Definition:Additive Function (Measure Theory)

Definition
Let $\mathcal S$ be an algebra of sets.

Let $f: \mathcal S \to \overline{\R}$ be a function, where $\overline \R$ denotes the set of extended real numbers.

Then $f$ is defined to be additive :


 * $\forall S, T \in \mathcal S: S \cap T = \O \implies \map f {S \cup T} = \map f S + \map f T$

That is, for any two disjoint elements of $\mathcal S$, $f$ of their union equals the sum of $f$ of the individual elements.

Note from Finite Union of Sets in Additive Function that:


 * $\displaystyle \map f {\bigcup_{i \mathop = 1}^n S_i} = \sum_{i \mathop = 1}^n \map f {S_i}$

where $S_1, S_2, \ldots, S_n$ is any finite collection of pairwise disjoint elements of $\mathcal S$.

Also known as
An additive function is also referred to as a finitely additive function to distinguish it, when necessary, from a countably additive function.

Also see

 * Definition:Countably Additive Function
 * Definition:Subadditive Function (Measure Theory)