Assignment 6

October 24, 2003

Math 7200

#1.16 not assigned but parts of it have relevance

f
(X, M, ) a measure space, E X called locally measurable if E A M whenever A M and A < . If M
f
denotes the collection of all locally measurable sets and M = M then is called saturated.
(a) If is -finite then is saturated.
f
f Let {Xn } be a sequence of measurable sets of finite measure
pf: We always
AS
M.
S have M M. So suppose
S
with X = n Xn . Then A = A n Xn = n (A Xn ) M since each A Xn M.
f is a -algebra.
(b) M
f and E M with E < then Ac E = E \ (E A) M since E A M. So Ac
pf: If A M
f is closed under complementation. If {An } is a sequence of sets from M
f then
is locally measurable and M
S
S
f
f
( An ) E = (An E) M since each An E M. So countable unions of sets from M are back in M.
f [0, ] by
f
(c) Define
e:M
eE = E if E M and
eE = otherwise. Then
e is a measure on M.
pf:
(i)
e = = 0
f and E F . If
(ii) Suppose E, F M
eF = then
eE
eF . If
eF < then F M. Hence,
E = E F M and
eE = E F =
eF .
P
f and there is an index k with
of disjoint sets fromSM
eEk = then n
eEn = ,
(iii) If {En } is a sequence
S
but by (ii),
e( nSEn )
eEk and so
e( n En ) is also infinte. If
eEn < for all n then for each n,
En M. Hence n En M and
!
!
X
X
[
[
En =
En =
En =

eEn .

e
n

f
f To show that its saturated we need to check that M
f M.
f Let A M with A <
So
e is a measure on M.
f
f with
f then E A M
f and hence E A = (E A) A M, that
then A M
eA = A < . Now if E M
f
is, E M.
(d) If is complete then so is
e.
pf: Suppose that N is a
e null set and F N . Since 0 =
eN then N M and N = 0. Since is complete
then F M and
eF = F = 0.
#1.17 Suppose that is an outer measure on X and {Aj } is a disjoint sequence of -measurable sets. Then

 P
S
E j Aj = j (E Aj ), for any E X.
S
pf: From the proof of Caratheodorys Thm, if B = j Aj then for any E X,
X
(E Aj ) + (E B c ).
E =
j

Just replace E with E B.

#1.18 Let M denote the -algebra of -measurable subsets of X.
(a) If E X and  > 0 then there exists A A such that E A and A E + .

pf: P
If E = then the above
S inequality is always satisfied.
P So assume that E < . Since E =
} then for each  > 0, n 0 (An ) < E +  for some sequence
inf{ n 0 (An ) | An A, E n AnP
S of sets

A.
Since

|
=

then

(A
)
<

E
+
.
Subadditivity
of

implies
that

(
{A
n
A
0
n
n
n An )
S
P

n (An ) < E + . Take A =

n An .

(b) Suppose E < . Then E M iff there exists B A with E B and (B \ E) = 0.

pf: By part (a) there is a sequence {An } A such that, for each n, E An and (A
Tn ) E + 1/n. Since

E is measurable and E < then (An \ E) = (An ) E < 1/n. Put B = n An . Then B A ,
E B and (B \ E) (An \ E) < 1/n for every n. Thus, (B \ E) = 0.

