Internat. J. Math. & Math. Sci.
VOL. 21 NO. 4 (1998) 653-670
653
SOME REMARKS CONCERNING FINITELY
SUBADDmVEOUTER
MEASURESWITH APPUCATIONS
JOHNE. KNIGHT
Department
of MathematicsLong
Island UniversityBrooklyn
Campus
University Plaza Brooklyn, NewYork 11201U.S.A.(Received November 21, 1996 and in revised form October 29, 1997)
ABSTRACT. The presentpaperisintendedasafirst step toward the establishment ofageneraltheory of finitelysubadditive outermeasures. First, ageneral method for constructingafinitely subadditive outermeasureandan associatedfinitelyadditivemeasureonanyspaceispresented. This isfollowed by adiscussionofthetheoryofinnermeasures,theirconstruction, and the relationship oftheirpropertiesto thoseof an associated finitely subadditiveoutermeasure.
In
particular,the interconnections between the measurable setsdeterminedbyboth theoutermeasureanditsassociated innermeasure are examined.Finally, several applications of thegeneraltheory are given,withspecialattentionbeingpaidtovarious latticerelatedsetfunctions.
KEY WORDS AND PHRASES: Outermeasure, inner measure, measurable set, finitely subadditive, superadditive, countably superadditive, submodular, supermodular, regular, approximately regular, condition
(M).
1980AMSSUBJECTCLASSIFICATION CODES: 28A12,28A10.
1. INTRODUCTION
Forsometimenowcountablysubadditive outermeasureshave been studied from the vantage point ofageneraltheory(e.g. see[4],
[6]),
butuntilnowthishasnotbeentruefor finitely subadditiveouter measures. Althoughsome efforthas been madetoexplorethe interconnections between certainspecific examples of finitely subadditive outer measures(see [3], [7], [8], [10]),
there is still no unifying framework forthis subjectanalogoustothe oneforthecountablysubadditive case.Thispaperis intendedtobe a first step toward the development of suchageneraltheoryfor finitely subadditiveoutermeasures. Ifsuccessful,such anabstract framework wouldunifythesubject,making further researchinto thisareamore efficient andtherebyenhancing furtherprogress. New examplesof finitely subadditive outermeasures could be establishedat will in any space andtheir characteristics readily inferred from aminimumof information.
Section 3 contains a discussion of the general concept ofa finitely subadditive outer measure.
Starting fromacoveting class and anappropriatesetfunction defined on that class,weshow howto construct a finitely subadditive outer measurein any space and howthis leads to a finitelyadditive measure inthatspace.
In
Section4weexplorethegeneralconceptofinnermeasure. Using a suitable finitely subadditive outermeasure,we show howto constructan innermeasure inany space. Wethen characterize the measurablesetsdeterminedbythis innermeasure and examine the interconnections between thosesets andthe ones determinedbytheoriginaloutermeasure. Thepropertyofsubmodularityplaysakeyrole in654 J.E. KNIGHT
this investigation. The results obtained here make it clear that thestudyofinnermeasureisessentialtoa fullunderstandingoffinitelysubadditiveoutermeasures.
An
example ofthe value ofthegeneral principles developedin Sections 3 and 4 ispresented in Section 5. Wecan use agivenfinite, finitely subadditiveoutermeasurevand the collectionS
ofitsmeasurable sets to define two new finite setfunctions v and
uo.
The results of Sections 3 and4 immediately revealnotonlythat’
isa finitely subadditiveoutermeasureand thatVo isan innermeasure, but alsotheir basicproperties andtheir interconnections with oneanother.The importanceofageneral theoryof finitely subadditive outer measures beginstoemergeinthe discussionof theset functions
v
and vo, forhere we first see the marked contrastsbetweenthenew theory and that for thecountablysubadditive case(see [6]).
Whenv and ,o are constructed from a given finiteoutermeasure,certain important related concepts which coincideinthecountablysubadditive case are actuallydistinctinthe finitelysubadditive case. Forinstance, ifvisacountablysubadditive outer measure andq, ,.qo,
and,So
denote the collections of measurable sets for v, v,
and o, respectively, then,S q, ,So. However,
if v is finitely subadditive, we can only say thatS
C,S, ,So.
Toobtaincomplete equalityinthelattercase,wemustimpose an additional condition on,. At
the end of Section5,weseeotherstrongcontrastsbetween thenewtheory andtheold in the conceptof regularity.InSection6 weapplyall thegeneralresults of the previous sectionstothe importantexamplesof measures definedin termsof a lattice, thus obtaining in a systematicmannerthefundamentalproperties of the associatedouterandinnermeasures.
(In
thisconnection, see also[3], [7], [8], [10].
Foramore detaileddiscussionofthegeneraltheoryof finitelysubadditiveoutermeasures,see[5]).In
thenextsection weprovide forthereader’sconvenienceasurvey ofsomeofthemorespecialized notationand terminology that we shah usethroughoutthispaper.In
the caseoflatticerelatedmeasures andoutermeasures,our notation andterminologyareconsistent with[1], [2],
[9],[11], [12].
2. BACKGROUND AND NOTATION
Throughoutthispaper,
X
willdenotean arbitrarysetand7:’(X)
the collection of all subsetsofX.
Weshallalwaysassume that
X .
Acollection C7(X)
will becalleda latticeifA, B
impfiesthat
A
tJB
andA B .
Furthermore,weshall always assumethat, X .
Thecomplementofaset
A
CX
willbedenoted byA ,
andthecollection’
willbe definedby’ {L’
CNotethat is alattice.
4()
willdenotethealgebra generated bya lattice and6()
the lattice of countable intersections of setsfrom.
Alattice willbe calleda6-latticeif6() .
We shallalso need thefollowingdefinition and theorem in Section 6.
DEFINITION2.1. Alattice is saidtobenormal, if for all
A, B
such thatA
f3B ,
thereexist
C, D
such thatA
CC, B c/’,
andC’
f3D’
THEOREM2.2.
A
lattice isnormal if and only ifforallA,
L],L2
such thatA
CL
there existA1,
A2
G such thatA]CL, A2
CL,
andA
A]A2.
If the propertyofcountablesubadditivityisreplaced byfinite subadditivityin the definitionofan outermeasurev,weshallsay thatvis af’mitely subadditive outer measure.
We now list some of the less common terminology that we shall userepeatedly throughoutthis work.
