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Sigma additivity
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Sigma additivity : ウィキペディア英語版
Sigma additivity
In mathematics, additivity and sigma additivity (also called countable additivity) of a function defined on subsets of a given set are abstractions of the intuitive properties of size (length, area, volume) of a set.
== Additive (or finitely additive) set functions ==
Let ''\mu'' be a function defined on an algebra of sets \scriptstyle\mathcal with values in (+∞ ) (see the extended real number line). The function \mu is called additive, or finitely additive, if, whenever ''A'' and ''B'' are disjoint sets in \scriptstyle\mathcal, one has
: \mu(A \cup B) = \mu(A) + \mu(B). \,
(A consequence of this is that an additive function cannot take both −∞ and +∞ as values, for the expression ∞ − ∞ is undefined.)
One can prove by mathematical induction that an additive function satisfies
: \mu\left(\bigcup_^N A_n\right)=\sum_^N \mu(A_n)
for any A_1,A_2,\dots,A_N disjoint sets in \scriptstyle\mathcal.

抄文引用元・出典: フリー百科事典『 ウィキペディア(Wikipedia)
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