Question about Royden's proof that Lebesgue measure is countably additive.
In Royden's book, he gives the following book for the proof that Lebesgue
measure is countable additive. I will just give a sketch of the proof.
Let $\{E_k \}_{k=1}^{\infty}$ be a collection of disjoint measurable sets.
We only need to show that $$ m(\cup_{k=1}^{\infty} E_k) \geq
\sum_{k=1}^{\infty} m(E_k) $$ since it follows by countable subadditivtiy
that $$ m(\cup_{k=1}^{\infty} E_k) \leq \sum_{k=1}^{\infty} m(E_k) $$ For
any finite subcollection of $\{E_k \}_{k=1}^{\infty}$, it follows by
monotonicty that $$ m(\cup_{k=1}^{\infty} E_k) \geq \sum_{k=1}^{n} m(E_k)
$$ for each n. What confuses me is the next statement: "Since the left
hand side of the inequality is independent of n it follows that"
$$ m(\cup_{k=1}^{\infty} E_k) \geq \sum_{k=1}^{\infty} m(E_k) $$ as
desired. Why is it true that the left hand side of this inequality is
independent of n?
No comments:
Post a Comment