Cleaned up MCT in measure.
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@@ -18,7 +18,7 @@
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\begin{proposition}
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\begin{proposition}
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\label{proposition:lebesgue-simple-properties}
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\label{proposition:lebesgue-simple-properties}
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Let $(X, \cm, \mu)$ be a measure space and $f, g \in \Sigma^*(X, \cm)$, then:
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Let $(X, \cm, \mu)$ be a measure space and $f, g \in \Sigma^+(X, \cm)$, then:
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\begin{enumerate}
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\begin{enumerate}
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\item For any $\alpha \ge 0$, $\int \alpha f d\mu = \alpha \int f d\mu$.
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\item For any $\alpha \ge 0$, $\int \alpha f d\mu = \alpha \int f d\mu$.
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\item $\int f + g d\mu = \int f d\mu + \int g d\mu$.
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\item $\int f + g d\mu = \int f d\mu + \int g d\mu$.
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@@ -103,19 +103,32 @@
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\begin{proof}
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\begin{proof}
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By \autoref{definition:lebesgue-non-negative}, $\int f_\alpha d\mu \le \int f d\mu$ for each $\alpha \in A$.
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By \autoref{definition:lebesgue-non-negative}, $\int f_\alpha d\mu \le \int f d\mu$ for each $\alpha \in A$.
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Assume without loss of generality that $f \ne 0$. Let $\phi \in \Sigma^+(X, \cm)$ with $\phi|_{\bracs{f > 0}} < f|_{\bracs{f > 0}}$ and $\phi \le f$. Since $\mu$ is semifinite, assume further without loss of generality that $\phi \in L^1(X, \cm; \real)$ as well.
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On the other hand, using \autoref{lemma:lebesgue-non-negative-strict}, it is sufficient to show that
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Let $\eps > 0$ and $\lambda \in (0, 1)$, then $\delta = \min_{y \in \phi(X) \setminus \bracs{0}}(1 - \lambda)y > 0$. By (b), there exists $\alpha \in A$ such that
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\[
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\[
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\mu\bracs{f_\alpha + \delta < f} < \frac{\epsilon}{\norm{\phi}_u}
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\lim_{\alpha \in A}\int f_\alpha d\mu = \sup_{\alpha \in A}\int f_\alpha d\mu \ge \int \phi d\mu
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\]
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\]
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In which case,
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for any $\phi \in \Sigma^+(X, \cm)$ satisfying:
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\begin{enumerate}[label=(\roman*)]
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\item There exists $\delta > 0$ such that $\phi + \delta \le f$ on $\bracs{\phi > 0}$.
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\item $\phi \in L^1(X, \cm)$.
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\end{enumerate}
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To this end, let $\eps > 0$. Since $\mu\bracs{\phi > 0} < \infty$, by (b), there exists $\alpha \in A$ such that
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\[
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\mu\bracs{\phi > 0, f_\alpha + \delta < \phi} \le \mu\bracs{\phi > 0, f_\alpha + \delta < f} < \frac{\eps}{\norm{\phi}_u}
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\]
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In which case, by \hyperref[linearity]{proposition:lebesgue-simple-properties},
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\begin{align*}
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\begin{align*}
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\int f_\alpha d\mu &\ge \int_{\bracs{f_\alpha + \delta \ge f}} f_\alpha d\mu \ge \int_{\bracs{f_\alpha + \delta \ge f}}\lambda\phi d\mu \\
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\int \phi d\mu &= \int_{\bracs{\phi > 0}}\phi d\mu = \int_{\bracs{\phi > 0, f_\alpha + \delta \ge \phi}} \phi d\mu + \int_{\bracs{\phi > 0, f_\alpha + \delta < \phi}} \phi d\mu \\
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&\ge \lambda\int \phi d\mu - \frac{\eps \norm{\phi}_u}{\norm{\phi}_u} = \lambda \int \phi d\mu - \eps
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&\le \int_{\bracs{\phi > 0, f_\alpha + \delta \ge \phi}} f_\alpha d\mu +\norm{\phi}_u\mu \bracs{\phi > 0, f_\alpha + \delta < \phi} \\
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&\le \int f_\alpha d\mu + \norm{\phi}_u \frac{\eps}{\norm{\phi}_u} = \int f_\alpha d\mu + \eps
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\end{align*}
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\end{align*}
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As the above holds for all $\eps > 0$, $\lambda \in (0, 1)$, $\sup_{\alpha \in A}\int f_\alpha d\mu \ge \int \phi d\mu$. Therefore $\sup_{\alpha \in A}\int f_\alpha d\mu \ge \int f d\mu$ by \autoref{lemma:lebesgue-non-negative-strict}.
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As the above holds for all $\eps > 0$, $\int \phi d\mu \le \sup_{\alpha \in A}\int f_\alpha d\mu$. Therefore
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\[
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\int f d\mu = \sup_{\alpha \in A}\int f_\alpha d\mu = \lim_{\alpha \in A}\int f_\alpha d\mu
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\]
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\end{proof}
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\end{proof}
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