Section 3.1

Extensions and Restrictions

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Problem 3.1.1

Let (Ω,A,μ)(\Omega , \mathcal{A}, \mu ) denote a measure space. Pick E∈AE \in \mathcal{A} and define AE={F∈A:F⊆E}\mathcal{A}_{E}=\left\{ F \in \mathcal{A}: F \subseteq E\right\}. Then AE\mathcal{A}_{E} is a σ\sigma-field on E,AE={A∩E:A∈A}E, \mathcal{A}_{E}=\left\{ A \cap E: A \in \mathcal{A}\right\}, and the restriction μE\mu_{E} of μ\mu [from A\mathcal{A} ] to AE\mathcal{A}_{E} is a measure. That is, (E,AE,μE)\left(E, \mathcal{A}_{E}, \mu_{E}\right) is a measure space and μE=μ\mu_{E}=\mu on AE\mathcal{A}_{E}.

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Problem 3.1.2

Prove Claim 1 and 2.

Claim 1 Assume the notation of the definition. If μ\mu is σ\sigma-finite on G\mathscr {G}, then vv is σ\sigma-finite on G\mathscr {G} as well.

Claim 2 Suppose that ∅∈G\varnothing \in \mathscr {G}, and let G⊆H⊆2Ω\mathscr {G} \subseteq \mathscr {H} \subseteq 2^{\Omega }. Let v:H→R‾v: \mathscr {H} \rightarrow \overline{\mathbb {R}} denote a measure. Then the restriction of vv to G\mathscr {G} is a measure.

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