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Volume 2008, Article ID 896480,13pages doi:10.1155/2008/896480

Research Article

On Constructing Finite, Finitely Subadditive Outer

Measures, and Submodularity

Charles Traina

Department of Mathematics & Computer Science, St. John’s University, 8000 Utopia Parkway Queens, NY 11439, USA

Correspondence should be addressed to Charles Traina,[email protected]

Received 1 August 2008; Accepted 3 December 2008

Recommended by Andrei Volodin

Given a nonempty abstract setX, and a covering classC, and a finite, finitely subadditive outer measureν, we construct an outer measureνand investigate conditions forνto be submodular. We then consider several other set functions associated withνand obtain conditions for equality of these functions on the lattice generated byC. Lastly, we describe a construction of a finite, finitely subadditive outer measure given an arbitrary family of subsets,B, ofXand a nonnegative, finite set functionτdefined onB.

Copyrightq2008 Charles Traina. This is an open access article distributed under the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.

1. Introduction

LetXbe a nonempty set, and letCbe a covering class of subsets ofXsuch that∅, X∈ C, with

Cclosed under finite intersections, and letν be a finite, finitely subadditive outer measure defined for all subsets ofX.In1,2, we considered a finite, finitely subadditive outer measure

νdefined by means ofν.The outer measureνgeneralized results obtained by3for the case of a 0-1 valued, finitely additive measureμdefined on the algebra of subsets generated by a lattice of subsetsLofX.In investigating properties ofν, the hypothesis thatνbe submodular is often present. We determine conditions forνto be submodular.

We also consider for a finite, finitely subadditive outer measureνand covering class

Cunder the hypothesis thatC⊂ Sν, the finite, finitely additive measureμν/AL∈ML,

whereLLCis the lattice generated byC. There are several set functions associated with

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Lastly, we consider the general problem of constructing a finite, finitely subadditive outer measure from an arbitrary family, B, of subsets of X,with ∅, X ∈ B and B closed under finite unions, and a nonnegative, finite set functionτ defined on B, withτ∅ 0. Assuming thatτis finitely subadditive onB, the functionλE inf{τB/EB, B∈ B}for

EXis a finite, finitely subadditive outer measure defined for all subsets ofX.We obtain a characterization of those setsEXthat areλ-measurable. This provides us with a condition for the sets ofBto beλ-measurable without requiring thatλbe submodular.

2. Background and notation

We introduce the necessary outer measure, and covering class definitions, and note some known properties that we shall need.

The definitions and notations are standard and are consistent with those found in, for example,1,4–6. We collect the ones we need and some of their properties for the reader’s convenience.

Throughout this section and the rest of the paper,X will denote a nonempty abstract set. ForEX,Ewill denote the complement ofE.The power set ofXwill be denoted by

PX.We will be concerned with covering classes of subsets ofX.By a covering class, we will always mean a nonempty class Cof subsets ofX such that∅, X∈ Cand such that for any

EX,there is a finite family of setsC1, C2, . . . , Cn ∈ CwithE

n

i1Ci.We always assume

thatCis closed under finite intersections. We define L LC to be the lattice generated byC.LCis the set of all finite unions of sets fromC. The algebra generated byLisAL. It is known thatAL AC, the algebra generated byC. The set of complements of the members ofCis denoted byC.

Definition 2.1. A covering classC is said to coallocate itself if whenever C, C1, C2 ∈ C,and CC

1∪C2, there are setsA, B∈ CwithCABandAC1, BC2.

Definition 2.2. A covering classCis said to be normal if for anyA, B∈ CwithAB∅, there existC, D∈ CwithAC, BD, andCD∅.

Definition 2.3. LetC1 and C2 be covering classes with C1 ⊂ C2.C1 is said to coseparateC2 if

wheneverB1, B2 ∈ C2, B1∩B2 ∅,there exist A1, A2 ∈ C1 with B1 ⊂ A1, B2 ⊂ A2,and A

1∩A2∅.

