Monday, August 14, 2017

measure theory - Intersections of measurable sets

Let $(X, \mathcal{A},\mu)$ be a measure space, and let $A_1,A_2,...\in \mathcal{A}$. Assume that $\sum_{j=1}^\infty \mu(A_j)<\infty.$ I have already proved following statements:


(1) $n \cdot \mu (\bigcap_{j=1}^\infty A_j)\leq \sum_{j=1}^\infty \mu(A_j) $


(2) $\lim_{n\to \infty} \mu (\bigcap_{j=1}^\infty A_j)=0$


(3) $ \mu (\bigcap_{j=1}^\infty A_j)=0$


I need to prove that if we set


$ E=\bigcap_{j=1}^\infty (\bigcup_{k=n}^\infty A_k)$


then i follows that $ \mu(E)=0$.


Can anyone help med with this problem.

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