Is the following reasonment correct?
There is a sort of duality between non-decreasing functions and Borel outer measures.
In particular, given a non-decreasing function $f:\mathbb{R}\to\mathbb{R}$, the associated Lebesgue-Stieltjes outer measure $\lambda_f$ is a Radon outer measure.
Viceversa, given $\mu$ finite Borel outer measure measure, the so called distribution function associated to $\mu$, $f(x):=\mu((-\infty,x])$, is non-decreasing and right-continuous.
My questions are:
- If we do not require $\mu$ to be Borel, what will happen to the distribution $f$?
- If we do not require $\mu$ to be finite, what will happen to the distribution $f$?
- If we require $\mu$ to be also Radon, what will happen to the distribution $f$?