3.

Properties of measures

In this section we prove some standard properties of measures on

-algebras.
To avoid unnecessary repetition, throughout this section we
assume that we are working in a measure space (X, F , ).

Lemma 3.14 Let A1 , A2 , . . . , An be pairwise disjoint sets in

F . Then
!
n
n
X
[
(Ak ) .
Ak =

k=1

k=1

48

Corollary 3.15 Let A, B F with A B. Then

(B) = (A) + (B \ A)
and so, in particular,
(B) (A) .

49

Lemma 3.16 Let A1 , A2 , A3 , F . Then

!

[
X
Ak

(Ak ) .
k=1

k=1

50

51

Theorem 3.17 Let A1 , A2 , A3 , F with

A1 A2 A3 .
Then

k=1

Ak

= lim (An ) .
n

52

Corollary 3.18 Let B1 , B2 , B3 , F with

B1 B2 B3 .
Suppose that (B1 ) < . Then
!

Bk = lim (Bn ) .
n

k=1

53