Chapter 4: Problem 2
Let \(X\) be a countable set and let \(\mathcal{A}\) be the \(\sigma\)-algebra of all subsets of \(X\). Prove there is no finite measure on \(X\) other than the trivial measure which assigns measure 0 to every set.
Short Answer
Expert verified
The only finite measure on a countable set is the trivial measure assigning measure 0 to every set.
Step by step solution
01
Understand the Problem
We want to show that on a countable set \(X\), the only finite measure on the \(\sigma\)-algebra of all subsets \(\mathcal{A}\) is the trivial measure, where every subset of \(X\) has measure 0.
02
Interpret the Given Conditions
Here, a measure \( \mu \) on \( \mathcal{A} \) is a function \( \mu: \mathcal{A} \to [0, \infty) \) that is countably additive. \(X\) being countable means that there is a bijection between \(X\) and the set of natural numbers.
03
Use Countability of X
Since \(X\) is countable, we can list its elements as \(X = \{x_1, x_2, x_3, \ldots\}\). A measure on \(X\) should satisfy \(\mu(X) = \mu(\{x_1, x_2, x_3, \ldots\}) = \mu(\{x_1\}) + \mu(\{x_2\}) + \cdots\).
04
Introduce Finite Measure Constraint
Assume \(\mu\) is a finite measure. This means \(\mu(X) < \infty\). If any \(\mu(\{x_i\}) > 0\), then sum \(\mu(\{x_i\})\) over all elements would lead to \(\infty\), violating the finite measure assumption.
05
Apply Countable Additivity
Because \(\mu\) over all singletons \(\{x_i\}\) must sum to \(\mu(X)\), and \(\mu(X)\) is finite, it follows that each \(\mu(\{x_i\})\) must be 0 for countable additivity to hold.
06
Conclude the Proof
Thus, since all singletons have measure 0 and any subset of \(X\) is a countable union of these singletons, \(\mu(A) = 0\) for any subset \(A\) of \(X\). This shows that the only finite measure is the trivial measure.
Unlock Step-by-Step Solutions & Ace Your Exams!
-
Full Textbook Solutions
Get detailed explanations and key concepts
-
Unlimited Al creation
Al flashcards, explanations, exams and more...
-
Ads-free access
To over 500 millions flashcards
-
Money-back guarantee
We refund you if you fail your exam.
Over 30 million students worldwide already upgrade their learning with 91Ó°ÊÓ!
Key Concepts
These are the key concepts you need to understand to accurately answer the question.
Countable Set
A countable set is a fundamental concept in mathematics, particularly in set theory and its applications. It refers to a set that has the same cardinality, or size, as the set of natural numbers. This means that there is a one-to-one correspondence between the elements of the set and the natural numbers. In simpler terms, a countable set can be thought of as a set whose elements can be listed in a sequence, even if it is an infinite sequence. For example:
- The set of all even numbers \( \{2, 4, 6, 8, \ldots\} \) is countable because we can map each even number to a natural number through the function \( f(n) = 2n \).
- The set of rational numbers is also countable, even though it might seem more complicated, they can be listed in a sequence through a more intricate pairing process.
\(\sigma\)-algebra
A \( \sigma \)-algebra is a crucial concept in measure theory, which is a branch of mathematics that studies how to assign a size or measure to different subsets of a given set. Think of a \( \sigma \)-algebra as a collection of subsets that includes the whole set, the empty set, and is closed under the operations of countable unions, countable intersections, and complements. For a set \( X \) and a \( \sigma \)-algebra \( \mathcal{A} \), it satisfies the following properties:
- \( X \in \mathcal{A} \) and \( \emptyset \in \mathcal{A} \).
- If a subset \( A \) is in \( \mathcal{A} \), then its complement \( A^c \) is also in \( \mathcal{A} \).
- The \( \sigma \)-algebra is closed under countable unions, i.e., if \( A_1, A_2, A_3, \ldots \in \mathcal{A} \), then their union \( \bigcup_{i=1}^{\infty} A_i \in \mathcal{A} \).
Countable Additivity
Countable additivity is a fundamental property that a measure must satisfy in measure theory. It essentially states that if you have an infinite collection of disjoint sets \( A_1, A_2, A_3, \ldots \), then the measure of their union is the sum of their individual measures. Formally, for a measure \( \mu \), this condition is expressed as:
\[ \mu\left(\bigcup_{i=1}^{\infty} A_i\right) = \sum_{i=1}^{\infty} \mu(A_i) \] Countable additivity ensures consistency in the measure across an infinite number of sets, making it a key part of the definition of a measure. In the context of the exercise, because each singleton subset \( \{x_i\} \) of the countable set \( X \) must be assigned a measure such that:
\[ \mu\left(\bigcup_{i=1}^{\infty} A_i\right) = \sum_{i=1}^{\infty} \mu(A_i) \] Countable additivity ensures consistency in the measure across an infinite number of sets, making it a key part of the definition of a measure. In the context of the exercise, because each singleton subset \( \{x_i\} \) of the countable set \( X \) must be assigned a measure such that:
- The sum of the measures of these singleton sets must equal the measure of the entire set \( X \), i.e., \( \mu(X) \).
- If any of these singletons carried a positive measure, their countable sum would be infinite, contradicting the finite measure constraint.