Locally finite measure

Definition

Let (X, T) be a Hausdorff topological space and let Σ be a σ-algebra on X that contains the topology T (so that every open set is a measurable set, and Σ is at least as fine as the Borel σ-algebra on X). A measure/signed measure/complex measure μ defined on Σ is called locally finite if, for every point p of the space X, there is an open neighbourhood N_p of p such that the μ-measure of N_p is finite.

In more condensed notation, μ is locally finite if and only if

Examples

1. Any probability measure on X is locally finite, since it assigns unit measure the whole space. Similarly, any measure that assigns finite measure to the whole space is locally finite.
2. Lebesgue measure on Euclidean space is locally finite.
3. By definition, any Radon measure is locally finite.
4. Counting measure is sometimes locally finite and sometimes not: counting measure on the integers with their usual discrete topology is locally finite, but counting measure on the real line with its usual Borel topology is not.