Content (measure theory) explained
In mathematics, in particular in measure theory, a content
is a real-valued function defined on a collection of subsets
such that
\mu(A)\in [0,infty]wheneverA\inl{A}.
Air)=
\mu(Ai)wheneverA1,...,An,
Ai\inl{A}andAi\capAj=\varnothingfori ≠ j.
That is, a content is a generalization of a
measure: while the latter must be countably additive, the former must only be finitely additive.
In many important applications the
is chosen to be a
ring of sets or to be at least a semiring of sets in which case some additional properties can be deduced which are described below. For this reason some authors prefer to define contents only for the case of semirings or even rings.
If a content is additionally σ-additive it is called a pre-measure and if furthermore
is a
σ-algebra, the content is called a
measure. Therefore, 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.
Examples
A classical example is to define a content on all half open intervals
by setting their content to the length of the intervals, that is,
One can further show that this content is actually
σ-additive and thus defines a pre-measure on the semiring of all half-open intervals. This can be used to construct the
Lebesgue measure for the real number line using
Carathéodory's extension theorem. For further details on the general construction see article on Lebesgue measure.
An example of a content that is not a measure on a σ-algebra is the content on all subsets of the positive integers that has value
on any integer
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
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).
Properties
Frequently contents are defined on collections of sets that satisfy further constraints. In this case additional properties can be deduced that fail to hold in general for contents defined on any collections of sets.
On semirings
If
forms a Semiring of sets then the following statements can be deduced:
is
monotone that is,
is
subadditive that is,
\mu(A\cupB)\leq\mu(A)+\mu(B)
for
such that
On rings
If furthermore
is a
Ring of sets one gets additionally:
satisfying
it follows
\mu(A\setminusB)=\mu(A)-\mu(B).
A,B\inl{A} ⇒ \mu(A\cupB)+\mu(A\capB)=\mu(A)+\mu(B).
Ai\inl{A} (i=1,2,...c,n) ⇒
Ai\right)\leq
\mu(Ai).
-Superadditivity
: For any
pairwise disjoint satisfying
we have
is a finite content, that is,
then the
inclusion–exclusion principle applies:
where
for all
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
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
with respect to the content as
where the
form a finite collections of disjoint half-open sets whose union covers the range of
and
is any element of
and where the limit is taken as the diameters of the sets
tend to 0.
Duals of spaces of bounded functions
Suppose that
is a measure on some space
The bounded measurable functions on
form a Banach space with respect to the supremum norm. The positive elements of the dual of this space correspond to bounded contents
with the value of
on
given by the integral
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
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
of compact sets
with the following properties:
for all compact sets
λ(C1)\leqλ(C2)wheneverC1\subseteqC2
λ(C1\cupC2)\leqλ(C1)+λ(C2)
for all pairs of compact sets
for all pairs of disjoint compact sets.
There are also examples of functions
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
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:
\mu(U1)\leq\mu(U2)wheneverU1\subseteqU2
\mu\left(cupnUn\right)\leq\sumnλ(Un)
for any collection of open sets
\mu\left(cupnUn\right)=\sumnλ(Un)
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:
\mu(A1)\leq\mu(A2)wheneverA1\subseteqA2
\mu\left(cupnAn\right)\leq\sumnλ(An)
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
such that
\mu(X)=\mu(X\capE)+\mu(X\setminusE)
for all subsets
If the space is locally compact then every open set is measurable for this measure.
The measure
does not necessarily coincide with the content
on compact sets, However it does if
is regular in the sense that for any compact
is the inf of
for compact sets
containing
in their interiors