More Borel -algebras

We dened B (R) to be the -algebra of subsets of R generated by the collection of all open intervals (a, b) : < a < b < }, Similarly we can dene the Borel -algebra B (R2 ) as the -algebra generated by the family of sets (a, b) (c, d) : a < b and c < d . The collection B (R2 ) contains every subset of the plane that we meet in day to day life ( but not every subset belongs to it: there are weird sets that dont.) Reminder about notation: if A and B are two sets then A B , their cartesian product, is the set of all ordered pairs (x, y ) with x A and y B . There is a potential clash of notation here- if x and y are real numbers then the ordered pair (x, y ) R2 must not be confused with the open interval {z R : x < z < y }. In the above denition of B (R2 ) the set (a, b) (c, d) is the rectangle {(x, y ) R2 : a < x < b and c < y < d}. Exercise 0.1 Identify the following subset of R2 , A= (, q ) (, q ),
q Q

and deduce that the triangle {(x, y ) R2 : x > 1, y > 1, x + y < 0} belongs to the Borel -algebra. Generalize your argument to show that the interior of any convex polygon belongs to the Borel -algebra. A= (, q ) (, q ) = {(x, y ) R2 : x + y < 0}.
q Q

Each rectangle (, q ) (, q ) belongs to B (R2 ) and Q is countable so A B (R2 ) since -algebras are closed under countable unions. Taking the intersection of A with the two Borel sets {(x, y ) R2 : x > 1} and {(x, y ) R2 : y > 1} we see that the triangle also belongs to B (R2 ). To generalize this we note that the interior of convex polygons are obtained as the intersection of nitely many half-plane of the form {(x, y ) R2 : x + y < c} for some real , and c. Thus it is sucient to show such a half-plane belongs to B (R2 ). But for this we note that such a half-plane can be obtained as a countable union of rectangles {(x, y ) R2 : x < q and y < c q }.
q Q

Another important feature of the Borel -algebra is that it is generated by many dierent collections of simple sets. Exercise 0.2 Remind yourself how we proved that B (R) was also the -algebra of subsets of R generated by the collection of all closed intervals. Which of the following families of subsets also generate B (R2 )? Justify your answers. [a, b] [c, d] : a b and c d {x R2 : x a < r} : a R2 , r > 0 [a, b] (, ) : a b} The rst two, collections generate B (R2 ); the third does not. To show that (C1 ) = (C2 ) it suces to verify that each member of C1 belongs to (C2 ) and every member of C2 belongs to (C1 ). For then, using the fact that (Ci ) is the smallest -algebra containing Ci , we may deduce both that (C1 ) (C2 ) and that (C2 ) (C1 ). Now any open rectangle (a, b) (c, d) is the countable union of closed rectangles [a , b ] [c , d ] with a , b , c , d rational numbers satisfying a < a < b < b and c < c < d < d. Also any closed rectangle [a, b] [c, d] is the countable intersection of open rectangles (a , b ) (c , d ) with a , b , c , d rational numbers satisfying a < a b < b and c < c d < d . This establishes that the collection of closed rectangles generates the same -algebra as the collection of open rectangles. In a similar way we assert that any open disc is a countable union of open rectangles contained in it, and that any open rectangle is a countable union of open discs contained within it: show that any open rectangle A can be written as 1 B( q , ). n
n1 q AQ 1 1 where B( q, n ) = {z R2 : z q < n }. Thus the collection of open discs, and that of open rectangles generate the same -algebra. Let F = A (, ) : A B (R) . This is a -algebra (CHECK IT!) and it contains every member of the third collection, but it does not contain every member of B (R2 ) ( for example it does not contain (0, 1) (0, 1)).

Figure 1 illustrates the construction of a subset A of R2 known as Sierpinskis carpet. To construct it we start with the square A0 = {(x, y ) R2 : 0 x, y < 1} and cut out (the interior of ) the central square. This leaves us with the set A1 = A0 \ {(x, y ) R2 : 1/3 x, y < 2/3}. The next step involves cutting out 8 smaller squares leaving a set A2 . We repeat this process of cutting out smaller squares indenitely: the carpet A is then 2

Figure 1: Showing the sets from the rst four steps in the construction of Sierpinskis
carpet.

dened to be the subset of points belonging to the original square A0 which are never removed at any step of the construction Believe us-there really are points that are left! (In fact A contains uncountably many points.). Exercise 0.3 Explain why the carpet A belongs to the collection of subsets B (R2 ). Calculate the area of the sets An where An is the set constructed by step n of the algorithim. What do you think the area of A is? The original square belongs to the Borel -algebra and so does each square which is removed at each stage of the construction. Thus the Borel -algebra, by virtue of being closed under nite set operations contains each An . Now we can write

A =
n=1

An

from which we deduce that A also belongs to B (R2 ) using the closure under countable intersections property. Observe that in constructing An+1 from An we remove 1/9 of the area of An . Since the area of A0 is 1 we deduce that the area of An = (8/9)n . Because A is a subset of An for each n, the only reasonable value to assign to be the area of A is 0.