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TheoremStatement: Literature-sourcedProof: AI-adaptedprecheck passverified 2026-09-23 (gpt-6-sol)
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The interval data on (a,b] determines the Borel measure uniquely

Statement

Let μ and ν be Borel measures on R finite on compact sets in the sense of A Borel measure on R that is finite on compact sets. If

μ((a,b])=ν((a,b])for every a<b,

then μ(E)=ν(E) for every Borel set E⊆R.

Facts & Assumptions

Given: Two Borel measures μ,ν on R, each finite on compact sets, and agreement of μ and ν on every half-open interval (a,b].

[L1]

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

[L2]

Measures that agree on a generating pi-system and on an increasing finite-measure exhaustion from that pi-system agree on the whole sigma-algebra. (Measures agreeing on a generating pi-system are equal under an increasing finite-measure exhaustion from that pi-system)

Proof

technique · direct
1.1L1givenalgebra

Let P={∅}∪{(a,b]:a<b}. The intersection of two nonempty members is either empty or (max⁡{a,c},min⁡{b,d}] with its left endpoint strictly below its right endpoint. Intersections with ∅ are empty, so P is a pi-system. By [L1], adjoining ∅ does not change the generated sigma-algebra, and σ(P)=B(R). Both measures agree on P, including ∅.

1.2givenalgebra

For each n∈N, put Pn=(−n−1,n]∈P. This increasing sequence covers R. Since Pn⊆[−n−1,n] and both measures are finite on compact sets, μ(Pn)=ν(Pn)<∞ by the hypothesis.

2.1step 1.1step 1.2L2∎

The generating pi-system from step 1.1 and the finite-measure exhaustion from step 1.2 meet [L2], which gives μ(E)=ν(E) for every Borel E⊆R.

Depends on

Used by

Dependency tree · two levels

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Sources