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Royden 3.3.9
First, we show that for any subset E of the real numbers, E
c
+y = (E +y)
c
(translating the complement is
equivalent to the complement of the translated set). Without loss of generality, assume E can be written as
an open interval (e
1
, e
2
), so that E
c
+y is represented by the set {x|x (, e
1
+y) (e
2
+y, +)}. This
is equal to the set {x|x / (e
1
+y, e
2
+y)}, which is equivalent to the set (E +y)
c
.
Second, Let B = A y. From Homework 8, we know that outer measure is invariant under translations.
Using this along with the fact that E is measurable:
m
(A) = m
(B)
= m
(B E) +m
(B E
c
)
= m
((B E) +y) +m
((B E
c
) +y)
= m
(((Ay) E) +y) +m
(((Ay) E
c
) +y)
= m
(A (E +y)) +m
(A (E
c
+y))
= m
(A (E +y)) +m
(A (E +y)
c
)
The last line follows from E
c
+y = (E +y)
c
.
Royden 3.3.10
First, since E
1
, E
2
M and M is a -algebra, E
1
E
2
, E
1
E
2
M. By the measurability of E
1
and E
2
:
m
(E
1
) = m
(E
1
E
2
) +m
(E
1
E
c
2
)
m
(E
2
) = m
(E
2
E
1
) +m
(E
2
E
c
1
)
m
(E
1
) +m
(E
2
) = 2m
(E
1
E
2
) +m
(E
1
E
c
2
) +m
(E
c
1
E
2
)
= m
(E
1
E
2
) + [m
(E
1
E
2
) +m
(E
1
E
c
2
) +m
(E
c
1
E
2
)]
Second, E
1
E
2
, E
1
E
c
2
, and E
c
1
E
2
are disjoint sets whose union is equal to E
1
E
2
. As above, since
E
1
, E
2
M, E
c
1
, E
c
2
M and hence E
c
1
E
2
, E
1
E
c
2
M. From class, m
(
n
E
n
) =
n
m
(E
n
) for
measurable sets E
n
. Therefore:
m
(E
1
E
2
) +m
(E
1
E
c
2
) +m
(E
c
1
E
2
) = m
(E
1
E
2
)
Combining the two arguments above:
m
(E
1
) +m
(E
2
) = m
(E
1
E
2
) + [m
(E
1
E
2
) +m
(E
1
E
c
2
) +m
(E
c
1
E
2
)]
= m
(E
1
E
2
) +m
(E
1
E
2
)
Royden 3.3.11
Dene E
n
= (n, +).
i. Empty intersection:
i=1
E
n
=
For any x R, we can choose a natural number n > x such that x / E
n
. Therefore, there is no x R
such that x E
n
for all n. This implies that the intersection stated above is empty.
ii. By denition, m
(E
n
) = +, as each interval is an open interval containing +.
1
Royden 3.3.12
i. From lecture, we established the following for a countable sequence of E
i
:
m
i=1
E
i
=
n
i=1
m
(A E
i
)
For the innite case, we use the monotonicity property:
A
i=1
E
i
i=1
E
i
i=1
E
i
i=1
E
i
i=1
m
(A E
i
)
Since this is true for all n N, letting n :
A
i=1
E
i
i=1
m
(A E
i
)
ii. The reverse inequality is true by countable subadditivity:
A
i=1
E
i
i=1
m
(A E
i
)
From the two inequalities in parts (i) and (ii), we can conclude:
A
i=1
E
i
i=1
m
(A E
i
)
Royden 3.3.13
a. Showing (i)(ii)(vi).
(i)(ii): By proposition 5 in Royden, for all sets E, there exists an open set O such that E O and
m
(O) m
(O) = m
(O E) +m
(O E
c
)
m
(O E) +m
(O E
c
) m
(E) +
m
(E) +m
(O \ E) m
(E) +
m
(O \ E)
To make the inequality above strict, we can take
=
2
for any given > 0 and use the same reasoning
above.
(ii)(iv): Since O is open, it can be written as a countable disjoint union of open intervals. We pick an
open O such that m
n=1
I
n
m
(O)
n=1
m
(I
n
)
2
From (ii), it is given that m
(O) m
(E) +m
(O \ E)
<
Since the outer measure is nite, the innite sum above must converge. Therefore, there exists some N
such that for all n > N,
N
I
n
<
2
. Dene:
U =
N
n=1
I
n
Case 2: O is a nite union of K intervals. Then dene:
U =
K
n=1
I
n
The symmetric measure can be decomposed into a union of disjoint sets:
UE = (U \ E) (E \ U)
m
(UE) m
(U \ E) +m
(E \ U)
m
(O \ E) +m
(O \ U)
< m
(O \ E) +/2
<
(vi)(ii) By Proposition 5, there exists some open set Q such that (E \ U) Q and m
(Q)
m
(E \ U) +. Dene O = U Q.
