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$\sigma$-finite (Definition)

A measure space $ (\Omega, \mathcal{B}, \mu)$ is a finite measure space if $ \mu(\Omega)<\infty$; it is $ \sigma$-finite if the total space is the union of a finite or countable family of sets of finite measure, i.e. if there exists a countable set $ \mathcal{F}\subset \mathcal{B}$ such that $ \mu(A)<\infty$ for each $ A\in \mathcal{F}$, and $ \Omega=\bigcup_{A\in\mathcal{F}} A.$ In this case we also say that $ \mu$ is a $ \sigma$-finite measure. If $ \mu$ is not $ \sigma$-finite, we say that it is $ \sigma$-infinite.

Examples. Any finite measure space is $ \sigma$-finite. A more interesting example is the Lebesgue measure $ \mu$ in $ \mathbb{R}^n$: it is $ \sigma$-finite but not finite. In fact

$\displaystyle \mathbb{R}^n=\bigcup_{k\in\mathbb{N}} [-k,k]^n$
($ [-k,k]^n$ is a cube with center at 0 and side length $ 2k$, and its measure is $ (2k)^n$), but $ \mu(\mathbb{R}^n)=\infty$.



"$\sigma$-finite" is owned by Koro. [ full author list (2) | owner history (1) ]
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See Also: measure, measure space

Other names:  $\sigma$ finite, sigma-finite, sigma finite
Also defines:  $\sigma$-infinite, sigma-infinite, finite measure space
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Cross-references: length, side, center, cube, Lebesgue measure, measure, countable, union, measure space
There are 8 references to this entry.

This is version 10 of $\sigma$-finite, born on 2002-02-27, modified 2006-09-13.
Object id is 2723, canonical name is SigmaFinite.
Accessed 12066 times total.

Classification:
AMS MSC28A10 (Measure and integration :: Classical measure theory :: Real- or complex-valued set functions)

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