Discrete measure explained

In mathematics, more precisely in measure theory, a measure on the real line is called a discrete measure (in respect to the Lebesgue measure) if it is concentrated on an at most countable set. The support need not be a discrete set. Geometrically, a discrete measure (on the real line, with respect to Lebesgue measure) is a collection of point masses.

Definition and properties

\mu

and

\nu

on a measurable space

(X,\Sigma)

. Then

\mu

is said to be discrete with respect to

\nu

if there exists an at most countable subset

S\subsetX

in

\Sigma

such that

\{s\}

with

s\inS

are measurable (which implies that any subset of

S

is measurable)

\nu(S)=0

\mu(X\setminusS)=0.

A measure

\mu

on

(X,\Sigma)

is discrete (with respect to

\nu

) if and only if

\mu

has the form

\mu=

infty
\sum
i=1

ai

\delta
si
with

ai\inR>0

and Dirac measures
\delta
si
on the set

S=\{si\}i\inN

defined as
\delta
si

(X)=\begin{cases} 1&ifsi\inX\ 0&ifsi\not\inX\ \end{cases}

for all

i\inN

.

One can also define the concept of discreteness for signed measures. Then, instead of conditions 2 and 3 above one should ask that

\nu

be zero on all measurable subsets of

S

and

\mu

be zero on measurable subsets of

X\backslashS.

Example on

A measure

\mu

defined on the Lebesgue measurable sets of the real line with values in

[0,infty]

is said to be discrete if there exists a (possibly finite) sequence of numbers

s1,s2,...

such that

\mu(R\backslash\{s1,s2,...\})=0.

Notice that the first two requirements in the previous section are always satisfied for an at most countable subset of the real line if

\nu

is the Lebesgue measure.

\delta.

One has

\delta(R\backslash\{0\})=0

and

\delta(\{0\})=1.

More generally, one may prove that any discrete measure on the real line has the form

\mu=\sumiai

\delta
si
for an appropriately chosen (possibly finite) sequence

s1,s2,...

of real numbers and a sequence

a1,a2,...

of numbers in

[0,infty]

of the same length.

References