Skip to main content
fix latex
Source Link
George Lowther
  • 17.1k
  • 1
  • 66
  • 98

Theorem 3: Let $(X,\Sigma,\mu)$ be a finite compact measure space and $\{E_i\}\_{i\in I}$$\{E_i\}_{i\in I}$ be a disjoint family of subsets of $X$ such that $\bigcup_{i\in J}E_i\in\Sigma$ for every $J\subseteq I$. Then, $\mu\left(\bigcup_{i\in I}E_i\right)=\sum_{i\in I}\mu(E_i)$.

Finding a $\sigma$-disjoint base for the topology on $Y$ is easy enough. Following Fremlin, you can do this by well-ordering $Y$ and letting $(q_n,q^\prime_n)$ be a sequence running through the pairs $(q,q^\prime)$ of rationals with $0 < q < q^\prime$. Letting $\mathcal{U}\_n$$\mathcal{U}_n$ be the collection of sets of the form $$ G_{ny}=\left\{x\in Y\colon d(x,y) < q_n, \inf\_{z < y}\\,d(x,z) > q_n^\prime\right\} $$$$ G_{ny}=\left\{x\in Y\colon d(x,y) < q_n, \inf_{z < y}\,d(x,z) > q_n^\prime\right\} $$ (over $y\in Y$) gives a $\sigma$-disjoint base.

The really involved part of the proof is in establishing Theorem 3. I suggest you look in Fremlin for the details, but the idea is as follows. By countable additivity, only countably many $E_i$ can have positive measure so, removing these, we can suppose that every $E_i$ is negligible. Also, restricting $X$ to the union of the $E_i$ if necessary, we can suppose that $X=\bigcup\_iE_i$$X=\bigcup_iE_i$. Then define the function $f\colon X\to I$ by $f(x)=i$ for $x\in E_i$. Using the power set $\mathcal{P}I$ for the sigma-algebra on $I$, $f$ will be measurable. Then let $\nu=\mu\circ f^{-1}$ be the image measure on $(I,\mathcal{P}I)$. Fremlin breaks this down into two cases.

Update: I will, however, give a brief overview of the ideas involved in (b). It is possible to reduce the problem to the case where $M$ is a regular uncountable ordinal and $\mathcal{F}$ is a normal ultrafilter. Using $[S]^n$ to denote the collection of size-$n$ subsets of a set $S$ and $[S]^{ < \omega}=\bigcup\_{n=0}^\infty[S]^n$$[S]^{ < \omega}=\bigcup_{n=0}^\infty[S]^n$ for the collection of finite subsets, normal ultrafilters have the following property.

See, Frelim (4A1L). This contradicts compactness as follows. Set $G_i=\bigcup\{E_j\colon j\in M, j\ge i\}$. Then choose $K_i\in\mathcal{K}$ with $K_i\subseteq G_i$ and $\mu(K_i) > 0$. Let $\mathcal{S}$ consist of the finite subsets $S\subset M$ such that $\bigcap\_{i\in S}K_i=\emptyset$$\bigcap_{i\in S}K_i=\emptyset$. Choose $F\in\mathcal{F}$ as above. It is not possible for $[F]^n$ to be a subset of $\mathcal{S}$. Otherwise, every $x\in X$ would be contained in no more than $n$ of the sets $\mathcal{K}^\prime=\{K_i\colon i\in F\}$. So, $\sum\_{i\in F}\mu(K_i)\le n\nu(M)$$\sum_{i\in F}\mu(K_i)\le n\nu(M)$. But, as this sum is over an uncountably infinite set of positive numbers, it should be infinite. Therefore, $[F]^{ < \omega}\cap\mathcal{S}=\emptyset$, and $\mathcal{K}^\prime$ satisfies the finite intersection property. So, by compactness, $\bigcap\_{i\in F}G_i\supseteq\bigcap\mathcal{K}^\prime\not=\emptyset$$\bigcap_{i\in F}G_i\supseteq\bigcap\mathcal{K}^\prime\not=\emptyset$. This contradicts the fact that, as $F\in\mathcal{F}$ is an unbounded subset of $M$, this intersection is empty.

Theorem 3: Let $(X,\Sigma,\mu)$ be a finite compact measure space and $\{E_i\}\_{i\in I}$ be a disjoint family of subsets of $X$ such that $\bigcup_{i\in J}E_i\in\Sigma$ for every $J\subseteq I$. Then, $\mu\left(\bigcup_{i\in I}E_i\right)=\sum_{i\in I}\mu(E_i)$.

