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Real Analysis HW 2 Solutions

Problem 18: Let E have finite outer measure. Show that there is a Gδ set G ⊇ E with
m(G) = m∗ (E). Show that E is measurable if and only if there is an Fσ 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

X

l(Ik,n ) < m∗ (E) + 1/n.

k=1

Define the Gδ set G =

T∞ S∞

k=1 Ik,n

n=1

and note that

m (G) ≤ m (


[

Ik,n ) < m∗ (E) + 1/n

k=1

for every integer n ≥ 1. Therefore m∗ (G) ≤ m∗ (E). However, since E ⊆ G, by monotonicity
we have the reverse inequality m∗ (E) ≤ m∗ (G). Therefore m∗ (E) = m∗ (G).
Note that by Theorem 11 (iv) E is measurable if and only if there is an Fσ set F ⊆ E
such that m∗ (E ∼ F ) = 0. However, since F is measurable, by the excision property this is
equivalent to m∗ (E) = m∗ (F ). 

Problem 19: Let E have finite outer measure. Show that if E is not measurable, then
there is an open set O containing E that has finite outer measure and for which
m∗ (O ∼ E) > m∗ (O) − m∗ (E).
Solution: Since E is not measurable, we know by Theorem 11 that there exists an 0 > 0
such that for any open set O containing E we have m∗ (O ∼ E) ≥ 0 . By the definition of
outer measure, we know that there exists
S∞ a countable collection of bounded open intervals

{Ik }k=1 , whose union we denote O ≡ k=1 Ik , such that
m∗ (O) − m∗ (E) < 0 ≤ m∗ (O ∼ E). 

1

Note that we may write E1 ∪ E2 as a 2 . k=1 Therefore m∗ (O ∼ E) < .  Problem 24: Show that is E1 and E2 are measurable. b). Solution: Note that if either E1 or E2 have infinite measure then the inequality trivially holds. k=1 Since Ik is open and bounded. then m(E1 ∪ E2 ) + m(E1 ∩ E2 ) = m(E1 ) + m(E2 ). Show that E is measurable if and only if for each open. b) ∼ E). b). we have m∗ (Ik ) = m∗ (Ik ∩ E) + m∗ (Ik ∼ E). since E has finite outer measure we know that there is a countable collection of bounded open intervals Ik such that ∞ X m∗ (Ik ) < m∗ (E) + . m∗ (Ik ) ≥ m∗ (E) + m∗ (O ∼ E).b) ∼ E) holds for every bounded interval (a.Problem 20: (Lebesgue) Let E have finite outer measure. then E is measurable. Let  > 0. b)) = m∗ ((a. b − a = m∗ ((a. k=1 and using the fact that E = ∗ ∞ [ S∞ k=1 Ik ∩E and S∞ k=1 (Ik ∼ E) = O ∼ E. bounded interval (a. Suppose that m∗ ((a.b) ∩ E) + m∗ ((a. Assume that E1 and E2 have finite measure. b) ∩ E) + m∗ ((a. which by Theorem 11 is equivalent to the measurability of E. we simply need to show that if the measurability condition is satisfied on all open bounded intervals. Solution: Since the (Carath´eodory) definition of measurability is immediately satisfied for open bounded intervals. Upon summing both sides and using countable sub-additivity ∞ X ∗ m (Ik ) = ∞ X ∗ m (Ik ∩ E) + ∗ ≥m ∞ [ m∗ (Ik ∼ E) !k=1 k=1 k=1 ∞ X (Ik ∩ E) ∗ +m k=1 Denoting O ≡ we find S∞ k=1 Ik m (E) +  > ∞ X ! (Ik ∼ E) .

Therefore by finite additivity m0 (A) = m0 (A ∼ B) + m0 (B).disjoint union E1 ∪ E2 = (E1 ∩ E2 ) ∪ (E1 ∼ (E1 ∩ E2 )) ∪ (E2 ∼ (E1 ∩ E2 )). Using countable additivity and monotonicity ! ! ∞ ∞ ∞ ∞ [ [ X X 0 0 0 0 m (E) ≤ m Ek = m Ak = m (Ak ) ≤ m0 (Ek ). 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 ). which relies on the properties of monotonicity. To prove excision and monotonicity. and the excision property. (i) Show that m0 is finitely additive. 0 To prove countable monotonicity we let {Ek }∞ k=0 ⊆ M be a collection of sets that covers some set E ∈ M0 . countably monotone. ∞]. monotone. suppose A. This proves both monotonicity and excision since m0 (A ∼ B) ≥ 0. Solution: (i) Finite additivity follows trivially from countable additivity. By finite additivity and excision. An = En ∼ n−1 [ Ek . As usual we define A0 = E0 and for n ≥ 1. since we may consider collections of sets for which only finitely many are non-empty. 3 . k=1 S S∞ so that {An } are disjoint. Since we can write A as a disjoint union A = (A ∼ B) ∪ B. is countably additive. k=0 k=0 k=0 k=0 (ii) The proof is identical to the proof of in the case of Lebesgue.  Problem 27: Let M0 be any σ-algebra of subsets of R and m0 a set function on M0 which takes values in [0. B ∈ M0 with B ⊆ A. and such that m0 (∅) = 0.An ⊆ En and ∞ k=0 Ak = k=0 Ek . and possesses the excision property (ii) Show that m0 possesses the same continuity properties as Lebesgue measure. countable additivity.

S∞ S∞ ∞ and note that {An }k=1 is ascending and that k=1 An = k=1 En . 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 . k=1 ∞ X m(Ek ). Continuity of measure then implies ! ! ∞ ∞ [ [ m Ek = m Ak = lim m(An ). k=1 n→∞ k=1 However by finite additivity lim m(An ) = lim n→∞ n→∞ Therefore m ∞ [ n X m(Ek ) = k=1 ! Ek = k=1 ∞ X m(Ek ). k=1  4 .