DEFINITION 2.3.
An
extended real valued set functionA
defined on a class of sets is superadditive on,
ifwheneverE, F , E
tF ,
andE
CIF ),
thenA(E F) >_ )(E)+A(F).
If
{ Ei }i
C isanyfinitecollectionof pairwise disjointsetsforwhichE
andi=1
i’-I i’-I
REMARKSCONCERNINGFINITELYSUBADDITIVE O MEASURES 655 we shall say that
A
is finitelysuperadditive on.
Ifthis same statementholds for anycountablecollection ofpairwise disjoint sets in
E
whoseunion alsobelongs to’,
we saythatA
is countably superadditiveon’.
DEFINITION2.4. Let
A
beanextended real valued nonnegativesetfunction definedon aclass of sets.
If for allE, F
6withE
t.JF
andE F ,
theinequalityA(E
t.JF) + A(E F) _ A(E) + A(F)
holds,weshallsaythat
A
issubmodularon.
If thegeverseinequalityholdsfoganysuch pai ofsetsin,
weshall saythatA
is supermodular on.
Ifstrictequalityholds under the same conditions, thenA
is modular on.
Obviously,ameasure defined on analgebra.A
ismodularonREMARK
2.. Sincesubmodularityon aclass implies finite subadditivityon,
weshall refetoasubmodular, finitely subadditiveouter measuremogesimplyas asubmodularoutermeasure.
We closethis section withabriefsurvey of the measurenotationandterminologywe shallbeusing.
For a lattice
c (X),
we denote byM()
the collection ofall finite, nonnegative, finitely additive, nontrivial measures on4().
Thesubsetconsistingof all the0-1valued measures inM()
willbedenotedby
I ().
DEFINITION 2.6. (a) A measure p
M()
is E-regular if fog allA sup{(L) A
DL }.
(b)
A
measugepM()
is-smoothon,
iffogallsequences{L,},__
then#
(L)
---,0.() A
measure#M()
isor-smooth on.A(),
iffo allsequences{A,}__
Ct()
fowhichA. l ,
then#(A,)
0. (Thisisequivalenttosayingthat/
iscountably additive.)(d) Ameasure/
M()
isstrongly-smooth on,
iffoallsequences{L},__
C fogwhich( )
L,
andn=lL, e , then/
n--1L --"mf/(L).
Note:
An
alternativecharacterizationofthispropertyis: p isstronglyor-smoothon,
iffor allL’ , L’, sup/(L’,).
sequencest ,,,=, C forwhich
L, T
and[J L, e ’.
then,,=1 -=1
Weshallusethe following notationstorefertothesemeasures:
Ma(f.).
the subsetofall/:-regularmeasuresinMo().
thesubset of all measuresinM()
whichare;-smoothon.
M (),
the subsetof all measuresinM()
whichare,-smoothonMo.().
thsubofall mauresinM()
whicharestrongly;-smoothon.
M (),
thesubofall-regularmeasures inM ().
The correspondin sub,s of
I()
are d,oted byI(),Io(),I(),Io.(),
andI().
rspectively.
Note:
Ceary, M(Z:) C/o.()
CMo().
DEFINITION 2.7. For any lattice/: C
P(X)
and any measure/ 6M(/:).
we definethe setfunction
p’
for allE
CX
by.’(E) f{.(L’)IE c L’,L e }.
DEFINITION2.8. If C
P(X)
is alatticeand# 6M().
wedefinethesetfunction#"
for allEcXby
i--1 i--1
DIgFINITION2.. If12C
"P(X)
is alattice,M(),
and’
is the,
functionolD,fruition2.7, thenweslllsaytlt islyrglrifforevery/./ ,
656 J.E. KNIGHT
Wedenote thesubsetof allweakly regularmeasures in
M()
byMw().
Finally, the restrictionofasetfunction u toa certainclassofsets willbedenotedby 3. FINITELY SUBADDITIVE OUTER MEASURES
Inthissection weexaminethegeneralconcept ofafinitelysubadditiveoutermeasurealongwith its relatedpropertiesand its associatedfinitelyadditive measures. We beginwith
DEFI/qITION3.1.
An
extended real valued setfunctionudefined onT’(X)
is calledafinitely subadditiveoutermeasure on7:’(X),
ifv satisfies thefollowingconditions:(a) /(0)
0andz/(E) _>
0for allE
CX.
(b)
IfE, F
CX
andE
CF,
thenv(E) < v(F).
)
(c) Forany finite collection
{E,}in__.l
C7:(X),
vEi <_ ,v(E).
i=1 i=1
If
v(X) <
oo,vis said tobefinite.DEFINITION 3.2. Let v be afinitely subaddifive outer measure on
T’(X). A
setE
CX
ist,-measurableiffor every
A
CX, t,(A) v(A
f’lE) + v(A
f’lE’).
Theclassofallu-measurablesets willbedenotedby ,5.Althoughonecanshow
,S
isanalgebraandthatv
isa fmitely additive measure, these results do notdemand thatvbeafinitelysubadditiveoutermeasure.THEOREM3.3. Let beanonnegafive real valuedsetfunctionon
7(X)
such thatA())
0. If{E cXIVG cX,(G)=(GE)+(GE’)},
then
,5
is analgebraand, ,[s
isafinitelyadditivemeasure.Theorem 3.3 shows how toconstruct a finitely additive measure from a finitely subadditiveouter measure. The constructionofsuch anoutermeasure wouldnaturallyseemtobethenextproblem.
DEFINITION3.4. Let CC
T’(X)
be nonempty. We saythatCisacoveringclass if)ECand for everyA
CX,
thereis a finite collection{ Ei }i"__1
CCsuch thatA
Ci=1
As inthe standard theory ofoutermeasures, we cannow construct a finitely subadditive outer measure.
THEOREM 3.5. For any covering class
C
C7(X)
and any finite, nonnegative set function definedonC suchthat#()
0, thesetfunctionA
definedfor eachA
CX
byi=1 i---1
isafinite, finitelysubadditive outermeasure on
(X).
By
imposingcertainconditionsonC,
we canimprove uponTheorem3.5.THEOREM 3.6. Let
C,/,
and,
be defined as in Theorem 3.5, andsupposet,is asetfunction definedfor eachA c X
by(a) If is closed under finite unions and / is finitely subadditive on
C,
thenA
v.If/
is monotone, then, extends/
toa finite, finitely subadditiveoutermeasure on7(X).
