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Lebesgue Measure

observed that every countable set is of measure zero. Here are some natural

questions:

can it be of measure zero?

instance, is the set of irrationals in [0, 1] is of measure zero?

We shall find answer to these questions after defining the concept of Lebesgue

outer measure. In fact we shall see that if Lebesgue outer measure of a set

is zero, then it of measure zero.

of sets, we mean a family {An : n ∈ Λ} of sets An , n ∈ Λ, where Λ is a

countable set, that is, finite or denumerable. Then, ∪{An : n ∈ Λ} and

∩{An : n ∈ Λ} will be written as ∪n An and X∩n An , respectively. Also,

Xfor a

countable set {an ∈ R : n ∈ Λ}, the series an will be written as an .

n∈Λ n

(a, b), [a, b), (a, b], [a, b], (a, ∞), [a, ∞), (−∞, a), (−∞, a]

for a, b ∈ R with a < b. The intervals (a, b), [a, b), (a, b], [a, b] are bounded

intervals with endpoints a and b, and the intervals (a, ∞), [a, ∞), (−∞, a),

(−∞, a], (−∞, ∞) are unbounded intervals.

11

12 Lebesgue Measure

of end points a, b, `(I) is defined as b − a. If I is an unbounded interval,

then we say that its length is infinity, and write `(I) = ∞. Although ∞ is

not a number, in certain contexts such as discussion involving unbounded

intervals, we shall use the convention that a + ∞ = ∞ for every a ∈ R and

∞ + ∞ = ∞.

Definition 2.1.1 For E ⊆ R, the Lebesgue outer measure of E is defined

as X

m∗ (E) := inf `(In ),

IE

n

where the infimum is taken over the collection IE of all countable family

{In } of open intervals which covers E, that is, E ⊆ ∪n In .

Note that m∗ (E) ≥ 0, and m∗ (E) can take the value ∞ as well. Thus,

m∗ can be thought of as a function from the family of all subsets of R into

the set [0, ∞].

Exercise 2.1

P If (In ) is a sequence of open intervals, then the inequality

∗

m (∪In ) ≤ n `(In ) holds – Why?

Theorem 2.1.1 Let E ⊆ R. For every S ε > 0 there exists a countable family

{In } of open intervals such that E ⊆ n In and

X

`(In ) ≤ m∗ (E) + ε.

n

that m∗ (E) < ∞. Then the result follows from the definition of infimum of

a subset of R.

intervals such that

[ X

E⊆ In and `(In ) ≤ ε.

n n

Lebesgue Outer Measure 13

Corollary 2.1.2 Let E ⊆ R. For every ε > 0, there exists an open set G

in R such that

E ⊆ G and m∗ (G) ≤ m∗ (E) + ε.

family {In } of open intervals such that E ⊆ n In and

X

`(In ) ≤ m∗ (E) + ε.

n

S P

n `(In ). Thus,

we have m∗ (G) ≤ m∗ (E) + ε.

topology. Thus, a set G ⊆ R is open if and only if for every x ∈ G,

there exists r > 0 such that

{y ∈ R : |x − y| < r} ⊆ G,

an set F ⊆ R is closed if and only if its complement is open.

Remark 2.1.1 It can be seen that, if we assume m∗ (E) < ∞ in Corollary

2.1.2, then strict inequality holds in the conclusion as well. ♦

Theorem 2.1.3 The following hold.

(ii) m∗ (∅) = 0.

(iii) If E is a countable subset of R, then m∗ (E) = 0.

Proof. (i) Let I be an open interval of finite length `(I). Taking the

singleton family {I}, we obtain from the definition that m∗ (I) ≤ `(I).

(ii) For every ε > 0, we have ∅ ⊆ (−ε, ε). Hence by (i), m∗ (∅) ≤ 2ε.

This is true for every ε > 0. Hence, m∗ (∅) = 0.

