Monday, 4 May 2015

countable additivity for an outer measure




Let μ be an outer measure on an non-empty set X. Let (En)n=1 be a sequence of pairwise disjoint μmeasurable subsets of X. Let BnEn be arbitrary(not necessarily measurable), show that



μ(n=1Bn)=n=1μ(Bn)



Intuitively I see that these Bn's are positively separated, however μ is not assumed to be a metric outer measure. How can we solve this?


Answer



Hint: It suffices to show



Nn=1μ(Bn)μ(n=1Bn)




for all N. To see that, consider



AN=Nn=1Bn



and use the measurability of the En to conclude



μ(AN)=Nn=1μ(Bn).


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