(b)
IfCis alatticeand/
issubmodularonC,
thenA
visasubmodularoutermeasure on7(X).
PROOF.
(a) C
is closed under finite unions, so foreveryA
CX,
thereis aB C
such thatA
CB.
NowA
CBtgU...U$, sobythe definitionofA,A(A) _</(B)-t-/(i)-t--..-I-/())---/(B).
Thus,
A(A) _< inf{/(B) A
CB e t:} v(A). (3.1)
REMARKS CONCERNINOFINITELY SUBADDITIVE OLrIER MEASURES 657
Onthe otherhand,for eachfinite collection
{Ei }i"=l
C(forwhichA
Ct3
Ei,[3 E,
EC,
sothedefinitionofvand the subadditivity ofpimply that ,-1 ,--1
It followsfrom
(3.1)
and(3.2)
thatA
von’(X).
Let
A
EC. If#ismonotone,then#(A) < inf{(B) A
CB C} A(A),
so#
<
AonC. Thereverseinequality isclear,soA
#onC.Co) Suppose
A1,A2
CX
and let>
0 be given. Cisclosed under finite unions, so thereexist B,ECsuch thatA,
CBi, 1,2, andwemaychoose theB,
so thatp(Bi)< v(Ai) +/2,
1,2.Furthermore,
B1
LJB2,B1 n B2
EC,
sothe defirfitionofvandthesubmodularityof/
onC
imply thatv(A1
UA2) + v(A1
f3A2) <_/(B1
t3B2) + p(B1
f3< (A) + (A) + .
Thus,v issubmodular. Since
pan (a)
impliesA
v,thedesired conclusionfollows.REMARK. Let/I
and/2
be Inite, nonnegativesetfunctions, each definedona covering class CC7(X),
vanishingat,
and yielding, accordingtoTheorem3.5,finitely subadditiveoutermeasures1
and A2, respectively. If
I 2
on{,then ),IA2
on7(X).
Sincethe concept ofregularity for finitely subadditive outer measureswill be important in later sectionsof thispaper,welist hereforconveniencethe following theorems and definitions.
DEFINITION3.7. Ifvis afinitely subadditiveoutermeasure,
A c X,
andE
/q,weshall say thatE
is a measurable cover forA
ifA
CE
and(E) v(A),
wherevlsv.
If there is a measurable cover for everyA
CX,
weshall say thatvisregular.THEOREM3.8. Ifvisafinite,regular, finitelysubadditiveoutermeasure,then
E ,S
if andonly ifv(X) v(E) + v(E’) (see [6]).
Withthe machinerywehave nowsetup,wecan easilyconstructfinitely subadditiveoutermeasures and their associated finitely additive measures in any space. We specify C and p and the finitely subadditive outermeasure andits associated finitelyadditive measure are automatically defined. To determine the properties of these set functions, we need only examine the properties of C and #.
However,
we can learn substantially more about finitely subadditiveouter
measures in general by examining the related conceptofinnermeasure.4. INNER MEASURES
Weturnnow to adiscussion of thegeneralnotionofaninnermeasure definedon
7(X)
and therelationship ofitspropertiestothoseof a finitely subadditiveoutermeasure.
DEFINITION4.1.
An
extended real valuedsetfunction pdefinedon7(X)
is an innermeasureif it satisfiesthe following properties:(a) p(O)
0.(b)
ForallE
CX, p(E) >
O.(c)
pis monotone.(d)
p iscountably superadditiveon’(X).
We maystatetheproblem ofinterestasfollows: if weuse a finite, finitely subadditiveoutermeasure von
7(X)
todefinea newsetfunction p on7;’(X)
byp(E)v(X) v(E’)
for allE
CX,
then when ispan innermeasure? Underthestated conditions, pwigpossessthefirstthree properties ofaninner658 L E. KNIGHT
measure, but to assure countable superadditivity, v must possess additional properties, as the next theorem shows.
THEOREM4.2. If
,
is a finite, finitelysubadditive outermeasure,and p is defined on’(X)
byp(E) u(X) u(E’)
for allE
CX,
then:(a) p()
0.(b) Forall
E
CX,
0_< p(E) <
oo.(c) p ismonotone.
(d)
p_
uon7(X).
(e)
IfE6S,
thenp(E)
(f)
If,
issubmodular,then p isasupermodularinnermeasure.PROOF. Theproofsof parts
(a)
through(e)
arenotdifficult, soforthe sake ofbrevity,we omit them hereandproveonly part(f).vissubmodular,so if
E, F
CX,
thenu(E’ u
By
the definition of p and the finitenessofp andv,statement(4.1)
implies(X) p(E F) + (X) p(E
UF) < v(X) p(E) + (X) p(F).
Hence, p(E
UF) + p(E
f3F) >_ p(E) + p(F),
so p issupermodular.If
E
63F
),thenp issuperadditiveondisjointsetsandbyinductionp isfinitely superadditive also.Nowlet
{E,},=I
C7:’(X)
beacountablecollectionofpairwise disjointsets. Sincepismonotone, then for all n,i= i= i=1
Lettingn oo,wehave
p
Ei >_
p(Ei) p(E).=1 =1
Therefore,p isaninnermeasure.
REMARK
4.3. When v is a finite, submodular outer measure, the setfunction p defined in Theorem4.2will becalled theinnermeasuredeterminedbyv.Wenotealso thatbyan argument similartothe oneusedtoshowthat p issuperrnodularwhenvis submodular in Theorem
4.2(0,
wecan also showthatt,issubmodularwhenever pissupermodular.DEFINITION 4.4. If
A
is an inner measure on7:’(X),
we shall say that a setE
CX
is A-measurable iffor everyA
CX,
wehave(A) (A n E) + (A n E’).
Wedenote the classof allA-measurablesetsin
7(X)
by,.
Thenexttheorem follows immediately from Theorem 3.3.
THEOREM 4.5. If
A
is a finiteinnermeasureon(X),
then,54 isanalgebraandAffiAls
isafinitely additive measure on
q.
Wenowhavetheimportant
THEOREM
4.6. If,
isa finite,submodularouter measureandpistheinnermeasure determined by v,then,Sa{E
CX Ip(E) v(E)}.
PROOF.
Let,S{E
CXIp(E) u(E)}
andchooseE e
8a. LettingA X
in Definition 4.4, wehavep(X) p(E) + p(E’).
