum _{i=1}^{n}\mu (A_{i}){\text{ whenever }}A_{1},\dots ,A_{n},\bigcup _{i=1}^{n}A_{i}\in {\mathcal {A}}{\text{ and }}A_{i}\cap A_{j}=\varnothing {\text{ for }}i\neq j.}

That is, a content is a generalization of ameasure: while the latter must be countably additive, the former must only be finitely additive.

In many important applications theA{\displaystyle {\mathcal {A}}} is chosen to be aring of sets or to be at least asemiring of sets in which case some additional properties can be deduced which are described below. For this reason some authors prefer to define contents only for the case of semirings or even rings.

If a content is additionallyσ-additive it is called apre-measure and if furthermoreA{\displaystyle {\mathcal {A}}} is aσ-algebra, the content is called ameasure. Therefore, every (real-valued) measure is a content, but not vice versa. Contents give a good notion of integrating bounded functions on a space but can behave badly when integrating unbounded functions, while measures give a good notion of integrating unbounded functions.

Examples

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A classical example is to define a content on all half open intervals[a,b)R{\displaystyle [a,b)\subseteq \mathbb {R} } by setting their content to the length of the intervals, that is,μ([a,b))=ba.{\displaystyle \mu ([a,b))=b-a.} One can further show that this content is actuallyσ-additive and thus defines a pre-measure on the semiring of all half-open intervals. This can be used to construct theLebesgue measure for the real number line usingCarathéodory's extension theorem. For further details on the general construction see article onLebesgue measure.

An example of a content that is not a measure on aσ-algebra is the content on all subsets of the positive integers that has value1/2n{\displaystyle 1/2^{n}} on any integern{\displaystyle n} and is infinite on any infinite subset.

An example of a content on the positive integers that is always finite but is not a measure can be given as follows. Take a positive linear functional on the bounded sequences that is 0 if the sequence has only a finite number of nonzero elements and takes value 1 on the sequence1,1,1,,{\displaystyle 1,1,1,\ldots ,} so the functional in some sense gives an "average value" of any bounded sequence. (Such a functional cannot be constructed explicitly, but exists by theHahn–Banach theorem.) Then the content of a set of positive integers is the average value of the sequence that is 1 on this set and 0 elsewhere. Informally, one can think of the content of a subset of integers as the "chance" that a randomly chosen integer lies in this subset (though this is not compatible with the usual definitions of chance in probability theory, which assume countable additivity).

Properties

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Frequently contents are defined on collections of sets that satisfy further constraints. In this case additional properties can be deduced that fail to hold in general for contents defined on any collections of sets.

On semi ring

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IfA{\displaystyle {\mathcal {A}}} forms aSemi ring of sets then the following statements can be deduced:

μ(AB)μ(A)+μ(B){\displaystyle \mu (A\cup B)\leq \mu (A)+\mu (B)} forA,BA{\displaystyle A,B\in {\mathcal {A}}} such thatABA.{\displaystyle A\cup B\in {\mathcal {A}}.}

On rings

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If furthermoreA{\displaystyle {\mathcal {A}}} is aRing of sets one gets additionally:

Integration of bounded functions

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In general integration of functions with respect to a content does not behave well. However, there is a well-behaved notion of integration provided that the function is bounded and the total content of the space is finite, given as follows.

Suppose that the total content of a space is finite. Iff{\displaystyle f} is a bounded function on the space such that the inverse image of any open subset of the reals has a content, then we can define the integral off{\displaystyle f} with respect to the content asfdλ=limi=1nf(αi)λ(f1(Ai)){\displaystyle \int f\,d\lambda =\lim \sum _{i=1}^{n}f(\alpha _{i})\lambda (f^{-1}(A_{i}))}where theAi{\displaystyle A_{i}} form a finite collections of disjoint half-open sets whose union covers the range off,{\displaystyle f,} andαi{\displaystyle \alpha _{i}} is any element ofAi,{\displaystyle A_{i},} and where the limit is taken as the diameters of the setsAi{\displaystyle A_{i}} tend to 0.

Duals of spaces of bounded functions

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Suppose thatμ{\displaystyle \mu } is a measure on some spaceX.{\displaystyle X.} The bounded measurable functions onX{\displaystyle X} form a Banach space with respect to the supremum norm. The positive elements of the dual of this space correspond to bounded contentsλ{\displaystyle \lambda }X,{\displaystyle X,} with the value ofλ{\displaystyle \lambda } onf{\displaystyle f} given by the integralfdλ.{\displaystyle \int f\,d\lambda .} Similarly one can form the space of essentially bounded functions, with the norm given by the essential supremum, and the positive elements of the dual of this space are given by bounded contents that vanish on sets of measure 0.

