Countable monotonicity is a property of a nonnegative set function. Let be a set and
a collection of subsets of
. A set function
has countable monotonicity
if, whenever a set
and a countable collection
of sets in
satisfy
,
A set function with this property is said to be countably monotone.
If
is a sigma-algebra, then any nonnegative set function
that is monotone and
countably additive is countably monotone.
Here monotone means that
whenever
for
. The converse is not true in general.