Solution

ID: past-exam-of-the-mathematics-course-of-the-university-of-cambridge/2020/ii/paper-2/26k/b/solution

The Caratheodory extension theorem states that a premeasure on an algebra of subsets of extends to a measure on the generated sigma-algebra. If is sigma-finite, this extension is unique. In particular, a finite premeasure has a unique extension.

New to topics? Read the docs here!