Difference between revisions of "A pre-measure on a semi-ring may be extended uniquely to a pre-measure on a ring"

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(Created page with "{{Stub page|grade=A*|msg=Demote to grade A once fleshed out and grade C once (most of) a proof has been added}} <div style="display:none;"><m>\newcommand{\srmu}{\tilde{\mu}}\n...")
 
(Added definitions of what the extended pre-measure should look like)
 
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{{Stub page|grade=A*|msg=Demote to grade A once fleshed out and grade C once (most of) a proof has been added}}
 
{{Stub page|grade=A*|msg=Demote to grade A once fleshed out and grade C once (most of) a proof has been added}}
<div style="display:none;"><m>\newcommand{\srmu}{\tilde{\mu}}\newcommand{\rmu}{\bar{\mu}}</m></div>
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<div style="display:none;"><m>\newcommand{\srmu}{\tilde{\mu}}\newcommand{\rmu}{\bar{\mu}}</m>{{Extra Maths}}</div>
 
__TOC__
 
__TOC__
 
==Statement==
 
==Statement==
Given a [[pre-measure on a semi-ring]], {{M|\tilde{\mu}:\mathcal{F}\rightarrow\overline{\mathbb{R}_{\ge 0} } }} (that is a [[function]] whose domain is a [[semi-ring of sets]] that is [[countably additive]] with {{M|1=\tilde{\mu}(\emptyset)=0}}) then we may [[extend (function)|extend]] {{M|\srmu}} to a [[pre-measure]], {{M|\rmu:R(\mathcal{F})\rightarrow\overline{\mathbb{R}_{\ge 0} } }}<ref group="Note">Here {{M|R(X)}} denotes the ''[[ring of sets]]'' [[ring of sets generated by|generated by]] a collection of sets, {{M|X}}.</ref>; furthermore this extension is unique{{rMIAMRLS}}.
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Given a [[pre-measure on a semi-ring]], {{M|\tilde{\mu}:\mathcal{F}\rightarrow\overline{\mathbb{R}_{\ge 0} } }} (that is a [[function]] whose domain is a [[semi-ring of sets]] that is [[countably additive]] with {{M|1=\tilde{\mu}(\emptyset)=0}}) then we may [[extend (function)|extend]] {{M|\srmu}} to a [[pre-measure]], {{M|\rmu:R(\mathcal{F})\rightarrow\overline{\mathbb{R}_{\ge 0} } }}<ref group="Note">Here {{M|R(X)}} denotes the ''[[ring of sets]]'' [[ring of sets generated by|generated by]] a collection of sets, {{M|X}}.</ref>; furthermore this extension is unique{{rMIAMRLS}}. The details follow:
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* The ring generated by a semi-ring is exactly the set of all finite disjoint unions of elements from that semiring.
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** That is to say, {{M|1=R(\mathcal{F})=\left\{\left.\bigudot_{i=1}^nA_i\ \right\vert\ (A_i)_{i=1}^n\subseteq\mathcal{F}\right\} }}
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** so any {{M|A\in R(\mathcal{F}) }} can be written as {{M|1=A=\bigudot_{i=1}^n A_i}} for some ''[[finite]]'' [[sequence]] of [[pariwise disjoint]] sets, {{MSeq|A_i|i|1|n|in=\mathcal{F} }}<ref group="Note">I've mentioned it a few times but in case it isn't clear:
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* '''For {{M|A\in R(\mathcal{F})}} we have {{M|1=A=\bigudot_{i=1}^nA_i}} for some finite sequence, {{MSeq|A_i|i|1|n|in=\mathcal{F} }}, note the elements of the sequence are in {{M|\mathcal{F} }}'''</ref>
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* We define the induced pre-measure, {{M|\rmu:R(\mathcal{F})\rightarrow\overline{\mathbb{R}_{\ge 0} } }} as follows:
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** {{M|1=\rmu:\bigudot_{i=1}^nA_i\mapsto\sum_{i=1}^n\srmu(A_i)}}, and we claim this map is [[well-defined]]
 
==Prerequisites==
 
==Prerequisites==
 
# [[the ring of sets generated by a semi-ring is the set containing the semi-ring and all finite disjoint unions]]
 
# [[the ring of sets generated by a semi-ring is the set containing the semi-ring and all finite disjoint unions]]

Latest revision as of 22:16, 19 August 2016

Stub grade: A*
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Demote to grade A once fleshed out and grade C once (most of) a proof has been added
[ilmath]\newcommand{\srmu}{\tilde{\mu}}\newcommand{\rmu}{\bar{\mu}}[/ilmath][math]\newcommand{\bigudot}{ \mathchoice{\mathop{\bigcup\mkern-15mu\cdot\mkern8mu}}{\mathop{\bigcup\mkern-13mu\cdot\mkern5mu}}{\mathop{\bigcup\mkern-13mu\cdot\mkern5mu}}{\mathop{\bigcup\mkern-13mu\cdot\mkern5mu}} }[/math][math]\newcommand{\udot}{\cup\mkern-12.5mu\cdot\mkern6.25mu\!}[/math][math]\require{AMScd}\newcommand{\d}[1][]{\mathrm{d}^{#1} }[/math]

Statement

Given a pre-measure on a semi-ring, [ilmath]\tilde{\mu}:\mathcal{F}\rightarrow\overline{\mathbb{R}_{\ge 0} } [/ilmath] (that is a function whose domain is a semi-ring of sets that is countably additive with [ilmath]\tilde{\mu}(\emptyset)=0[/ilmath]) then we may extend [ilmath]\srmu[/ilmath] to a pre-measure, [ilmath]\rmu:R(\mathcal{F})\rightarrow\overline{\mathbb{R}_{\ge 0} } [/ilmath][Note 1]; furthermore this extension is unique[1]. The details follow:

  • The ring generated by a semi-ring is exactly the set of all finite disjoint unions of elements from that semiring.
    • That is to say, [ilmath]R(\mathcal{F})=\left\{\left.\bigudot_{i=1}^nA_i\ \right\vert\ (A_i)_{i=1}^n\subseteq\mathcal{F}\right\}[/ilmath]
    • so any [ilmath]A\in R(\mathcal{F}) [/ilmath] can be written as [ilmath]A=\bigudot_{i=1}^n A_i[/ilmath] for some finite sequence of pariwise disjoint sets, [ilmath] ({ A_i })_{ i = 1 }^{ n }\subseteq \mathcal{F} [/ilmath][Note 2]
  • We define the induced pre-measure, [ilmath]\rmu:R(\mathcal{F})\rightarrow\overline{\mathbb{R}_{\ge 0} } [/ilmath] as follows:
    • [ilmath]\rmu:\bigudot_{i=1}^nA_i\mapsto\sum_{i=1}^n\srmu(A_i)[/ilmath], and we claim this map is well-defined

Prerequisites

  1. the ring of sets generated by a semi-ring is the set containing the semi-ring and all finite disjoint unions

Proof

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See also

Notes

  1. Here [ilmath]R(X)[/ilmath] denotes the ring of sets generated by a collection of sets, [ilmath]X[/ilmath].
  2. I've mentioned it a few times but in case it isn't clear:
    • For [ilmath]A\in R(\mathcal{F})[/ilmath] we have [ilmath]A=\bigudot_{i=1}^nA_i[/ilmath] for some finite sequence, [ilmath] ({ A_i })_{ i = 1 }^{ n }\subseteq \mathcal{F} [/ilmath], note the elements of the sequence are in [ilmath]\mathcal{F} [/ilmath]

References

  1. 1.0 1.1 Measures, Integrals and Martingales - René L. Schilling