Hölder's inequality

In mathematics, 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 ∞ if the subset is infinite.

The counting measure can be defined on any measurable set, but is mostly used on countable sets.

In formal notation, we can make any set $X$ into a measurable space by taking the sigma-algebra $\Sigma$ of measurable subsets to consist of all subsets of $X$. Then the counting measure $\mu$ on this measurable space $(X,\Sigma )$ is the positive measure $\Sigma \rightarrow [0,+\infty ]$ defined by

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

for all $A\in \Sigma$, where $\vert A\vert$ denotes the cardinality of the set $A$.

The counting measure on $(X,\Sigma )$ is σ-finite if and only if the space $X$ is countable.

Notes

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References

• Schilling, René L. (2005)."Measures, Integral and Martingales". Cambridge University Press.
• Hansen, Ernst (2009)."Measure theory, Fourth Edition". Department of Mathematical Science, University of Copenhagen.