Pre-measure/Properties in common with measure

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  • Finitely additive: if AB= then μ0(AB)=μ0(A)+μ0(B)

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  • Monotonic: [Note 1] if AB then μ0(A)μ0(B)

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  • If AB and μ0(A)< then μ0(BA)=μ0(B)μ(A)

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  • Strongly additive: μ0(AB)=μ0(A)+μ0(B)μ0(AB)

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  • Subadditive: μ0(AB)μ0(A)+μ0(B)

Notes

  1. Jump up Sometimes stated as monotone (it is monotone in Measures, Integrals and Martingales in fact!)

References