Measure algebra

From HandWiki

In mathematics, a measure algebra is a Boolean algebra with a countably additive positive measure. A probability measure on a measure space gives a measure algebra on the Boolean algebra of measurable sets modulo null sets.

Definition

A measure algebra is a Boolean algebra B with a measure m, which is a real-valued function on B such that:

  • m(0)=0, m(1)=1
  • m(x)>0 if x≠0
  • m(a)≤m(b) for a≤b
  • If a0,a1,a2,… are pairwise disjoint, then

m(∑n=0∞an)=∑n=0∞m(an)

References