University of Duhok

College of Basic Education

Department of Mathematical
Third Stage

Mathematical Analysis

HIND Y. SALEH

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 Chapter 5 Measure Theory Lec. Hind Y. Saleh

Chapter Five

MEASURE THEORY

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Definition. Chapter 5 Measure Theory Lec. Hind Y. Saleh

Step1. If 𝐽 = 𝑎, 𝑏 we put ∆𝐽 = 𝑏 − 𝑎 (length of J) and ∆ ∅ = 0

1- ∆ 𝐽1 ∪ 𝐽2 ≤ ∆ 𝐽1 + ∆ 𝐽2
2- ∆ 𝐽1 ∩ 𝐽2 + ∆ 𝐽1 ∪ 𝐽2 = ∆ 𝐽1 + ∆ 𝐽2
3- ∆ 𝐽1 ≥ 0
4- ∆ 𝑡 + 𝐽 = ∆ 𝐽 ∀𝑡 ∈ 𝑅
∵ 𝑡 + 𝐽 = 𝑡 + 𝑥: 𝑥 ∈ 𝐽 = (𝑡 + 𝑎, 𝑡 + 𝑏)
∵∆ 𝑡+𝐽 = 𝑡+𝑏 − 𝑡+𝑎 =𝑏−𝑎 =∆ 𝐽
5- if 𝐼 ⊂ 𝐽 then ∆ 𝐼 ≤ ∆ 𝐽
Step2. let 𝐺 be a bounded open set in 𝑅
1- ∆ 𝐺 ≥ 0, ∆ ∅ = 0
2- if 𝐺1 ⊂ 𝐺2 , then ∆ 𝐺1 ≤ ∆ 𝐺2
3- ∆ 𝐺1 ∪ 𝐺2 ≤ ∆ 𝐺1 + ∆ 𝐺2
4- ∆ 𝐺1 ∩ 𝐺2 + ∆ 𝐺1 ∪ 𝐺2 = ∆ 𝐺1 + ∆ 𝐺2
5- for any countable family of bounded open sets 𝐺𝑛
∆( 𝑛 𝐺𝑛 ) ≤ 𝑛 ∆(𝐺𝑛 ) provided 𝑛 𝐺𝑛 is bounded
6- ∆ 𝑡 + 𝐺 = ∆ 𝐺
7- ∆ 𝑡 + 𝐺 = 𝑘 ∆ 𝑡 + 𝐼𝑘 = 𝑘 ∆ 𝐼𝑘 = ∆ 𝐺 .
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 Chapter 5 Measure Theory Lec. Hind Y. Saleh
Step 3. let 𝑆 be any bounded subset of 𝑅
𝜇∗ 𝑆 = 𝑔. 𝑙. 𝑏 *∆ 𝐺 : 𝐺 ⊇ 𝑆; 𝐺 𝑖𝑠 𝑏𝑜𝑢𝑛𝑑𝑒𝑑&𝑜𝑝𝑒𝑛+
