If u is a nonnegative, additive function, then u is countably subadditive

[jdinatale]

I'm trying to prove the following:

I ran into a roadblock at the end. I can't use the assumption that [itex]\mu[\itex] is additive because we don't know that [itex](\cup{A_k}) \cap A_{j + 1} = \emptyset[\itex].<br /> <br /> We do know that $\mu(\cup_{k=1}^jA_k) + \mu(A_{j + 1} \leq \sum_{k=1}^{j+1}\mu(A_k)[\itex].$[/itex][/itex]

 

[morphism]

You don't really need to worry about the intersection stuff. It's enough to note that a nonnegative additive function will be (finitely) subadditive.