《测度论与积分简明导论（英文版—Richard F.Bass）》.pdfVIP

A Brief Introduction to Measure Theory and Integration Richard F. Bass Department of Mathematics University of Connecticut September 18, 1998 c These notes are 1998 by Richard Bass. They may be used for personal use or class use, but not for commercial purposes. 1. Measures. Let X be a set. We will use the notation: Ac = {x ∈ X : x ∈/ A} and A − B = A ∩ Bc . Definition. An algebra or a field is a collection A of subsets of X such that (a) ∅, X ∈ A; (b) if A ∈ A, then Ac ∈ A; (c) if A , . . . , A ∈ A, then ∪n A and ∩n A are in A. 1 n i=1 i i=1 i A is a σ-algebra or σ-field if in addition (d) if A , A , . . . are in A, then ∪∞ A and ∩∞ A are in A. 1 2 i=1 i i=1 i In (d) we allow countable unions and intersections only; we do not allow uncountable unions and intersections. Example. Let X = R and A be the collection of all subsets of R. Example. Let X = R and let A = {A ⊂ R : A is countable or Ac is countable}. Definition. A measure on (X, A) is a function µ : A → [0, ∞] such that (a) µ(A) ≥ 0 for all A ∈ A; (b) µ(∅) = 0; (c) if Ai ∈ A are disjoint, then ∞ µ(∪∞ A ) = µ(A ). i=1 i i i=1 Example. X is any set, A is the collection of all subsets, and µ(A) is the number of elements in A. Example. X = R, A the collection of all subsets, x , x , . . . ∈ R, a , a , . . . 0,