(iii) First let E be a finite set, say E = {a1 , . . . , ak } ⊆ R. Then for every

ε > 0, E ⊆ ∪ki=1 Ii , where Ii = (ai − ε, ai + ε). Hence, m∗ (E) ≤ 2kε. Since

this is true for every ε > 0, m∗ (E) = 0. Next suppose that E is a countably

infinite set, say E = {ai : i ∈ N}. Then taking

In := (an − ε/2n+1 , an + ε/2n+1 ),

we have E ⊆ ∪n∈N In so that

X X

m∗ (E) ≤ `(In ) = (ε/2n ) ≤ ε.

n∈N n∈N

14 Lebesgue Measure

for E ⊆ R, we shall use the notation IE to denote the class of all countable

family of open intervals {In } such that E ⊆ ∪n In .

For subsets A and B of R, we define

A + B = {x + y : x ∈ A, y ∈ B}.

E + a := {x + a : x ∈ R}.

(i) A ⊆ B ⇒ m∗ (A) ≤ m∗ (B).

(ii) m∗ (A ∪ B) ≤ m∗ (A) + m∗ (B).

(iii) If E ⊆ A and m∗ (E) = 0, then m∗ (A \ E) = m∗ (A).

(iv) If E ⊆ R and x ∈ R, then m∗ (E + x) = m∗ (E).

X

m∗ (A) ≤ `(In ).

n

(ii) If at least one of m∗ (A) and m∗ (B) is infinity then the result holds.

Next, assume that both m∗ (A) and m∗ (B) are finite. Hence, by Theorem

2.1.3(iv), given ε > 0 there exist {In } an {Jn } in IA and IB , respectively,

such that

X ε X ε

`(In ) < m∗ (A) + , `(Jn ) < m∗ (B) + .

n

2 n

2

n=1 ∪{Jk }k=1 of open intervals cover A∪B. There-

fore,

X X

m∗ (A ∪ B) ≤ `(In ) + `(Jn )

n n

∗ ε ∗ ε

≤ m (A) + + m (B) +

2 2

= m∗ (A) + m∗ (B) + ε.

(iii) If E ⊆ A and m∗ (E) = 0, then by (i) and (ii),

Lebesgue Outer Measure 15

Hence, m∗ (A \ E) = m∗ (A).

(iv)

that n `(In ) ≤ m∗ (E) + ε. Note that each In + x is an open interval and

E + x ⊆ ∪(In + x). Hence,

X X

m∗ (E + x) ≤ `(In + x) = `(In ) = m∗ (E) + ε.

n n

(E + x) + (−x), it follows from the above that m∗ (E) ≤ m∗ (E + x). Thus

the proof is complete.

property of m∗ , and the property (iv) is called the translation

invariance of m∗ .

from Corollary 2.1.2.

intersection of open sets in R such that

in R such that

1

E ⊆ Gn and m∗ (Gn ) ≤ m∗ (E) + .

n

Take G = n Gn . Then, E ⊆ G and m∗ (E) ≤ m∗ (G) ≤ m∗ (Gn ) for every

T

n ∈ N, so that

1

m∗ (G) ≤ m∗ (E) + ∀ n ∈ N.

n

Letting n tend to infinity, we obtain, m∗ (G) ≤ m∗ (E). Thus, we have proved

m∗ (G) = m∗ (E).

intersection of of open sets, and a subset of R is said to be an Fδ set if it is

a countable union of closed sets.

Since a subset of R is closed if and only if its complement is open, using

De Morgan’s law, it follows that

16 Lebesgue Measure

Recall that for a given {Aα : α ∈ Λ} of sets, where Λ is some index set, the

De Morgan’s law states that

[ c \ \ c [

Aα = Acα and Aα = Acα .

α∈Λ α∈Λ α∈Λ α∈Λ

∞

[ c ∞

\ ∞

\ c ∞

[

Ai = Aci and Ai = Aci .

i=1 i=1 n=1 n=1

The above relations includes the case for finite family {Ai : i = 1, . . . , n}

also, as we can take Ai = ∅ for i > n.

