Let $F: \ol{\real} \to \ol{\real}$ be a *Stieltjes* function, that is:
- $F$ is non-decreasing.
- $F$ is *right*-continuous.
- $F$ is finite on $\real$.
then the mapping
$
\mu_F\paren{\bigcup_{k = 1}^{n}(a_k, b_k]} = \sum_{k = 1}^{n}F(b_k) - F(a_k)
$
where the intervals are disjoint, is a pre-measure on FDUs of h-intervals.
*Proof (countable additivity)*. Let
$
L = \bigcup_{i \in 1}^{n}(a_i, b_i] = \bigcup_{j \in \nat}(c_j, d_j]
$
be unions of disjoint h-intervals. Let $m \in \nat$, then
$
\bigcup_{i \in [n]}(a_i, b_i] \supset \bigcup_{j \le m}(c_j, d_j]
$
Therefore
$
\mu_F\paren{L} \ge \sum_{j \in \nat}\mu_F(c_j, d_j]
$