Solution

ID: past-exam-of-the-real-and-harmonic-analysis-course-of-the-university-of-oxford/2008/1/b/solution

Write for the partition supremum. Empty cells are permitted, so for each , and is finite. Also .
Let . Any measurable partition yields
Taking its supremum gives one inequality. Conversely, for any choose for each a partition whose sum exceeds . The sets partition , and countable additivity of each gives . Let . Thus is a finite measure.
If another measure dominates every , then for every such partition . Consequently . Hence is the least dominating measure, the finite supremum of positive measures. It generally differs from the pointwise maximum of the numbers : the maximizing index may differ between pieces of .

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