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Added the definition of the Lebesgue-Stieltjes measure.

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Bokuan Li
2026-01-08 23:00:52 -05:00
parent a89c447b3b
commit eee78f6e29
7 changed files with 171 additions and 14 deletions
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src/measure/sets/elementary.tex
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@@ -5,31 +5,45 @@
\label{definition:elementary-family}
Let $X$ be a set and $\ce \subset 2^X$, then $\ce$ is an \textbf{elementary family} if:
\begin{enumerate}
\item[(P1)] $\emptyset \in \mathcal{P}$.
\item[(P2)] For any $A, B \in \mathcal{P}$, $A \cap B \in \mathcal{P}$.
\item[(E1)] For any $E \in \ce$, there exists $\seqf{E_j} \subset \ce$ such that $E^c = \bigsqcup_{j = 1}^n E_j$.
\item[(P1)] $\emptyset \in \ce$.
\item[(P2)] For any $A, B \in \ce$, $A \cap B \in \ce$.
\item[(E)] For any $E, F \in \ce$ with $E \subset F$, there exists $\seqf{E_j} \subset \ce$ such that $E \setminus F = \bigsqcup_{j = 1}^n E_j$.
\end{enumerate}
If $X \in \ce$, then (E) may be replaced with
\begin{enumerate}
\item[(E')] For any $E \in \ce$, there exists $\seqf{E_j} \subset \ce$ such that $E^c = \bigsqcup_{j = 1}^n E_j$.
\end{enumerate}
\end{definition}
\begin{proposition}[{{\cite[Proposition 1.7]{Folland}}}]
\label{proposition:elementary-family-algebra}
Let $X$ be a set and $\ce \subset 2^X$ be an elementary family, then
Let $X$ be a set and $\ce \subset 2^X$ be an elementary family and
\[
\alg = \bracs{\bigsqcup_{i = 1}^n E_j \bigg | \seqf{E_j} \subset \text{ pairwise disjoint}}
\]
is an algebra.
then is a ring. If $X \in \ce$, then $\ce$ is an algebra.
\end{proposition}
\begin{proof}
Firstly, let $A, B \in \alg$ with $\seqf{A_j}, \seqf[m]{B_j} \subset \ce$ and $A = \bigsqcup_{j = 1}^n A_j$ and $B = \bigsqcup_{j = 1}^mB_j$. If $A \cap B = \emptyset$, then
\[
A \sqcup B = \bigsqcup_{j = 1}^n A_j \sqcup \bigsqcup_{j = 1}^mB_j \in \alg
\]
so $\alg$ is closed under disjoint unions.
(A1): By (P1) $\emptyset \in \ce$. By (E1), there exists $\seqf{E_j} \subset \ce$ such that $X = \emptyset^c = \bigsqcup_{j = 1}^nE_j \in \alg$.
(A2): Let $A = \bigsqcup_{j = 1}^n A_j \in \alg$. By including additional empty sets, assume without loss of generality that there exists $\bracs{E_{i, j}| 1 \le i \le n, 1 \le j \le m}$ such that $A_i^c = \bigsqcup_{j = 1}^m E_{i, j}$ for each $1 \le j \le n$. In which case,
(A2'): Let $A = \bigsqcup_{j = 1}^n A_j \in \alg$ and $B \in \ce$. By including additional empty sets, assume without loss of generality that there exists $\bracs{E_{i, j}| 1 \le i \le n, 1 \le j \le m}$ such that $B \setminus A_i = \bigsqcup_{j = 1}^m E_{i, j}$ for each $1 \le j \le n$. In which case,
\[
A^c = \bigcap_{i = 1}^n A_i^c = \bigcap_{i = 1}^n \bigsqcup_{j = 1}^m E_{i, j} = \bigsqcup_{\alpha \in [1, m]^n} \underbrace{\bigcap_{i = 1}^n E_{i, \alpha_i}}_{\in \ce} \in \ce
B \setminus A = \bigcap_{i = 1}^n B \setminus A_i = \bigcap_{i = 1}^n \bigsqcup_{j = 1}^m E_{i, j} = \bigsqcup_{\alpha \in [1, m]^n} \underbrace{\bigcap_{i = 1}^n E_{i, \alpha_i}}_{\in \ce} \in \ce
\]
Thus if $B \in \alg$ with $B = \bigsqcup_{j = 1}^n B_j$, then
\[
B \setminus A = \bigsqcup_{j = 1}^n B_j \setminus A \in \alg
\]
(A3): Let $A = \bigsqcup_{j = 1}^n A_j, B = \bigsqcup_{j = 1}^m B_j \in \alg$, then
\[
A \cap B = \braks{\bigsqcup_{j = 1}^n A_j} \cap \braks{\bigsqcup_{j = 1}^m B_j} = \bigsqcup_{i = 1}^n \bigcup_{j = 1}^m \underbrace{A_i \cap B_j}_{\in \ce} \in \alg
A \cap B = \braks{\bigsqcup_{j = 1}^n A_j} \cap \braks{\bigsqcup_{j = 1}^m B_j} = \bigsqcup_{i = 1}^n \bigsqcup_{j = 1}^m \underbrace{A_i \cap B_j}_{\in \ce} \in \alg
\]
so $\alg$ is closed under intersections. Thus using (A2), $A \cup B = (A^c \cap B^c)^c \in \alg$.
so $\alg$ is closed under intersections. Thus using (A2), $A \cup B = A \setminus B \sqcup B \setminus A \sqcup A \cap B$.
\end{proof}