Proving lim m(Ei) = m(E) in Measure Spaces

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SUMMARY

The discussion centers on proving that the limit of the measures of sets \( m(E_i) \) converges to \( m(E) \) in a measure space \( (X, M, m) \) where \( \lim (E_k) = \overline{\lim}(E_k) = E \). A key point raised is that the proof holds under the condition that \( m\left(\bigcup_{j \geq n} E_j\right) < \infty \) for sufficiently large \( n \). The challenge arises when this condition is not met, specifically when \( m\left(\bigcup_{j \geq n} E_j\right) = \infty \) for all \( n \in \mathbb{N} \), complicating the proof process.

PREREQUISITES
  • Understanding of measure theory concepts, specifically limits of sets.
  • Familiarity with the properties of measure spaces, including \( m(E) \) and \( m\left(\bigcup E_j\right) \).
  • Knowledge of the definitions of \( \lim \) and \( \overline{\lim} \) in the context of sequences of sets.
  • Basic proficiency in mathematical proofs and logical reasoning.
NEXT STEPS
  • Study the properties of measures in detail, focusing on the implications of \( m\left(\bigcup E_j\right) < \infty \).
  • Research the concept of convergence in measure theory, particularly in relation to \( \lim \) and \( \overline{\lim} \).
  • Explore counterexamples in measure theory where \( m\left(\bigcup E_j\right) = \infty \) affects convergence.
  • Examine the Dominated Convergence Theorem and its applications in measure spaces.
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Mathematicians, students of advanced calculus, and researchers in measure theory who are working on convergence properties of measures in measure spaces.

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Homework Statement


Let (X , M, m) be a certain measure space and {En} sets in M with the property:
\underline{lim} (Ek) = \overline{lim}(Ek) = E
prove that lim m(Ei) exists and = m(E) as n approaches infinity.


Homework Equations





The Attempt at a Solution


i solved the problem, if it were given that m(\bigcupEi) is stirctly less that infinity, but i don't know how to overcome that problem since that was not given.
any help is appreciated.
thank you.
 
Last edited:
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For the finite version you've proved already, it should be enough to have the hypothesis that m\left(\bigcup_{j\geq n} E_j\right) &lt; \infty for some sufficiently large n, because your problem isn't changed if you throw away finitely many of the E_j from the front. But the negation of this hypothesis is that m\left(\bigcup_{j\geq n} E_j\right) = \infty for every n \in \mathbb{N}, which is a little stronger. Does that help?
 

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