Note that a Gδ -set need not be open. For example, [0, 1) is a Gδ -set as

∞

\

[0, 1) = (−1/n, 1).

n=1

In fact, for every a, b ∈ R with a < b, the intervals [a, b), (a, b], [a, b] are

Gδ -sets which are not open sets (verify!).

The following result generalizes Theorem 2.1.4(ii).

∞

[ X∞

m∗ Ak ≤ m∗ (Ak ).

k=1 k=1

Hence, assume that m∗ (Ak ) < ∞ for all k P ∈ N. Then for each k ∈ N and

ε > 0, there exists {Ik,n } ∈ IAk such that ∞ ∗ k

n=1 `(Ik,n ) < m (Ak ) + ε/2 .

Note that ∪∞ ∞

k=1 Ak ⊆ ∪k=1 ∪n Ik,n . Therefore,

∞

[ X∞ X ∞

X

m∗ Ak ≤ `(Ik,n ) ≤ m∗ (Ak ) + ε.

k=1 k=1 n k=1

n

[ n

X

∗

m Ak ≤ m∗ (Ak )

k=1 k=1

Lebesgue Outer Measure 17

subadditivity of m∗ .

Theorem 2.1.7 The Lebesgue outer measure of any interval is its length.

Case 1: Suppose I = [a, b] with −∞ < a < b < ∞, and let ε > 0. Let

Iε := (a − ε, b + ε). Clearly,

This is true for all ε > 0. Hence, m∗ (I) ≤ b − a. Thus, it remains to show

that m∗ (I) ≥ b − a. For this, it is enough to show that

X

b−a≤ `(In ) ∀ {In } ∈ II , (∗)

n

because, in that case we can take infimum over all such {In } ∈ II and

obtain b − a ≤ m∗ (I). So, let {In } ∈ II . Without loss of generality, we

may assume that each In is of finite length. By the compactness of I, there

exists a finite sub-collection {In1 , , . . . , Ink } of {In } such that I ⊆ ∪ki=1 Ini .

Let Ini := (ai , bi ) for i ∈ {1, . . . , k}. Without loss of generality, assume that

Then

k

X k

X k−1

X

`(Ini ) = (bi − ai ) = bk + (bi − ai+1 ) − a1 ≥ bk − a1 ≥ b − a.

i=1 i=1 i=1

Thus,

k

X X

b−a≤ `(Ini ) ≤ `(In ).

i=1 n

Case 2: Suppose I is an interval of finite length with end points a and b

with a < b. Then for sufficiently small ε > 0, we have [a + ε, b − ε] ⊆ I ⊆

[a − ε, b + ε]. Hence,

b − a − 2ε ≤ m∗ (I) ≤ b − a + 2ε.

18 Lebesgue Measure

Case 3: Suppose I is of infinite length. Then for every M > 0 there exists

a closed interval IM of length M such that IM ⊆ I. Hence

M = m∗ (IM ) ≤ m∗ (I).

set or simply Canter set shows.

Example 2.1.1 Let us first recall how the Canter set is constructed. Con-

sider the unit interval [0, 1]. Let C1 be the set obtained from I after removing

its “middle third” J1 := ( 31 , 32 ) from C0 [0, 1]. That is

h 1i h2 i

C1 = 0, ∪ ,1 .

3 3

Net, let C2 be the set obtained from C1 after removing the “middle thirds”

from each of the two subintervals in C1 . Let the removed set be J2 . Thus,

h 1i h2 1i h2 7i h8 i

C2 = 0, ∪ , ∪ , ∪ ,1 .

