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What are 5 different examples of non-trivial measures on a sigma algebra of a subset

of a set? Is it possible to prove them?

To provide a proper answer to this question, we need to clarify some terms first.

A measure is a mathematical concept that assigns a non-negative number to a set.

Specifically, a measure is a function that takes as input a sigma-algebra (a certain type of
collection of sets) and returns a non-negative number that satisfies some properties. A non-
trivial measure is a measure that assigns non-zero values to some sets.

Therefore, we need to find 5 examples of non-trivial measures on a sigma-algebra of a

subset of a set. To do this, we can consider the following examples:

1. Counting measure: Let X be a set, and let A be a sigma-algebra of subsets

of X. We can define a counting measure by assigning to each set in A its
cardinality (i.e., the number of elements in the set). This is a non-trivial
measure as it assigns non-zero values to sets with more than one element.
2. Lebesgue measure: Let X be the set of real numbers, and let A be a sigma-
algebra of subsets of X. We can define a Lebesgue measure on A by
assigning to each interval [a,b] the length of the interval (i.e., b-a). This is a
non-trivial measure as it assigns non-zero values to intervals with positive
length.
3. Point mass measure: Let X be a set, and let A be a sigma-algebra of subsets
of X. We can define a point mass measure by assigning to each singleton
{x} in A the value 1, and to all other sets in A the value 0. This is a non-trivial
measure as it assigns a non-zero value only to singleton sets.
4. Dirac measure: Let X be a set, and let A be a sigma-algebra of subsets of X.
We can define a Dirac measure by choosing a point x in X and assigning to
each set in A the value 1 if x is in the set, and 0 otherwise. This is a non-
trivial measure as it assigns a non-zero value only to sets containing the
chosen point x.
5. Probability measure: Let X be a set, and let A be a sigma-algebra of subsets
of X. We can define a probability measure by assigning to each set in A a
value between 0 and 1, such that the measure of the whole set X is 1 and
the measure of the empty set is 0. This is a non-trivial measure as it assigns
non-zero values to sets with positive probability.
All of these measures can be proven to satisfy the properties of a measure (i.e., non-
negativity, countable additivity, and the measure of the empty set being zero) and to be
non-trivial by showing that they assign non-zero values to certain sets.
I will provide you with a brief overview of how to prove that a given function is a measure
for the first two, the other three will be left to the reader as an exercise.

Suppose we have a function μ that we want to show is a measure on a sigma algebra Σ of a

set X. To do this, we need to show that μ satisfies three properties:

1. Non-negativity: μ(E) is non-negative for every E in Σ.

2. Null empty set: μ(∅) = 0.
3. Countable additivity: If {E_n} is a countable collection of pairwise disjoint
sets in Σ, then μ(∪_n E_n) = ∑_n μ(E_n).
To prove that μ satisfies these properties, we can use the following steps:

1. Show that μ(E) is non-negative for every E in Σ. This can often be done by
considering the definition of μ and using basic properties of sets and
functions.
2. Show that μ(∅) = 0. This can often be done by considering the definition of
μ and the properties of the empty set.
3. Show that μ satisfies countable additivity. This can be done by using the
definition of μ and basic properties of countable unions and intersections.
Here are some examples of non-trivial measures and how to prove that they are measures:

Example 1: The counting measure Let X be any set, and let Σ be the power set of X. Define
μ(E) = the number of elements in E. To show that μ is a measure, we need to show that it
satisfies the three properties listed above:

1. Non-negativity: Clearly, μ(E) is non-negative for any set E.

2. Null empty set: Since the empty set has no elements, μ(∅) = 0.
3. Countable additivity: Let {E_n} be a countable collection of pairwise disjoint
sets. Then, the union of these sets is just the set of all elements in the E_n's,
so μ(∪_n E_n) = the total number of elements in the E_n's. But since the
E_n's are disjoint, this is just the sum of the number of elements in each set:
∑_n μ(E_n).
Example 2: The Lebesgue measure on R Let X = R (the real numbers), and let Σ be the sigma
algebra of Lebesgue measurable sets. The Lebesgue measure is a non-trivial measure on Σ,
and it is defined as follows: for any Lebesgue measurable set E, μ(E) is the "size" of E, which
can be thought of as its length, area, or volume, depending on the dimension of E. To show
that μ is a measure, we need to show that it satisfies the three properties listed above:

