Show that if $A_1\subseteq A_2\subseteq A_3\subseteq\cdots$ is an increasing sequence of measurable sets (so $A_j\subseteq A_{j+1}$ for every positive integer $j$), then we have $$m\left(\bigcup_{j=1}^\infty A_j\right)=\lim_{j\to\infty}m(A_j)$$
Here is my proof:
According to the $\sigma$-algebra property, $\bigcup_{j=1}^{\infty}A_j$ is a measurable set, so it makes sense to talk about $m(\bigcup_{j=1}^{\infty}A_j)$.
Firstly I prove that $\lim_{j\to\infty}m(A_j)\leq m(\bigcup_{j=1}^{\infty}A_j)$. This is because for any given positive integer $N$, $A_N\subseteq \bigcup_{j=1}^{\infty}A_i$, according to monotonicity, we have $m(A_N)\leq m(\bigcup_{j=1}^{\infty}A_i)$. Take the limit,we will have $\lim_{j\to\infty}m(A_j)\leq m(\bigcup_{j=1}^{\infty}A_j)$.
Secondly I prove that $m(\bigcup_{j=1}^{\infty}A_j)\leq \lim_{j\to\infty}m(A_j)$. For any given positive integer $N$, $\bigcup_{j=1}^N A_j = A_N$. According to monotonicity,we have $m\left(\bigcup_{j=1}^N A_j\right)=m(A_N)\leq \lim_{j\to\infty}m(A_j)$. Take the limit, we will have $m\left(\bigcup_{j=1}^\infty A_j\right) \leq \lim_{j\to\infty} m(A_j)$.
Combine the above two arguments ,we will see that $$m\left(\bigcup_{j=1}^\infty A_j\right)=\lim_{j\to\infty} m(A_j)$$$\Box$
The above is my proof, unlike many books, my proof does not use the property of countable additivity. So I doubt my proof is false. Who can point out where are my mistakes?