Content (measure theory)
An example of a content is a measure, which is a σ-additive content defined on a σ-field. Every (real-valued) measure is a content, but not vice versa. Contents give a good notion of integrating bounded functions on a space but can behave badly when integrating unbounded functions, while measures give a good notion of integrating unbounded functions.
An example of a content that is not a measure on a σ-algebra is the content on all subset of the positive integers that has value 1/n on the integer n and is infinite on any infinite subset.
An example of a content on the positive integers that is always finite but is not a measure can be given as follows. Take a positive linear functional on the bounded sequences that is 0 if the sequence has only a finite number of nonzero elements and takes value 1 on the sequence 1, 1, 1, ...., so the functional in some sense gives an "average value" of any bounded sequence. (Such a functional cannot be constructed explicitly, but exists by the Hahn-Banach theorem.) Then the content of a set of positive integers is the average value of the sequence that is 1 on this set and 0 elsewhere. Informally, one can think of the content of a subset of integers as the "chance" that a randomly chosen integer lies in this subset (though this is not compatible with the usual definitions of chance in probability theory, which assume countable additivity).
Integration of bounded functions
In general integration of functions with respect to a content does not behave well. However there is a well-behaved notion of integration provided that the function is bounded and the total content of the space is finite, given as follows.
Suppose that the total content of a space is finite. If f is a bounded function on the space such that the inverse image of any open subset of the reals has a content, then we can define the integral of f with respect to the content as
where the Ai form a finite collections of disjoint half-open sets whose union covers the range of f, and αi is any element of Ai, and where the limit is taken as the diameters of the sets Ai tend to 0.
Duals of spaces of bounded functions
Suppose that μ is a measure on some space X. The bounded measurable functions on X form a Banach space with respect to the supremum norm. The positive elements of the dual of this space correspond to bounded contents λ ον Χ, with the value of λ on f given by the integral ∫fdλ. Similarly one can form the space of essentially bounded functions, with the norm given by the essential supremum, and the positive elements of the dual of this space are given by bounded contents that vanish on sets of measure 0.
Construction of a measure from a content
There are several ways to construct a measure μ from a content λ on a topological space. This section gives one such method for locally compact Hausdorff spaces such that the content is defined on all compact subsets. In general the measure is not an extension of the content, as the content may fail to be countably additive, and the measure may even be identically zero even if the content is not.
First restrict the content to compact sets. This gives a function λ of compact sets C with the following properties:
- for all compact sets C
- for all pairs of compact sets
- for all pairs of disjoint compact sets.
There are also examples of functions λ as above not constructed from contents. An example is given by the construction of Haar measure on a locally compact group. One method of constructing such a Haar measure is to produce a left-invariant function λ as above on the compact subsets of the group, which can then be extended to a left-invariant measure.
Definition on open sets
Given λ as above, we define a function μ on all open sets by
This has the following properties:
- for any collection of open sets.
- for any collection of disjoint open sets
Definition on all sets
Given μ as above, we extend the function μ to all subsets of the topological space by
This is an outer measure, in other words it has the following properties:
- for any countable collection of sets.
Construction of a measure
The function μ above is an outer measure on the family of all subsets. Therefore it becomes a measure when restricted to the measurable subsets for the outer measure, which are the subsets E such that μ(X) = μ(X∩E) + μ(X\E) for all subsets X. If the space is locally compact then every open set is measurable for this measure.
The measure μ does not necessarily coincide with the content λ on compact sets, However it does if λ is regular in the sense that for any compact C, λ(C) is the inf of λ(D) for compact sets D containing C in their interiors.