The set O covers E, since (U E) U and (E \ U) Q. Then:
m
(O \ E) = m
((U Q) \ E)
= m
(U \ E) +m
(Q\ E)
m
(U \ E) +m
(Q)
m
(UE) +m
(E\U) +
2m
(UE) + < 3
b. Showing (i)(ii)(iv)(i)
(i)(ii): Shown in part (a) above.
(ii)(iv): Dene G as follows:
G =
n
O
n
such that m
(O \ E) <
1
n
for all n N. The existence of such O
n
is guaranteed by the condition givne
in (ii). Since E O
n
for each n, E G, and by the monotonicity property:
m
(G\ E) m
(O
n
\ E)
<
1
n
Since the inequality above holds for all n N, we must have m
(G\ E) = 0.
(iv)(i): Since G is a countable intersection of open sets, it is measurable. All sets with measure zero
are measurable, so given that m
(G \ E) = 0, the set G \ E = G E
c
is also measurable. Therefore,
(G E
c
)
c
is measurable, and G (G E
c
)
c
= E is also measurable.
3
c. Showing (i)(iii)(v)(i)
(i)(iii): Since E is measurable, E
c
is also measurable. By (ii), there exists some O such that m
(O \
E
c
) < , or equivalently, m
(O E) < . Dene F = O
c
. Then:
> m
(O E)
> m
(E \ O
c
)
> m
(E \ F)
Since O is open, F is closed. Since E
c
O, we know O
c
E, or equivalently, F E.
(iii)(v): From (iii), there exists a closed set F
n
with F
n
E and m
(E \ F
n
) <
1
n
. for all n N.
Dene the following:
F =
n
F
n
Since F
n
E for all n N, F E. By monotonicity:
m
(E \ F) m
(E \ F
n
)
<
1
n
Since the inequality holds for all n N, we can conclude m
(E \ F) = 0.
(v)(i): Since F is measurable and m
n=1
E
n
= lim
n
m(E
n
)
Each E
n
is a union of disjoint closed intervals I
n
. Since closed intervals are measurable, and m(I) = (I),
we know that m(E
n
) = m(
2
n
n
I
n
) =
2
n
n=1
m(I
n
)
Therefore, it is sucient to show that the sum of the intervals which make up E
n
as n is equal to
zero in order to show that the Cantor ternary set has measure zero. For any n, E
n
is a union of 2
n
closed
invervals each with length
1
3
n
. The sum of the lengths of each interval is (
2
3
)
n
and therefore m(E
n
) = (
2
3
)
n
.
For any > 0, take n to be the rst natural number such that n > log
2/3
. This forces m(E
n
) < , which
then implies lim
n
m(E
n
) = 0.
b. F is equal to a countable union of closed intervals, and is therefore a closed set.
To show F
c
is dense, dene F
n
to be the remaining closed intervals at each stage n after the middle
interval of length
3
n
is removed. Then F is a countable union of disjoint intervals, each with length
strictly less than
1
2
n
. Therefore, given any x [0, 1] and > 0, choose N > log
1/2
. This will ensure that
the interval (x
1
2
, x +
1
2
) contains some point y that was removed in the n
th
step.
Using the same reasoning as in part (a), the measure of F is equal to the sum of the disjoint intervals
whose union is equal to F. At any stage n, there are 2
n1
intervals before any deletions are made.
4
Therefore, 2
n1
intervals of length
3
n
are removed. Therefore:
m(F) = 1
n=1
2
n1
3
n
= 1
2
n=1
2
3
n
= 1
Question 3
i Since A
1
is measurable:
m
(A
2
) = m
(A
2
A
1
) +m
(A
2
A
c
1
)
m
(A
1
) = m
(A
1
) +m
(A
2
A
c
1
)
m
(A
2
A
c
1
) = 0
ii Given that m
(C B) m
(B), so m
(C B) = 0.
m
(C B) +m
(C B
c
) = m
(C B
c
)
m
(C)
iii From the two parts above, we can conclude that the set A
2
A
c
1
is a measurable set. Hence, we can
write A
2
as the union of two measurable sets, A
1
and A
2
A
c
1
. From the lecture notes, the collection of
measurable sets, M is closed under taking unions. Therefore, A
2
= A
1
(A
2
A
c
1
) is also measurable.
Question 4
By countable additivity:
m
n=1
B
n
n=1
m
(B
n
)
To show the reverse inequality, dene B =
n=1
B
n
and we note that
n=1
A
n
n=1
A
n
By the countability of A
n
:
m
n=1
B
n
= m
n=1
A
n
n=1
A
n
n
m
(B A
n
)
n
m
(B
n
A
n
)
n
m
(B
n
)
5