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A measure on a finite sigma-algebra is a finite weighted sum over its atoms
Statement
Let be a finite sigma-algebra on . Its atoms are the nonempty measurable sets containing no proper nonempty measurable subset. The atoms form a finite partition of , every measurable set is the union of the atoms it contains, and every measure on has the representation
where is chosen once for each atom and scalar multiplication uses the explicit infinite-coefficient branch. If , there are no atoms and the representation is the empty weighted sum.
Facts & Assumptions
Given: A finite sigma-algebra on and a measure on it.
A measure is finitely additive on disjoint measurable families (Measures on sigma-algebras).
A Dirac measure at has value exactly on sets containing (The Dirac set function at a point, A Dirac set function is a probability measure).
A coefficient times a measure is on its null sets and elsewhere; finite and empty weighted sums are defined pointwise (Nonnegative scalar multiples and countable weighted sums of measures, Series in the nonnegative extended real line, Finite sums and finite products, by recursion).
A finite set is equinumerous with some natural number (Finite, countably infinite, countable, uncountable), and a natural-number-indexed finite family of nonempty sets has a choice function in ZF (Every natural-number-indexed list of nonempty sets has a choice function on its family of values).
Proof
For define . The intersected family is nonempty because it contains , and it is finite, so and .
Enumerate the finite family of atoms by a natural number. Applying finite choice to that enumeration selects one representative for every atom; when , the family and the choice function are empty.
If , then and belong to exactly the same members of : otherwise the complement of a measurable set separating them would contradict . Hence , while gives ; the distinct form a finite measurable partition of .
Every is an atom, and if and , then by definition; conversely, if is an atom and , then the nonempty measurable set forces . Consequently every atom is one of the partition blocks and every measurable is the disjoint union of the atoms it contains.
For measurable , finite additivity and step 3.1 give .
For each atom , the term equals when and otherwise; this remains true when because [L3] uses the null/non-null infinite branch.
Summing step 4.2 over the atoms and comparing with step 4.1 proves the representation. For both sides are the zero measure and the sum is empty.
Depends on
- Measures on sigma-algebras
- The Dirac set function at a point
- A Dirac set function is a probability measure
- Nonnegative scalar multiples and countable weighted sums of measures
- Series in the nonnegative extended real line
- Finite sums and finite products, by recursion
- Finite, countably infinite, countable, uncountable
- Every natural-number-indexed list of nonempty sets has a choice function on its family of values
Used by
Nothing in the library uses this result yet.
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Sources
- T. Tao, An Introduction to Measure Theory, Exercise 1.4.21 (standard reference, not scraped)