It is known that if a covering class coallocates itself, then it is a normal covering class. Letνbe a finite, finitely subadditive outer measure defined for all subsets ofXand let

Cbe a covering class of the subsets ofX.In general, there are several set functions that we can associate with this outer measureν.ForEX, we defineρE νXνE.ρis finite valued and in general is not an inner measure. Conditions whenρis an inner measure have been thoroughly investigated in4,5. We also define a set functionνby

νE infνC/EC, C∈ C forEX, 2.1

whereνis always a finite, finitely subadditive outer measure, and so it has associated with it aρ, which may be expressed as

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It is always true that ρρνν onPX.When a set functionν is an outer measure, the family ofν-measurable sets is denoted bySν,that is,

MX/νA νAM νAM, AX. 2.3

It is well known thatSν is an algebra and the restriction ofν toSν, that is,ν/Sν is

a finite, finitely additive measure. We also defineSν {EX/νE ρE}.Sνis not in general an algebra of sets, and we always haveSν⊂ Sν.

An outer measureν satisfies Condition A: ifν ρonC.νsatisfies Condition B: if

νC sup{νA/AC, A∈ C}, forC∈ C.

Definition 2.4. LetE be a collection of subsets ofX and letf be a real-valued set function defined onE.

If for allA, B∈ EwithAB, AB∈ E, we have

fAB fABfA fB, 2.4

then f is said to be submodular on E. If the reverse inequality holds, then f is said to be supermodular onE.fis said to be modular onEif equality holds. If

fABfA fB wheneverA, B∈ EwithAB∅, 2.5

thenfis said to be superadditive onE.

IfEPX,we usually sayfis submodular.

Let L be a lattice of subsets of X such that ∅, X ∈ L. AL denotes the algebra generated byL, and MLdenotes the set of all nontrivial, nonnegative, finitely additive measures onAL.MRLdenotes the set of all thoseμMLwhich areL-regular, that is,

thoseμMLwith the property that for anyA∈ ALμA sup{μL/LA, L∈ L}.

ML,MRL, and several other subsets ofMLhave been extensively studied in

the literature; we cite just a few recent papers4–8. ForμML, the set functionμdefined forEXby

μE infμL/EL, L∈ L 2.6

is a finite, finitely subadditive outer measure onPX.We also define the set functionμiby

μiE μXμE supμL/LE, L∈ L. 2.7

3. Submodularity of the outer measureν

In3, a 0-1 measureμwas used to give necessary and sufficient conditions for a lattice to be normal, by constructing a 0-1, finitely subadditive outer measureμ.In1,2, the measure

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measures. In this section, we focus on the latter set functions, and determine conditions forν to be submodular.

We begin by recalling the basic construction and properties ofν.For emphasis, letXbe a nonempty set and letCbe a covering class of subsets ofX,with∅, X∈ CandCclosed under finite intersections. Letνbe a finite, finitely subadditive outer measure defined for all subsets ofX.Assume thatCcoallocates itself and the associated set functionρis finitely subadditive onPX.Sinceρis finitely subadditive onPX,the set functionρis also finitely subadditive onPX see, e.g.,2. ForEXdefine

νE infρC/EC, C∈ C, 3.1

whereνis a finite, finitely subadditive outer measure and

1νρonC,

2ρνonC,

3ρρννonPX,

4νsatisfies condition A, that is,νρonCwhich is equivalent toρνonC.

The functions ν, ρ, ρ are the usual ones associated with the outer measure ν as defined for a general finite, finitely subadditive outer measure inSection 2.

We now determine conditions for ν to be submodular. It will be shown that by requiring that ν or its associated set functions satisfy certain conditions on either Cor C, andCis a lattice, the submodularity ofνwill follow. The importance ofνbeing submodular can be seen from the following known facts2.

It is known that ifνis submodular then

1C ⊂ SνSν,

2νisCregular onL,whereLLC,

3ν/AL∈MRL,

4ννonC.

Theorem 3.1. IfC is a lattice, and ifνis supermodular onC, thenρis submodular onCand soν is submodular onC.

Proof. LetC1, C2∈ C. Sinceνis supermodular on the latticeC,

νC 1∪C2

νC 1∩C2

νC 1

νC 2

. 3.2

Therefore,

νXνC 1∪C2

νXνC 1∩C2

νXνC 1

νXνC 2

, 3.3

and so

ρC 1∩C2

ρC 1∪C2

ρC 1

ρC 2

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SinceνρonC, the above inequality shows

νC 1∩C2

νC 1∪C2

νC 1

νC 2

. 3.5

SinceC1, C2 ∈ Care arbitrary, this shows thatρis submodular onCandνis submodular

onC.

