Refer to Exercise 15 and on A*, define * by: * (A D M) = (A). (i)
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Refer to Exercise 15 and on A*, define μ* by: μ* (A D M) = μ(A).
(i) Show that μ(A – N) = μ (A).
By Exercise 15(ii), μ9 (A È M) = μ (A – N). Therefore, by part (i), we may define μ* on A̅ by: μ* (A È M) = μ (A).
(ii) Show that μ* so defined is well defined; that is, A1 È M1 = A2 È M2, where Ai and Mi, i = 1, 2 are as in Exercise 15, then μ (A1) = μ(A2) .
(iii) Show that μ* is a measure on A̅ (and hence on A*, by Exercise 15(iii)).
The measure space (W, A̅, μ*) (and (W, A*, μ*)) is called completion of (W, A, μ).
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Related Book For
An Introduction to Measure Theoretic Probability
ISBN: 978-0128000427
2nd edition
Authors: George G. Roussas
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