Monday, 3 December 2012

measure theory - Do limits of sequences of sets come from a topology?




In measure theory we frequently see the following definitions:



lim supnAn=n=1(j=nAj)



lim infnAn=n=1(j=nAj)



where (An)n is a sequence of measureable sets i.e. n:AnM, where M is a σ-algebra on X, for example M=2X. Therefore it makes sense to also define:



limnAn=lim supnAn=lim infnAn




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(limnAn)=limnμ(An), whenever limnAn 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 Aμ(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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