Solutions to
Real and Complex Analysis
∗
Steven V Sam
ssam@math.mit.edu
July 14, 2009
Contents
1 Abstract Integration
1.
Exercise.
Does there exist an inﬁnite
σ
-algebra which has only countably many members?
Solution.
The answer is no. Let
X
be a measurable set with an inﬁnite
σ
-algebra
M
. Since
M
isinﬁnite, there exists nonempty
E
∈
M
properly contained in
X
. Both
E
and
E
c
are measurablespaces by letting the measurable subsets of
E
(resp.
E
c
) be the intersections of measurablesubsets of
X
with
E
(resp.
E
c
). Since
M
is inﬁnite, at least one of these two
σ
-algebras mustbe inﬁnite.Now we deﬁne a rooted binary tree inductively as follows. The root is our set
X
. Given avertex which is a measurable subset
E
of
X
, if it contains a proper measurable subset
E
, pickone such subset, and let its two successors be
E
and
E
\
E
. The remarks above guaranteethat this tree is inﬁnite, and hence has inﬁnite depth. So pick an inﬁnite path consisting of subsets
E
0
E
1
E
2
...
. Then the sets
F
i
=
E
i
\
E
i
+1
form an inﬁnite collection of disjointnonempty measurable subsets of
X
by construction. At the very least,
M
needs to contain everyunion of such sets, and this is in bijection with the set of subsets of
N
, which is uncountable.Thus,
M
must be uncountable.2.
Exercise.
Prove an analogue of Theorem 1.8 for
n
functions.
Solution.
We need to prove the following: if
u
1
,...,u
n
are real measurable functions ona measurable space
X
, and Φ is a continuous map of
R
n
into a topological space
Y
, then
h
(
x
) = Φ(
u
1
(
x
)
,...,u
n
(
x
)) is a measurable function from
X
to
Y
.Deﬁne
f
:
X
→
R
n
by
x
→
(
u
1
(
x
)
,...,u
n
(
x
)). By Theorem 1.7(b), to prove that
h
is measurable,it is enough to prove that
f
is measurable. If
R
is any open rectangle in
R
n
which is the Cartesian
∗
third edition, by Walter Rudin
1