# Measure Theory and Integration

• Michael Ruzhansky
• Ville Turunen
Part of the Pseudo-Differential Operators book series (PDO, volume 2)

## Abstract

This chapter provides sufficient general information about measures and integration for the purposes of this book. The starting point is the concept of an outer measure, which “measures weights of subsets of a space”. We should first consider how to sum such weights, which are either infinite or non-negative real numbers. For a finite set K, notation
$$\sum\limits_{j \in K} {a_j }$$
abbreviates the usual sum of numbers a j ∈ [0, ∞] over the index set K. The conventions here are that a+∞=∞ for all a ∈ [0, ∞], and that
$$\sum\limits_{j \in 0/} {a_j = 0.}$$
Infinite summations are defined by limits as follows: Definition C.0.1. The sum of numbers a j ∈ [0, ∞] over the index set J is
$$\sum\limits_{j \in J} {a_j : = } \sup \left\{ {\sum\limits_{j \in K} {a_j :} K \subset J is finite} \right\}.$$
Exercise C.0.2. Let 0 < a j < ∞ for each jJ. Suppose
$$\sum\limits_{j \in J} {a_j } < \infty .$$
Show that J is at most countable.

## Keywords

Measure Space Signed Measure Measure Theory Outer Measure Disjoint Family
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.