Real Analysis HW 1 Solutions

Problem 1: Prove that if A and B are two sets in A with A ⊆ B, then m(A) ≤ m(B).
Proof: Since A ⊆ B we can split up B into a union of two disjoint sets B = A ∪ (B ∼ A).
Using the countable additivity of m we find

m(B) = m (A ∪ (B ∼ A)) = m(A) + m(B ∼ A) ≥ m(A),

since m(B ∼ A) ≥ 0. 
S∞
Problem
P∞ 3: Let {Ek }∞
k=1 be a countable collection of sets in A. Prove that m( k=1 Ek ) ≤
k=1 m(Ek ).
Proof: Using the collection {Ek }∞
k=1Swe construct a countable disjoint collection of sets
{Ak }k=1 ⊆ A such that k=1 Ak = ∞
∞ ∞
S
k=1 Ek in the following way. Choose A1 = E1 and
define for n > 1,
n−1
[
An = En ∼ Ek .
k=1
S∞ S∞
It is easy to see that {An }∞
n=1 ⊆ A are pairwise disjoint, k=1 Ek = k=1 Ak , and Ak ⊆ Ek .
Therefore using countable additivity and monotonicity,
∞
! ∞
! ∞ ∞
[ [ X X
m Ek = m Ak = m(Ak ) ≤ m(Ek ).
k=1 k=1 k=1 k=1


Problem 5: By using the properties of an outer measure, prove that the interval [0, 1] is
not countable.
Solution: We know the outer measure of an interval is it’s length, so m∗ ([0, 1]) = 1,
howevever we also know that the outer measure of a countable set if 0. Therefore [0, 1]
cannot be countable. 
Problem 8: Let B be the set of rational numbers in the P interval [0, 1],and let {Ik }nk=1 a
finite collection of open intervals that covers B. Prove that nk=1 m∗ (Ik ) ≥ 1.
Solution: Since the rationals are dense in R we see that the closure B = [0, 1]. Therefore
[0, 1] ⊆ nk=1 Ik . However, since the closure of the union is just the union of the closure
S

1
 S∞ S∞
for finite
Sn unions (note that in general for countable unions k=1 Ik ⊆ k=1 Ik ), we have
∗
B ⊆ k=1 Ik . Therefore by the finite subadditivity of m ,
n
! n n
[ X X
1 = m∗ ([0, 1]) = m∗ (B) ≤ m∗ Ik ≤ m∗ (Ik ) = m∗ (Ik ),
k=1 k=1 k=1

where we have used the fact that Ik are intervals, so m∗ (Ik ) = l(Ik ) = m∗ (Ik ). 
Problem 11: Prove that if a σ-algebra of subsets of R contains intervals of the form (a, ∞),
then it contains all intervals.
Solution: Let Σ be the σ-algebra. By complement Σ must contain intervals of the form
(−∞, a]. Also intervals of the form (−∞, a) are in Σ since they can be given by a coutable
union (−∞, a) = ∞
S
k=1 (−∞, a − 1/n] and so by complement [a, ∞) is also in Σ. We conclude
that for any a, b finite,

(a, b) = (−∞, b) ∩ (a, ∞)

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

Therefore Σ contains all intervals. 

Problem 14: Show that if a set E has positive outer measure, then there is a bounded
subset of E that also has positive outer measure.
Proof: We prove by contradiction. Suppose that every bounded subset of E has outer
measure zero. Define Ik = [k, k +1], to be a countable collection of disjoint bounded intervals
that decompose R. We can then decompose E as a countable union of bounded subsets of
E [
E= E ∩ Ik ,
k∈Z

and so by the hypothesis m (E ∩ Ik ) = 0. Therefore by finite sub-additivity of m∗ ,

∗

!
[ X
∗ ∗
0 < m (E) = m E ∩ Ik ≤ m∗ (E ∩ Ik ) = 0
k∈Z k∈Z

which is a contradiction. 
Problem 15: Show that if E has finite measure and  > 0, then E is the disjoint union of
a finite number of measurable sets, each of which has measure at most .
Solution: Let Bk = (−k/2, k/2) and define L1 = B1 , Lk = Bk ∼ Bk−1 for k ≥ 2. Note
that {Lk }∞ ∗
k=1 are disjoint and m (Lk ) = . Now, define the countable disjoint collection of

2
measurable sets {Ek }∞
k=1 , where Ek = E ∩ Lk . Since E has finite measure, by countable
additivity
X∞
m∗ (Ek ) = m∗ (E) < ∞.
k=1
P∞
Since this series is convergent, there exists an N such that k=N +1 m∗ (Ek ) < . Define
∞
[
E0 = Ek ,
k=N +1

) < . It follows that {Ek }N

then m(E0S k=0 is a finite disjoint collection of measurable sets such
that E = N E
k=0 k and m∗
(Ek ) < .