On the other hand, suppose B A with E B and (B \ E) = 0. Since A M then A M and

since |M is complete then B \ E M . E is -measurable because E = B \ (B \ E).
Note this result depends only on the measurability of B and B \ E and not on E < .
(c) Suppose 0 is -finite. Then the restriction E < in (b) is unnecessary.
pf: Because of the note at the end of the proof of part (b) above we only need to check the (=) direction in
the statement of part (b) above. Suppose that E is -measurable and consider the following lemma.
Lemma For each  > 0 there exist A A with E A and (A \ E) .
If the lemma is true then we can argue as in part (b) to get the conclusion
we want, i.e., for each n let
T
An A be such that E An and (An \ E) 1/n. Again put B = n An then B A , E B and
(B \ E) (An \ E) 1/n, n N. So (B \ E) = 0.
Here is the proof of the lemma.
S
Let {Xn } be a sequence of sets from A with X = n Xn and (Xn ) = 0 (Xn ) < . Fix  > 0 and put
En = E Xn . Then En Xn < . Now choose An A so that E An and An <S En + /2n.
Since the outer measures are finite and En M then (An \ En ) < /2n . Put A = n An . Then
A A , E A, and
!
!
!
X
X
[
[
(A \ E) =
An \ E =
(An \ E)
(An \ E)
(An \ En ) 
n

#1.21 Let be an outer measure induced from a premeasure and

the restriction of to the -measurable sets.
Then
is saturated.
g M (cf., problem 1.16 above).
pf: Let M denote the -measurable subsets of X. We need to check that M
g ,  > 0 and E X with E < . From problem 18(a) there exists A A (hence, A M ) such
Let F M
g implies that F A M . Since E A
that E A and A < E + . Thus A < and F M
E +  > A = (A (F A)) + (A (F A)c )
= (A F ) + (A F c ).
(E F ) + (E F c ).
And since  > 0 is arbitrary the above estimate shows
E (E F ) + (E F c )
for all E X with E < . Thus F M .

#1.22 Let (X, M, ) be a measure space, the outer measure induced by , M the -algebra of -measurable
sets, and
= |M .
(a) If is -finite then
is the completion of .
c the completion of M with respect to . Recall
pf: Let
denote the completion of and M
c := {E F | E M and F N for some N M with N = 0}
M

(1)

and
(E F ) := E (cf., Thm 1.9 and surrounding discussion).
c and that |M =
. Note that
and are both extensions of to
It needs to be checked that M = M

larger -algebras and so agree on M. And since is complete and extends then it is clear from (1) that
c we need to show that, for each A M , A = E F with E M and F a subset
c M . To show M M
M
of an -measurable null set. If A M then Ac M and problem 1.18 gives a set B M with Ac B and
(B \ Ac ) = (A B) = 0. Thus, B c A and A = B c (A B). Problem 1.18 again gives a set N A
c
with A B N and (N \ (A B)) = 0. Hence 0 = (A B) = N = N and A M.
c Thus, if E M and F is a subset of a -null set then
on M = M.
It remains to check that =

(E F ) = (E (F \ E)) = E + (F \ E) = E = E =
b(E F ).
(b) In general,
is the saturation of the completion of .
f
= on M . Since M
g = M (Problem 1.21) then
c = M and then that
pf: We need to check that M
f
c = M . The following
arguing that a set E is locally
-measurable iff it is locally -measurable will prove M
is helpful in this regard:
c
c M with | c =
and, if E M with E < , then E M.
Lemma M
M
f
c If A M
Assume the lemma for the moment and suppose that E is locally
-measurable, i.e., that E M.

c with
c and since M
c M
with A < then, by the lemma, A M
A = A. So
A < , hence E A M
f
g (= M ) and, consequently, that M
c M . On the other hand, if
then E A M . This shows E M
c with
c M , E A M with (E A) A =
A < then, since M
A < .
E M and A M
f
f

c
c
c
The lemma then implies E A M. This shows that E M and, hence, that M M. It follows that
f
c
M = M.
agree on M
E = and, by the lemma,
c and if E M but E 6 M
c then, by definition
Finally, both and

E = .
Here is the proof of the lemma:
c M and that | c =
In the proof of part (a) weve already noted that M
(the last statement in
M
part (a)).
If E M with E < then there is a set B M with E B and (B \ E) = 0 (Problem 1.18b).
Applying Problem 1.18b again to B \ E shows it to be a subset of a -null set. Since E c = B c (B \ E)
c
then E c , and hence E, belong to M.