Like a Measure but where additivity is replaced by sub-additivity, that is:
μ(⋃i=1∞Ei)≤∑i=1∞μ(Ei)\mu(\bigcup\limits_{i=1}^{\infty} E_i) \leq \sum\limits_{i=1}^{\infty} \mu(E_i)μ(i=1⋃∞Ei)≤i=1∑∞μ(Ei) for any collection E1,E2,...∈AE_1, E_2, ... \in \mathcal{A}E1,E2,...∈A of mutually disjoint sets.