SinceX
6,$,, Theorem4.2(e)
impliesthatp(X) v(X),
andbythedefinition of p,
p(E’) ,(X) ,(E).
Sinceallquantitiesare finite,REMARKS CONCERNINGFINITELYSUBADDITIVE OUTER MEASURES 659
p(E)
p(X)p(E’) v(X) (v(X) v(E) v(E).
Thus,
E
E,.q,
so,S,
C,S.To show the converse, let
E e
8. Clearlyp(E’)= v(X)- v(E)= p(X)- p(E),
so by the definitionofp,p(X) p(E) + p(E’). (4.2)
Sincepissupermodular,then for any
A
CX,
(A E) + (A E) > (A) + (E), /,(A E’) +
p(AE’) >/,(A) +/,(E’).
Adding and applying
(4.2)
givesp(A
13E) +
p(ACtE’) + p(A
t.JE) +
p(AUE’) _>
2p(A)+ p(X).
Again, because pissupermodular,weobtain
p(A
E) + p(A
UE’) <_ p([A
UE]
U[A
UE’]) + p([A
UE]
CI[A
UE’])
p(X)
+/,(A).
Nowstatements
(4.4)
and(4.5)implyp(ACt
E) + p(A
13E’) + p(X) + p(A) >_
2p(A)+ p(X).
(4.3)
(4.4)
(4.5)
Hence, E e %,
and,therefore,,Sp
C3. Combiningthisresultwith the reverse inclusionshown above, wehave8.
COROLLARY4.7. Under thehypothesesofTheorem4.6,
,S c 3.
PROOF. ImmediatebyTheorems 4.2 and4.6.
DEFINITION 4.$. Ifa finite, finitely subadditive outer measure v satisfies the condition that
E ,.q
ifandonlyifv(X) v(E) + v(E’),
weshallsaythatvsatisfiescondition(M).
Fromthis we obtaindirectly the important
THEOREM4.9. Ifv isa finite, submodularoutermeasure on
(X),
and pisthefinite inner measure determinedby v,thenvsatisfies condition(M)
ifandonlyifS =S, {E
CXIp(E)=v(E)}.
PROOF. SincebyTheorem 4.6 andCorollary4.7wealwayshave
,S
C,S,,
we needonlyshowthe conclusionholds for
,Sp
CAssume that v satisfies condition (M) and let EE
8,.
By the definition of p, we havev(E) p(E) v(X) v(E’),
and sincev isfinite, we obtainv(X) v(E) + v(E’).
The hypothesis now implies thatE
6,Su,
sothat,S,
COnthe otherhand, suppose
,.q,
C,Su.
Clearly, ifE
6,Su,
thenv(X) v(E) + v(E’),
soit will suffice to prove the converse implication. Assuming this latter equality holds for anyE
CX,
the finitenessofvand the definitionof p imply thatp(E)v(X) v(E’) v(E). Hence, E
E,S,,
sobyhypothesis
E
%,andconsequentlyvsatisfies condition(M).
Itnow seems naturaltoinquireastowhenafinitelysubadditive outer measureissubmodular. One condition that ensures thisisgivenby
THEOREM4.10. If isa finite,regular,finitely subadditiveoutermeasure, thenvissubmodular.
PROOF. Clar.
Weconclude this sectionwith adirectresult ofthis theorem and Theorem4.2.
Thus, for all
A c X, p(A13E)+p(A13E’)>_ p(A).
Combining this with the fact that p is superadditive,wesee thatfor allA
CX,
,(A) (A E) + (A E’).
660
COROLLARY4.11. Let
,
beafinite, finitely subadditiveoutermeasureand p thesetfunction definedfor allE
CX
byp(E) (X) (E’).
Ifuisregular,then p is aninnermeasure.5. AN APPLICATION TO
THE
SETFUNCfIONSBeginningwith afinitely subadditiveoutermeasure andthe collection
,S
ofu-measurablesets,we candefine two new setfunctions po ando
ono(X).
Weshall then show howtoderive theirbasic properties using thegeneraltheory ofSections 3and4. Wethenfollow thiswithafull discussion of the interconnectionsbetween theproperties of’
and ’o andalso oftheirrelationshipto theoriginalouter measure,.
Throughoutthissection,
,
willalwaysdenote a finite, finitelysubadditive outermeasure on(X)
and
,.q,
thesetof all,-measurablesets.DEFINITION5.1. Forall
E
CX,
wedefinethesetfunctions,oand’oasfollows:vo(E) sup{r,(M) E
TmOmM S..(a)
For evy(b) v isafinite, submodularouter measure on
)(X),
and ifE
68,thenv(E) r,(E).
()))o
is afinite,supermodularinnermeasure on(X).
ForallE
CX, o() (x)- (’).
I)ROOF. (a) Clear.
(b)
8
is a latticeand))]s
issubmodularon8,sobyTheorem 3.6(b), is asubmodular outermeasure on(X).
SincebyTheorem3.6(a), vJ8
r,, thenv(E) v(E)
for anyE
(f8.
Clearly,v isfinite.
()
Sinceu[8,
isafinitelyadditivemeasure on8,thenforE
CX,
Definition5. impliessupI(x)
v(x)
v(x) v(’).
Part (b)above and Theorem
4.2(0
nowimply that),ois asupermodularinner measure. Clearly,Vo isalso finite.REMARK
5.;. Wedefineav=measurablesetrdin8toDefinition 3.2 anddenotethe collection of all thesesetsby 8,0.By
Theorem 3.3,8,0isanalgebraandiv’ v]s,
i a finitely additive measure.Similarly,we definea
vo=meamwable
setaccordingtoDefinition4.4and denote the class of all suchsets by8o.
Thisleads directlytoTHEOREM5.4. (a)
8o
is analgebraando VolS,,
is afinitelyadditive measure on8.
(b) E
68
ifandonlyifvo(A) _< r,o(ACE)+vo(AnE’),forallA
CX.
(d)
(e) I a 8 (or 8,),
thno() v()
(f)
v satisfies condition(M)
if andonlyifS,8o.
I)ROOF.
(a)
Clear, byTheorem 4.5.(b)
This followsby the superadditivityofo.
() An
immediateconsequence of Theorems4.6and5.2(b,c).
(d) Let E
68
andchooseanyA
CX.