9 9 3 3 9 9

Continue this procedure to obtain C3 , C4 and so on. At the nth stage, we

obtain Cn = Cn−1 \ Jn , where Jn is the union of the middle thirds of each

of the subintervals in Cn−1 . Now Canter set C is defined by

∞

\

C= Cn .

n=1

Note that

C1 ⊃ C2 ⊃ C3 ⊃ · · · .

and m∗ (C1 ) ≤ 2/3, m∗ (C2 ) ≤ (2/3)2 , m∗ (C3 ) ≤ (2/3)3 , etc., and more

generally, 2 n

m∗ (Cn ) ≤ , n ∈ N.

3

Hence,

\k 2 k

m∗ (C) ≤ Cn = m∗ (Ck ) ≤ ∀ k ∈ N.

3

n=1

Lebesgue Measurable Sets 19

∞ an

that every number a ∈ [0, 1] can be written as a series n=1 3n , where

an ∈ {0, 1, 2}. It can be seen that

an ∈ {0, 2} ⇐⇒ a 6∈ Jn

so that

a 6∈ Jn ∀ n ∈ N ⇐⇒ an ∈ {0, 2} ∀ n ∈ N.

Hence,

∞

n X bn o

C= b= : bn ∈ {0, 2}, n ∈ N .

3n

n=1

with bn ∈ {0, 2}, and hence, C is an uncountable set. ♦

Suppose A1 and A2 are disjoint subsets of R. We may expect that

Is it true for any two disjoint sets A1 and A2 ? Suppose for a moment that

(1) is true for any two disjoint sets A1 and A2 . Then we also have

n

[ Xn

m∗ Ai = m∗ (Ai ) (2)

i=1 i=1

disjoint family {An }∞

n=1 . Then using the subadditivity (Theorem 2.1.6) and

monotonicity (Theorem 2.1.4 (i)) and the equality (2) above, we obtain

∞

X ∞

[ n

[ Xn

m∗ (An ) ≥ m∗ An ≥ m∗ Ai = m∗ (Ai ) ∀ n ∈ N.

n=1 n=1 i=1 i=1

Thus,

n

X ∞

[ ∞

X

∗ ∗

m (Ai ) ≤ m An ≤ m∗ (An )

i=1 n=1 n=1

∞

[ X∞

m∗ An = m∗ (An ). (3)

n=1 n=1

20 Lebesgue Measure

We now show that (3) need not hold for every denumerable disjoint family

{An }∞n=1 , so that (1) need not be true for every disjoint sets A1 , A2 . For

this, consider a relation ∼ on R by defining

x ∼ y ⇐⇒ x − y ∈ Q.

disjoint union of equivalence classes. Let E be the subset of [0, 1] such that

its intersection with each equivalence class is a singleton set. Such a set E

exists by using the axiom of choice on the collection

rational number r := x − y satisfies −1 ≤ r ≤ 1. Let {r1 , r2 , . . .} be the set

of all rational numbers in [−1, 1]. Let En := E + rn for n ∈ N. Note that

{En } is a disjoint family and

∞

[

[0, 1] ⊆ En ⊆ [−1, 2].

n=1

so that

∞

[

1 ≤ m∗ En ≤ 3.

n=1

∞

X

1≤ m∗ (En ) ≤ 3.

n=1

Hence, we conclude that none of the relations (3), (2), (1) hold for all possible

disjoint family of sets involved. Thus, we have proved the following result.

Theorem 2.2.1 There exist disjoint subsets A1 and A2 of R such that

following.

Theorem 2.2.2 There exists a subset E of R such that

∞

[ X∞

m∗ 6

En = m∗ (En ),

n=1 n=1

Lebesgue Measurable Sets 21

the relation (1), and hence (2) and (3) hold for all possible disjoint family

of sets involved.

Definition 2.2.1 A set E ⊆ R is said to be Lebesgue measurable if for

every A ⊆ R,

m∗ (A) = m∗ (A ∩ E) + m∗ (A ∩ E c ).

We denote the set of all Lebesgue measurable sets by M.

