Sigma-additive set function: Difference between revisions

Revision as of 16:42, 22 January 2024

Revision as of 14:05, 15 April 2024

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{{Short description|Mapping function}}

{{mcn|date=April 2024}}

In [[mathematics]], an '''additive set function''' is a [[function (mathematics)|function]] mapping sets to numbers, with the property that its value on a [[Union (set theory)|union]] of two [[disjoint set|disjoint]] sets equals the sum of its values on these sets, namely, <math display=inline>\mu(A \cup B) = \mu(A) + \mu(B).</math> If this additivity property holds for any two sets, then it also holds for any finite number of sets, namely, the function value on the union of ''k'' disjoint sets (where ''k'' is a finite number) equals the sum of its values on the sets. Therefore, an additive [[set function]] is also called a '''finitely additive set function''' (the terms are equivalent). However, a finitely additive set function might not have the additivity property for a union of an ''infinite'' number of sets. A '''&sigma;-additive set function''' is a function that has the additivity property even for [[countably infinite]] many sets, that is, <math display=inline>\mu\left(\bigcup_{n=1}^\infty A_n\right) = \sum_{n=1}^\infty \mu(A_n).</math>