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Concept
Dirac measure
Summary
In mathematics, a Dirac measure assigns a size to a set based solely on whether it contains a fixed element x or not. It is one way of formalizing the idea of the Dirac delta function, an important tool in physics and other technical fields.
A Dirac measure is a measure δx on a set X (with any σ-algebra of subsets of X) defined for a given x ∈ X and any (measurable) set A ⊆ X by
where 1A is the indicator function of A.
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 atom at x; 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. 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
which, in the form
is often taken to be part of the definition of the "delta function", holds as a theorem of Lebesgue integration.
Let δx denote the Dirac measure centred on some fixed point x in some measurable space (X, Σ).
δx 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) on X.
δx 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 δx is probability measure, it is also a locally finite measure.
If X is a Hausdorff topological space with its Borel σ-algebra, then δx satisfies the condition to be an inner regular measure, since singleton sets such as {x} are always compact. Hence, δx 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 support of δx is {x}.
Official source
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