\begin{definition}[Definition:Series of Measures]
Let $\struct {X, \Sigma}$ be a measurable space.
Let $\sequence {\mu_n}_{n \mathop \in \N}$ be a sequence of measures on $\struct {X, \Sigma}$.
Let $\sequence {\lambda_n}_{n \mathop \in \N}$ be a sequence of positive real numbers.
Then the mapping $\mu: \Sigma \to \overline \R$, defined by:
:$\ds \map \mu E := \sum_{n \mathop \in \N} \lambda_n \map {\mu_n} E$
is called a '''series of measures'''.
\end{definition}