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Additive measures

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Additive measures    [sect:1-1]

Let  S  be a set and  BP(S)  a nonempty system of subsets 1 of  S . Then  B  is called a ring over  S , if
E1, E2B
     ==>     E1 ∖E2B and E1∪E2B
(then also  E1∩E2 = E1∖(E1∖E2) ∈B ). One also calles  B  a ring of subsets of  S , or a BOOLEan ring .

Supplement: In the case, that the entire set  S  belongs to  B , that is
S∈B,
one calls  B  an algebra of subsets of  S , or a BOOLEan algebra .

A map

μ : B → Z ,
where for out purpose  Z = R  or  Z = R∪{+∞} , we call a set function. A set function  μ  on a ring  B  is called additive measure, if the following holds:
E1,E2B and E1∩E2=∅     ==>     μ(E1∪E2) = μ(E1) + μ(E2) .
(If  Z = R∪{+∞} , this equation has to be understood in the sense, that  +∞= a + ∞  for each  a∈Z ).

Moreover, we call  μ  monotone, if

A⊂B      ==>     μ(A)≦μ(B) .

Let us collect some simple consequences of this definition:

Properties of additive measures.  Let  B  be a ring of subsets of  S  and  μ  an additive measure on  B . Then the following holds:

  • [sect:1-1-(i)]  ∅∈B 
  • [sect:1-1-(ii)]  E1,..., EmB     ==>      j=1m Ej , j=1m EjB 
  • [sect:1-1-(iii)]  μ(∅) = 0 
  • [sect:1-1-(iv)] For in pairs disjoint subsets  E1,..., Em  of  S 
    μ(
    m
    j=1
    Ej) =
    m
    i=1
    μ(Ej) .
  • [sect:1-1-(v)] For all subsets  E1,..., Em  of  S 
    μ(
    m
    j=1
    Ej) =
     
    I : ∅≠I⊂{1,..., m}
    μ(BI) ,
    where  BI := {x∈S ; x∈Ej  , falls   j∈I   und   x∉Ej  , falls   j∉I} .
  • [sect:1-1-(vi)]  μ≧0      ==>     μ  monoton   .

-*- FIGURE NOT AVAILABLE -*-
Veranschaulichung der  BI   [fig:indexzerlegung]

Proof of sect:1-1-(i) and sect:1-1-(iii). Sei  E ∈B , dann ist  ∅= E∖E ∈B . Außerdem ist  μ(E) = μ(E∪∅) = μ(E) + μ(∅) , und deshalb  μ(∅) = 0 .
Proof of sect:1-1-(ii) and sect:1-1-(iv). Es ist  E1 ∩E2= E1 ∖(E1 ∖E2) . Also ist  E1∩E2B . Die Aussagen folgen mit Induktion.
Proof of sect:1-1-(v). Es gilt
μ (
m
j=1
Ej ) = μ (
 
I  :  ∅≠I⊂{1,...,m}
BI ) =
 
I  :  ∅≠I⊂{1,...,m}
μ(BI) ,
denn
m
j=1
Ej =
 
I  :  ∅≠I⊂{1,...,m}
BI ,
wobei  BI∩BJ = ∅  für  I≠J ,  I, J⊂{1,...,m} . Wende dann sect:1-1-(iv) an.
Proof of sect:1-1-(vi). Nach Vorausetzung ist  μ(E2∖E1) ≧0 . Also gilt  μ(E2) = μ((E2∖E1)∪E1) = μ(E2∖E1) + μ(E1) ≧μ(E1) .


Version 1.7
H.W. Alt - 02.01.2007

LEBESGUE Integral LEBESGUE Integral
Elementary LEBESGUE measure on  R  Elementary LEBESGUE measure on  R 
Elementary LEBESGUE measure on  R  Index
© 2001-2007 Prof. Dr. Hans Wilhelm Alt, University Bonn, Germany