Jeffrey Hellrung

Wednesday, October 19, 2005

Math 245A, Homework 02
Chapter 1, # 13, 17, 19, 25, 26, 27, 29
13. Every σ-finite measure is semifinite.
Solution
S∞
Let µ be a σ-finite measure on (X, M); then we can decompose X = n=1 En for En ∈ M such that
µ(En ) < ∞. Without loss of generality, we can assume that the En ’s are pairwise disjoint by, for
′
Sn−1
S considering the sequence En = En \ i=1 Ei . Let E ∈ M such that µ(E) = ∞. Then since
example,
E = n E ∩ En and the E ∩ En ’s are disjoint, we have that
X
∞ = µ(E) = µ(E ∩ En ),
n

i.e., the sum diverges. It follows that, for some N ,

N
X N
X
0< µ(E ∩ En ) ≤ µ(En ) < ∞,
n=1 n=1
PN ³S ´
N SN
since each En has finite µ-measure, and n=1 µ(En ) = µ n=1 En . Therefore, n=1 En ⊂ E has
finite µ-measure.
17. If µ∗ is an outer measure on X and {Aj }∞ ∗
j=1 is a sequence of disjoint µ -measurable sets, then
³ ´ P
S ∞ ∞
µ∗ E ∩ j=1 Aj = j=1 µ∗ (E ∩ Aj ) for any E ⊂ X.
Solution
Since [ [
E∩ Aj = E ∩ Aj ,
j j
by the subadditivity of µ∗ ,  
[ X
µ∗ E ∩ Aj  ≤ µ∗ (E ∩ Aj ).
j j

To prove the opposite inequality, note that, by the µ∗ -measurability of An ,

         
∞
[ ∞
[ [∞
µ∗ E ∩ Aj  = µ∗ E ∩  Aj  ∩ An  + µ∗ E ∩  Aj  ∩ Acn 
j=n j=n j=n
 
∞
[
= µ∗ (E ∩ An ) + µ∗ E ∩ Aj 
j=n+1

for any n ≥ 1 (where we have taken advantage of the disjointedness of the Aj ’s), hence, by induction,
   
[∞ Xn [∞ Xn
µ∗ E ∩ Aj  = µ∗ (E ∩ Aj ) + µ∗ E ∩ Aj  ≥ µ∗ (E ∩ Aj )
j=1 j=1 j=n+1 j=1

for any n ≥ 1, so in the limit,

 
∞
[ ∞
X
µ∗ E ∩ Aj  ≥ µ∗ (E ∩ Aj ),
j=1 j=1

which proves the claim.

1
19. Let µ∗ be an outer measure on X induced from a finite premeasure µ0 . If E ⊂ X, define the inner
measure of E to be µ∗ (E) = µ0 (X) − µ∗ (E c ). Then E is µ∗ -measurable iff µ∗ (E) = µ∗ (E). (Use
Exercise 18.)
Solution
Suppose E is µ∗ -measurable. Then this supposition combined with Proposition 1.13a. gives

µ0 (X) = µ∗ (X) = µ∗ (X ∩ E) + µ∗ (X ∩ E c ) = µ∗ (E) + µ∗ (E c ),

so
µ∗ (E) = µ0 (X) − µ∗ (E c ) = µ∗ (E).

On the other hand, suppose µ∗ (E) = µ∗ (E) = µ0 (X) − µ∗ (E c ) = µ∗ (X) − µ∗S(E c ). For ǫ > 0, choose
{Aj }∞
j=1 ⊂ A (where A is the algebra on which µ0 is defined) such that E ⊂ j Aj = A and
X
µ∗ (E) ≤ µ∗ (A) ≤ µ0 (Aj ) < µ∗ (E) + ǫ,
j

which is possible by the induction of µ∗ from µ0 . By Proposition 1.13b., each Aj ∈ A is µ∗ -measurable,

and by Theroem 1.11 (Carathéodory’s Theorem), the set of µ∗ -measurable sets is a σ-algebra, so it
follows that A is µ∗ -measurable as well. Thus

µ∗ (E c ) = µ∗ (E c ∩ A) + µ∗ (E c ∩ Ac ) = µ∗ (A ∩ E c ) + µ∗ (Ac ).

Additionally,
µ∗ (E) + µ∗ (E c ) = µ∗ (X) = µ∗ (A) + µ∗ (Ac ),
so combining this with the previous equation allows us to conclude that

µ∗ (A ∩ E c ) = µ∗ (A) − µ∗ (E) < ǫ.

Now for any F ⊂ X, we can write

µ∗ (F ) = µ∗ (F ∩ A) + µ∗ (F ∩ Ac ).

F ∩ A ⊃ F ∩ E, so by monotonicity, µ∗ (F ∩ A) ≥ µ∗ (F ∩ E). For the other term, note that

µ∗ (F ∩ E c ) = µ∗ (F ∩ E c ∩ A) + µ∗ (F ∩ E c ∩ Ac )
≤ µ∗ (E c ∩ A) + µ∗ (F ∩ Ac ) ,
< ǫ + µ∗ (F ∩ Ac )

so, putting the pieces together,

µ∗ (F ) > µ∗ (F ∩ E) + µ∗ (F ∩ E c ) − ǫ,

and since ǫ was arbitrary, we have that

µ∗ (F ) ≥ µ∗ (F ∩ E) + µ∗ (F ∩ E c ).

Since the opposite inequality follows from subadditivity, we conclude that E is µ∗ -measurable.
25. Complete the proof of Theorem 1.19.
1.19 Theorem. If E ⊂ R, the following are equivalent.
a. E ∈ Mµ .
b. E = V \N1 where V is a Gδ set and µ(N1 ) = 0.