Finding a $\sigma$-disjoint base for the topology on $Y$ is easy enough. Following Fremlin, you can do this by well-ordering $Y$ and letting $(q_n,q^\prime_n)$ be a sequence running through the pairs $(q,q^\prime)$ of rationals with $0 < q < q^\prime$. Letting $\mathcal{U}\_n$ be the collection of sets of the form $$ G_{ny}=\left\{x\in Y\colon d(x,y) < q_n, \inf\_{z < y}\\,d(x,z) > q_n^\prime\right\} $$ (over $y\in Y$) gives a $\sigma$-disjoint base.

The really involved part of the proof is in establishing Theorem 3. I suggest you look in Fremlin for the details, but the idea is as follows. By countable additivity, only countably many $E_i$ can have positive measure so, removing these, we can suppose that every $E_i$ is negligible. Also, restricting $X$ to the union of the $E_i$ if necessary, we can suppose that $X=\bigcup\_iE_i$. Then define the function $f\colon X\to I$ by $f(x)=i$ for $x\in E_i$. Using the power set $\mathcal{P}I$ for the sigma-algebra on $I$, $f$ will be measurable. Then let $\nu=\mu\circ f^{-1}$ be the image measure on $(I,\mathcal{P}I)$. Fremlin breaks this down into two cases.

Update: I will, however, give a brief overview of the ideas involved in (b). It is possible to reduce the problem to the case where $M$ is a regular uncountable ordinal and $\mathcal{F}$ is a normal ultrafilter. Using $[S]^n$ to denote the collection of size-$n$ subsets of a set $S$ and $[S]^{ < \omega}=\bigcup\_{n=0}^\infty[S]^n$ for the collection of finite subsets, normal ultrafilters have the following property.

See, Frelim (4A1L). This contradicts compactness as follows. Set $G_i=\bigcup\{E_j\colon j\in M, j\ge i\}$. Then choose $K_i\in\mathcal{K}$ with $K_i\subseteq G_i$ and $\mu(K_i) > 0$. Let $\mathcal{S}$ consist of the finite subsets $S\subset M$ such that $\bigcap\_{i\in S}K_i=\emptyset$. Choose $F\in\mathcal{F}$ as above. It is not possible for $[F]^n$ to be a subset of $\mathcal{S}$. Otherwise, every $x\in X$ would be contained in no more than $n$ of the sets $\mathcal{K}^\prime=\{K_i\colon i\in F\}$. So, $\sum\_{i\in F}\mu(K_i)\le n\nu(M)$. But, as this sum is over an uncountably infinite set of positive numbers, it should be infinite. Therefore, $[F]^{ < \omega}\cap\mathcal{S}=\emptyset$, and $\mathcal{K}^\prime$ satisfies the finite intersection property. So, by compactness, $\bigcap\_{i\in F}G_i\supseteq\bigcap\mathcal{K}^\prime\not=\emptyset$. This contradicts the fact that, as $F\in\mathcal{F}$ is an unbounded subset of $M$, this intersection is empty.

Theorem 3: Let $(X,\Sigma,\mu)$ be a finite compact measure space and $\{E_i\}_{i\in I}$ be a disjoint family of subsets of $X$ such that $\bigcup_{i\in J}E_i\in\Sigma$ for every $J\subseteq I$. Then, $\mu\left(\bigcup_{i\in I}E_i\right)=\sum_{i\in I}\mu(E_i)$.

Finding a $\sigma$-disjoint base for the topology on $Y$ is easy enough. Following Fremlin, you can do this by well-ordering $Y$ and letting $(q_n,q^\prime_n)$ be a sequence running through the pairs $(q,q^\prime)$ of rationals with $0 < q < q^\prime$. Letting $\mathcal{U}_n$ be the collection of sets of the form $$ G_{ny}=\left\{x\in Y\colon d(x,y) < q_n, \inf_{z < y}\,d(x,z) > q_n^\prime\right\} $$ (over $y\in Y$) gives a $\sigma$-disjoint base.

The really involved part of the proof is in establishing Theorem 3. I suggest you look in Fremlin for the details, but the idea is as follows. By countable additivity, only countably many $E_i$ can have positive measure so, removing these, we can suppose that every $E_i$ is negligible. Also, restricting $X$ to the union of the $E_i$ if necessary, we can suppose that $X=\bigcup_iE_i$. Then define the function $f\colon X\to I$ by $f(x)=i$ for $x\in E_i$. Using the power set $\mathcal{P}I$ for the sigma-algebra on $I$, $f$ will be measurable. Then let $\nu=\mu\circ f^{-1}$ be the image measure on $(I,\mathcal{P}I)$. Fremlin breaks this down into two cases.

Update: I will, however, give a brief overview of the ideas involved in (b). It is possible to reduce the problem to the case where $M$ is a regular uncountable ordinal and $\mathcal{F}$ is a normal ultrafilter. Using $[S]^n$ to denote the collection of size-$n$ subsets of a set $S$ and $[S]^{ < \omega}=\bigcup_{n=0}^\infty[S]^n$ for the collection of finite subsets, normal ultrafilters have the following property.