The proof of the following theorem is easy and hence left as exercise.

(i) E ∈ M ⇐⇒ m∗ (A) ≥ m∗ (A ∩ E) + m∗ (A ∩ E c ) ∀ A ⊆ R.

(ii) ∅ ∈ M.

(iii) E ∈ M ⇒ E c ∈ M.

(iv) m∗ (E) = 0 ⇒ E ∈ M.

by (iii) Qc ∈ M.

A1 , A2 belongs to M, then

The proof of the following theorem is along the same lines as we have

deduced (2.3) from (2.2). However, we give its details here as well.

∞

[ ∞

X

∗

m An = m∗ (An ).

n=1 n=1

22 Lebesgue Measure

n

[ n

X

∗

m Ai = m∗ (Ai )

i=1 i=1

∞

X ∞

[ n

[ Xn

m∗ (An ) ≥ m∗ An ≥ m∗ Ai = m∗ (Ai )

n=1 n=1 i=1 i=1

n

[ n

X

∗

m Ai = m∗ (Ai )

i=1 i=1

for any finite disjoint family {A1 , . . . , An } in M, as in this case we can take

Ak = ∅ for k > n. ♦

additivity of m∗ on M.

2.2.2 shows that there exists E ⊆ R which does not belong to M. From this,

it also follows that M is not the whole of 2R , the power set of R. ♦

Our next attempt is to show that M contains not only countable sets

but a lot many subsets of R.

Theorem 2.2.6 Let A1 , A2 ∈ M. Then A1 ∪ A2 ∈ M. More generally, if

{A1 , . . . , An } ⊆ M, then ∪ni=1 Ai ∈ M.

m∗ (A ∩ (A1 ∪ A2 )) ≤ m∗ (A ∩ A1 ) + m∗ (A ∩ A2 ∩ Ac1 ).

Lebesgue Measurable Sets 23

= m∗ (A)

which completes the proof of (∗). The last part follows by repeated appli-

cation of the first part.

By the above theorem we can say that M is closed under finite unions.

Next we show that M is closed under countable unions. For this purpose

we shall make use of the following lemma which is more general than the

Theorem 2.2.4.

Lemma 2.2.7 Let {A1 , . . . , An } be a disjoint family in M. Then for any

A ⊆ R,

[n X n

m∗ A ∩ Ai = m∗ (A ∩ Ai ).

i=1 i=1

But,

Hence, we have

m∗ (A ∩ (A1 ∪ A2 )) = m∗ (A ∩ A1 ) + m∗ (A ∩ A2 ).

Thus, the result is proved for n = 2. The result for general n follows by

induction.

Theorem 2.2.8 If En ∈ M for n ∈ N, then ∞

S

n=1 En ∈ M.

S

Proof. Let E = En , where En ∈ M, n ∈ N and let A ⊆ R. We have

to show that

m∗ (A) ≥ m∗ (A ∩ E) + m∗ (A ∩ E c ) . (∗)

S

We write E as a disjoint union E = An where A1 = E1 and for n ≥ 2,

An = En \ ∪n−1

i=1 Ei .

m∗ (A) ≥ m∗ (A ∩ Fn ) + m∗ (A ∩ Fnc ) .

24 Lebesgue Measure

n

X

m∗ (A ∩ Fn ) = m∗ (A ∩ An )

i=1

n

X

m∗ (A) ≥ m∗ (A ∩ An ) + m∗ (A ∩ E c ) .

i=1

∞

X

m∗ (A) ≥ m∗ (A ∩ An ) + m∗ (A ∩ E c )

i=1

S∞ S∞

Therefore, using the fact that i=1 (A ∩ Ai ) = A ∩ i=1 Ai and the subad-

ditivity of m∗ ,

∞

X

m∗ (A) ≥ m∗ (A ∩ An ) + m∗ (A ∩ E c )

i=1

∞

[

∗

≥ m (A ∩ Ai ) + m∗ (A ∩ E c )

i=1

= m∗ (A ∩ E) + m∗ (A ∩ E c ) .

