A measure which has no atoms is called '
or a '. In other words, a measure \mu is non-atomic if for any measurable set A with \mu(A) > 0 there exists a measurable subset B of A such that \mu(A) > \mu (B) > 0. A non-atomic measure with at least one positive value has an infinite number of distinct values, as starting with a set A with \mu(A) > 0 one can construct a decreasing sequence of measurable sets A = A_1\supset A_2 \supset A_3 \supset \cdots such that \mu(A) = \mu(A_1) > \mu(A_2) > \mu(A_3) > \cdots > 0. This may not be true for measures having atoms; see the first example above. It turns out that non-atomic measures actually have a
continuum of values. It can be proved that if \mu is a non-atomic measure and A is a measurable set with \mu(A) > 0, then for any real number b satisfying \mu(A) \geq b \geq 0 there exists a measurable subset B of A such that \mu(B) = b. This theorem is due to
Wacław Sierpiński. It is reminiscent of the
intermediate value theorem for continuous functions.
Sketch of proof of Sierpiński's theorem on non-atomic measures. A slightly stronger statement, which however makes the proof easier, is that if (X, \Sigma, \mu) is a non-atomic measure space and \mu(X) = c, there exists a function S : [0, c] \to \Sigma that is monotone with respect to inclusion, and a right-inverse to \mu : \Sigma \to [0, c]. That is, there exists a one-parameter family of measurable sets S(t) such that for all 0 \leq t \leq t' \leq c \begin{align} S(t) &\subseteq S(t'),\\ \mu\left (S(t)\right)&=t. \end{align} The proof easily follows from
Zorn's lemma applied to the set of all monotone partial sections to \mu : \Gamma: = \{S : D \to \Sigma\; :\; D \subseteq [0, c],\, S\; \mathrm{ monotone }, \text{ for all } t \in D\; (\mu(S(t)) = t)\}, ordered by inclusion of graphs, \mathrm{graph}(S) \subseteq \mathrm{graph}(S'). It's then standard to show that every chain in \Gamma has an upper bound in \Gamma, and that any maximal element of \Gamma has domain [0, c], proving the claim. == See also ==