# Tagged Questions

Questions related to measures, sigma-algebras, measure spaces, Lebesgue integration and the like.

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### Lebesgue-Stieltjes measure corresponding to a right continuous increasing function, $m(\{x\}) = \alpha(x) - \alpha(x-)$ for each $x$

Let $m$ be Lebesgue-Stieltjes measure corresponding to a right continuous increasing function $\alpha$. How do I see that for each $x$, we have$$m(\{x\}) = \alpha(x) - \alpha(x-)?$$
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### Indicator function for limsup, liminf [duplicate]

If $A_i$ is a sequence of sets, define$$\liminf_i A_i = \bigcup_{j = 1}^\infty \bigcap_{i = j}^\infty A_i, \quad \limsup_i A_i = \bigcap_{j = 1}^\infty \bigcup_{i = j} A_i.$$Given a set $D$ define the ...
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### Countable collection of Borel subsets of $[0, 1]$, exists subsequence where $\int_A f_{n_j}(x)\,dx$ converges for each $i$?

Let $\{f_n\}$ be a sequence of measurable real-valued functions on $[0, 1]$ that is uniformly bounded. How do I see that if $\{A_i\}$ is a countable collection of Borel subsets of $[0, 1]$, then there ...
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### How do I see that if $A$ is a Borel subset of $[0, 1]$, then there exists a subsequence $n_j$ such that $\int_A f_{n_j}(x)\,dx$ converges?

Let $\{f_n\}$ be a sequence of measurable real-valued functions on $[0, 1]$ that is uniformly bounded. How do I see that if $A$ is a Borel subset of $[0, 1]$, then there exists a subsequence $n_j$ ...
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### seq. of nonneg. Lebesgue measurable functions on $\mathbb{R}$, have $\limsup_{n \to \infty} \int f_n\,dx \le \int \limsup_{n \to \infty} f_n\,dx$?

Let $f_n$ be a sequence of nonnegative Lebesgue measurable functions on $\mathbb{R}$. Is it necessarily true that$$\limsup_{n \to \infty} \int f_n\,dx \le \int \limsup_{n \to \infty} f_n\,dx?$$If not, ...