T∞

Corollary 2.2.9 If En ∈ M for n ∈ N, then n=1 En ∈ M.

∞

\ ∞

[ c

En = Enc .

n=1 n=1

Hence, the result follows from Theorem 2.2.8 together with the fact that

E ∈ M implies E c ∈ M.

measure on R, and it is denoted by m. For E ∈ M, m(E) := m∗ (E) is

called the Lebesgue measure of E.

Let us list some of the important properties of the family M that we

have proved:

∅∈M

E ∈ M ⇒ E c ∈ MS

& m∗ ( i Ei ) = i m∗ (Ei )

S P

Ei ∈ M, i ∈ N ⇒ i Ei ∈ M

Lebesgue Measurable Sets 25

Theorem 2.2.10 The following results hold.

long to M.

belong to M.

Proof. We first proved (i) and then deduce other results (ii)-(x) by using

some of the properties of m∗ . For proving (i), let a ∈ R and E = (a, ∞).

Let A ⊆ R and ε > 0. By Theorem 2.1.1, there exists a countable family

{In } of open intervals such that

[ X

A⊆ In , `(In ) < m∗ (A) + ε.

n n

Note that

[ [

A∩E ⊆ (In ∩ (a, ∞), A ∩ Ec ⊆ (In ∩ (−∞, a].

n n

X X

m∗ (A ∩ E) + m∗ (A ∩ E c ) ≤ m∗ (In0 ) + m∗ (In00 )

n n

X

∗

= [m (In0 ) + m∗ (In00 )].

n

Note that In0 and In00 are intervals such that In0 ∩ In00 = ∅ and In0 ∪ In00 = In so

that

m∗ (In0 ) + m∗ (In00 ) = `(In0 ) + `(In00 ) = `(In ).

26 Lebesgue Measure

X

m∗ (A ∩ E) + m∗ (A ∩ E c ) ≤ `(In ) ≤ m∗ (A) + ε.

n

X

m∗ (A ∩ E) + m∗ (A ∩ E c ) ≤ `(In ) ≤ m∗ (A).

n

Next we observe that for any a ∈ R,

∞

\ 1

[a, ∞) = a− ,∞ ,

n

n=1

and for any a, b ∈ R with a < b,

Hence, using the facts that M is closed under countable unions, countable

intersections and complementation, and the fact that every open subset of R

is a countable union of open intervals, the results listed in (ii)-(x) follow.

in analysis. Still, we know that it is not whole of the power set of R.

Now, we prove a companion result to Corollary 2.1.2 and Corollary 2.1.5.

(i) E ∈ M.

(ii) For every ε > 0, there exists an open set G in R such that

E ⊆ G and m∗ (G \ E) ≤ ε.

E ⊆ G and m∗ (G \ E) = 0.

assume that m∗ (E) < ∞. By Corollary 2.1.2, there exists an open set G in

R such that

E ⊆ G and m∗ (G) ≤ m∗ (E) + ε.

Lebesgue Measurable Sets 27

is not necessarily finite, we write E = ∪∞ ∗

n=1 En , where m (En ) < ∞ for

every n ∈ N. For example, we can take En := E ∩ [−n, n] for n ∈ N.

Since m∗ (En ) < ∞ for each n ∈ N, by the above part, there exists open set

Gn ⊇ En such that m∗ (Gn \ En ) < ε/2n . Taking G = ∪∞ n=1 Gn , we have G

is open, G ⊇ E and

G \ E = [∪∞ ∞ ∞

n=1 Gn ] \ [∪n=1 En ] ⊆ ∪n=1 (Gn \ En ).

Therefore,

∞ ∞

∗

X

∗

X ε

m (G \ E) ≤ m (Gn \ En ) ≤ = ε.