See, Frelim (4A1L). This contradicts compactness as follows. Set $G_i=\bigcup\{E_j\colon j\in M, j\ge i\}$. Then choose $K_i\in\mathcal{K}$ with $K_i\subseteq G_i$ and $\mu(K_i) > 0$. Let $\mathcal{S}$ consist of the finite subsets $S\subset M$ such that $\bigcap_{i\in S}K_i=\emptyset$. Choose $F\in\mathcal{F}$ as above. It is not possible for $[F]^n$ to be a subset of $\mathcal{S}$. Otherwise, every $x\in X$ would be contained in no more than $n$ of the sets $\mathcal{K}^\prime=\{K_i\colon i\in F\}$. So, $\sum_{i\in F}\mu(K_i)\le n\nu(M)$. But, as this sum is over an uncountably infinite set of positive numbers, it should be infinite. Therefore, $[F]^{ < \omega}\cap\mathcal{S}=\emptyset$, and $\mathcal{K}^\prime$ satisfies the finite intersection property. So, by compactness, $\bigcap_{i\in F}G_i\supseteq\bigcap\mathcal{K}^\prime\not=\emptyset$. This contradicts the fact that, as $F\in\mathcal{F}$ is an unbounded subset of $M$, this intersection is empty.

typo
Source Link
George Lowther
  • 17.1k
  • 1
  • 66
  • 98

If $\mathcal{S}\subseteq[M]^{ < \omega}$ then there exists an $F\in\mathcal{F}$ such that, for each $n\ge0$, $[F]^n$ is either a subset of $S$$\mathcal{S}$ or disjoint from $S$$\mathcal{S}$.

If $\mathcal{S}\subseteq[M]^{ < \omega}$ then there exists an $F\in\mathcal{F}$ such that, for each $n\ge0$, $[F]^n$ is either a subset of $S$ or disjoint from $S$.

If $\mathcal{S}\subseteq[M]^{ < \omega}$ then there exists an $F\in\mathcal{F}$ such that, for each $n\ge0$, $[F]^n$ is either a subset of $\mathcal{S}$ or disjoint from $\mathcal{S}$.

added more details to (b)
Source Link
George Lowther
  • 17.1k
  • 1
  • 66
  • 98

a) $\nu$ is atomless. As with any finite atomless measure space, there will be a measure preserving map $g\colon I\to[0,\gamma]$ for some $\gamma > 0$$\gamma\ge0$, usingwith respect to the Lebesgue measure $\lambda$ on $[0,\gamma]$. Using compactness, it can be shown that the sets on which $\lambda$ and $\nu\circ g^{-1}$ are well-defined coincide (precisely, $\mu$ is compact, so it is perfect, so $\nu\circ g^{-1}$ is perfect and therefore is Radon). The existence of non-Lebesgue sets will then give a contradiction unless $\gamma=0$, so $\mu(X)=0$.

b) $\nu$ has an atom $M\subseteq I$: In this case, $\mathcal{F}=\{F\subseteq M\colon\nu(M\setminus F)=0\}$ is a non-principal ultrafilter on $M$ which is closed under countable intersections. Again making use of compactness of $\mu$, this can be used to derive a contradition, but it requires some tricky set theory. I refer you to Fremlin (451P) for the full details of this argument.

Update: I will, however, give a brief overview of the ideas involved in (b). It is possible to reduce the problem to the case where $M$ is a regular uncountable ordinal and $\mathcal{F}$ is a normal ultrafilter. Using $[S]^n$ to denote the collection of size-$n$ subsets of a set $S$ and $[S]^{ < \omega}=\bigcup\_{n=0}^\infty[S]^n$ for the collection of finite subsets, normal ultrafilters have the following property.

If $\mathcal{S}\subseteq[M]^{ < \omega}$ then there exists an $F\in\mathcal{F}$ such that, for each $n\ge0$, $[F]^n$ is either a subset of $S$ or disjoint from $S$.