2
 c. E = H ∪ N2 where H is an Fσ set and µ(N2 ) = 0.
Proof. Obviously b. and c. each imply a. since µ is complete on Mµ . Suppose E ∈ Mµ and µ(E) < ∞.
By Theorem 1.18, for j ∈ N we can choose an open Uj ⊃ E and a compact Kj ⊂ E such that

µ(Uj ) − 2−j ≤ µ(E) ≤ µ(Kj ) + 2−j .

T∞ S∞
Let V = j=1 Uj and H = j=1 Kj . Then H ⊂ E ⊂ K and µ(V ) = µ(H) = µ(E) < ∞, so
µ(V \E) = µ(E\H) = 0.
Solution
For µ(E) = ∞, set Ej = E ∩ (j, j + 1] for j ∈ Z. Then µ(Ej ) ≤ µ((j, j + 1]) = F (j + 1) − F (j) < ∞,
so by the previous part, Ej = Hj ∪ Nj , where Hj ∈ Fσ and µ(Nj ) = 0. Thus
   
[ [ [ [
E= Ej = (Hj ∪ Nj ) =  Hj  ∪  Nj  = H ∪ N,
j j j j

S S
and clearly H = j Hj ∈ Fσ while N = j Nj is such that µ(N ) = 0.
Now, by the previously, we can express E = H ∪ N for H ∈ Fσ and µ(N ) = 0. Then E = H c ∩ N c =
c

H c \N , and clearly H c ∈ Gδ .
26. Prove Proposition 1.20. (Use Theorem 1.18.)
1.20 Proposition. If E ∈ Mµ and µ(E) < ∞, then for every ǫ > 0 there is a set A that is a finite
union of open intervals such that µ(E∆A) < ǫ.
Solution
By Theorem 1.18, we can choose U ⊃ E open such that µ(E) ≤ µ(U ) < µ(E) P+ ǫ/2 < ∞. U can be
expressed as the countable union of disjoint open intervals Ij . Thus µ(U ) = j µ(Ij ) < ∞, so there
exists some n such that
Xn
µ(U ) − ǫ/2 < µ(Ij ) ≤ µ(U ).
j=1
Sn
Set A = j=1 Ij . Then
ǫ ǫ
µ(E∆A) = µ(E\A) + µ(A\E) ≤ µ(U \A) + µ(U \E) < + = ǫ.
2 2

27. Prove Proposition 1.22a. (Show that if x, y ∈ C and x < y, there exists z ∈
/ C such that x < z < y.)
1.22 Proposition. Let C be the Cantor set.
a. C is compact, nowhere dense, and totally disconnected (i.e., the only connected subsets of C are
single points). Moreover, C has no isolated points.
b. m(C) = 0.
c. card(C) = c.
Solution
C is certainly bounded, and
∞ (3n −1)/2 µ ¶
c
[ [ 2k − 1 2k
C = [0, 1]\C = , n
n=1
3n 3
k=1

is open, so C is closed, hence compact.

3
 Suppose x, y ∈ C with x < y, and let
X X
x= aj 3−j , y = bj 3−j
j j

be the base-3 expansions of x and y, as described on page 38. Then there exists some n such that
an < bn and aj = P
bj for j < n. Since x, y ∈ C, an = 0 < 2 = bn , so let z be any number in [0, 1] whose
base-3 expansion j cj 3−j is such that cn = 1 and cj = aj = bj for j < n. Then x < z < y but z ∈ / C,
hence C has empty interior. Since C = C, it follows that C is nowhere dense.
Let A be any subset of C with 2 or more elements, and x, y ∈ A with x 6= y. By the previous argument,
there exists a z ∈ [0, 1]\C such that x < z < y. Indeed, z lies in some open interval completely outside
C, hence A can be partitioned into two disconnected sets, A = {a ∈ A | a < z} ∪ {a ∈ A | a > z},
so A is disconnected. Therefore, the only connected subsets of C are single points, and C is totally
disconnected.
P P
If x ∈ C, let x = j aj 3−j be the base-3 expansion of x. Let yn = j bj 3−j , where bj = aj for j 6= n
and bn = 2 − an . Then y ∈ C and |x − y| = 2(3−n ), from which it follows that every neighborhood of
x contains points of C other than x. Thus C has no isolated points.

29. Let E be a Lebesgue measurable set.

a. If E ⊂ N where N is the nonmeasurable set described in §1.1, then m(E) = 0.

b. If m(E) > 0, then E S contains a nonmeasurable set. (It suffices to assume E ⊂ [0, 1]. In the
notation of §1.1, E = r∈R E ∩ Nr .)

Solution

a. Similar to §1.1, we can define, for r ∈ R = Q ∩ [0, 1),

Er = {x + r | x ∈ E ∩ [0, 1 − r)} ∪ {x + r − 1 | x ∈ E ∩ [1 − r, 1)} ⊂ Nr ;

then the Er ’s are disjoint since the Nr ’s are disjoint. Further, each Er ∈ L since E ∈ L, and
m(Er ) = m(E). Now [ [
[0, 1) = Nr ⊃ Er ,
r∈R r∈R

so it follows that à !
[ X
1 = m([0, 1)) ≥ m Er = m(Er ),
r∈R r∈R

hence m(Er ) = m(E) = 0.

b. Note that if each E ∩ Nr ⊂ Nr is measurable, by a., m(E ∩ Nr ) = 0, hence m(E) = 0, which is
contradictory to the given, hence some E ∩ Nr ⊂ E is nonmeasurable.