1. Non-negativity: Clearly, μ(E) is non-negative for any Lebesgue measurable

set E.
2. Null empty set: Since the Lebesgue measure of a single point is 0, and the
empty set can be represented as a countable union of points, μ(∅) = 0.
 3. Countable additivity: Let {E_n} be a countable collection of pairwise disjoint
Lebesgue measurable sets. Then, the union of these sets is also Lebesgue
measurable, and the Lebesgue measure of the union is equal to the sum of
the measures of the individual sets: μ(∪_n E_n) = ∑_n μ(E_n).
These are not complete proofs, i will include a complete proof below of the first, but please
try to do it yourself first.

To prove that the counting measure μ(E) is a measure, we need to show that it satisfies
three properties: non-negativity, countable additivity, and μ(∅) = 0.

1. Non-negativity: For any set E in Σ, the counting measure μ(E) is the number
of elements in E, which is clearly non-negative. Therefore, the counting
measure satisfies the non-negativity property.
2. Countable additivity: Let {E_n} be a countable collection of pairwise disjoint
sets in Σ, i.e., E_i ∩ E_j = ∅ for all i ≠ j. We need to show that μ(∪_n E_n) =
∑_n μ(E_n).
Since the sets {E_n} are pairwise disjoint, the union ∪_n E_n is the set of all elements that are
in at least one of the sets E_n. Therefore, the number of elements in ∪_n E_n is the sum of
the number of elements in each of the sets E_n. That is,

μ(∪_n E_n) = the number of elements in ∪_n E_n = ∑_n the number of elements in E_n = ∑_n
μ(E_n).

Thus, the counting measure satisfies the countable additivity property.

1. Null set: The null set is the empty set ∅, and it contains zero elements.
Therefore, the counting measure μ(∅) = 0, satisfying the null set property.
Since the counting measure satisfies all three properties of a measure, it is indeed a
measure on the power set of X, as defined above.

Note: The proof above assumes that the set X is finite. If X is infinite, then the counting
measure is still a measure, but we need to use some additional tools from set theory and
measure theory to prove it.

To prove that the counting measure is a measure for the infinite case, we need to show that
it satisfies the three axioms of a measure:

1. Non-negativity: For any subset E of X, we have μ(E) >= 0.

This property holds trivially for the counting measure, since the number of elements in a set
is always non-negative. (or use above)

1. Countable additivity: For any sequence {E_n} of pairwise disjoint sets in Σ,

we have μ(∪ E_n) = ∑ μ(E_n).
Let {E_n} be a sequence of pairwise disjoint sets in Σ. Then, the union ∪ E_n is also in Σ, since
Σ is the power set of X. To show countable additivity, we need to prove that the number of
elements in the union is equal to the sum of the number of elements in each set.

We can start by showing that the number of elements in the union is at least as large as the
sum of the number of elements in each set. This follows directly from the fact that the sets
are pairwise disjoint: each element appears in at most one of the sets, so the total number
of elements in the union is at least the sum of the number of elements in each set.

To show the reverse inequality, we can use the inclusion-exclusion principle. Let N(E) denote
the number of elements in a set E. Then,

N(∪ E_n) = ∑ N(E_n) - ∑∑ N(E_i ∩ E_j) + ∑∑∑ N(E_i ∩ E_j ∩ E_k) - ...

where the summation on the right-hand side includes all possible intersections of the sets in
{E_n}. Since the sets are pairwise disjoint, any intersection of three or more sets is empty, so
the right-hand side simplifies to

N(∪ E_n) = ∑ N(E_n),

which completes the proof of countable additivity.

1. Null set: For any null set E (i.e., a set with μ(E) = 0), we have μ(E') = 0, where
E' is the complement of E.
To show this property, note that if E is a null set, then it has no elements, so its complement
E' is the entire set X, and μ(E') = N(X) = infinity (or undefined, if X is infinite but not
countable). However, since E is a null set, we have μ(E') = μ(X) - μ(E) = μ(X), where μ(X) is the
number of elements in X. Since μ(X) is a finite or infinite constant, we have μ(E') = 0, which
proves the null set property.

Therefore, we have shown that the counting measure is a measure for the infinite case as
well.

If there is anything you do not understand, leave a comment or send me a message; if you
found the answer helpful please upvote it. ^^