Theorem 3.2. SupposeCis a lattice. Ifνis submodular onC, thenνis submodular.

Proof. LetA, BXand let >0 be given and arbitrary. By definition ofνthere existC1, C2∈ C

such thatAC1, BC2 and

νAρC 1

< νA

2, νBρ

C 2

< νB

2. 3.6

NowABC1C2, ABC1C2,

νAB νABνC 1∪C2

νC 1∩C2

. 3.7

Sinceνis submodular onC,

νC 1∪C2

νC 1∩C2

νC 1

νC 2

< ρC 1

ρC 2

. 3.8

By3.7,3.8,3.6, we have

νAB νAB< νA νB . 3.9

Since >0 is arbitrary,3.9shows

νAB νABνA νB, 3.10

and soνis submodular.

Combining Theorems3.1and3.2, we have the following theorem.

Theorem 3.3. IfC is a lattice, and ifνis supermodular onCthenνis submodular.

We recall that given an outer measureν, a measurable cover for a setEX is a set

M∈ Sνsuch thatνE νM.

Definition 3.4. Let ν be a finite, finitely subadditive outer measure, and let Sν be the ν

-measurable sets. We define forEX

ν0E infνM/EM∈ S

ν, 3.11

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ν0is a finite, finitely subadditive, submodular outer measure, andν0M νMfor M∈ Sν.

It is known that when a finite, finitely subadditive outer measureνis approximately regular thenνis submodular5.

Theorem 3.5. LetC be a covering class and letνbe a finite, finitely subadditive outer measure. If everyC∈ Chas a measurable cover with respect toν,thenνis approximately regular and therefore submodular.

Proof. We first show that the hypothesis that eachC∈ Chas a measurable cover with respect toνimplies thatνν0onC.

LetC ∈ C. We always have for anyM ∈ SνwithCM, νCνM.Therefore, by the definition ofν0C,

νCν0C. 3.12

Now by hypothesis, there exists an M0 ∈ Sν such that CM0 and νC νM0.By

monotonicity ofν0,

ν0CνM 0

νC. 3.13

By3.12and3.13,ν0C νC.SinceC∈ Cis arbitrary,νν0onC, so thatνis approximately regular onC.

We next show that when ν is approximately regular on C implies that ν is approximately regular.

LetEX.LetM ∈ Sνwith EM.By monotonicity ofν, νEνM.It follows from the definition that

νEν0E. 3.14

Suppose now thatC∈ CandEC.By monotonicity ofν0,

ν0Eν0C νC. 3.15

We always haveνρonC, so3.15shows that

ν0EρC. 3.16

SinceCis any set fromCwithEC,3.16shows that

ν0EνE. 3.17

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An important question to consider is whether or notC ⊂ Sνwithout requiring thatν is submodular. If this is true, then sinceSν is an algebra,ALC AL ⊂ Sν and thus

ν/AL ∈ML. Our next theorem shows that this is indeed the case whenCis a lattice and ρis superadditive onC.

Theorem 3.6. IfCis a lattice, and ifρis superadditive onC, thenC ⊂ Sν.

Proof. It suffices to show by a theorem in2that eachC ∈ Csplits all sets ofCadditively with respect toν.

LetC∈ CandA∈ C.We always haveνAνAC νAC.For the reverse inequality, we proceed as follows. Let >0 be given and arbitrary. There existsB, D∈ Csuch that

BAC, ρAC

2 < ρB,

DAB, ρAB

2 < ρD.

3.18

NowBDBAB ∅,andBDACABA.SinceCis a lattice,BD∈ C. We haveνA ρA, so by the definition ofρA, we have

νA> ρAρBD. 3.19

By the superadditivity ofρonC,

ρBDρB ρD. 3.20

Using3.19,3.20, and3.18, we have

νA> ρACρAB. 3.21

Again, sinceCis a lattice andA, B, C∈ CandνρonC, we have by3.21

νA> νACνAB. 3.22

SinceABAAC AC, by monotonicity ofν,

νAB> νAC. 3.23

Therefore, by3.22and3.23, we getνA> νAC νAC.Since >0 is arbitrary, we getνAνAC νAC.Therefore,νA νAC νAC, andCsplitsAadditively with respect toν.SinceA ∈ Cis arbitrary, it follows thatCsplits all sets ofCadditively with respect toνand soC∈ Sν.The arbitrariness ofC∈ Cshows that C ⊂ Sν.

