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polkadot66
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Homework Statement
Given ## f \in L^1(X, M, \mu)## , show there is a ## \sigma## -finite measure ## \mu'## such that ## \int_{E} f d\mu = \int_{E} f d\mu'## .
Relevant Equations
## f \in L^1## so ## \int |f| d\mu < \infty##
a measure ## \mu'## is ## \sigma##-finite if there are sets ##A_1, A_2, ...## such that ## \mu'(A_n) < \infty## and ##X= \cup A_n##
I tried to prove this by absurd stating that there is no such ## \mu'## but i couldn't get anywhere...
 
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i would begin with the definition of f being in L^1. That should give you a sequence of step functions that approximate f and can be used to define some sets of finite measure that can be used to modify mu. anyway i would do it directly, not by contradiction.