Paper 1, Section II, I
Part II, 2010
State Carathéodory's extension theorem. Define all terms used in the statement.
Let be the ring of finite unions of disjoint bounded intervals of the form
where and . Consider the set function defined on by
You may assume that is additive. Show that for any decreasing sequence in with empty intersection we have as .
Explain how this fact can be used in conjunction with Carathéodory's extension theorem to prove the existence of Lebesgue measure.