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The interval data on determines the Borel measure uniquely
Statement
Let and be Borel measures on finite on compact sets in the sense of A Borel measure on that is finite on compact sets. If
then for every Borel set .
Facts & Assumptions
Given: Two Borel measures on , each finite on compact sets, and agreement of and on every half-open interval .
The family of half-open intervals with generates the Borel sigma-algebra on . (Seven generating families for the Borel sigma-algebra on the real line)
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
Let . The intersection of two nonempty members is either empty or with its left endpoint strictly below its right endpoint. Intersections with are empty, so is a pi-system. By [L1], adjoining does not change the generated sigma-algebra, and . Both measures agree on , including .
For each , put . This increasing sequence covers . Since and both measures are finite on compact sets, by the hypothesis.
The generating pi-system from step 1.1 and the finite-measure exhaustion from step 1.2 meet [L2], which gives for every Borel .
Depends on
Used by
- Lebesgue measure is the Lebesgue-Stieltjes measure of the identity function Corollary
- A piecewise-quadratic distribution function recovers its density Example
- A step function generates a finite atomic measure Example
- The rho-length and the extremal length are well defined Lemma
- Assuming countable choice, finite-on-compacts Borel measures on ℝ correspond to nondecreasing right-continuous functions modulo constants Theorem
- Conformal invariance, monotonicity, and the series and parallel laws for extremal length Theorem
- Extremal length of the rectangle and of the round annulus Theorem
Dependency tree · two levels
14 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
- Gerald B. Folland, Real Analysis, 2nd ed., Theorem 1.16 (standard reference, not scraped)