𝜇∗ 𝑆 = 𝑖𝑛𝑓*∆ 𝐺 : 𝐺 𝑖𝑠 𝑏𝑜𝑢𝑛𝑑𝑒𝑑 & 𝑜𝑝𝑒𝑛+
1- 𝜇∗ 𝑆 ≥ 0, 𝜇 ∗ 𝑆 = 0
2- if 𝑆1 ⊂ 𝑆2 ⟹ 𝜇∗ 𝑆1 ≤ 𝜇∗ 𝑆2
3- 𝜇∗ 𝑆1 ∪ 𝑆2 ≠ 𝜇 ∗ 𝑆1 + 𝜇∗ 𝑆2 if 𝑆1 ∩ 𝑆2 ≠ ∅
in general if 𝜇 ∗ 𝑆1 ∩ 𝑆2 + 𝜇∗ 𝑆1 ∪ 𝑆2 = 𝜇∗ 𝑆1 + 𝜇∗ 𝑆2
4- 𝜇∗ 𝑛 𝑆𝑛 ≤ 𝑛 𝜇 ∗ 𝑆𝑛 provided 𝑛 𝑆𝑛 is bounded
𝜇∗ 𝑛 𝑆𝑛 ≤ ∆ 𝑛 𝐺𝑛 ≤ 𝑛 ∆ 𝐺𝑛
𝜇∗ 𝑆𝑛 = 𝑖𝑛𝑓 𝑛 ∆ 𝐺𝑛 : 𝑆𝑛 ⊂ 𝐺𝑛 (open+bounded)
∴ 𝑛 𝜇∗ 𝑆𝑛 ≤ 𝑛 ∆ 𝐺𝑛
If 𝑛 𝜇∗ 𝑆𝑛 ≤ 𝑛 𝜇∗ 𝑛 𝑆𝑛 contradiction with inf.
∗ ∗
𝑛𝜇 𝑛 𝑆𝑛 ≤ 𝑛 𝜇 𝑆𝑛
5- 𝜇∗ 𝑡 + 𝑆 = 𝜇∗ 𝑆 ∀𝑡 ∈ 𝑅
𝜇∗ 𝑡 + 𝑆 = 𝜇 ∗ 𝑡 + 𝐺 = ∆ 𝐺𝑛
𝜇∗ 𝑆𝑛 = inf ∆ 𝐺𝑛 : 𝑆 ⊂ 𝐺𝑛 (open+bounded)
𝜇∗ 𝑆 ≤ ∆ 𝐺𝑛
If 𝜇∗ 𝑆 ≤ 𝜇∗ 𝑡 + 𝑆 Contradiction with chosen of 𝜇∗ 𝑆
∴ 𝜇∗ 𝑡 + 𝑆 ≤ 𝜇∗ 𝑆
If 𝜇∗ 𝑡 + 𝑆 ≤ 𝜇 ∗ 𝑆 Contradiction with chosen of 𝜇∗ 𝑡 + 𝑆
∴ 𝜇∗ 𝑆 ≤ 𝜇∗ 𝑡 + 𝑆
∴ 𝜇∗ 𝑡 + 𝑆 = 𝜇∗ 𝑆
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Remark: Chapter 5 Measure Theory Lec. Hind Y. Saleh
1- We can map 𝜇 ∗ 𝑆 with each bounded set.
2- If 𝑆 is Open set then 𝜇∗ 𝑆 = ∆ 𝑆 .
Theorem: there is no function defined on all the bounded subset of 𝑅
and satisfies the proposition satisfied ∆.
Negligible set:
𝑆 is negligible set if ∀𝜀 > 0, ∃*𝐼𝑛 + countable family of open intervals
such that:
1- 𝑆 ⊂ 𝑛 𝐼𝑛
2- 𝑛 𝐼𝑛 < 𝜀

