=+12.6. Suppose that u is nonnegative and finitely additive on 2 and that u( Rf) <00. Suppose
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=+12.6. Suppose that u is nonnegative and finitely additive on 2 and that u( Rf) <00.
Suppose further that u( A) = sup ( K), where K ranges over the compact subsets of A. Show that u is countably additive. (Compare Theorem 12.3(ii).)
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Probability And Measure Wiley Series In Probability And Mathematical Statistics
ISBN: 9788126517718
3rd Edition
Authors: Patrick Billingsley
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