• Source: Counting measure
    • In mathematics, specifically measure theory, the counting measure is an intuitive way to put a measure on any set – the "size" of a subset is taken to be the number of elements in the subset if the subset has finitely many elements, and infinity






      {\displaystyle \infty }

      if the subset is infinite.
      The counting measure can be defined on any measurable space (that is, any set



      X


      {\displaystyle X}

      along with a sigma-algebra) but is mostly used on countable sets.
      In formal notation, we can turn any set



      X


      {\displaystyle X}

      into a measurable space by taking the power set of



      X


      {\displaystyle X}

      as the sigma-algebra



      Σ
      ;


      {\displaystyle \Sigma ;}

      that is, all subsets of



      X


      {\displaystyle X}

      are measurable sets.
      Then the counting measure



      μ


      {\displaystyle \mu }

      on this measurable space



      (
      X
      ,
      Σ
      )


      {\displaystyle (X,\Sigma )}

      is the positive measure



      Σ

      [
      0
      ,
      +

      ]


      {\displaystyle \Sigma \to [0,+\infty ]}

      defined by




      μ
      (
      A
      )
      =


      {



      |
      A
      |



      if

      A

      is finite





      +




      if

      A

      is infinite









      {\displaystyle \mu (A)={\begin{cases}\vert A\vert &{\text{if }}A{\text{ is finite}}\\+\infty &{\text{if }}A{\text{ is infinite}}\end{cases}}}


      for all



      A

      Σ
      ,


      {\displaystyle A\in \Sigma ,}

      where



      |
      A
      |


      {\displaystyle \vert A\vert }

      denotes the cardinality of the set



      A
      .


      {\displaystyle A.}


      The counting measure on



      (
      X
      ,
      Σ
      )


      {\displaystyle (X,\Sigma )}

      is σ-finite if and only if the space



      X


      {\displaystyle X}

      is countable.


      Integration on






      N



      {\displaystyle \mathbb {N} }

      with counting measure
      Take the measure space



      (

      N

      ,

      2


      N



      ,
      μ
      )


      {\displaystyle (\mathbb {N} ,2^{\mathbb {N} },\mu )}

      , where




      2


      N





      {\displaystyle 2^{\mathbb {N} }}

      is the set of all subsets of the naturals and



      μ


      {\displaystyle \mu }

      the counting measure. Take any measurable



      f
      :

      N


      [
      0
      ,

      ]


      {\displaystyle f:\mathbb {N} \to [0,\infty ]}

      . As it is defined on




      N



      {\displaystyle \mathbb {N} }

      ,



      f


      {\displaystyle f}

      can be represented pointwise as



      f
      (
      x
      )
      =



      n
      =
      1





      f
      (
      n
      )

      1

      {
      n
      }


      (
      x
      )
      =

      lim

      M












      n
      =
      1


      M


      f
      (
      n
      )

      1

      {
      n
      }


      (
      x
      )







      ϕ

      M


      (
      x
      )


      =

      lim

      M





      ϕ

      M


      (
      x
      )


      {\displaystyle f(x)=\sum _{n=1}^{\infty }f(n)1_{\{n\}}(x)=\lim _{M\to \infty }\underbrace {\ \sum _{n=1}^{M}f(n)1_{\{n\}}(x)\ } _{\phi _{M}(x)}=\lim _{M\to \infty }\phi _{M}(x)}


      Each




      ϕ

      M




      {\displaystyle \phi _{M}}

      is measurable. Moreover




      ϕ

      M
      +
      1


      (
      x
      )
      =

      ϕ

      M


      (
      x
      )
      +
      f
      (
      M
      +
      1
      )


      1

      {
      M
      +
      1
      }


      (
      x
      )


      ϕ

      M


      (
      x
      )


      {\displaystyle \phi _{M+1}(x)=\phi _{M}(x)+f(M+1)\cdot 1_{\{M+1\}}(x)\geq \phi _{M}(x)}

      . Still further, as each




      ϕ

      M




      {\displaystyle \phi _{M}}

      is a simple function







      N




      ϕ

      M


      d
      μ
      =




      N




      (




      n
      =
      1


      M


      f
      (
      n
      )

      1

      {
      n
      }


      (
      x
      )

      )

      d
      μ
      =



      n
      =
      1


      M


      f
      (
      n
      )
      μ
      (
      {
      n
      }
      )
      =



      n
      =
      1


      M


      f
      (
      n
      )

      1
      =



      n
      =
      1


      M


      f
      (
      n
      )


      {\displaystyle \int _{\mathbb {N} }\phi _{M}d\mu =\int _{\mathbb {N} }\left(\sum _{n=1}^{M}f(n)1_{\{n\}}(x)\right)d\mu =\sum _{n=1}^{M}f(n)\mu (\{n\})=\sum _{n=1}^{M}f(n)\cdot 1=\sum _{n=1}^{M}f(n)}

      Hence by the monotone convergence theorem








      N



      f
      d
      μ
      =

      lim

      M








      N




      ϕ

      M


      d
      μ
      =

      lim

      M







      n
      =
      1


      M


      f
      (
      n
      )
      =



      n
      =
      1





      f
      (
      n
      )


      {\displaystyle \int _{\mathbb {N} }fd\mu =\lim _{M\to \infty }\int _{\mathbb {N} }\phi _{M}d\mu =\lim _{M\to \infty }\sum _{n=1}^{M}f(n)=\sum _{n=1}^{\infty }f(n)}



      Discussion


      The counting measure is a special case of a more general construction. With the notation as above, any function



      f
      :
      X

      [
      0
      ,

      )


      {\displaystyle f:X\to [0,\infty )}

      defines a measure



      μ


      {\displaystyle \mu }

      on



      (
      X
      ,
      Σ
      )


      {\displaystyle (X,\Sigma )}

      via




      μ
      (
      A
      )
      :=



      a

      A


      f
      (
      a
      )


      for all

      A

      X
      ,


      {\displaystyle \mu (A):=\sum _{a\in A}f(a)\quad {\text{ for all }}A\subseteq X,}


      where the possibly uncountable sum of real numbers is defined to be the supremum of the sums over all finite subsets, that is,







      y



      Y





      R



      y

      :=


      sup

      F

      Y
      ,


      |

      F

      |

      <




      {




      y

      F


      y

      }

      .


      {\displaystyle \sum _{y\,\in \,Y\!\ \subseteq \,\mathbb {R} }y\ :=\ \sup _{F\subseteq Y,\,|F|<\infty }\left\{\sum _{y\in F}y\right\}.}


      Taking



      f
      (
      x
      )
      =
      1


      {\displaystyle f(x)=1}

      for all



      x

      X


      {\displaystyle x\in X}

      gives the counting measure.


      See also


      Pip (counting) – Easily countable items
      Random counting measure
      Set function – Function from sets to numbers


      References

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