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Let (E,E, u) be a measure space. Let De E (a) Define (A) = u(AnD), A E E. Show that v is a measure on (E,E); it is called the
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Answer #1

E,E,u is a measure space and DES .

a) Define A (An D), A E E .

Non negativity: (A (AnD)0 , hence V(A)> .

Null empty set: nD = /4( )

Countable additivity: (U1 (U D)(U(AnD) n-1 n=1 n=1

-ΣμΑn D) -ΣνAΑ) n-1 n=1.

Hence \nu satisfies all the properties of a measure. Therefore it is a measure.

b) \mathcal{D} is the trace of \mathcal{E}, that is, \mathcal{D} = \{ A \cap D : A \in \mathcal{E} \} .

Now if A \in \mathcal{D} , then ANDA.

Hence \nu(A) = \mu(A) = \mu (A \cap D) .

In problem a we have shown that  (AND) is a measure. By restriction it D, we get that \nu is a measure on (D, \mathcal{D} ) .

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