In measure theory we frequently see the following definitions:
lim supn→∞An=∞⋂n=1(∞⋃j=nAj)
lim infn→∞An=∞⋃n=1(∞⋂j=nAj)
where (An)n is a sequence of measureable sets i.e. ∀n:An∈M, where M is a σ-algebra on X, for example M=2X. Therefore it makes sense to also define:
limn→∞An=lim supn→∞An=lim infn→∞An
when the last two agree. If μ is a finite (positive, to keep things simple) measure, it is easy to see that under such definition we have μ(limn→∞An)=limn→∞μ(An), whenever limn→∞An exists, which looks like some kind of continuity.
Does this kind of convergence of sequences of measurable sets arise from a (preferably Hausdorff, so that limits are unique) topology on M? If such a topology exists, is μ:M→[0,∞) in fact a continuous function?
(A related question that may be of interest would be: what happens if we allow arbitrary sets? Can we make the Von Neumann universe V into a topological space in such a way?)
Answer
There is such a topology. Simply give M the subspace topology induced by the product topology on 2X.
It may help to think of 2X as the set of functions from X to {0,1}, by identifying a set with its indicator function. Then we have 1lim supAn=lim sup1An and so on. Since the product topology is just the topology of pointwise convergence, this behaves as desired.
However, the map A↦μ(A) is not in general continuous with respect to this topology. For instance, the finite sets are dense in M with this topology, and so any nontrivial non-atomic measure gives a discontinuous map.
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