Construction of a measure from a content

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There are several ways to construct a measure μ from a contentλ{\displaystyle \lambda } on a topological space. This section gives one such method forlocally compactHausdorff spaces such that the content is defined on all compact subsets. In general the measure is not an extension of the content, as the content may fail to be countably additive, and the measure may even be identically zero even if the content is not.

First restrict the content to compact sets. This gives a functionλ{\displaystyle \lambda } of compact setsC{\displaystyle C} with the following properties:

  1. λ(C) [0,]{\displaystyle \lambda (C)\in \ [0,\infty ]} for all compact setsC{\displaystyle C}
  2. λ()=0.{\displaystyle \lambda (\varnothing )=0.}
  3. λ(C1)λ(C2) whenever C1C2{\displaystyle \lambda (C_{1})\leq \lambda (C_{2}){\text{ whenever }}C_{1}\subseteq C_{2}}
  4. λ(C1C2)λ(C1)+λ(C2){\displaystyle \lambda (C_{1}\cup C_{2})\leq \lambda (C_{1})+\lambda (C_{2})} for all pairs of compact sets
  5. λ(C1C2)=λ(C1)+λ(C2){\displaystyle \lambda (C_{1}\cup C_{2})=\lambda (C_{1})+\lambda (C_{2})} for all pairs of disjoint compact sets.

There are also examples of functionsλ{\displaystyle \lambda } as above not constructed from contents. An example is given by the construction ofHaar measure on alocally compact group. One method of constructing such a Hear measure is to produce a left-invariant functionλ{\displaystyle \lambda } as above on the compact subsets of the group, which can then be extended to a left-invariant measure.

Definition on open sets

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Given λ as above, we define a function μ on all open sets byμ(U)=supCUλ(C).{\displaystyle \mu (U)=\sup _{C\subseteq U}\lambda (C).}This has the following properties:

  1. μ(U) [0,]{\displaystyle \mu (U)\in \ [0,\infty ]}
  2. μ()=0{\displaystyle \mu (\varnothing )=0}
  3. μ(U1)μ(U2) whenever U1U2{\displaystyle \mu (U_{1})\leq \mu (U_{2}){\text{ whenever }}U_{1}\subseteq U_{2}}
  4. μ(nUn)nμ(Un){\displaystyle \mu \left(\bigcup _{n}U_{n}\right)\leq \sum _{n}\mu \left(U_{n}\right)} for any collection of open sets
  5. μ(nUn)=nμ(Un){\displaystyle \mu \left(\bigcup _{n}U_{n}\right)=\sum _{n}\mu \left(U_{n}\right)} for any collection of disjoint open sets.

Definition on all sets

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Given μ as above, we extend the function μ to all subsets of the topological space byμ(A)=infAUμ(U).{\displaystyle \mu (A)=\inf _{A\subseteq U}\mu (U).}This is anouter measure, in other words it has the following properties:

  1. μ(A) [0,]{\displaystyle \mu (A)\in \ [0,\infty ]}
  2. μ()=0.{\displaystyle \mu (\varnothing )=0.}
  3. μ(A1)μ(A2) whenever A1A2{\displaystyle \mu (A_{1})\leq \mu (A_{2}){\text{ whenever }}A_{1}\subseteq A_{2}}
  4. μ(nAn)nμ(An){\displaystyle \mu \left(\bigcup _{n}A_{n}\right)\leq \sum _{n}\mu \left(A_{n}\right)} for any countable collection of sets.

Construction of a measure

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The function μ above is anouter measure on the family of all subsets. Therefore, it becomes a measure when restricted to the measurable subsets for the outer measure, which are the subsetsE{\displaystyle E} such thatμ(X)=μ(XE)+μ(XE){\displaystyle \mu (X)=\mu (X\cap E)+\mu (X\setminus E)} for all subsetsX.{\displaystyle X.} If the space is locally compact then every open set is measurable for this measure.

The measureμ{\displaystyle \mu } does not necessarily coincide with the contentλ{\displaystyle \lambda } on compact sets, However it does ifλ{\displaystyle \lambda } is regular in the sense that for any compactC,{\displaystyle C,}λ(C){\displaystyle \lambda (C)} is the inf ofλ(D){\displaystyle \lambda (D)} for compact setsD{\displaystyle D} containingC{\displaystyle C} in their interiors.

See also

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References

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  • Elstrodt, Jürgen (2018),Maß- und Integrationstheorie, Springer-Verlag
  • Halmos, Paul (1950),Measure Theory, Van Nostrand and Co.
  • Mayrhofer, Karl (1952),Inhalt und Mass (Content and measure), Springer-Verlag,MR 0053185
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