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4. Equality ofνand its associated set functions onL

In this section, we again consider a covering class C of subsets of a nonempty set X, C being closed under finite intersections, and such that ∅, X ∈ C, and ν a finite, finitely subadditive outer measure defined for all subsets ofX. We assume thatC ⊂ Sν,the set of

ν-measurable sets. SinceSνis an algebra of sets,LLC⊂ Sν, henceAL⊂ Sν.Therefore,

μ ν/AL ∈ ML. We consider the following set functions obtained from ν,which are

defined inSection 2:μ, μi, ρ, ν, ρ.We obtain an inequality between all these set functions

that holds for all subsets ofX,and determine conditions for equality of these functions onL. Equality onLbecomes useful, since for instance we will then haveμMRL.

Theorem 4.1. ρμiρνμνonPX.

Proof. LetEXbe fixed but arbitrary. We always have

ρEνE, 4.1

so it is the other inequalities that we must establish.

LetL ∈ LwithEL.The definition ofμEshows thatμEμL νL.By monotonicity ofν, we haveνEνL μLwheneverEL, L ∈ L. Thus, νEis a lower bound for the set{μL/EL, L∈ L}. Therefore,

νEμE. 4.2

Now supposeC∈ CandEC.SinceC∈ L,μEμC νC.Therefore,μEis a lower bound for the set{νC/EC, C∈ C}. The definition ofνEgives

μEνE. 4.3

Next, consider anyC∈ CwithCE.By the definition ofμiE, we haveμCμiE.

SinceμC νC,we haveνCμiEfor allCEwith C∈ C. SinceρCνC, we haveρCμiEfor allC∈ C, withCE.Therefore,μiEis an upper bound for the set {ρC/CE, C∈ C}. The definition ofρEthus gives

ρEμ

iE. 4.4

To show thatμiEρE, we argue by contradiction. Thus suppose thatρE< μiE.

Then there exists anL0 ∈ Lsuch thatL0 ⊂ EandρE < μL0 ≤μiE.By monotonicity of

ρ, ρL0≤ρE,so we haveρL0< μL0.NowρL0 νXνL0 μXμL0, hence

μX< μL0 μL

0.This contradicts the finite additivity ofμ. Therefore, it must be

μiEρE. 4.5

Combining inequalities4.1through4.5, we have

ρEμ

iEρEνEμEνE. 4.6

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We now determine conditions when the inequality ofTheorem 4.1will be an equality onL. Before doing so, we indicate what happens when this is true. We always have thatμ is submodular. Assuming ρ μi ρ ν μ νonL, supposeL ∈ L. ThenμiL

μXμL μXμL μLsinceμML. NowμiL sup{μK/KL, K∈ L}

so we haveμL sup{μK/KL, K ∈ L}. By5, this shows sinceL ∈ Lis arbitrary thatμMRL. It follows from this thatL ⊂ Sμ,and soμ0μ,so thatμis approximately

regular, hence submodular.

Theorem 4.2. IfC is a lattice,νsatisfies condition A, andνis submodular onC, thenρμiρ

νμνonL.

Proof. We show thatν is submodular. Sinceν satisfies condition A,C ⊂ Sν.Let E, FX and let >0 be arbitrary. By the definition ofν, there existC1, C2 ∈ Csuch thatEC1and νEνC

1< νE /2, andFC2and

νFνC 2

< νF

2. 4.7

NowEFC1C2,EFC1C2, whereC1∩C2andC1∪C2belong to the lattice

C. Therefore,

νEF νEFνC 1∪C2

νC 1∩C2

. 4.8

Sinceνis submodular onC,νC1C2 νC1C2νC1 νC2.Combining this last inequality with4.8and4.7, we have

νEF νEF< νE νF . 4.9

Since > 0 is arbitrary, this shows that νEF νEFνE νF, where

E, FXare arbitrary. Therefore,νis submodular. Hence,Sν Sν whereSν is an algebra.

By our initial observation,C ⊂ SνSν,and soL ⊂ Sν. Thus for allL∈ L,νL ρL, and

so byTheorem 4.1, we haveρμiρνμνonL.

