Consider the semi-ring, $S = \{ A \subset \mathbb{R} :$ $A $ is at most countable $\}$.

14 Views Asked by At

Define the function $\mu: S \rightarrow [0,\infty)$ by $\mu(A) = 0 $ if $A$ is finite and $\mu(A) = \infty$ if $A$ is countable. Show that $\mu $ is finitely additive.

Here's what I have so far. Consider a disjoint sequence $A_1,A_2,...,A_n$ such that $A=\cup_{k =1 }^{n} A_k \in S. $

So the cases I want to examine is that $A$ is finite and $A$ is countable. If $A$ is a finite set, it is similar to adding the probability of two mutually exclusive events.

I am not sure about the second case. Am I on the right track so far?

Thank you for your help!

1

There are 1 best solutions below

0
On BEST ANSWER

Only two cases have to be considered.

Case 1): One of the sets is countably infinite. In this case the union is countably infinite. So $\mu (\cup A_i)=\sum \mu(A_i)=\infty$.

Case 2): Each $A_i$ is finite. In this case the union is finite so $\mu (\cup A_i)= \sum \mu(A_i)=0$.