Distribution Function of Finite Borel Measure is Right-Continuous

Theorem
Let $\mu$ be a finite Borel measure on $\R$.

Let $F_\mu$ be the distribution function of $\mu$.

Then $F_\mu$ is right-continuous.

Proof
From Sequential Right-Continuity is Equivalent to Right-Continuity in the Reals: Corollary, it suffices to show that:


 * for all monotone sequences $\sequence {x_n}_{n \mathop \in \N}$, with $x_n > x$ for each $n$, that converge to $x$ we have:


 * $\ds \map {F_\mu} x = \lim_{n \mathop \to \infty} \map {F_\mu} {x_n}$

Now let $\sequence {x_n}_{n \mathop \in \N}$ be a monotone sequence with $x_n > x$ for each $n \in \N$ and $x_n \to x$.

Then from Limit of Decreasing Sequence of Half-Closed Intervals, we have:


 * $\ds \bigcap_{n \mathop = 1}^\infty \hointl {-\infty} {x_n} = \hointl {-\infty} x$

Since $\mu$ is finite, we have:


 * $\map \mu {\hointl {-\infty} {x_1} } < \infty$

so Measure of Limit of Decreasing Sequence of Measurable Sets is admissable and gives:


 * $\ds \map \mu {\bigcap_{n \mathop = 1}^\infty \hointl {-\infty} {x_n} } = \lim_{n \mathop \to \infty} \map \mu {\hointl {-\infty} {x_n} }$

That is:


 * $\ds \map \mu {\bigcap_{n \mathop = 1}^\infty \hointl {-\infty} {x_n} } = \lim_{n \mathop \to \infty} \map {F_\mu} {x_n}$

so:


 * $\ds \map \mu {\hointl {-\infty} x} = \lim_{n \mathop \to \infty} \map {F_\mu} {x_n}$

Hence:


 * $\ds \map {F_\mu} x = \lim_{n \mathop \to \infty} \map {F_\mu} {x_n}$

Since the sequence $\sequence {x_n}_{n \mathop \in \N}$ was arbitrary, we have:


 * $F_\mu$ is right-continuous.

from Sequential Right-Continuity is Equivalent to Right-Continuity in the Reals: Corollary.