Example:
1- If 𝑆 = 𝑎, 𝑏 , then 𝜇 ∗ 𝑆 = 𝑏 − 𝑎 .
1 1
∀𝑛 ∈ 𝑁 let 𝐺𝑛 = 𝑎 − , 𝑏 +
𝑛 𝑛
𝐺𝑛 ⊃ 𝑆𝑛 (open+bounded)
𝜇 ∗ 𝑆 = inf ∆ 𝐺𝑛 : 𝑛 ∈ 𝑁
1 1
= inf 𝑏 + − 𝑎 +
𝑛 𝑛
2
= inf 𝑏 − 𝑎 + =𝑏−𝑎
𝑛
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2- If 𝑆 is any countable set 𝜇∗ 𝑆 = 0 Chapter 5 Measure Theory Lec. Hind Y. Saleh
Case1. 𝑆 is finite set , 𝑆 = *𝑥1 , 𝑥2 , … , 𝑥𝑛 +
𝜀 𝜀
Let 𝜀 > 0 , ∀ 1 ≤ 𝑖 ≤ 𝑛, 𝐺𝑖 = 𝑥𝑖 − ,𝑥 + ∀𝑛 ∈ 𝑁
2𝑛 𝑖 2𝑛
𝜀
𝐺𝑖 is open and bounded⟹ ∆𝐺𝑖 =
𝑛
𝑛
𝑆⊂ 𝑖=1 𝐺𝑖 is open set (union of open sets is open)
𝑛 𝑛 𝜀
∆ 𝑖=1 𝐺𝑖 ≤ 𝑖=1 ∆(𝐺𝑖 ) = .𝑛 = 𝜀
𝑛
𝜇∗ 𝑆 < 𝜀 ⟹ 𝜇∗ 𝑆 = 0 because 𝜇∗ 𝑆 ≥ 0.
Case2. 𝑆 is infinite set , 𝑆 = *𝑥1 , 𝑥2 , 𝑥3 , … +
𝜀 𝜀
Let 𝜀 > 0 , 𝐺𝑖 = 𝑥𝑖 − 𝑖+1 , 𝑥𝑖 +
2 2𝑖+1
𝜀
𝐺𝑖 is open and bounded ⟹ ∆𝐺𝑖 = 𝑖
2
𝑆⊂ 𝑖 𝐺𝑖 is open set (union of open sets is open)
𝜀
∆ 𝑖 𝐺𝑖 ≤ 𝑖 ∆(𝐺𝑖 ) = =𝜀
2𝑖
𝜇∗ 𝑆 < 𝜀 ⟹ 𝜇∗ 𝑆 = 0 because 𝜇∗ 𝑆 ≥ 0.
𝜇∗ ℤ = 𝜇∗ 𝑁 = 𝜇∗ 𝑄 = 0 (countable sets)
𝜇∗ *1,2,3, … , 10+ = 0 (finite ⟹ countable)
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𝜇∗ 𝑆 < 𝜀 ⟹ 𝜇∗ 𝑆 = 0.
3- If 𝑆 is negligible set, then 𝜇∗ 𝑆 = 0 Chapter 5 Measure Theory Lec. Hind Y. Saleh
Proof:
Assume that 𝑆 is negligible and bounded set
∀𝜀 > 0, ∃*𝐼𝑛 + be countable family of open intervals such that
𝑆 ⊂ 𝑛 𝐼𝑛 and 𝑛 ∆(𝐼𝑛 ) < 𝜀
𝜇∗ 𝑆 ≤ 𝜇∗ 𝑛 𝐼𝑛 = ∆ 𝑛 𝐼𝑛 ≤ 𝑛 ∆(𝐼𝑛 ) < 𝜀
𝜇∗ 𝑆 < 𝜀 ⟹ 𝜇∗ 𝑆 = 0.
Theorem: Let 𝑆 be bounded set, 𝜇∗ 𝑆 = 0, then 𝑆 is a negligible set.
Proof: ∵ 𝜇∗ 𝑆 = 0 ∴ ∀𝜀 > 0, ∃ open bounded set 𝐺 contain 𝑆 and ∆ 𝐺 < 𝜀
𝐺 can be represent as a countable union of disjoint open intervals *𝐼𝑛 +
[Every bounded open set in 𝑅 can be represent as a countable union open
intervals]
∴ 𝐺 = 𝑛 𝐼𝑛 ∀𝑛 ≠ 𝑚 in 𝑁, then𝐼𝑛 ∩ 𝐼𝑚 = ∅ (disjoint)
𝑛 ∆(𝐼𝑛 ) = ∆ 𝐺 < 𝜀
∀𝜀 > 0, ∃*𝐼𝑛 + countable family of open intervals such that:
𝑆 ⊂ 𝑛 𝐼𝑛 and 𝑛 ∆(𝐼𝑛 ) < 𝜀
⟹ 𝑆 is negligible.
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 Hind Y. Saleh

