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Let $X$ be a set, $\mathcal{S}\subseteq \mathcal{P}(X)$ be a semiring on $X$, and $\mu: \mathcal{S}\rightarrow [0,\infty]$ with $\mu(\emptyset)=0$. Assume $\mu$ is finitely additive and countably subadditive. Does it imply that $\mu$ is also countably additive? (I know that the converse is true)

The question arises because such a set function is required in some versions of the Extension theorem for measures (see, e.g., the textbook by Billingsley, or by Klenke). I'm wondering to what extent it is more general than a countably additive function (i.e., a premeasure)?

If being finitely additive and countably subadditive and being countably additive are not equivalent in the setup above, could someone provide a counter example on the semiring $\mathcal{S}:=\{(a, b]\mid a,b\in \mathbb{R},a\leq b \}$?

cliu55
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  • To my knowledge you cannot explicitly construct any finitely additive but not countably additive measure. Subadditivity makes it much more difficult. – geetha290krm Feb 08 '24 at 11:27
  • For a construction of a finitely additive but not countably additive measure using ultra filters see: https://math.stackexchange.com/questions/204842/example-for-finitely-additive-but-not-countably-additive-probability-measure – geetha290krm Feb 08 '24 at 11:29
  • @geetha290krm Thanks! This is something good to know – cliu55 Feb 08 '24 at 12:01

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