Bourbaki

Exercise 9, § 3

Integration, IX, p. 110

Let XX be a set; one calls gauge on XX every countably additive mapping of P(X)\mathscr{P}(X) into R+\mathbf{R}_+; a gauge mm on XX is said to be diffuse if m({x})=0m(\{x\}) = 0 for all x∈Xx \in X, and to be atomic if there exists a positive function ff on XX such that m(A)=∑x∈Af(x)m(A) = \sum_{x \in A} f(x) for every subset AA of XX.

a) Show that every gauge on XX may be decomposed in a unique way as the sum of a diffuse gauge and an atomic gauge.

b) Let X′X' be a subset of XX, and m′m' a gauge on X′X'; for every subset AA of XX, one sets m(A)=m′(A∩X′)m(A) = m'(A \cap X'). Show that mm is a gauge on XX and that it is diffuse (resp. atomic) if and only if m′m' has the same property.

c) Let mm be a gauge on XX and let (Xi)i∈I(X_i)_{i \in I} be a family of pairwise disjoint subsets of XX. If every gauge on II is atomic, then m(⋃i∈IXi)=∑i∈Im(Xi)m(\bigcup_{i \in I} X_i) = \sum_{i \in I} m(X_i).

Solution

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