Solution

ID: past-exam-of-the-mathematics-course-of-the-university-of-cambridge/2010/ii/paper-1/26i/solution

A ring of sets is closed under finite unions and differences. A premeasure on it is a nonnegative set function with value zero on the empty set that is countably additive whenever a disjoint union remains in the ring. Caratheodory extension theorem extends a premeasure to a measure on the generated sigma-algebra; this extension is unique there when the premeasure is sigma-finite. It is obtained from the outer measure
whose measurable sets satisfy for every . The resulting complete measurable sigma-algebra contains the sigma-algebra generated by the ring.
For the required continuity, let in the bounded-interval ring and fix . From each component of , remove a sufficiently short initial piece and retain the compact interval . The union is a compact set , and is covered by a ring set of total length less than ; one can take unions of . We do not incorrectly assume the compact sets themselves belong to the half-open interval ring.
Since and is compact, the finite intersection property supplies with . For , membership in all earlier means some failure of membership in puts in . Thus
Finite additivity gives the finite subadditivity used here. Monotonicity now proves .
If a disjoint union lies in the ring, its remainders decrease to the empty set. The proved continuity and finite additivity imply countable additivity, so the length function is a premeasure. The ring generates the Borel sigma-algebra and covers the line by bounded intervals of finite measure. Its unique sigma-finite extension is Borel length measure; its completion is Lebesgue measure.

New to topics? Read the docs here!