Dirac measure

ADirac measure is a measure δ_x on a set X (with any σ-algebraofsubsetsofX) defined for a given x ∈ X and any (measurable) set A ⊆ Xby

${\displaystyle \delta _{x}($A)=1_{A}(x)={\begin{cases}0,&x\not \in A;\\1,&x\in A.\end{cases}}}  

where 1_A is the indicator functionofA.

The Dirac measure is a probability measure, and in terms of probability it represents the almost sure outcome x in the sample space X. We can also say that the measure is a single atomatx; however, treating the Dirac measure as an atomic measure is not correct when we consider the sequential definition of Dirac delta, as the limit of a delta sequence^{[dubious – discuss]}. The Dirac measures are the extreme points of the convex set of probability measures on X.

The name is a back-formation from the Dirac delta function; considered as a Schwartz distribution, for example on the real line, measures can be taken to be a special kind of distribution. The identity

${\displaystyle \int _{X}f($y)\,\mathrm {d} \delta _{x}(y)=f(x),}  

which, in the form

${\displaystyle \int _{X}f($y)\delta _{x}(y)\,\mathrm {d} y=f(x),}  

is often taken to be part of the definition of the "delta function", holds as a theorem of Lebesgue integration.

Let δ_x denote the Dirac measure centred on some fixed point x in some measurable space (X, Σ).

• δ_x is a probability measure, and hence a finite measure.

Suppose that (X, T) is a topological space and that Σ is at least as fine as the Borel σ-algebra σ(T)onX.

• δ_x is a strictly positive measure if and only if the topology T is such that x lies within every non-empty open set, e.g. in the case of the trivial topology {∅, X}.
• Since δ_x is probability measure, it is also a locally finite measure.
• IfX is a Hausdorff topological space with its Borel σ-algebra, then δ_x satisfies the condition to be an inner regular measure, since singleton sets such as {x} are always compact. Hence, δ_x is also a Radon measure.
• Assuming that the topology T is fine enough that {x} is closed, which is the case in most applications, the supportofδ_xis{x}. (Otherwise, supp(δ_x) is the closure of {x}in(X, T).) Furthermore, δ_x is the only probability measure whose support is {x}.
• IfXisn-dimensional Euclidean space Rⁿ with its usual σ-algebra and n-dimensional Lebesgue measure λⁿ, then δ_x is a singular measure with respect to λⁿ: simply decompose RⁿasA = Rⁿ \ {x} and B = {x} and observe that δ_x(A) = λⁿ(B) = 0.
• The Dirac measure is a sigma-finite measure.

Adiscrete measure is similar to the Dirac measure, except that it is concentrated at countably many points instead of a single point. More formally, a measure on the real line is called a discrete measure (in respect to the Lebesgue measure) if its support is at most a countable set.

• Discrete measure
• Dirac delta function

• Dieudonné, Jean (1976). "Examples of measures". Treatise on analysis, Part 2. Academic Press. p. 100. ISBN 0-12-215502-5.
• Benedetto, John (1997). "§2.1.3 Definition, δ". Harmonic analysis and applications. CRC Press. p. 72. ISBN 0-8493-7879-6.