"Let μ 0 ( A ) = μ ( A ∪ A 0 ) ,...

kolutastmr
Answered
2022-07-12
"Let be a measure. Show that if
exists, then
"
However, I think there's a typo in this exercise. isn't even a measure when , since . If it were , which I think that's what the author meant, I could prove it in the following way:
For simple functions,
For a non-negative measurable function , there's a non-decreasing sequence of simple functions such that , then
And finally, for any measurable function, we just use . So, which one is it, or ?