Givena>
0, there exists anM
68
suchthatA c M
andv(M) < v(A) +
a. SinceA
implies
REILKS CONCERNINGFINITELYSUBADDITIVE OUTERMEASURES 661
m(A) + > re(M) m(M n E) + ,( n E’)
> ,o4 n E) + ,(A n E’),
andtherefore
(A) _> t(A n E) + t(A n E’).
HenceE
E80, and thus8 c 80.
Corollary47 gives,S,,oC,S,,o.
(e)
Aclear consequence of parts(c)
and(d)
above and Theorem5.2(a).
(f)
Follows from Theorems4.9and5.2Co,c).
The following inequalitiesare notdifficulttoshow and arefrequentlyuseful.
LEMMA5.5. If
E
andF
aredisjointsetsin(X),
thento(E) + to(F) < to(E
0F) < to(E) + t(F) < t(E
UF) < t(E) + t(F).
With thislemmawe canshow
THEOREMS.6.
(a)
IfE
E8,then for allA
CX, to(A n E) + (A’ n E) t(E).
Co)
figc E
(S,,,
thento(G) t(E)- f(E- C).
The following important characterization theorem reveals therelationshipsbetween
,5,
8o, and whentsatisfies condition(M).THEOREM5.7. Iftsatisfies condition(M),then:
(a) Forany
E
CX,
ifto(E) t(E),
thenE
(b)E ,q
ifandonlyifto(E) f(E).
(c)
PROOF.
(a) Suppose to(E) t(E)
for someE
CX.By
Theorem5.2(a,c),
Buttis subadditive, so
t(X) t(E) + t(Et),
and sincetsatisfies condition(M), E Co)
Clear.(c) By
Theorem5.4(c),ifE
E8o,
thento(E) ’(E). By
part(b) above,E
,5so80
C8.
Theorem5.4(d)now implies,5
,q,
REMARK
5.8.By
Theorems5.7(c)
and5.4(f),
t satisfies condition(M)
whenever t doesHowever,
weshall soon obtainafar stronger result.THEOREM5.9. tosatisfies condition
(M).
PROOF. ByDefinition 4.4, ff
E 0,
thento(X) to(E) + to(E’).
To show the converse, suppose
to(X) to(E) + to(E’)
for someE
CX. Since t isfinite, Theorem5.2(c)
impliesto(E’) + ’(E) t(X).
Therefore,,o(E’) + ,(E) ,(x) ,o(x) ,o(E) + ,o(E’).
Allterms arefinite,so
v(E) to(E). By
Theorem5.4(c),itfollowsthatE e ,o.
Wenowsee that
E ,5
ifandonlyifto(X) to(E) + to(E’),
sotosatisfies condition(1.
We now wish to examine the concept ofregularityfor finitely subadditive outermeasures. To facilitatethisdiscussion,wedefine aclosely associated property.
DEFINITION 5.10. A finite, finitely subadditive outer measure t on
P(X)
will be called approximately regular ffThe concepts of regulart and’
onapproximately regularP(X).
coincide in the standardtheory of countably subaddifive outer measures, but this neednot be the case in the theory offinitely subadditive outer measures. Nevertheless, a finite, finitely subadditive outer measure which is regular will also be approximately regular. This latter conceptprovidesuswith aconditionontweaker than full regularity butwhichstillguarantees thattsatisfiesconditionTHEOREM5.11. fftisapproximately regular,thentsatisfies condition(lVl).
PROOF. Since itis clear that
t(X) t(E) + t(E’)
ifE
E,5,
weneedonlyshow theconverse.662 J.E. KNIGHT
Suppose t(X) t(E) + t(E’)
for someE
CX. IfA
68,thenusingE
andE’
astest sets in Definition 3.2, we havet(E) t(E A)
/t(E A’), ,(E’) (E’ n A) + t(E’ n i’).
Adding theseequationsand using the subadditivityoft,we obtain
,(x) [(E n A) + (E’ n A)] + [,(E n A’) + ,(E’ n A’)]
> (A) + (A’) (X).
Hence,
,(E n A) + ,,(E’ n A) + ,(E n A’) + ,,(E’ n A’) t(A)+t(A’).
Since allquantities are finite, we can subtract theinequality
t(A’) < t(E n A’) + t(E’
IqA’)
from(5.1)
to obtain
t(A) >_ t(E
f3A) + t(E’
f’lA).
Sincetis subadditive andt v,
weactuallyhave,,(A) ,(A n E) + ,,(an E’).
Wehave shown that thisequalityholdsforall
A
8,but we can readily show thatitalsoholds for allA
CX. Thus,E
E80
8,and theproofiscomplete.In
anefforttoshedmorelighton thesetfunctionv,
we make thefollowingdefinition.DEFINITION5.12. Iftisafinite,finitelysubadditiveoutermeasure on
P(X),
then wecandefine a new set functionz/’for allE
CX
byt(E) inf{t(M) E c M
6Recalling that whent isafmite, finitelysubadditive outermeasure, thenv is afinite, submodular outermeasure and
8f
isanalgebra,wecanreadilyapplythegeneral theoryof Sections3and4 tothis definition toestablish thenextlemma.LEMMA
5.13. Thesetfunction isafmite, submodularoutermeasure on7(X)
andpossesses the following properties:(a)
IfE 2,,0,thent’(E) (E).
(b)
(x) v(x) (x) <
(c)
For everyE
CX, v(E) _< too(E).
(d) 8
isanalgebraandYoovools
is afinitelyadditivemeasure on8.
Thisnewsetfunctionrevealsimportantnewinformation about theoutermeasuret andenables us tostrengthensignificantly the conclusions of Theorem
5.4(d,f).
THEOREM5.14.
(a)
v isapproximately regular.(b) satisfiescondition(M).
()
S. 8o.
PROOF.
(a)
For anyA
CX,
Theorem5.4(d,e)implies(A) inf{(M)IA c M e _< f{(M) A
CM e
=(A).
ItfollowsimmediatelyfromLemma
5.13()
thatt(A) (A)
forallA
CX,
sov isapproximately regular.(b)
Clear, byTheorem 5.11 and part(a).
(c) A
directconsequence of pa.et(b)
andTheorem5.4(0.
