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The limsup of the measures is at most the measure of the set limsup under a finite-union bound
Statement
Let be measurable and suppose . Then
where the numerical limsup is taken in .
Facts & Assumptions
Given: A measure , measurable sets , and .
For decreasing measurable sets, if one has finite measure, the measure of their intersection is the infimum of their measures (Continuity from above when one set has finite measure).
Measures are monotone under inclusion (Measures are monotone).
The set limsup 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 has finite measure.
For every and , , so and hence .
Continuity from above and step 1.2 give .
Depends on
- Continuity from above when one set has finite measure
- 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)