Extremal extension of a finitely additive measure (Q1109911)

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scientific article; zbMATH DE number 4071258
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Extremal extension of a finitely additive measure
scientific article; zbMATH DE number 4071258

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    Extremal extension of a finitely additive measure (English)
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    1988
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    Let \({\mathfrak A}\) and \({\mathfrak B}\) be algebras of subsets of a set \(\Omega\) with \({\mathfrak B}\subset {\mathfrak A}\) and let \(\mu\) : \({\mathfrak B}\to [0,\infty)\) be additive. A result of D. Plachky asserts that an additive extension \(\lambda\) : \({\mathfrak A}\to [0,\infty)\) of \(\mu\) is extreme if and only if, for all \(A\in {\mathfrak A}\) and \(\epsilon >0\), there exists \(B\in {\mathfrak B}\) with \(\lambda\) (A \(\Delta\) B)\(<\epsilon\). If \({\mathfrak B}\) is a \(\sigma\)-algebra and \(\mu\) is \(\sigma\)-additive, then the latter condition reduces to the following one: for every \(A\in {\mathfrak A}\), there exists \(B\in {\mathfrak B}\) with \(\lambda\) (A \(\Delta\) B)\(=0\). The author answers, in the positive, the question whether the \(\sigma\)-additivity of \(\mu\) is essential. He exhibits two examples to this effect. In the first example \(\lambda\) is constructed by induction, using the Łoś- Marczewski formulas at each non-limit step. Extensions that can be constructed in this way are called ``regular'' by the author. In the second example \(\lambda\) is constructed by another method and is not regular. \{Reviewer's remarks: (1) Regular extensions have been previously considered, but not given a name, by \textit{J. Lembcke} [Lect. Notes Math. 794, 45-48 (1980; Zbl 0479.28001)]. (2) A rather straightforward answer to the original question (neglecting the regularity of \(\lambda)\) can be obtained with the help of a pair of nonzero functions on \(2^{{\mathbb{N}}}\) with values in \([0,\infty)\), one of them being \(\sigma\)-additive and the other purely finitely additive.\}
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    algebra of sets
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    \(\sigma\)-additive measure
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    extreme extension
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    Łoś- Marczewski formulas
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    Regular extensions
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