Beruflich Dokumente
Kultur Dokumente
Problem 18: Let E have finite outer measure. Show that there is a G set G E with
m(G) = m (E). Show that E is measurable if and only if there is an F set F E with
m(F ) = m (E).
Solution: Let n be a positive integer. By the definition of outer measure we may find a
collection of open intervals {Ik,n }
k=1 such that
k=1
T S
k=1 Ik,n
n=1
m (G) m (
k=1
Problem 20: (Lebesgue) Let E have finite outer measure. Show that E is measurable if
and only if for each open, bounded interval (a, b),
b a = m ((a, b) E) + m ((a, b) E).
Solution: Since the (Caratheodory) definition of measurability is immediately satisfied for
open bounded intervals, we simply need to show that if the measurability condition is satisfied
on all open bounded intervals, then E is measurable. Suppose that
m ((a, b)) = m ((a.b) E) + m ((a.b) E)
holds for every bounded interval (a, b). Let > 0, since E has finite outer measure we know
that there is a countable collection of bounded open intervals Ik such that
k=1
m (Ik ) =
m (Ik E) +
m (Ik E)
!k=1
k=1
k=1
(Ik E)
+m
k=1
Denoting O
we find
k=1 Ik
m (E) + >
!
(Ik E) .
k=1
k=1 Ik E
and
k=1 (Ik
E) = O E,
k=1
Therefore
m (O E) < ,
which by Theorem 11 is equivalent to the measurability of E.
disjoint union E1 E2 = (E1 E2 ) (E1 (E1 E2 )) (E2 (E1 E2 )). By finite additivity
and excision,
m(E1 E2 ) = m(E1 E2 ) + m(E1 (E1 E2 )) + m(E2 (E1 E2 ))
= m(E1 E2 ) + m(E1 ) m(E1 E2 ) + m(E2 ) m(E1 E2 )
= m(E1 ) + m(E2 ) m(E1 E2 ).
Problem 27: Let M0 be any -algebra of subsets of R and m0 a set function on M0 which
takes values in [0, ], is countably additive, and such that m0 () = 0.
(i) Show that m0 is finitely additive, monotone, countably monotone, and possesses the
excision property
(ii) Show that m0 possesses the same continuity properties as Lebesgue measure.
Solution:
(i) Finite additivity follows trivially from countable additivity, since we may consider
collections of sets for which only finitely many are non-empty. To prove excision and
monotonicity, suppose A, B M0 with B A. Since we can write A as a disjoint
union A = (A B) B. Therefore by finite additivity
m0 (A) = m0 (A B) + m0 (B).
This proves both monotonicity and excision since m0 (A B) 0.
0
To prove countable monotonicity we let {Ek }
k=0 M be a collection of sets that
covers some set E M0 . As usual we define A0 = E0 and for n 1,
An = En
n1
[
Ek ,
k=1
S
S
so that {An } are disjoint,An En and
k=0 Ak =
k=0 Ek . Using countable additivity
and monotonicity
!
!
[
[
X
X
0
0
0
0
m (E) m
Ek = m
Ak =
m (Ak )
m0 (Ek ).
k=0
k=0
k=0
k=0
(ii) The proof is identical to the proof of in the case of Lebesgue, which relies on the
properties of monotonicity, countable additivity, and the excision property.
Problem 28: Show that continuity of measure together with finite additivity of measure
implies countable additivity of measure.
Sn
of
measurable
sets.
Define
A
=
Solution: Let {Ek }
n
k=1 be a disjoint collection
k=1 Ek ,
S
S
and note that {An }k=1 is ascending and that k=1 An = k=1 En . Continuity of measure
then implies
!
!
[
[
m
Ek = m
Ak = lim m(An ).
k=1
k=1
Therefore
m
n
X
m(Ek ) =
k=1
!
Ek
k=1
m(Ek ).
k=1
m(Ek ).
k=1