Real Analysis – The Continuity of Measure

real-analysis

Let $m$ be the Lebesgue Measure. If $\{A_k\}_{k=1}^{\infty}$ is an ascending collection of measurable sets, then

$$m\left(\cup_{k=1}^\infty A_k\right)=\lim_{k\to\infty}m(A_k).$$

Can someone share a story as to why this is called one of the "continuity" properties of measure?

Best Answer

My understanding:

If a function $f$ is continuous and $\lim_{n\to \infty}x_n=x$, then $f(x)=f(\lim_{n\to \infty}x_n)=\lim_{n\to \infty}f(x_n)$. That is, you can take the limit out. Similarly, $\lim_{n\to \infty}\cup_{k=1}^nA_k=\cup_{k=1}^{\infty}A_k$, the "continuity" property of measure implies $$ m(\cup_{k=1}^{\infty}A_k)=m(\lim_{n\to \infty}\cup_{k=1}^nA_k)=\lim_{n\to \infty}m(\cup_{k=1}^nA_k)=\lim_{n\to \infty}A_n $$

Note $\{A_n\}_{n=1}^{\infty}$ is an ascending collection of measurable sets, so $A_n=\cup_{k=1}^nA_k$.