This is from Royden text. He say that "We infer from the linearity of integration and the MCT that $v$ is a measure .." I understand the linearity of integration $\implies$ $v$ is measure. But, I am not sure how MCT is used in this case. Could you give some hint?
2026-05-04 23:14:11.1777936451
We infer from MCT that $v$ is a measure (Radon-Nikodym)
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If $\{E_n\}$ is a disjoint sequence in the sigma algebra with union $E$ then $fI_E=\sum_{n=1}^{\infty} fI_{E_n}$. Let $f_k =\sum_{n=1}^{k} fI_{E_n}$ and apply MCT to this sequence.