REMARKSCONCERNINGFINITELYSUBADDITIVEOUTER MEASURES 663 6. FURTHER EXAMPLES AND APPLICATIONS
Inthis section weshow the efficiencyofthegeneral theorydiscussedabovein Sections3, 4, and5 whenappliedtosome familiarlatticerelatedsetfunctions. Weshall soonseethat thenatureand special properties of thesesetfunctions arerevealed almost instantly. No longerwill weneedto examine each function individually to ascertain its nature or to labor tediously in an effort to uncover its special properties. Mostof these facts will be virtually self-evident once the function is defined.
Throughoutthis section,
X
willdenoteanarbitraryset and a latticeof subsets ofX. Weshall alwaysassumethat 0,X
6.
All othernotationandterminologyinthissectionwillconformtothat introducedinSection 2. Beginningwiththesetfunction#’
definedinthatsection wehaveTHEOREM 6.1. Theset
function/’
asgivenbyDefinition 2.7 isasubmodularouter measure possessing the following properties:(a) ,’(x) <
(%) /’
=/on’.
(c) < #’
onA().
PROOF.
’
is a lattice, so it is a covering class which is closed under finite unions. Since /e M(),
it is finiteand nonnegative on’,
andp(0)
0. Furthermore,/isnecessarily submodular (hence,finitelysubadditive)on’,
andmonotone. Consequently,Theorems3.5and3.6imply that#’
is asubmodularoutermeasure on
7;’(X)
suchthat/’(X) <
ooand/’
#on’. Property (c)
follows easily as aconsequenceof the definitionof/’
and the monotonicity of p.REMARK
6.2. Obviously,’ #’ls
isafinitely additive measure on,S,,,
the#’-measurable
sets.Inthespecialcaseforp
e I(), p’
isalsoregularandtherefore satisfiescondition(M).
Weturnour attentionnow tothe familiarset
function/
toseehow thetheoryrevealsnotonlyits familiarcharacteristics, but alsoitsstrong connectionto#’.
DEFINITION6.3. Let C
7(X)
be alatticeandp6M().
ForallE
CX,
wedefinetheset function#on7(X)
by(E) sup{,(L) L
(2E, L e }.
Fromthisdefinitionand Theorems 6.1and 4.2,wesee
that/i
is theinnermeasuredeterminedby/’.Furthermore, Theorem4.2 also revealsthat/i issupermodular, and if
E ,.q, then/i(E) I’(E).
CombiningthisresultwithTheorem4.6andCorollary4.7shows that
S,C %, {E c XII(E)=/’(E)}.
Thisresultopensthedoortoan even stronger and more interestingresult,namely THEOREM6.4.
,,, { E
CX [/(E) =/’ (E) }.
PROOF.
In
viewof thecommentsprecedingthistheorem,weneedonlyshow that,S,,
C.,,.
Let
E
6,S,,.
Given>
0, there existsanL
6 such thatL
CE
and.() < .(L) + /2.
(6.)Also,there is an 6 such that
E
C and/(’) </’(E) +/2. (6.2)
Combining
(6.1)
and(6.2)
withthe fact thatE 6,9,,,
weseethatthereexistL e
and’
6’
suchthat
L
CE
C and< ,’() + / ,() + / < ,() + .
(.Toshow that
E
is#-measurable,
letW .
ThenA
ClE’
(2W Cl/./,
sobythe monotoNcity of and Theorem 6.l(b),
wehave66 J.E.
Ontheother hand,
A’
NE
CA’
f’l,’,
soNow/
ismodularon/:’,
so(6.6) Combiningthisresultwith(6.3)and the monotonicity
of/z
yields(A’ L) +, (6.7)
where the equality followsbymodularity. Itnowfollowsfrom (6.4),
(6.5),
(6.7),Theorem6.103),
and thefiniteadditivitiy of thatnm)+ i/(A’ nm’) _< (n’ nL’) +
#’(A’ NL’)
_</(A’ n L) + (A’ n L’) +
(’ +
=/(A’) + .
Clearlythisholds for all
>
0, so’(A’ E) + ,’(A’ E’) < ’(A’),
for any
A’
E:’.
Itnowfollows easily that(6.8)holdsfor anyA
CX,
andthereforeE
E8,.
This leadsimmediatelytotwoimportantresults concerning COROLLARY6.5.
If/z
6M(.),
thenIz’
satisfies condition(M).
PROOF. Thisfollows immediately byTheorems 6.4 and 4.9.
COMMENT. Wesee now
that/z’
is animportant exampleof a finitely subadditiveoutermeasure whichsatisfies condition(M)
butis notnecessarilyregular.THEOREM6.6. Ifp
M(),
then8, n {L e I/(L) (L)}.
PROOF. Clear from Theorem 6.4.
REMARK
6.7. Somesimple but importantconsequences ofthis theorem are:(a)
pMR()
ifandonly
if/z =/z’
on,
andCo)
pe M(/:)
ifandonlyif,4(/:)
C8,.
Thislatter resultisthekeythatfinallyreveals conditions under
which/z’
isregular: namely,/
is regular irE’is6 andpWeturnourattention now to thewell knowncountablysubadditive outer
measure/z"
defined earlier in Section 2. Some important facts to recall about/’
arethat/" <_
p on’,
p_</’
on:,
and#"(X) Iz(X) <
oo,where/z Ma(:).
Also,,5,
isaa-algebraand/"[s,
is acountablyadditivemeasure. Inthe special case forp
I,,(:),/’
isalways regular.While we require that /z
Mo()
in order to ensure that/z"
is not trivial, we can improve significantly uponthe above-mentioned results for#"
byimposing a stronger condition on p,namelythat/
e Mo,(E).
THEOREM6.$. If#
e Mo, (),
then#" #’
=/zon’.
PROOF. Fromthe introductory remarks above
about/z"
andbyTheorem6.1,wealwayshave"<=/
on’. (6.9)
RMARKSCONCERNINGFINITELYSUBADDITIVE OUTER MEASURES 665
Toshow thereverseinequality,let
L’
6’,
andchoose anye>
0.By
the definition of#",
there existsasequence{L, }
n--1c
suchthatL’
C[3 L:
andE#(L:) < #"(L’) +
e.(6.10)
Itisclear thatL’ L’
NL’ [.J (L’
CIL,),
and ifNis a positiveinteger,thenn=l n=l
U
N(L’
fL’) T U (L’ L) L’
6’. (6.1
l)n=l n=l
The monotonicity and the finitesubadditivity of#imply that,forany
N,
.
n=l(L’ L’) <
n=l.(L’ L’) _< .(L’)
n=l<_ _.,(L) < ,"(L’) +.
n=l
Consequently,applying the hypothesisto
(6.11)
and(6.12)
yields< "(L’) + .
