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The measure of a set liminf is at most the liminf of the measures
Statement
For every sequence of measurable sets,
where the numerical liminf is taken in as in Limit superior and limit inferior of a nonnegative extended-real sequence.
Facts & Assumptions
Given: A measure and a sequence of measurable sets.
For increasing measurable sets, the measure of the union is the supremum of their measures (Continuity from below for measures).
Measures are monotone under inclusion (Measures are monotone).
The set liminf is (Limit superior and limit inferior of a sequence of sets).
For a nonnegative extended sequence , (Limit superior and limit inferior of a nonnegative extended-real sequence), and all these bounds exist (Every subset of has a least upper bound and a greatest lower bound in , agreeing with the real supremum and infimum on nonempty sets bounded in ).
Proof
Put . Then and .
For every and every , , so and hence .
Continuity from below and step 1.2 give .
Depends on
- Continuity from below for measures
- Measures are monotone
- Limit superior and limit inferior of a sequence of sets
- Limit superior and limit inferior of a nonnegative extended-real sequence
- Every subset of $\overline{\mathbb{R}}$ has a least upper bound and a greatest lower bound in $\overline{\mathbb{R}}$, agreeing with the real supremum and infimum on nonempty sets bounded in $\mathbb{R}$
Used by
Dependency tree · two levels
16 results within two dependency steps of this one, each drawn at its shortest distance from it. An arrow runs from a result to what uses it, so the chart reads left to right and ends at this result, which carries a heavier outline. Every node is a link to that result. Click elsewhere on the chart to enlarge it.
Sources
- G. Folland, Real Analysis, 2nd ed., §1.3, Exercise 8 (standard reference, not scraped)