2n

n=1 n=1

(ii)⇒ (iii): Assume (ii). Then, for every n ∈ N, there exists an open set

Vn in R such that

1

E ⊆ Vn and m∗ (Vn \ E) ≤ .

n

T

Let G = n Vn . Then E ⊆ G ⊆ Vn and G \ E ⊆ Vn \ E for all n ∈ N so that

1

m∗ (G \ E) ≤ ∀ n ∈ N.

n

Letting n tend to infinity, we obtain m∗ (G \ E) = 0. Thus, (iii) holds.

(iii)⇒ (i): Assume (iii). Then there exists a Gδ -set set G in R such that

E ⊆ G and m∗ (G \ E) = 0. In particular, G \ E ∈ M. Also,

E = G \ (G \ E) = G ∩ (G \ E)c ∈ M.

Gδ -set G and an Fσ -set F such that

F ⊆E⊆G and m∗ (G \ F ) = 0.

G such that

E ⊆ G and m∗ (G \ E) = 0.

28 Lebesgue Measure

and m∗ (H \ E c ) = 0. Hence,

H \ E c ∈ M, F := H c ⊆ E, H \ E c = E \ H c = E \ F.

F ⊆E and m∗ (E \ F ) = 0.

Since G \ F = (G \ E) ∪ (E \ F ) we obtain m∗ (G \ F ) = 0.

Conversely, suppose that there exists a Gδ -set G and an Fσ -set F such

that F ⊆ E ⊆ G and m∗ (G \ F ) = 0. In particular, G \ E ⊆ G \ F so that

m∗ (G \ E) = 0 and hence G \ E ∈ M. Therefore, E = G \ (G \ E) ∈ M.

its proof is left as an exercise.

(i) E ∈ M.

(ii) For every ε > 0, there exists a closed set F in R such that

F ⊆ E and m∗ (E \ F ) ≤ ε.

F ⊆ E and m∗ (E \ F ) = 0.

2.3 Problems

1. Prove that, in Definition 2.1.1, m∗ (E) remains the same if we take IE

to be the collection of all

(b) countable family {In } of intervals of the form Jn = [an , bn ),

(c) countable family {In } of intervals of the form Jn = (an , bn ],

(d) countable family {In } of intervals of the form Jn = [an , bn ],

(e) sequences (In ) of intervals of the form Jn = (an , bn ),

(f) sequences (In ) of intervals of the form Jn = [an , bn ),

(g) sequences (In ) of intervals of the form Jn = (an , bn ],

(h) sequences (In ) of intervals of the form Jn = [an , bn ],

Problems 29

with an , bn ∈ R.

set is 0.

of subsets of R such that

∞

[ ∞

X

∗

m En 6= m∗ (En ).

n=1 n=1

E c is dense in I.

A1 , . . . , An−1 belong to M. Then show that

n

[ n

X

∗

m Ai = m∗ (Ai ).

i=1 i=1

disjoint family in M,

f then

[ X

m∗ Ai = m∗ (Ai ).

n n

11. If E ⊆ R such that with m∗ (E) < ∞. Prove that the following are

equivalent:

(a) E ∈ M.

(b) There exists a Gδ set G ⊇ E such that E = G \ E0 , where

m∗ (E0 ) = 0.

(c) There exists an Fσ set F ⊆ E such that E = F ∪ E0 , where

m∗ (E0 ) = 0.

30 Lebesgue Measure

14. Supply details of the proof for the results listed in Theorem 2.2.10.

[Hint: Use density of the set of rational numbers.]

16. Find a closed subset B of R with empty interior and with m(B) = ∞.

17. Given ε > 0 find a closed set F ⊆ [0, 1] such that m(F ) ≥ 1 − ε.

[Hint: Find an open subset A of [0, 1] such that m(A) < ε.]

dense sets such that m(E) = 1.

[Hint: Use last exercise. Recall that a set A is said to be nowhere

dense if its closure has empty interior.]