Convergence of sequence of measurable sets

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SUMMARY

The discussion focuses on the convergence of sequences of measurable sets within a totally finite measure μ defined on a σ-field X. It establishes the symmetric difference metric d(A,B)=μ(A-B)+μ(B-A) as a valid pseudo-metric, leading to the definition of the metric space (X',d). The challenge presented is to prove the completeness of this metric space by formalizing the limit of a Cauchy sequence {An}, with candidates for the limit set being defined as {Bn} and {Cn}. The discussion emphasizes the need to show that C=B to conclude the convergence of {An}.

PREREQUISITES
  • Understanding of totally finite measures and σ-fields
  • Familiarity with pseudo-metrics and metric spaces
  • Knowledge of Cauchy sequences in the context of measure theory
  • Ability to work with limits and set operations in measure theory
NEXT STEPS
  • Study the properties of symmetric difference metrics in measure theory
  • Learn about the completeness of metric spaces, particularly in the context of measure theory
  • Explore the concepts of convergence in sequences of measurable sets
  • Investigate the relationship between Cauchy sequences and limit sets in measure spaces
USEFUL FOR

Mathematicians, particularly those specializing in measure theory, researchers in functional analysis, and students studying advanced topics in real analysis will benefit from this discussion.

sunjin09
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Given a totally finite measure μ defined on a [itex]\sigma[/itex]-field X, define the (pseudo)metric d(A,B)=μ(A-B)+μ(B-A), (the symmetric difference metric), it can be shown this is a valid pseudo-metric and therefore the metric space (X',d) is well defined if equivalent classes of sets [itex][A_\alpha][/itex] where [itex]d(A_{\alpha_1},A_{\alpha_2})=0[/itex] are considered.

How do I show this metric space (X',d) is complete? In other words, given a Cauchy sequence {An}, the limit seems to be given by [itex]A=\cap_{n=1}^\infty A_n[/itex], but how do I formalize the proof? d(An,A)=μ(An-A)=[itex]\mu(A_n-\cap_{n=1}^\infty A_n[/itex])=...,
How do I make use of the Cauchy sequence {An}?
 
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It turns out the limit is not [itex]A=\cap_nA_n[/itex] (e.g., [itex]A_1=\emptyset,A_n=A\neq\emptyset,n>1[/itex]), unless [itex]A_{n+1}\subset A_n[/itex], in which case
[itex]\mu(A)=\mu(\cap_nA_n)=\lim_{n\rightarrow\infty}\mu(A_n)[/itex], so that [itex]\lim_{n\rightarrow\infty} d(A_n,A)=\lim_{n\rightarrow\infty}[\mu(A_n)-\mu(A)]=0[/itex].

In the general case, what would be a suitable candidate limit set?
 
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I have come up with two candidates, define {Bn} and {Cn} where [itex]B_n=\cup_{k=n}^\infty A_k[/itex] and [itex]C_n=\cap_{k=n}^\infty A_k[/itex], it can be shown that {Bn} converges to [itex]B=\cap_{k=n}^\infty B_k[/itex] and {Cn} converges to [itex]C=\cup_{k=n}^\infty C_k[/itex], it can also be shown that [itex]C_n\subset A_n\subset B_n[/itex], the problem is how to show C=B so that {An} has to converge to B or C. Can anybody help? Thanks a lot.
 

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