Theorem 4.3. Ifν ν0onC,CcoseparatesLC, andνsatisfies condition B, thenρ μ

i ρ

νμνonL.

Proof. The hypothesis thatνν0onCshown by6thatνis submodular and so Sν .

We show that the hypotheses thatCcoseparatesLCand νsatisfies condition B giveρ

μiρνμνonC.

SinceC ⊂ Sν⊂ Sν,νC ρCfor allC∈ C. Since for anyC∈ C,ρC ρC μiC,

we have

ρμ

iρν onC. 4.10

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μC0 μL

0 < νC0. SinceC0∩L0 ∅ with C0, L0 ∈ L and C coseparates L, there

existA, B∈ CwithC0⊂A, L0⊂BandAB∅. Therefore,C0⊂ABL0and

μC0μA μAμBμL 0

< νC0. 4.11

We also haveμA νA.Thus, we have anA ∈ C ⊂ L, withC0 ⊂AandνA < νC0.This contradicts the definition ofνC0.Therefore, we must haveμνonC.

We next showνμonC. We reason by contradiction. Suppose there is aC∈ Cwith

νC< μC. Therefore,νXνC> νXμC.But we also haveνX νC νCso νC νXνCandνX μX μX.Therefore,νC> μXμC μ

iC.Since

νsatisfies condition B,νC sup{νA/AC, A∈ C}> μiC. Thus, there is anA0 ∈ C

withA0 ⊂CandμiC< νA0≤νC,andA0∩C∅.SinceCcoseparatesL, there exist B, D∈ Csuch thatA0⊂B, CDandBD∅.Therefore,A0⊂BDC.This gives

μiC< νAνBνDνC. 4.12

ButνD μD, so we have aD ∈ C ⊂ L withDC and μiC < μD.This contradicts the definition of μiC. Therefore, we must haveν μ on C. Thus we have

ρ μ

i ρ ν μ ν onC. Sinceρ ν onC,C ⊂ Sν.By the submodularity ofν, Sν

Sν.Therefore,C ⊂ Sν and soL ⊂ Sν.Therefore, for allL ∈ L,ρL νLand so ρμ

iρνμνonL.

Thus far, in order to have the equality

ρμ

iρνμν onL,

the property of submodularity ofνorνonCorCplayed a major role. A natural question to ask is whether this equality can be achieved without submodularity. To obtain some insight into how one may proceed, we make the following observation. For the outer measureν, it is always true thatSν ⊂ Sν,whereSν is an algebra of sets. IfC ⊂ Sν, thenLLC⊂ Sν,

and consequentlyC ⊂ Sν, whenceνL ρLfor allL ∈ L. It follows from this that the equality∗holds onL. It seems reasonable then to seek conditions forC ⊂ Sν.

We have the following theorem.

Theorem 4.4. Suppose eachC∈ Csplits all sets ofCadditively with respect toν. ThenC ⊂ Sνand ρμ

iρνμνonL.

The result follows from2.

The results of this section prove useful in studying the restriction of a finite, finitely subadditive outer measure to the algebra generated by the covering class, when the sets of the covering class are measurable, which will be investigated in a subsequent paper . Although Theorem 4.4may be difficult to implement in practice, it leads naturally to the content of the next section.

5. An outer measure construction

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nonnegative set function τ on B. By the standard method, we construct a finite, finitely subadditive outer measureλfromτandB. We seek a characterization of those sets that split all sets ofBadditively with respect toλ.

For emphasis, letXbe a nonempty set and letBbe an arbitrary family of subsets ofX with∅, X∈ BandBis closed under finite unions. Letτbe a finite, nonnegative set function defined onBwithτ∅ 0,andτsubadditive onB. For EXlet

λE infτB/EB, B∈ B. 5.1

It follows by a standard argument thatλis a finite, finitely subadditive outer measure defined for all subsets ofX.LetSλbe the algebra ofλ-measurable subsets ofX.We determine conditions when a set or a family of sets splits all sets ofBadditively with respect toλ,this set or family will split all subsets ofX additively with respect toλ.The importance of this was hinted at in the last section.

We observe that ifB∈ B, thenλBτB.Also, ifτ is monotone onB, thenλB

τBfor allB∈ B.

