Are Sigma-Finite Measures Always Lebesgue Measurable?

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In summary, the conversation discusses two problems involving sigma-finite measures. In the first problem, it is shown that given a measure space (X, M, m) and a Lebesgue measurable function f such that f(x)>0 for every x element of X, m is sigma-finite. The solution involves writing X as a union of disjoint subsets and using the fact that f is Lebesgue measurable to show that m is finite. In the second problem, it is asked to construct a Lebesgue measurable function f such that f(x)>0 for every x element of X and the integral of f(x)dx over X is equal to 1. The solution involves manipulating the integral equation to find a suitable function f.
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island-boy
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hello, I need some help with 2 problesm involving sigma-finite measures.

*note* a set X is sigma-finite if X can be written as a compact union of subsets, i.e. X = Union of Xi for i = 1,2,3,...n, and the measure of each Xi is finite.

q1)Given a measure space (X, M, m), let f be lebesgue measurable such that f(x)>0 for every x element of X, show that m is sigma-finite.
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I think I may have solved this. Please see if I did anything wrong.

Let X = union of arbitrary disjoint subsets Xi where i =1,2,3...n

since f is lebesgue measurable, then f(x)m(X) is finite, hence m(X) is finite.
Since m(X) = m (UXi) = summation m(Xi) is finite. Hence m(Xi) is finite.
hence m is sigma finite. Is this correct?

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q2) suppose f is sigma-finite, constrauct a lebesgue measurable function s.t. f(x) > 0 for every x element of X abd the integral of f(x)dx over X = 1.

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I'm thinking this is how to solve this.
since the integral of f(x)dx over X = 1 then
f(x)m(X) = 1
and
f(x) = 1/m(X)...this f(x) is finite, hence it is lebesgue meaurable.

I'm thinking I need to get rid of the m(x) part, but I have no idea how. help please?
 
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anyone? help please. thanks!
 

FAQ: Are Sigma-Finite Measures Always Lebesgue Measurable?

What is a sigma-finite measure?

A sigma-finite measure is a type of measure used in mathematics to assign a numerical value to sets. It is called "sigma-finite" because it is defined on a sigma-algebra, a collection of sets that is closed under countable unions, and it is also finite on sets with finite measure.

How is a sigma-finite measure different from other measures?

Unlike other measures, a sigma-finite measure only assigns a finite value to sets with finite measure, and it is defined on a sigma-algebra rather than a general collection of sets. It is also countably additive, meaning that the measure of a countable union of disjoint sets is equal to the sum of their individual measures.

What are some examples of sigma-finite measures?

Some examples of sigma-finite measures include the Lebesgue measure, which is used to measure the size of sets in n-dimensional Euclidean space, and the counting measure, which assigns a measure of 1 to each element in a set. Other examples include the probability measure used in probability theory and the Borel measure used in measure theory.

What is the importance of sigma-finite measures in mathematics?

Sigma-finite measures are important in mathematics because they allow for the integration of functions over a wide range of sets, including uncountable sets. They are also used in many areas of mathematics, including real analysis, probability theory, and measure theory, to define and study various mathematical concepts and properties.

How are sigma-finite measures applied in real-world scenarios?

Sigma-finite measures have many applications in real-world scenarios, particularly in fields such as physics, economics, and engineering. For example, the Lebesgue measure is used to calculate the volume of objects in physics, and the probability measure is used to model and analyze random events in economics. Sigma-finite measures are also used in data analysis to measure the size and properties of sets in large datasets.

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