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Which implications are true (if any) for a measure $\mu$:

  1. $\sigma$- finite $\implies$ locally finite
  2. locally finite $\implies$ $\sigma$-finite

My guess would be that both are false, but no counterexamples come to mind, since I am only used to working with $\sigma-$finite measure spaces, hence do not know many (if any) measures which do not satisfy that condition.

I was thinking about this because I was wondering why local finiteness is used in the definition of Radon measures instead of $\sigma$-finiteness, and I figured that the counterexamples to the above question might give me my answer.

Specifically, if there is a counterexample for the second implication which is a Radon measure, that would be greatly preferred.

Chill2Macht
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1 Answers1

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To see that the first implication is false, let $X=\mathbb{R}$ with the standard topology, and define a Borel measure $\mu$ by $$ \mu=\sum_{n=1}^{\infty}\delta_{\frac{1}{n}}$$ Then $\mu$ is $\sigma$-finite because $\mathbb{R}$ is the union of $(-\infty,0]$ and the collection $\{(\frac{1}{n},\infty):n\geq 1\}$, each of which has finite measure. However $\mu$ is not locally finite because every open neighborhood of $0$ has infinite measure.

To see that the second implication is false, let $X$ be an uncountable set with the discrete topology and $\mu$ the counting measure on $X$, then $\mu$ is locally finite but not $\sigma$-finite. Note that $\mu$ is a Radon measure.

carmichael561
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  • Very elegant examples! Thank you so much – Chill2Macht Jun 02 '16 at 03:39
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    Can we place restrictions on the topology of $X$ so that one or both of these implications is true? (https://math.stackexchange.com/questions/4030076/are-radon-measures-on-polish-spaces-sigma-finite) – D Ford Feb 18 '21 at 05:05