On the basic extension theorem in measure theory (Q801166): Difference between revisions

Let \({\mathcal F}\) be a lattice of subsets of a nonvoid set X which contains \(\emptyset\), and \(\tau\) : \({\mathcal F}\to [0,\infty]\) be isotone and modular with \(\tau (\emptyset)=0\). The paper extends and unifies the known results on the existence of extensions of \(\tau\) to measures on the \(\sigma\)-algebra \({\mathcal F}^*\) generated by \({\mathcal F}\); see in particular \textit{J. L. Kelley, M. K. Nayak} and \textit{T. P. Srinivasan} [Vector operator valued measures Appl., Symp. Alta, Utah 1972, 155-164 (1973; Zbl 0293.28002)]. Instead of the usual Carathéodory outer measure \(\tau^*\) the author forms \(\tau^{\infty}:\) \(\tau^{\infty}(A)=Inf\lim_{l\to \infty}\tau (A_ l)\) for \(A\subset X\), where the Inf extends over all increasing sequences \((A_ l)_ l\) in \({\mathcal F}\) with union \(\supset A\). In contrast to \(\tau^*\) this function has an obvious counterpart as an inner measure, namely \(\tau_{\infty}:\) \(\tau_{\infty}(A)=Sup\lim_{l\to \infty}\tau (A_ l)\) for \(A\subset X\), where the Sup extends over all decreasing sequences \((A_ l)_ l\) in \({\mathfrak F}:=\{A\in {\mathcal F}: \tau (A)<\infty \}\) with intersection \(\supset A\). With the aid of these functions one obtains necessary and sufficient conditions which weaken the familiar sufficient conditions such as tightness and the like. For the existence of an extension on \({\mathcal F}^*\) which is inner regular with respect to \({\mathfrak F}^{\delta}\) the condition reads: It is downward smooth and satisfies \(\tau (A)+\tau_{\infty}(B\setminus A)\geq \tau (B)\) for all A,B\(\in {\mathfrak F}\) with \(A\subset B\), or equivalently: \(\tau\) is smooth at \(\emptyset\) and satisfies \(\tau (A)+\tau_ B(B\setminus A)\geq \tau (B)\) for all A,B\(\in {\mathfrak F}\) with \(A\subset B\), where \(\tau_ B\) is defined as \(\tau_{\infty}\) but restricted to the sequences \((A_ l)_ l\) contained in B.