Monday, 4 May 2015

countable additivity for an outer measure




Let $\mu^*$ be an outer measure on an non-empty set $X$. Let $(E_n)_{n=1}^{\infty}$ be a sequence of pairwise disjoint $\mu^*-$measurable subsets of $X$. Let $B_n\subset E_n$ be arbitrary(not necessarily measurable), show that



$$\mu^*\left(\bigcup_{n=1}^{\infty}B_n\right)=\sum_{n=1}^{\infty}\mu^*(B_n)$$



Intuitively I see that these $B_n$'s are positively separated, however $\mu^*$ is not assumed to be a metric outer measure. How can we solve this?


Answer



Hint: It suffices to show



$$\sum_{n=1}^N \mu^\ast(B_n) \leqslant \mu^\ast\left(\bigcup_{n=1}^\infty B_n\right)$$




for all $N$. To see that, consider



$$A_N = \bigcup_{n=1}^N B_n$$



and use the measurability of the $E_n$ to conclude



$$\mu^\ast (A_N) = \sum_{n=1}^N \mu^\ast(B_n).$$


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