Discrete measure

Schematic representation of the Dirac measure by a line surmounted by an arrow. The Dirac measure is a discrete measure whose support is the point 0. The Dirac measure of any set containing 0 is 1, and the measure of any set not containing 0 is 0.

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. Note that 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.

Definition and properties

A measure $\mu$ defined on the Lebesgue measurable sets of the real line with values in $[0,\infty ]$ is said to be discrete if there exists a (possibly finite) sequence of numbers

s_{1},s_{2},\dots \,

such that

\mu (\mathbb {R} \backslash \{s_{1},s_{2},\dots \})=0.

The simplest example of a discrete measure on the real line is the Dirac delta function $\delta .$ One has $\delta (\mathbb {R} \backslash \{0\})=0$ and $\delta (\{0\})=1.$

More generally, if $s_1, s_2, \dots$ is a (possibly finite) sequence of real numbers, $a_{1},a_{2},\dots$ is a sequence of numbers in $[0,\infty ]$ of the same length, one can consider the Dirac measures $\delta _{s_{i}}$ defined by

\delta _{s_{i}}(X)={\begin{cases}1&{\mbox{ if }}s_{i}\in X\\0&{\mbox{ if }}s_{i}\not \in X\\\end{cases}}

for any Lebesgue measurable set $X.$ Then, the measure

\mu =\sum _{i}a_{i}\delta _{s_{i}}

is a discrete measure. In fact, one may prove that any discrete measure on the real line has this form for appropriately chosen sequences $s_1, s_2, \dots$ and $a_{1},a_{2},\dots$

Extensions

One may extend the notion of discrete measures to more general measure spaces. Given a measure space $(X,\Sigma ),$ and two measures $\mu$ and $\nu$ on it, $\mu$ is said to be discrete in respect to $\nu$ if there exists an at most countable subset $S$ of $X$ such that

All singletons $\{s\}$ with $s$ in $S$ are measurable (which implies that any subset of $S$ is measurable)
$\nu (S)=0\,$
$\mu (X\backslash S)=0.\,$

Notice that the first two requirements are always satisfied for an at most countable subset of the real line if $\nu$ is the Lebesgue measure, so they were not necessary in the first definition above.

As in the case of measures on the real line, a measure $\mu$ on $(X,\Sigma )$ is discrete in respect to another measure $\nu$ on the same space if and only if $\mu$ has the form

\mu =\sum _{i}a_{i}\delta _{s_{i}}

where $S=\{s_{1},s_{2},\dots \},$ the singletons $\{s_{i}\}$ are in $\Sigma ,$ and their $\nu$ measure is 0.

One can also define the concept of discreteness for signed measures. Then, instead of conditions 2 and 3 above one should ask that $\nu$ be zero on all measurable subsets of $S$ and $\mu$ be zero on measurable subsets of $X\backslash S.$

References

Kurbatov, V. G. (1999). Functional differential operators and equations. Kluwer Academic Publishers. ISBN 0-7923-5624-1.

External links

A.P. Terekhin (2001) [1994], "Discrete measure", in Hazewinkel, Michiel, Encyclopedia of Mathematics, Springer Science+Business Media B.V. / Kluwer Academic Publishers, ISBN 978-1-55608-010-4

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