Definition:Countably Subadditive Function

Definition
Let $\Sigma$ be a $\sigma$-algebra over a set $X$.

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

Then $f$ is defined as countably subadditive iff, for any sequence $\left \langle {S_n} \right \rangle_{n \in \N}$ of elements of $\Sigma$:


 * $\displaystyle f \left({\bigcup_{n \mathop = 0}^{\infty} S_n}\right) \le \sum_{n \mathop = 0}^{\infty} f \left({S_n}\right)$

Also known as
A countably subadditive function is also known as a sigma-subadditive function or $\sigma$-subadditive function.