Definition:Counting Measure

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Definition

Let $\left({X, \Sigma}\right)$ be a measurable space.


The counting measure (on $X$), denoted $\left\vert{\cdot}\right\vert$, is the measure defined by:

$\left\vert{\cdot}\right\vert: \Sigma \to \overline{\R}, \ \left\vert{E}\right\vert := \begin{cases}\#\left({E}\right) & \text{if $E$ is finite} \\ +\infty & \text{if $E$ is infinite}\end{cases}$

where $\overline{\R}$ denotes the extended real numbers, and $\#$ denotes cardinality.


That $\left\vert{\cdot}\right\vert$ is actually a measure is shown on Counting Measure is Measure.


Also defined as

The phrase counting measure on $X$ is sometimes taken to imply that $\Sigma = \mathcal P \left({X}\right)$, the power set of $X$.


Also see


Sources