Solution

ID: past-exam-of-the-integration-course-of-the-university-of-oxford/2015/1/c/solution

For , finite additivity on the disjoint pieces of the half-line gives
By monotonicity of a measure and the Lebesgue measure of an interval,
Exchanging the two points if necessary proves
Thus the cumulative measure of a finite-measure set is a Lipschitz function with Lipschitz constant at most one, hence is uniformly continuous: given , the choice works simultaneously at every point.
To locate its endpoint limits, the measurable sets increase to , so continuity from below of a measure gives . The measurable sets decrease to the empty set and all have finite measure, so continuity from above of a measure gives . Since is nondecreasing,
For , choose with . The intermediate value theorem on gives with . Then
The endpoint values can also be achieved by . This proves divisibility of Lebesgue measure for arbitrary finite-measure Lebesgue measurable sets on the real line, including unbounded ones. The non-atomic measure structure permits prescribed fractions of measure; a measure concentrated at one point would not have this property.

New to topics? Read the docs here!