ThmDex – An index of mathematical definitions, results, and conjectures.
F10009
Formulation 1
Let $M = (X, \mathcal{F}, \mu)$ be a D1158: Measure space.
Let $f_1, \ldots, f_N : X \to [0, \infty]$ each be a D313: Measurable function on $M$.
Then \begin{equation} \mu \left( \sum_{n = 1}^N f_n \right) = \sum_{n = 1}^N \mu(f_n) \end{equation}