Two measures on a measurable space that agree on a π-system generating the σ-algebra are equal, provided they have the same finite total mass, or the π-system contains a sequence covering the space on whose terms the measures are finite.
In the setting of Routine Facts Used Without Citation: Arithmetic, Maps, Predicativity and Indices, let be a measurable space, let be a -system on such that the -algebra generated by is , so that by Closure Properties of σ-Algebras, Intersections and Traces of σ-Algebras, and the Generated σ-Algebra (iii), and let and be measures on with for every . Here is the point of The Extended Real Line, Its Order, and [0,∞] (i), and , for in , is as in The Extended Real Line, Its Order, and [0,∞] (iii).
If and , then for every , that is, .
If there is a sequence in whose union is and with for every , then for every , that is, .
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