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Exercise 1.1.15 (Uniqueness of Jordan measure)
Let . Let be a map from the collection of Jordan measurable subsets of to the non-negative reals that obeys the
- (i)
- non-negativity,
- (ii)
- finite additivity,
- (iii)
- translation invariance
properties. Show that there exists a constant such that for all Jordan measurable sets we have .
Answers
Note that from these three properties we immediately deduce
- (i)
- [5.] monotonicity
- (ii)
- [6.] finite subadditivity
In Exercise 1.1.3 we have have demonstrated that and must agree on the subset up to a constant . Thus, we try to use elementary sets to estimate the alternative measure of . Obviously, we will need the monotonicity property.
Pick an arbitrary , and take an elementary outer cover and an elementary inner cover of such that and do not differ from the Jordan measure by more than . We have, by the monotonicity of :
Subtracting from both sides we obtain
Since we obtain
In other words, we have shown that for any arbitrary . Thus, they must be equal, as desired.