The following theorem is known, and its proof can be found in2, for instance.

Theorem 5.1. IfEXsplits all sets ofBadditively with respect toλ, thenE∈ Sλ.

Our motivation for what follows comes from the characterization of the measurable sets for aσ-finite measure which can be found in8,9. We begin with the observation that there are always at least two sets inB that split all sets ofB additively with respect to λ, namely,∅andXthey may be the only ones. We seek a characterization of such sets.

Theorem 5.2. LetB0 ∈ Bsplit all sets ofBadditively with respect toλ.Let N ∈ Bbe such that τN 0.ThenEB0−Nsplits all sets ofBadditively with respect toλ, and soE∈ Sλ.

Proof. LetB∈ Bbe arbitrary. We can writeB BEBE.Now,BEBB0∩NBB0andBEBB0NBB0N.By the monotonicity and finite subadditivity

ofλ,

λBE λBEλBB 0

λBB 0

λN. 5.2

SinceN∈ B,λNτN 0,soλN 0 and5.2becomes

λBE λBEλBB 0

λBB 0

. 5.3

The hypothesis onB0givesλBB0λBB0 λBso by5.3,λBEλBEλB.The reverse inequality is always true by finite subadditivity ofλ.Thus byTheorem 5.1,

E∈ Sλ. 5.4

Thus we see that a sufficient condition for a set E to be λ-measurable is:E must be expressible as the difference of a set fromBthat splits all sets ofBadditively with respect to

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An example may help to illustrate the theorem.

Example 5.3. LetX {a, b, c}and takeB {∅, X,{a},{b},{a, b}}.Defineτ onBbyτ

τ{a} 0, τ{b} τ{a, b} 1, τX 2.The outer measureλdetermined byBandτ isλλ{a} 0,λ{b} λ{a, b} 1,λ{c} λ{a, c} λ{b, c} λX 2.Now

Sλ{∅, X,{a},{b, c}}.We see that∅X−∅,X X−∅,{a}{a} −∅,{b, c}X− {a}.

We return to characterizing those setsEthat split all sets ofBadditively with respect toλ.In the style of Munroe10, we have the following theorem.

Theorem 5.4. LetEXbe any set. There is a sequence of sets{Bn}fromBsuch thatEBnall n andλE λn1Bn.

Proof. LetEXbe arbitrary. By the definition ofλE,for eachn∈Nthere is aBn∈ Bsuch

thatEBnand

λEτBn< λE n1. 5.5

LetBn1Bn.ThenEBBnall n. By monotonicity ofλ,

λEλBλBn alln. 5.6

NowλBnτBnall n, so by5.6and5.5we getλEλB< λE 1/nfor any

n∈N.Thus for any given >0,we can find annNlarge enough so that 0<1/n < .For any suchn, λEλB< λE .Since >0 is arbitrary, it follows thatλE λB.

Observation 1. Suppose EX splits all sets AX additively with respect to λ. By Theorem 5.4, there exist Bn ∈ B, n ∈ N with E ⊂ ∞n1Bn and λE λn1Bn. Let

B

n1Bn.We can writeB EBE.SinceE ∈ Sλ, λB λE λBE, and

since all quantities are finite,λBE λBλE 0.SinceEBBE,letNBE so thatλN 0.

This observation establishes the following theorem.

Theorem 5.5. IfE∈ Sλ, then there is a sequence of sets Bn∈ B, and a setNXsuch thatEBn

all n, andEn1BnN, whereλN 0.

We see that our result is analogous to what happens in the case of constructing an outer measure from a measure in the general case, see for instance Munroe10.

In summary, to obtain a setEthat splits all sets ofBadditively with respect toλ: let

B0 ∈ Bbe a set that splits all sets ofBadditively with respect toλfor instanceXand let NXwithτN 0.ThenEB0−Nwill split all sets ofBadditively with respect toλ,so

thatE∈ Sλ.

IfE∈ Sλ, then there is a sequence of sets{Bn}fromBsuch thatEBnall n,and a set

NXsuch thatλN 0 andEn1BnN.

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Acknowledgments

The author wishes to thank the referee for several useful suggestions leading to the improved clarity of the paper, and to the editor for his courtesy. The questions considered for this paper were presented to the author by the late Dr. George Bachman, the author’s teacher and friend.

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