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MEASURE · 1

Sigma-algebras and measures

8 concepts · 15 questions

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MEASUREExam-style●●●○○new1 Sigma-algebras and measures

Let μ\mu be a finite measure and AnA_n measurable with ∑μ(An)<∞\sum\mu(A_n) < \infty. (a) Show μ(⋃k≥nAk)→0\mu(\bigcup_{k\ge n}A_k)\to0. (b) Deduce that μ({x:x∈An for infinitely many n})=0\mu(\{x : x\in A_n\text{ for infinitely many }n\}) = 0 (the Borel–Cantelli lemma). (c) Does (b) need μ\mu finite?