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in this question Exercise on measure theory

how can we say that $$\sum_{x\in X}f(x) = \sup\left\{\sum_{x∈F}f(x),\ F\subseteq X,\ F\ \text{finite} \right \}$$?

left side is sum of all element in $X$ and right side is at most $\sup\{\text{only small part of}\ X\}$

show that this equation.

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    $\begingroup$ It's a definition! The left-hand side is only defined in general when $X$ is finite or countable (because in your exercise we assume $f(x) \ge 0$). Therefore if $X$ is an arbitrary set we need to make a definition, which is this one. $\endgroup$ May 20, 2014 at 3:28

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Patrick is right. For instance, suppose that $X$ is the set of integers and $f(x)=1/(x^2+1)$. Then

$$\sum_{x=-\infty}^\infty \frac{1}{x^2+1} = \sup_n \sum_{x=-n}^n \frac{1}{x^2+1}.$$

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