Question
Under the conditions of Theorem 16.14, show that$$\alpha=\sup \{x \geq 0: \mu([0, x))=0\}.$$
Step 1
First, let's recall the conditions of Theorem 16.14: Let $\mu$ be a Lebesgue-Stieltjes measure induced by a distribution function $F$. Then, for any $a < b$ in $\mathbb{R}$, we have $$ \mu((a, b]) = F(b) - F(a). $$ Show more…
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