In mathematics, additivity and sigma additivity (also called countable additivity) of a function defined on subsets of a given set are abstractions of the intuitive properties of size (length, area, volume) of a set.
Additive (or finitely additive) set functions
Let be a function defined on an algebra of sets with values in [−∞, +∞] (see the extended real number line). The function is called additive, or finitely additive, if, whenever A and B are disjoint sets in , one has
(A consequence of this is that an additive function cannot take both −∞ and +∞ as values, for the expression ∞ − ∞ is undefined.)
One can prove by mathematical induction that an additive function satisfies
for any disjoint sets in .
σ-additive set functions
we say that μ is countably additive or σ-additive.
Any σ-additive function is additive but not vice-versa, as shown below.
Useful properties of an additive function μ include the following:
- Either μ(∅) = 0, or μ assigns ∞ to all sets in its domain, or μ assigns −∞ to all sets in its domain.
- If μ is non-negative and A ⊆ B, then μ(A) ≤ μ(B).
- If A ⊆ B and μ(B) − μ(A) is defined, then μ(B \ A) = μ(B) − μ(A).
- Given A and B, μ(A ∪ B) + μ(A ∩ B) = μ(A) + μ(B).
If is a sequence of disjoint sets of real numbers, then either none of the sets contains 0, or precisely one of them does. In either case, the equality
An additive function which is not σ-additive
An example of an additive function which is not σ-additive is obtained by considering μ, defined over the Lebesgue sets of the real numbers by the formula
One can check that this function is additive by using the linearity of the limit. That this function is not σ-additive follows by considering the sequence of disjoint sets
for n=1, 2, 3, ... The union of these sets is the interval (0, 1), and μ applied to the union is then one, while μ applied to any of the individual sets is zero, so the sum of μ(An) is also zero, which proves the counterexample.
One may define additive functions with values in any additive monoid (for example any group or more commonly a vector space). For sigma-additivity, one needs in addition that the concept of limit of a sequence be defined on that set. For example, spectral measures are sigma-additive functions with values in a Banach algebra. Another example, also from quantum mechanics, is the positive operator-valued measure.
- signed measure
- measure (mathematics)
- additive function
- subadditive function
- σ-finite measure
- Hahn–Kolmogorov theorem