For a finite measure on a measurable space whose singletons are measurable sets, the set of point atoms of a measure is at most countable. For each positive integer , let consist of the points with singleton measure at least . If contained more than distinct points, finite additivity on those disjoint singletons would exceed the total measure. Thus each is finite.
Every strictly positive real number exceeds or equals for some , so the point atoms of a measure form the countable union . This proves that the set is countable. It also shows that a cumulative distribution function has only countably many jumps. The result does not say the measure is concentrated on those points: a non-atomic measure may assign them total measure zero.

Articles by others on the same topic (0)

There are currently no matching articles.