Cumulative measure of a finite-measure set 2026-10-31
For a Lebesgue measurable set of finite measure, the displayed function satisfies . Indeed, for , finite additivity and monotonicity of a measure give . Thus is a nondecreasing Lipschitz function and is uniformly continuous even if is unbounded.
Continuity from above of a measure gives as , while continuity from below of a measure gives as . Every strictly intermediate value is attained by the intermediate value theorem. The corresponding half-line cut of realizes any prescribed measure between zero and ; the endpoints are realized by the empty set and itself.
Monotonicity of a measure 2026-10-31
For measurable sets , the disjoint union and finite additivity give . This uses nonnegativity and is valid with infinite values; it does not subtract infinities. Monotonicity of a measure implies that increasing measurable sets have nondecreasing measures, but the equality of their limit with the measure of their union uses the stronger axiom of countable additivity.
For , finite additivity on the disjoint pieces of the half-line givesBy monotonicity of a measure and the Lebesgue measure of an interval,Exchanging the two points if necessary provesThus 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 . ThenThe 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.