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Vector measure : ウィキペディア英語版
Vector measure
In mathematics, a vector measure is a function defined on a family of sets and taking vector values satisfying certain properties. It is a generalization of the concept of finite measure, which takes nonnegative real values only.
==Definitions and first consequences==
Given a field of sets (\Omega, \mathcal F) and a Banach space X, a finitely additive vector measure (or measure, for short) is a function \mu:\mathcal \to X such that for any two disjoint sets A and B in \mathcal one has
: \mu(A\cup B) =\mu(A) + \mu (B).
A vector measure \mu is called countably additive if for any sequence (A_i)_^ of disjoint sets in \mathcal F such that their union is in \mathcal F it holds that
: \mu\left(\bigcup_^\infty A_i\right) =\sum_^\mu(A_i)
with the series on the right-hand side convergent in the norm of the Banach space X.
It can be proved that an additive vector measure \mu is countably additive if and only if for any sequence (A_i)_^ as above one has
: \lim_\left\|\mu\left(\displaystyle\bigcup_^\infty A_i\right)\right\|=0, \quad\quad\quad (
*)
where \|\cdot\| is the norm on X.
Countably additive vector measures defined on sigma-algebras are more general than finite measures, finite signed measures, and complex measures, which are countably additive functions taking values respectively on the real interval [0, \infty), the set of real numbers, and the set of complex numbers.

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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