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A non-sigma-finite premeasure has distinct Borel extensions
Statement refuted
Every premeasure has a unique measure extension to its generated sigma-algebra, even when it is not sigma-finite.
Facts & Assumptions
Given: The algebra of finite unions of half-open intervals in with extended endpoints, and , for nonempty .
A premeasure on an algebra vanishes at the empty set and is countably additive whenever a disjoint sequence in has its union in . (Premeasures on algebras of sets)
For every set , counting measure is a measure on . (Counting measure is a measure)
The family of half-open intervals with real generates . (Seven generating families for the Borel sigma-algebra on the real line)
Counterexample
The interval family is an algebra containing all finite half-open intervals, so [L2] gives . Every extended-endpoint half-open interval is Borel, and finite unions of Borel sets are Borel, so and the reverse inclusion follows. The zero-or-infinity function satisfies [F1] because any nonempty disjoint union has a nonempty term. Every nonempty algebra member contains an interval component and an infinite midpoint-bisection sequence, so only has finite premeasure and no sigma-finite cover exists.
Counting measure from [L1] restricts to a Borel extension because every nonempty algebra member is infinite. The Borel function for and otherwise is also countably additive by the same empty-versus-nonempty argument, and it too extends .
For every , counting measure gives while , so the extensions are distinct.
Depends on
Used by
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Sources
- G. Folland, Real Analysis, 2nd ed., Exercise 23 in Section 1.4 (standard reference, not scraped)
- T. Tao, An Introduction to Measure Theory, Exercise 1.7.8 (standard reference, not scraped)