Let \((M, {\mathcal {A}})\) be a measurable set with the \(\sigma\)-algebra \(\mathcal{A}\,\). A measure \(\mu\) defined on this \(\sigma\)-algebra is called finite, if for all subsets \(T_i\in\mathcal{A}\) there exists a real number \(t_i\) with \[\mu(T_i) = t_i < \infty.\]
The measure is called \(\sigma\)-finite, if \(M\) can be written as a union of a countable family of subsets \(T_{i}\subseteq {\mathcal {A}}\), \(i\in I\) with a finite measure, formally: \[M=\left(\bigcup _{i\in I}T_{i}\right)\quad\text{with}=\mu(T_i) = t_i < \infty\quad\text{for all }i.\]
