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It's a classical theorem of real analysis that Lebesgue measure is "continuous" that is for an ascending chain of subsets $A_k$ we have

$\lim_{k\rightarrow \infty} m(A_k)=m\left(\bigcup_{k=1}^\infty A_k\right)$

and we have an analogous condition for descending chains of finite measure. Of course we can also talk about an arbitrary measure space having a continuous measure as well.

I'm curious if we can actually make Lebesgue measure continuous in a meaningful way. What I mean by this is if we can find a Hausdorff topology on $\mathcal L$, the Lebesgue measurable subsets of $\mathbb R$, so that $m: \mathcal L \rightarrow [0,\infty]$ is continuous and for $A_n \in \mathcal L$ we have that $U_n=\bigcup_{k=1}^n A_k$ converges in the topology to the union of the $A_k$. Ideally I'd like to see an example or such a topology or if it's impossible a proof that it isn't possible.

A couple of things to note. It's not hard to get any two of the three conditions. For instance we could put the discrete topology to get Hausdorff and continuous or we could put the pullback topology of $[0,\infty]$ under $m$ and get continuous and convergence, but not Hausdorff. If it's too difficult a question in Lebesgue measure setting, I'd also be interested in the analagous question for $\ell^1(\mathbb N)$.

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    So you can do that and it gives you a metric on $\mathcal L / \sim$. But pulling the topology generated by it back onto $\mathcal L$ gives you a non-Hausdorff topology.2012-09-18

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Here is a cheap way of getting a suitable topology:

Give $\mathcal L$ the initial topology with respect to the two maps $j: \mathcal L \to \{0,1\}^{\mathbb R}$, where $j(A) = \chi_A$ is the characteristic function of $A$, and $m: \mathcal L \to [0,\infty]$. Then $m$ is continuous by definition and $\mathcal L$ is Hausdorff, because it's topology is finer than the topology induced by inclusion $j(\mathcal L)\subset \{0,1\}^{\mathbb R}$.

Now setting $U_k = \bigcup_{i\le k} A_i$ for $A_i\in \mathcal L$, we furthermore have that $U_k \to U_\infty \iff j(U_k)\to j(U_\infty)\text{ and }m(U_k)\to m(U_\infty)$ by definition of the initial topology. Hence this topology also satisfies that $U_k \to U_\infty$ in $\mathcal L$.

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    @Jacob Schlather: I'm still wondering whether there might be a more natural topology on $\mathcal L$, though. I mean, this one is just thought up to exactly fit the requirements of your question. So it seems quite artificial...2012-10-23
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Identify sets with their indicator functions, endow $\{0,1\}^\mathbb{R}$ with the product topology and take the trace topology with respect to $\mathcal{L}$. This topology is certainly Hausdorff and satisfies the condition for unions. The continuity of $m$ should follow from the fact that for a convergent sequence of sets $\limsup$ and $\liminf$ are equal and their measure coincides.

It might be that $m$ is only continuous for finite measure spaces.

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    @JacobSchlather You are right. The topology is merely seque$n$tially continuous for finite measure spaces, which is essentially the dominated convergence theorem.2012-09-18