Exercise 8.2.7

For A S let μ ( A ) = 0 if A = , μ ( A ) = otherwise. Show that μ is a σ -additive measure on S .

Answers

Proof. Let = 𝒫 ( S ) , which we know is the largest σ -algebra of subsets of S . We must show that μ as defined above satisfies the properties of σ -additive measure on S :

For i) we clearly have μ ( ) = 0 by definition and μ ( S ) = > 0 since S is nonempty, which follows from the fact that 𝒫 ( S ) is a σ -algebra of subsets of S .

Regarding ii), suppose that { X n } n = 0 is a collection of disjoint sets in = 𝒫 ( S ) .

Case: n = 0 X n = . Then by definition μ ( n = 0 X n ) = 0 , and it also has to be that X n = for all n 𝑵 so that μ ( X n ) = 0 . Therefore

n = 0 μ ( X n ) = n = 0 0 = 0 = μ ( n = 0 X n ) .

Case: n = 0 X n . Then by definition μ ( n = 0 X n ) = . It also follows that X n for at least one n 𝑵 so that μ ( X n ) = . We then have

k = 0 μ ( X k ) = k = 0 n 1 μ ( X k ) + μ ( X n ) + k = n + 1 μ ( X k ) = k = 0 n 1 μ ( X k ) + + k = n + 1 μ ( X k ) = = μ ( n = 0 X n )

since each μ ( X m ) { 0 , } for all natural m n .

Thus ii) is shown in both cases so that μ is indeed a σ -additive measure on S as desired. □

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2024-07-15 11:42
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