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Let n n 1 be a sequence of measures on a -algebra other words, suppose that for every A measure v on measure on ,
Let n n 1 be a sequence of measures on a -algebra other words, suppose that for every A measure v on measure on , such that for every n , and let n converges to a function . In , lim n ( A) ( A) . Also suppose that there is a finite and for every set A , n ( A) v( A) . Prove that is a . Does this remain true if the measure v is not finite
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