There exists an exhaustive submeasure that is not equivalent to a measure

You need to know: Boolean algebra of sets.

Background: Let {\cal B} be a Boolean algebra of sets. A map \nu:{\cal B} \to {\mathbb R} is called a submeasure if the following holds: (i) \nu(\emptyset) = 0, (ii) \nu(A) \leq \nu(B) for every A,B \in {\cal B} such that A \subset B, and (iii) \nu(A \cup B) \leq \nu(A) + \nu(B) for every A,B \in {\cal B}. A submeasure \nu is called a (finitely additive) measure if \nu(A \cup B) = \nu(A) + \nu(B) whenever sets A,B \in {\cal B} are disjoint. A submeasure \nu is called exhaustive if \lim\limits_{n\to \infty}\nu(E_n)=0 for every sequence \{E_n\}_{n=1}^\infty of elements of {\cal B} such that E_n \cap E_m = \emptyset whenever n\neq m. We say that submeasure \nu_1 is absolutely continuous with respect to a submeasure \nu_2 if for every \epsilon>0 there exists an \alpha>0 such that \nu_1(A) \leq \epsilon for every A \in {\cal B} with \nu_2(A) \leq \alpha.

The Theorem: On 27th January 2006, Michel Talagrand submitted to arxiv a paper in which he proved the existence of a Boolean algebra {\cal B} of sets, and a nonzero exhaustive submeasure \nu on it, which is not absolutely continuous with respect to any measure.

Short context: Any measure is exhaustive. Moreover, if a submeasure is absolutely continuous with respect to a measure, it is exhaustive. One of the many equivalent formulations of famous Maharam’s problem is whether the converse is true. The Theorem gives a negative answer to this question.

Links: Free arxiv version of the original paper is here, journal version is here. See also Section 8.13 of this book for an accessible description of the Theorem.

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