TheoremBase

Uniqueness of Measures Agreeing on a Generating π-System

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.

Statement

In the setting of Routine Facts Used Without Citation: Arithmetic, Maps, Predicativity and Indices, let (X,F)(X,\mathcal{F}) be a measurable space, let E\mathcal{E} be a π\pi-system on XX such that the σ\sigma-algebra generated by E\mathcal{E} is σ(E)=F\sigma(\mathcal{E})=\mathcal{F}, so that E⊆F\mathcal{E}\subseteq\mathcal{F} by Closure Properties of σ-Algebras, Intersections and Traces of σ-Algebras, and the Generated σ-Algebra (iii), and let μ\mu and ν\nu be measures on (X,F)(X,\mathcal{F}) with μ(E)=ν(E)\mu(E)=\nu(E) for every E∈EE\in\mathcal{E}. Here ∞\infty is the point of The Extended Real Line, Its Order, and [0,∞] (i), and x<yx<y, for x,yx,y in [0,∞][0,\infty], is as in The Extended Real Line, Its Order, and [0,∞] (iii).

If μ(X)=ν(X)\mu(X)=\nu(X) and μ(X)<∞\mu(X)<\infty, then μ(A)=ν(A)\mu(A)=\nu(A) for every A∈FA\in\mathcal{F}, that is, μ=ν\mu=\nu.

If there is a sequence (Em)(E_{m}) in E\mathcal{E} whose union ⋃m∈NEm\bigcup_{m\in\mathbb{N}}E_{m} is XX and with μ(Em)<∞\mu(E_{m})<\infty for every m∈Nm\in\mathbb{N}, then μ(A)=ν(A)\mu(A)=\nu(A) for every A∈FA\in\mathcal{F}, that is, μ=ν\mu=\nu.

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