Suppose that $mu$ is a finite Borel measure on $mathbb{R}$ such that $mu({x})=0, forall x in mathbb{R}$. Suppose $f$ is a Borel measurable function that is integrable wrt $mu$. Show that [ G(x)=int_{-infty}^{x} f(t) d mu(t) ] is a continuous function.
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This is the definition of continuity. Show more…
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