Equality of two measures on a generated $\sigma$-algebra.
Let $(\Omega, \mathcal{F})$ be a measurable space and $\mathcal{E} \subset \mathcal{P}(\Omega)$ a generator of $\mathcal{F}$, i.e. $\mathcal{F}$ is the intersection of all $\sigma$-algebras that contain $\mathcal{E}$. Now let $\mu$ and $\nu$ be two measures on $(\Omega, \mathcal{F})$ such that
(i) $\mathcal{E}$ is closed under intersection, i.e.: $A,B \in \mathcal{E} \implies A \cap B \in \mathcal{E}$, and
(ii) $\mu(A) = \nu(A) \quad \forall A \in \mathcal{E}$
Prove that $\mu = \nu$.
116
Answer
Answers can only be viewed under the following conditions:
- The questioner was satisfied with and accepted the answer, or
- The answer was evaluated as being 100% correct by the judge.
1 Attachment
3.7K
The answer is accepted.
Join Matchmaticians Affiliate Marketing
Program to earn up to a 50% commission on every question that your affiliated users ask or answer.
- answered
- 1670 views
- $7.00
Related Questions
- Measure Theory (A counterexample to interchanging limits and integration)
- Sigma-Algebra Generated by Unitary Subsets and Its Measurable Functions
- Finding Probability Density Function of a Standard Brownian motion: Conditioning for two different cases
- Question on a pre-measure defined by Folland's real analysis book
- Subsets and Sigma Algebras: Proving the Equality of Generated Sigma Algebras
- Probability and Statistics Question help please
- Integral of product measure
- Prove that $\frac{d \lambda}{d \mu} = \frac{d \lambda}{d \nu} \frac{d \nu}{d \mu}$ for $\sigma$-finite measures $\mu,\nu, \lambda$.
What do you mean by Pot(Ω)?
I suppose it means Power Set. I believe this advanced question merits a larger bounty.
If you want to know what a fair bounty should be, just think about how much time one may need to spend to answer the question, and how much the time of such individual is worth.
One also needs to assume that \mu(\Omega) = \nu(\Omega)
One also needs to assume that \mu(\Omega) = \nu(\Omega) and that they are finite.