Let X=(X,Σ,μ)X = (X,\Sigma,\mu) be a measure space. Let {Bn:n≥1}\{B_n:n\geq1\} be a countable sequence of measurable sets of XX.

Which of the following two statements is always true?

  • I. If {Bn:n≥1}\{B_n:n\geq1\} increases to (its union) BB, then lim⁡n→∞μ(Bn)=μ(B)\lim_{n\to\infty} \mu(B_n) = \mu(B).
  • II. If {Bn:n≥1}\{B_n:n\geq1\} decreases to (its intersection) BB, then lim⁡n→∞μ(Bn)=μ(B)\lim_{n\to\infty} \mu(B_n) = \mu(B).
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