Sunday, October 30, 2016

lebesgue integral - Finite measure space & sigma-finite measure space

A measure space $(X, \Sigma, \mu)$ is finite if $\mu(X)<\infty$.



It is equivalent to saying that $(X, \Sigma, \mu)$ is finite if $\mu(E)<\infty$ for all $E \in \Sigma$



A measure space $(X, \Sigma, \mu)$ is $\sigma$-finite if X is a countable union of sets with finite measure.



My two questions is that





  1. Does $\sigma$-finiteness imply that $\mu(E)<\infty$ for all $E \in \Sigma$?


  2. If $\mu(E)<\infty$ for all $E \in \Sigma$, dose it imply $\sigma$-finiteness or finiteness of a measure space?




Thanks.

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