(6.12)
Since wasarbitrary,thisimpliesthat
#(L’) _< #"(L’),
andconsequentlythat#<_ #"
on’.
Combiningthiswith
(6.9)
completes theproof.Animmediateconsequenceof this resultis
COROLLARY6.9. If p6
M (),
then#" p’
on’.
PROOF. Clear,since
M()
CMo,(,).
If#
Mo ()
and#"
isregular,then the converse of Theorem 6.8holds.THEOREM6.10. Let# 6
Mo(). If#"
isregularand#" #’
#on’,
then# 6Mo,().
L’ ’
PROOF. Let
{
,,,=1C beany sequencesuch thatL: T
and[3 L’ e ’.
LetL’ [J L’.
n=l n=l
Then
L T L’
6’. By
hypothesis,"
isru|afand"
#on’,
soitfollows that(L’) "(L’)
" L’ n"(L’.) ,m ,(L’.).
Hence,
Thismeansthat#
e Mo. ().
Since
#"
isalways regular for# 6Io.(),
the following corollaryisan immediateconsequenceof Theorems6.8and6.10.COROLLARY6.11.
If#
6Io(),
then#I,,. ()
ifandonlyif#" #’
#on’.
REMARK. Beforeweconclude our discussion of the outer measure
#",
wenotetwoadditional results ofinterestconcerning regularity for#".
First,in aspirit paralleling Theorem 6.10,if# Mo()
and
#"
isregularwith#"
#on,
then#M().
Onthe otherhand,if#M,(),
then#"
isregularand submodular.
(6.13)
666 J.E.
(E) i{p(L’) E
CL’, L e
on
.
Ifwedee a-mle
intheu
way,en
isgm
d[&
is aad&five me. Uoately, p is me, isnot
qte
outerme, lacgoy
thepro
oftebadditi. s
defeisrem,
how, ffisno.
OM.15. If is a
no
la d p6M(), :
(a) p is tely mbadditiveon
’.
)
is atelymbadditiveoutermre onP(X).
(c) c A() c &.
(d)
= p’ on.
(e)
ismbmodul.PROOF.
(a) L
L1, de>
0v. By
the deflation of, e sts
as A ch
atA
CL
UL
d,(L Q) < ,(A)+ . (.14)
Sce
E
isno, e st A E,
k 1,2,inch atA
CL
dA A1 UA2.
Themb&fi of p
(A) S (A) + (A2). (.l)
Kg t
piis monotonedpi p on,
itfoHowsom (6.14)
d(6.15)
t,,(L L) < ,(A) +,(A) + S ,(L) +,(Q) + .
Ts
holds forl>
0, we,,(L L) S ,,(L) + ,,(L).
Fte mb&fiW
now foHowsbyduon.)
SE’
is acovg
clclosedunderfiteom
dpiis m,p (a)
ove
dr 3.a)
plyt
is ae, e
mbad&fiveoutme onP(X).
(c)
LdA,dcomidyE,FEmchtECAL dFCA E .
From
s
it isclatF E
dE
UF c A .
Now on,
sobye ad&fi
of ond
e
dfionofi
we(A’) (A’) (E F) (E) +,(f).
Thechoiceof
F
w i,mitfoHowstt
(A’) (E) + p{(F) F
CA’ E’,
F6} .(E) +.(A’ E’)
.(E) + (A’ ).
Clly
L
CE’, A’ n L
CA’ E’,
dmoaotoid of
pfiesat (A’) a .(E) + (A’ n).
iy,
sce E
wi
choir,(6.16)
(6.16)
REMARKS CONCERNINGFINITELY SUBADDITIVE OUTER MEASURES 667
(A’) > sup{p(E) E
CA’
AL’, E
6} + (A’ n L) ,,(A’ L’) + (A’ L)
(A’ L’) + (A’ L).
This statement holds for all
A’
6’,
but it is not hard to show that it also holds for allA
CX.Consequently,
L
6,St,
whichmeansthat(d)
LetL .
Thenbypart(c), L ,
and sinceS
is analgebra,wealso haveL’ ,.q.
Sincel&
is a finitely additive measure, it follows that(X)= (L)+ (L’),
and from Theorem 4.2,/(X) =/,(L’) +/’(L).
Consequently,(z) + (z’) ,(z’) + ,’().
Since #ion
’
and all quantifies are finite,weconclude that(L) =/’(L).
Thus,=/’
on.
(e) By
part(c),
wehave’
C,9,
therefore[s
satisfiesthe modularlaw on’.
Fromthe remarks preceding Theorem 6.13, =/ion’,
so#iisalso modularand, hence,submodular on’.
Theorem 3.6(b)nowimpliesthat issubmodularon’(X).
Thesecondnew setfunctionwewish todefineandexamineinthe light of the general principlesset forthin Sections 3and4isthesetfunction
,
whichhasastrong relationshipto.
DEFINrHON 6.14.
If/ M() and/’
is the outer measure ofDefinition 2.7, then for allE
CX,
we definethesetfunction/
on’(X)
by/(E) sup{/’(L) E
DL
6From this we can readily show that if is a lattice and #
e M(),
then for allE
CX,
#j(E)+-(E’)=I(X).
Furthermore,/jisfinite,nonnegative,monotone,/(8)
=0,and/j(X) =/(X).
Weshalldefinea/j-measurablesetinthestandard manner and denote the class of
all/-mle
setsby
,5,,.
Asonemightexpect, Theorem3.3 assuresusthat,5,,
isanalgebraandthat/jl&,
isafinitelyadditivemeasure. Therelationship
of/
totheothersetfunctionswe have discussedissummarized in THEOREM6.15. If#e M(),
then:(a) < <
’
on’(X).
(b)
< < ,’
on.
(c) , g < , < ;,’
on’.
(a)
,fe &, men ,(E) ().
Theproofsof thesestatementsarestraightforwardandwillbe omittedhere.
Justas fails to be anoutermeasureunless isnormal,so/
similarl);
failstobe an inner measure without thissame additional condition on. However,
if isnormal, thennotonlydoes become countably superadditive and, hence,aninnermeasure,but otheruseful informationisrevealed also.THEOREM6.16. If is anormal lattice
and/
6M(),
then:(a)
/jisasupermodularinnermeasure on’(X).
