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False statementConstruction: Literature-sourcedVerification: AI-adaptedprecheck passaudited 2026-08-24
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FALSE: the extension of a premeasure is always unique

Statement

Every premeasure has at most one measure extension to its generated sigma-algebra, without any sigma-finiteness hypothesis.

Facts & Assumptions

Given: The algebra A0 of finite unions of half-open intervals (a,b] in R with extended endpoints, and μ0(∅)=0, μ0(A)=+∞ for nonempty A∈A0.

[F1]

A premeasure on an algebra A0 vanishes at the empty set and is countably additive whenever a disjoint sequence in A0 has its union in A0. (Premeasures on algebras of sets)

[L1]

For every set X, counting measure is a measure on (X,P(X)). (Counting measure is a measure)

[L2]

The family of half-open intervals (a,b] with real a<b generates the Borel sigma-algebra B(R). (Seven generating families for the Borel sigma-algebra on the real line)

Refutation

technique · direct
1.1F1L2algebra

The family A0 is an algebra containing the finite half-open intervals, so [L2] gives B(R)⊆σ(A0). Every extended-endpoint half-open interval is Borel, and finite unions of Borel sets are Borel, so A0⊆B(R) and the reverse inclusion follows. A disjoint sequence in A0 with empty union has all terms empty, while one with nonempty union has a nonempty term, so [F1] gives countable additivity of μ0. Every nonempty member contains a nonempty interval component and hence the distinct midpoint-bisection sequence a+(b−a)/2n after restricting to finite endpoints; therefore it is infinite, and the only finite-μ0 member is ∅, so μ0 is not sigma-finite.

2.1step 1.1L1algebra

By [L1], counting measure restricted to B(R) is a measure and agrees with μ0 because every nonempty source-algebra member is infinite. The function ν(B)=0 for B=∅ and ν(B)=+∞ otherwise is also a Borel measure: a disjoint union is empty exactly when every term is empty, and otherwise one term is nonempty. Thus both are extensions.

3.1step 2.1algebra∎

On a singleton {x}, counting measure is 1 while ν({x})=+∞, so the extensions are distinct.

Depends on

Used by

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Dependency tree · two levels

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Sources