MAT 3300/4300: Solutions for problems assigned week 35 and 36.

Problem 2.A.
We have that [a, b] ⊂ (a − n1 , b + n1 ) for each n, and consequently that
∞
(a − n1 , b + n1 ). Assume x < a, and choose k such that x < a − k1 . Then
T
[a, b] ⊂
n=1
∞
/ (a − k1 , b + k1 ), and it follows that x ∈ (a − n1 , b + n1 ). By a similar argument,
T
x∈ /
n=1
∞ ∞
(a− n1 , b+ n1 ), (a− n1 , b+ n1 ).
T T
x > b implies that x ∈
/ and it follows that [a, b] =
n=1 n=1
Since every σ-algebra is closed under countable intersections, we will get that
every σ-algebra which contains all open intervals (a, b) also also contains all closed
intervals [a, b] (and from this we will get that every closed interval [a, b] is a Borel
set).
For each n we have that [a + n1 , b − n1 ] ⊂ (a, b), so we get that
∞
[a + n1 , b − n1 ] ⊂ (a, b). If x ∈ (a, b) and 1
S
n < min{x − a, b − x}, then
n=1
x ∈ [a + n1 , b − n1 ].
∞
[a + n1 , b − n1 ] and this shows that every σ-
S
From this it follows that (a, b) =
n=1
algebra that contains all closed intervals [a, b] also contains all open intervals (a, b)
(and this shows that the Borel algebra B also is equal the σ-algebra generated of
all closed intervals [a, b]).

Problem 2.B.
Let C be the σ-algebra generated by all half-open intervals (a, b]. Since
∞
(a, b − n1 ], it follows that (a, b) belongs to C and consequently that every
T
(a, b) =
n=1
∞
(a, b + n1 ).
T
Borel set also belongs to C. On the other hand, we have that (a, b] =
n=1
This shows that (a, b] is a Borel set, and consequently that every set which belongs
to C also is a Borel set. All together we get that C = B.
∞
S
Since (a, ∞) = (a, a + n) and
n=1
∞
(b − n1 , ∞))) ∩ (a, ∞), it is easy to see that every
T
(a, b) = (−∞, b) ∩ (a, ∞) = (C(
n=1
set which belongs to the σ-algebra generated by the intervals (a, ∞) is a Borel set
and vice versa. It follows that B also is generated by the intervals (a, ∞).

Problem 2.C.
(En ) is monotonically increasing since En ⊂ En ∪ An+1 = En+1 . Consider n and
m with m < n. Let x ∈ Fn . Then x ∈ An and x ∈ / En−1 and consequently x ∈
/ Ak
when k < n. Especially we have x ∈ / Am . This implies that x ∈
/ Fm and we get
that Fn ∩ Fm = ∅.
∞
S ∞
S ∞
S S∞
It is obvious that En = An and that Fn ⊂ An . Let x ∈ An .
n=1 n=1 n=1 n=1
Let k be the smalest integer such that x ∈ Ak . Then x ∈ Fk . This shows that
1
2

∞
S ∞
S
An ⊂ Fn and we therefore get that
n=1 n=1

∞
[ ∞
[ ∞
[
En = Fn = An .
n=1 n=1 n=1

Problem 2.D.
If x ∈ A, then x ∈ An for infinitely many integers n, so for each integer m we
can find nm ≥ m such that x ∈ Anm . Since nm > m, this means that for all m
∞
S ∞
T ∞
S
x∈ An . We therefore also get that x ∈ [ An ].
n=m m=1 n=m
∞
T ∞
S ∞
S
Conversely, let x ∈ [ An ]. For each m we have that x ∈ An , so for each
m=1 n=m n=m
m, we can consequently find nm ≥ m such that x ∈ Anm . Since each nm ≥ m, the
set of all these nm ’s must be an infinite set, so we get that x ∈ A.
Problem 2.E.
∞
S ∞
T
Let x ∈ B. If x ∈ An for all n, we obviously have that x ∈ [ An ]. Otherwise
m=1 n=m
we can find finitely many integers n1 , .., nk such that x ∈ An for all n such that
n 6= nj , j = 1, .., k. We may assume that n1 < n2 · · · < nk . Then x ∈ An for all
∞
T ∞
S ∞
T
n > nk , so x ∈ An , and we consequently have that x ∈ [ An ].
n=nk+1 m=1 n=m
∞
S ∞
T
Conversely; assume that x ∈ [ An ]. Then there exist m such that x ∈
m=1 n=m
∞
T
An . This means that x ∈ An for all n ≥ m, so x ∈ An for all n except possibly
n=m
for n = 1, .., m − 1. So x ∈ B.
Problem 2.F.
Assume (An ) is a general sequence of subsets of X. If x belongs to all but a finite
number of the sets An , x also belongs to infinitely many of the sets An . In general,
we therefore always have lim inf An ⊂ lim sup An . Now assumme that (En ) is a
∞
S
monotone increasing sequence. It is obvious that lim sup En is a subset of En ,
n=1
∞
S ∞
S
and we therefore only have to prove that En ⊂ lim inf En . Let x ∈ En .
n=1 n=1
Then there is k such that x ∈ Ek . Since the sets En are monotone increasing, we
have that x ∈ En for all n except possibly for n = 1, .., k − 1. So x belongs to all
but a finite number of the sets En hence x ∈ lim inf En and we are done.
Problem 2.H.
In problem 2.F we proved that lim inf En ⊂ lim sup En and the other inclusions are
obvious.
Now let S1 = {z ∈ C ( complex numbers ) : |z| = 1}. Let N be an integer
N > 3 and let An = { z = eiθ : θ ∈ [ 2(n−1)π
N , 2n−1π
N ]}. Now it is clear that for all
∞
An = S1 , so lim sup An = S1 . On the other hand since An ∩ An+2 = ∅, we
S
m,
n=m
∞
T
must have An = ∅ for all m so lim inf An = ∅.
n=m
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Let X = N be the natural numbers. Let An = N − { n }. Then An is neither

∞
S
monoton increasing nor decreasing. We have An = N for all m, so lim sup An =
n=m
∞
T
N. On the other hand, if m > 1, An = {1, 2, . . . , m − 1}, so lim inf An = N.
n=m