In the mathematical theory of probability and measure, a sub-probability measure is a measure that is closely related to probability measures. While probability measures always assign the value 1 to the underlying set, sub-probability measures assign a value lesser than or equal to 1 to the underlying set.
Definition
Let be a measure on the measurable space .
Then is called a sub-probability measure if .[1][2]
Properties
In measure theory, the following implications hold between measures:
So every probability measure is a sub-probability measure, but the converse is not true. Also every sub-probability measure is a finite measure and a σ-finite measure, but the converse is again not true.
See also
References
- ^ Klenke, Achim (2008). Probability Theory. Berlin: Springer. p. 247. doi:10.1007/978-1-84800-048-3. ISBN 978-1-84800-047-6.
- ^ Kallenberg, Olav (2017). Random Measures, Theory and Applications. Switzerland: Springer. p. 30. doi:10.1007/978-3-319-41598-7. ISBN 978-3-319-41596-3.