Definition:Counting Measure
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Definition
Let $\struct {X, \Sigma}$ be a measurable space.
The counting measure (on $X$), denoted $\size {\, \cdot \,}$, is the measure defined by:
- $\size {\, \cdot \,}: \Sigma \to \overline \R, \ \size E := \begin {cases} \map \# E & : \text {$E$ is finite} \\ +\infty & : \text {$E$ is infinite} \end{cases}$
where $\overline \R$ denotes the extended real numbers, and $\#$ denotes cardinality.
That $\size {\, \cdot \,}$ 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 $\Sigma = \powerset X$, the power set of $X$.
Also see
Sources
- 2005: René L. Schilling: Measures, Integrals and Martingales ... (previous) ... (next): $4.7 \ \text{(iii)}$