22.5 Localisable Measures

Definition 22.5.1 (Essential Supremum).label Let $(X, \cm, \mu)$ be a measure space, $\ce \subset \cm$, and $S \in \cm$, then $S$ is an essential upper bound of $\ce$ if for any $E \in \ce$, $\mu(E \setminus S) = 0$. If in addition, for any essential upper bound $T$ of $\ce$, $\mu(S \setminus T) = 0$, then $S$ is an essential supremum of $\ce$.

Definition 22.5.2 (Localisable).label Let $(X, \cm, \mu)$ be a measure space, then $X$ is localisable if:

  1. (1)

    $\mu$ is semifinite.

  2. (2)

    For every $\ce \subset \cm$, there exists an essential supremum $A$ of $\ce$.

Definition 22.5.3 (Decomposable).label Let $(X, \cm, \mu)$ be a measure space and $\seqi{A}\subset \cm$, then $\seqi{A}$ is a decomposition of $(X, \cm, \mu)$ if:

  1. (1)

    For each $i \in I$, $\mu(A_{i}) < \infty$.

  2. (2)

    $X = \bigsqcup_{i \in I}X_{i}$.

  3. (3)

    $\cm = \bracs{E \subset X|E \cap A_i \in \cm \forall i \in I}$.

  4. (4)

    For each $E \in \cm$, $\mu(E) = \sum_{i \in I}\mu(E \cap A_{i})$.

If $(X, \cm, \mu)$ admits a decomposition, then it is decomposable.

Lemma 22.5.4.label Let $(X, \cm, \mu)$ be a finite measure space, $\ce \subset \cm$, and $\mathcal{S}$ be the set of all essential upper bounds of $\ce$, then:

  1. (1)

    $\mathcal{S}\ne \emptyset$.

  2. (2)

    For any $S \in \cm$, $S \in \mathcal{S}$ if and only if $\mu(S \cap E) = \mu(E)$ for all $E \in \ce$.

  3. (3)

    For any $\seq{S_n}\subset \mathcal{S}$, $\bigcap_{n \in \natp}S_{n} \in \mathcal{S}$.

  4. (4)

    There exists $S \in \mathcal{S}$ such that $\mu(S) = \inf\bracs{\mu(T)|T \in \mathcal{S}}$.

  5. (5)

    For any $S \in \mathcal{S}$ with $\mu(S) = \inf\bracs{\mu(T)|T \in \mathcal{S}}$, $S$ is an essential supremum of $\ce$.

Proof. (1): $X \in \mathcal{S}$.

(2): Since $\mu$ is finite, for any $E \in \ce$, $\mu(S \cap E) = \mu(E)$ if and only if $\mu(E \setminus S) = 0$.

(3): Firstly, for any $S, T \in \mathcal{S}$ and $E \in \ce$,

\[\mu(E \setminus (S \cap T)) \le \mu(E \setminus S) + \mu(E \setminus T) = 0\]

so $S \cap T \in \mathcal{S}$. Now let $\seq{S_n}\subset X$ and $E \in \ce$, then since $\mu$ is finite,

\[\mu(E) = \limv{N}\mu\paren{E \cap \bigcap_{n = 1}^N S_n}= \mu\paren{E \cap \bigcap_{n \in \natp}S_n}\]

by continuity from above. By (2), $\bigcap_{n \in \natp}S_{n} \in \mathcal{S}$.

(4): Let $M = \inf\bracs{\mu(T)|T \in \mathcal{S}}$ and $\seq{S_n}\subset \mathcal{S}$ such that $\limv{n}\mu(S_{n}) = M$, then by continuity from above,

\[M \le \mu\paren{\bigcap_{n \in \natp}S_n}\le \limv{n}\mu(S_{n}) = M\]

By (3), $\bigcap_{n \in \natp}S_{n} \in \mathcal{S}$, therefore the minimum is achieved.

(5): Let $R \in \mathcal{S}$. By (3), $S \cap R \in \mathcal{S}$ with $\mu(S \cap R) = \inf\bracs{\mu(T)|T \in \mathcal{S}}= \mu(S)$, so

\[\mu(S \setminus R) = \mu(S \setminus (S \cap R)) = \mu(S) - \mu(S \cap R) = 0\]

and $S$ is the essential supremum of $\ce$.$\square$

Proposition 22.5.5.label Let $(X, \cm, \mu)$ be a decomposable measure space, then $X$ is localisable.

Proof. Let $\ce \subset \cm$ and $\seqi{A}\subset \cm$ be a decomposition of $X$.

For each $i \in I$, let $\ce_{i} = \bracs{E \cap A_i|E \in \ce}$. By Lemma 22.5.4, there exists an essential upper bound $S_{i} \in \cm$ of $\ce_{i}$ contained in $A_{i}$ with respect to the restricted measure $\mu|_{A_i}$. In other words,

  1. (i)

    $S_{i}$ is an essential upper bound of $\ce_{i}$.

  2. (ii)

    For any essential upper bound $T \in \cm$ of $\ce_{i}$ with $T \subset A_{i}$, $\mu(S_{i} \setminus T) = 0$.

Now, let $S = \bigsqcup_{i \in I}S_{i}$, then since $X = \bigsqcup_{i \in I}A_{i}$ and $S_{i} \subset A_{i}$ for all $i \in I$, $S \cap A_{i} = S_{i} \in \cm$ for all $i \in I$, so $S \in \cm$. For any $E \in \ce$, $E \cap A_{i} \in \ce_{i}$. Passing through the decomposition, (i) implies that,

\begin{align*}\mu(E \setminus S)&= \sum_{i \in I}\mu((E \setminus S) \cap A_{i}) = \sum_{i \in I}\mu((E \cap A_{i}) \setminus (S \cap A_{i})) \\&= \sum_{i \in I}\mu((E \cap A_{i}) \setminus S_{i}) = \sum_{i \in I}0 = 0\end{align*}

and $S$ is an essential upper bound of $\ce$.

Finally, let $T \in \cm$ be an essential upper bound of $\ce$, then $T \cap A_{i}$ is an essential upper bound of $\ce_{i}$ for all $i \in I$. The decomposition and (ii) then shows that

\[\mu(S \setminus T) = \sum_{i \in I}\mu((S \cap A_{i}) \setminus (T \cap A_{i})) = \sum_{i \in I}\mu(S_{i} \setminus (T \cap A_{i})) = 0\]

therefore $S$ is an essential supremum of $\ce$.$\square$

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