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Measure On A Boolean Algebra
Let
be a Boolean algebra. A measure on
is a non-negative extended real-valued function
defined on
such that
- there is an
such that
is a real number
(not
),
- if
, then
.
For example, a sigma algebra
over a set
is a Boolean algebra, and a measure
on the measurable space
is a measure on the Boolean algebra
.
The following are some of the elementary properties
of
:
.
By condition 1, suppose
, then
, so that
.
is non-decreasing:
for
If
, then
and
are disjoint
(
) and
. So
. As a result,
.
is subadditive:
.
Since
, and
and
are disjoint, we have that
. Since
, the result follows.
From the three properties above, one readily deduces that
is a Boolean ideal
of
.
A measure on
is called a two-valued measure if
maps
onto
the two-element set
. Because of the existence of an element
with
, it follows that
. Consequently, the set
is a Boolean filter. In fact, because
is two-valued,
is an ultrafilter
(and correspondingly, the set
is a maximal ideal).
Conversely, given an ultrafilter
of
, the function
, defined by
iff
, is a two-valued measure on
. To see this, suppose
. Then at least one of them, say
, can not be in
(or else
). This means that
. If
, then
, so that
. On the other hand, if
, then
, so
, or
. This means that
.
Remark. A measure (on a Boolean algebra) is sometimes called finitely additive to emphasize the defining condition 2 above. In addition, this terminology is used when there is a need to contrast a stronger form of additivity: countable additivity. A measure is said to be countably additive if whenever
is a countable
set of pairwise disjoint
elements in
such that
exists, then