Discrete measure
Discrete measure
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Discrete measure

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Discrete measure

In mathematics, more precisely in measure theory, a measure on the real line is called a discrete measure (in respect to the Lebesgue measure) if it is concentrated on an at most countable set. The support need not be a discrete set. Geometrically, a discrete measure (on the real line, with respect to Lebesgue measure) is a collection of point masses.

Given two (positive) σ-finite measures and on a measurable space . Then is said to be discrete with respect to if there exists an at most countable subset in such that

A measure on is discrete (with respect to ) if and only if has the form

with and Dirac measures on the set defined as

for all .

One can also define the concept of discreteness for signed measures. Then, instead of conditions 2 and 3 above one should ask that be zero on all measurable subsets of and be zero on measurable subsets of [clarification needed]

A measure defined on the Lebesgue measurable sets of the real line with values in is said to be discrete if there exists a (possibly finite) sequence of numbers

such that

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