See, Frelim (4A1L). This contradicts compactness as follows. Set $G_i=\bigcup\{E_j\colon j\in M, j\ge i\}$. Then choose $K_i\in\mathcal{K}$ with $K_i\subseteq G_i$ and $\mu(K_i) > 0$. Let $\mathcal{S}$ consist of the finite subsets $S\subset M$ such that $\bigcap\_{i\in S}K_i=\emptyset$. Choose $F\in\mathcal{F}$ as above. It is not possible for $[F]^n$ to be a subset of $\mathcal{S}$. Otherwise, every $x\in X$ would be contained in no more than $n$ of the sets $\mathcal{K}^\prime=\{K_i\colon i\in F\}$. So, $\sum\_{i\in F}\mu(K_i)\le n\nu(M)$. But, as this sum is over an uncountably infinite set of positive numbers, it should be infinite. Therefore, $[F]^{ < \omega}\cap\mathcal{S}=\emptyset$, and $\mathcal{K}^\prime$ satisfies the finite intersection property. So, by compactness, $\bigcap\_{i\in F}G_i\supseteq\bigcap\mathcal{K}^\prime\not=\emptyset$. This contradicts the fact that, as $F\in\mathcal{F}$ is an unbounded subset of $M$, this intersection is empty.

a) $\nu$ is atomless. As with any finite atomless measure space, there will be a measure preserving map $g\colon I\to[0,\gamma]$ for some $\gamma > 0$, using the Lebesgue measure $\lambda$ on $[0,\gamma]$. Using compactness, it can be shown that the sets on which $\lambda$ and $\nu\circ g^{-1}$ are well-defined coincide (precisely, $\mu$ is compact, so it is perfect, so $\nu\circ g^{-1}$ is perfect and therefore is Radon). The existence of non-Lebesgue sets will then give a contradiction unless $\gamma=0$, so $\mu(X)=0$.

b) $\nu$ has an atom $M\subseteq I$: In this case, $\mathcal{F}=\{F\subseteq M\colon\nu(M\setminus F)=0\}$ is a non-principal ultrafilter on $M$ which is closed under countable intersections. Again making use of compactness of $\mu$, this can be used to derive a contradition, but it requires some tricky set theory. I refer you to Fremlin (451P) for the full details of this argument.

a) $\nu$ is atomless. As with any finite atomless measure space, there will be a measure preserving map $g\colon I\to[0,\gamma]$ for some $\gamma\ge0$, with respect to the Lebesgue measure $\lambda$ on $[0,\gamma]$. Using compactness, it can be shown that the sets on which $\lambda$ and $\nu\circ g^{-1}$ are well-defined coincide (precisely, $\mu$ is compact, so it is perfect, so $\nu\circ g^{-1}$ is perfect and therefore is Radon). The existence of non-Lebesgue sets will then give a contradiction unless $\gamma=0$, so $\mu(X)=0$.

b) $\nu$ has an atom $M\subseteq I$: In this case, $\mathcal{F}=\{F\subseteq M\colon\nu(M\setminus F)=0\}$ is a non-principal ultrafilter on $M$ which is closed under countable intersections. Again making use of compactness of $\mu$, this can be used to derive a contradition, but it requires some tricky set theory. I refer you to Fremlin (451P) for the full details of this argument.

Update: I will, however, give a brief overview of the ideas involved in (b). It is possible to reduce the problem to the case where $M$ is a regular uncountable ordinal and $\mathcal{F}$ is a normal ultrafilter. Using $[S]^n$ to denote the collection of size-$n$ subsets of a set $S$ and $[S]^{ < \omega}=\bigcup\_{n=0}^\infty[S]^n$ for the collection of finite subsets, normal ultrafilters have the following property.

If $\mathcal{S}\subseteq[M]^{ < \omega}$ then there exists an $F\in\mathcal{F}$ such that, for each $n\ge0$, $[F]^n$ is either a subset of $S$ or disjoint from $S$.

See, Frelim (4A1L). This contradicts compactness as follows. Set $G_i=\bigcup\{E_j\colon j\in M, j\ge i\}$. Then choose $K_i\in\mathcal{K}$ with $K_i\subseteq G_i$ and $\mu(K_i) > 0$. Let $\mathcal{S}$ consist of the finite subsets $S\subset M$ such that $\bigcap\_{i\in S}K_i=\emptyset$. Choose $F\in\mathcal{F}$ as above. It is not possible for $[F]^n$ to be a subset of $\mathcal{S}$. Otherwise, every $x\in X$ would be contained in no more than $n$ of the sets $\mathcal{K}^\prime=\{K_i\colon i\in F\}$. So, $\sum\_{i\in F}\mu(K_i)\le n\nu(M)$. But, as this sum is over an uncountably infinite set of positive numbers, it should be infinite. Therefore, $[F]^{ < \omega}\cap\mathcal{S}=\emptyset$, and $\mathcal{K}^\prime$ satisfies the finite intersection property. So, by compactness, $\bigcap\_{i\in F}G_i\supseteq\bigcap\mathcal{K}^\prime\not=\emptyset$. This contradicts the fact that, as $F\in\mathcal{F}$ is an unbounded subset of $M$, this intersection is empty.

add to proof in (a)
Source Link
George Lowther
  • 17.1k
  • 1
  • 66
  • 98
Loading
Source Link
George Lowther
  • 17.1k
  • 1
  • 66
  • 98
Loading