Find an example showing that the finiteness condition in Proposition 4.3 (vii) or Lemma 4.9 is essential.

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[ use Lebesgue measure or the counting measure on infinite tails $[k, \infty) \downarrow \emptyset$.]

Data from proposition 4.3

Data from lemma 4.9

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Measures Integrals And Martingales

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Find an example showing that the finiteness condition in Proposition 4.3 (vii) or Lemma 4.9 is essential.

Question:

Then (i) An B=0 (AUB) = (A) +(B) (ii) ACBp(A) < p(B) (iii) ACB, (A)

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Denote by onedimensional Lebesgue measure ...View the full answer

Measures Integrals And Martingales

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