0,) & { c x ,() g()}.
PROOF.
(a) By
Theorem 6.13, is a submodular outer measure, so from the observations followingDefinition 6.14and the finiteness ofB,
itfollowsthat/(E) =/(X)- B(E’) -(X)-’(E’),
for all
E
CX.
Theorem4.2 nowimpliesthat/j
isaninnermeasure,and since it isnothardtoshow that isalsosupermodular,theproofiscomplete.(b)
ImmediatebyTheorem 4.6.(c)
A consequenceof Theorem6.13andCorollary4.7.In
additionto these results, we can also improve upon the conclusion of Theorem 6.15 if is normal.668
.
E. KNIGHTTHEOREM6.17. If/;isanormallattice
and/ M(),
then:(a) < <_ _<
on’(X).
(b)
p=/i_</ p’
on.
(c) p----pj----_</’----pon
AsinTheorem 6.15, the proofs of thesestatementsare straightforward and will b omitted.
Because weaklyregularmeasuresaredefined in termsof the values of theoutermeasure
p
onthe lattice,
wherepM()
(seeSection2),it is nowpossibletosimplifTthestudy of these measures by treating them asanaturalapplicationofthesetfunctionpj.For
example,wehaveTHEOREM6.18. Ifis alattice
and/ M(),
thenpMw()
ifandonlyif/ on’.
PROOF. If# Mw(),
thenbythedefinitionofj,
wehaveforallL’
(L’) ,p{’(2,) L’ /, } (L’).
Hence,
j p onConversely,ifpffi/on
*,
then itfollowsthat for allL ,
(L’) (L’) ,p(’(/,) L’ ).
Thisimplies thatp
Mw().
Usingthistheorem,itfollowseasily that
MR()
CMw(),
butwe canstrengthenthisresult if isnormal.
THEOREM6.19. If is anormal lattice, then
MR() Mw(f.).
PROOF. Itwill sufficetoshow that
Mw()
CM(),
soletMw(f.)
andL’ ’.
Clearly,(L’) + (L) (X) (L’) + (L),
sobyTheorem6. $and the finitenessofall terms,wededuce that
(L) p(L). Hence,
p on.
Since isnormal,Theorem
6.17(b)
impliesthat#’
on,
sopp’
on.
IecallingRemark6.7(a),
wesee thatp
M().
Asafinal illustrationof how ourgeneral principles maybe appliedtospecificsetfunctions inorder to simplify their study, we applythe results ofSection 5to the well knownset functions
discussed earlier. We shall see that thisapplicationalsorevealsnewandunexpectedinformation about thesetfunctions and
P,ecall from ourearlierresults that
p
is afinite, submodularoutermeasurewhichsatisfiescondition(M), ,5,,
isan algebra,and,.q,, ,S (E
CXII,(E) l’(E)}. Letg
ul’
in Definition5.1, wehave for allE
CX,
uo(E) sup{’(M) E
DM ,S,,}.
The following resultsare immediateconsequences ofthegeneral principlesderived in Section5.
PROPOSITION
6.20.(a)
u isafinite, submodularoutermeamre.(b)
Uo is afinite,supermodularinner meamresuchthatuo(E) l’(X) u(E’),
for allE c X.
(c) or
dlc x, Uo(E) <_ ,(E) <_ ,’(E) <_ :().
PROOF.
(a)
and (b) are obvious consequences of Theorem5.2(b,c).
To prove part (c), we note that by Theorems5.2(a)
and4.2(d),
ifE
CX,
thenuo(E) < p’(E) <_ u(E)
andp(E) < p’(E) _< u(E). It
remainsonlyto show thatuo(E) <_ #(E).
Consider any
M ,.q,,
such thatM
CE. By
Theorem 6.4 and the monotonicity of.’(M) ,(M) <_ ,(). Hnc,
o() ,up{.’(M)IE
Ve S } _< .().
Because satisfies condition
(M),
wealso haveREMARKS CONCERNINGFINITELYSUBADDITIV OUTER MEASURES 669
PROPOSITION6.21.
(a)
IfE6S,,
thento(E) p,(E) tz’(E) u(E).
(b) If
ECX
and either/zi(E)=/z’(E)
orVo(E)=v(E),
thenES
u, andto(E) =/i(E) =/’(E) v(E).
PROOF. Because /’
satisfies condition(M),
Theorems5.7(c)
and 6.4 imply that,Svo
,Sm,S, .
Inparticular, this means that{E c XIp,,(E) ---/’(E)} {E
CXlto(E t(E)},
so
that/i(E) =/’(E)
ifandonlyifto(E) v(E).
Clearly then, if
E d,
both equalities hold and by Proposition 6.20,to(E)=/i(E) /’(E)=v(E).
Conversely, if/,(E)=/’(E),
thenE ,.q,,
so by the above argument,to(E)
p,i(E)t’(E) v(E).
Similarly,ifto(E) v(E),
thenbyTheorem5.7(b), E q,,
and then the sameequalitieshold.NOTE. Similar conclusions holdfor any
E
in,.q, ,.qo,
or,.q,,
sincethese collections coincide.Also,we notethat in additiontothepropertiesdiscussedabove, itfollowsfrom Theorems 5.9 and5.14 thatv isapproximatelyregularand that both to andv satisfycondition
(M).
Because
’-qd ,S,
wecan give alternate definitions forv andtowhent=/’:
t(E) inf{/zi(M) E
CM to(E) sup{/i(M) E
These alternative definitions lead to some unexpected results about and /j: namely, if
/
MR(l:),
then=/’
fand/j=/i to. Consequently,when pMs(l:),
then is afinitely subadditiveoutermeasureandpjisan innermeasure,even if is notnormal.ACKNOWLEDGEMENT. The authorwishes tothankthe Research ReleasedTime Committeeand theTrusteesof
Long
Island University fortheirgenerouspartial support of this research workthrougha grant of released time from teaching duties.[1] ALEXANDROFF, A.D.,
Additive setfunctionsinabstractspaces, Mat. Sb.(N.S.)
8,50(1940), 307-348.[2] BACHMAN,
G.andSULTAN, A.,
On regularextensionsofmeasures,Pacific J.
Math.86(1980), no. 2,389-395.[3] GRASSI, P., Outer
measuresand associated latticeprolmes,lnternat.J.
Math.&
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