A Correspondence Theorem
[4/0%]Let denote a measure that assigns finite measure to all bounded -sets. There does not exist an such that and on .
Let denote a measure such that . There is a unique that simultaneously has the following properties:
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,
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, and
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is the unique measure extension of from to .
Such a result is foundational to mathematical statistics and probability.
There exists a set that fails to be in for every that is continuous. Follow this outline.
The cardinality of the collection of uncountable closed subsets of is .
Let denote the smallest uncountable ordinal number. From (a), we can form a well-ordering of the uncountable closed subsets of .
Let and denote two distinct points of . Observe that has cardinal number less than , hence . Therefore, we may select distinct and from . Observe that has cardinal number less than , hence . Pick two distinct points , and continue. Employ the following transfinite recursion scheme: let denote an infinite ordinal, and suppose that and have been defined for all . The set has cardinality less than [prove!], and thus , hence we may choose distinct . Let . Then and are nonempty for each .
Let be continuous and nonconstant. Then for some .
Let be continuous and nonconstant, so that and are nontrivial [that is, they are not identically zero]. If , then
where is the restriction of the outer measure to .
Given how was defined, the only compact subsets of are amc.
For each , . [ is of course continuous in this and all subsequent parts.]
By (e)-(g), .
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The results of (h) and (i) force to be constant, and hence a contradiction ensues. Conclude that for any continuous nonconstant .
In the same spirit as the previous exercise, the Continuum Hypothesis (CH) and the Axiom of Choice (AC) imply that there exists a set with and for every continuous . Follow this outline.
There exists an indexing of the collection of nowhere dense closed subsets of , where again denotes the smallest uncountable ordinal.
Employ a transfinitely recursive scheme to obtain a set by the following: let ; suppose that for each the number is defined for each . Pick . This construction requires (AC). [Precisely where?]
Let . Then (CH) forces .
For every , we have that is amc.
for every continuous .