Definition: A bounded set 𝑆 is said to be ( Measurable set ) or (Lebesque

measurable) if ∀𝜀 > 0, ∃𝐺 𝑜𝑝𝑒𝑛 such that:
1- 𝑆 ⊂ G
2- 𝜇 ∗ 𝐺 − 𝑆 < 𝜀
In this case we defined 𝜇 𝑆 = 𝜇 ∗ 𝑆 and we calls 𝜇 𝑆 the measure of
𝑆.
Remark: Measurable sets are good sets and unmeasurable sets are
bad sets.
Examples:
1- The interval 𝑎, 𝑏 is measurable and 𝜇 𝑎, 𝑏 = 𝑏 − 𝑎
𝜀 𝜀
Proof. Let 𝜀 > 0 , 𝐺ε = 𝑎 − , 𝑎 + is an open set ,𝑎, 𝑏- ⊂ 𝐺ε (open
4 4
and bounded)
𝜀 𝜀 𝜀 𝜀
𝐺ε − 𝑎, 𝑏 = 𝑎 − , 𝑎 + − 𝑎, 𝑏 = 𝑎 − , 𝑎 ∪ 𝑏, 𝑎 +
4 4 4 4
𝜀 𝜀
𝜇 ∗ 𝐺ε − 𝑎, 𝑏 = ∆ 𝐺ε − 𝑎, 𝑏 = ∆ 𝑎 − , 𝑎 + 𝑏, 𝑎 +
4 4
𝜀 𝜀 𝜀
= + = <𝜀
4 4 2
∴ ,𝑎, 𝑏- is measurable set.
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 Chapter 5 Measure Theory Lec. Hind Y. Saleh
2- Every finite set is measurable set and have measure Zero.
Proof. Let 𝑆 = *𝑥1 , 𝑥2 , 𝑥3 , … , 𝑥𝑛 + be a finite set
𝜀 𝜀
Let 𝜀 > 0 , 𝐺ε = 𝑥𝑖 − ,𝑥 + is an open ∀𝑖 = 1,2,3, …
4𝑛 𝑖 4𝑛
𝑛 𝜀 𝜀
𝑆⊂ 𝐺ε = 𝐺 (open set) ⟹ 𝐺 − 𝑆 = 𝑥𝑖 − ,𝑥 +
𝑖=1 4𝑛 𝑖 4𝑛
𝑛 𝜀 𝜀
= 𝑥𝑖 − ,𝑥 ∪ 𝑥𝑖 , 𝑥𝑖 +
𝑖=1 4𝑛 𝑖 4𝑛
𝑛 𝜀 𝜀
𝜇∗ 𝐺 − 𝑆 = ∆ 𝐺 − 𝑆 = ∆ 𝑥𝑖 − ,𝑥 + ∆ 𝑥𝑖 + ,𝑥
𝑖=1 4𝑛 𝑖 4𝑛 𝑖
𝜀 𝜀 𝜀 𝜀 𝜀
= 𝑛𝑖=1 + = 𝑛𝑖=1 = . 𝑛 = < 𝜀 ⟹ 𝑆 is measurable set.
4𝑛 4𝑛 2𝑛 2𝑛 2
𝜇 𝑆 = 𝜇 𝑆 = 0 (𝑆 is countable set ⟹ 𝜇 ∗ 𝑆 = 0)
∗

3- Every bounded negligible set 𝑆 is measurable and 𝜇 𝑆 = 0.

Proof. Let 𝑆 be a negligible set
∀𝜀 > 0, ∃ countable family of open intervals *𝐼𝑛 + such that:
𝑆 ⊂ 𝑛 𝐼𝑛 and 𝑛 𝐼𝑛 < 𝜀
Let 𝐺 = 𝐼𝑛 ⊃ 𝑆 ⟹ 𝐼𝑛 − 𝑆 ⊂ 𝐼𝑛 (Open and bounded)
𝜇 ∗ 𝐼𝑛 − 𝑆 ≤ 𝜇 ∗ 𝐼𝑛 = ∆ 𝐼𝑛 ≤ ∆ 𝐼𝑛 < 𝜀
∴ 𝑆 is measurable set.
𝜇 𝑆 = 𝜇 ∗ 𝑆 = 0 (𝑆 is negligible set ⟹ 𝜇 ∗ 𝑆 = 0) .
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 Chapter 5 Measure Theory Lec. Hind Y. Saleh

Theorem: Let 𝑆 be a measurable and 𝜇 𝑆 = 0, then 𝑆 is

negligible set.
Proof: since 𝑆 is measurable set.
⟹ ∃𝐺 𝑜𝑝𝑒𝑛 such that 𝑆 ⊂ G and 𝑆 is bounded
⟹ 𝜇 𝑆 = 0 ⟹ 𝜇∗ 𝑆 = 0
∴ 𝑆 is negligible set [𝑆 be bounded set and 𝜇∗ 𝑆 = 0, then
𝑆 is negligible]
Remark: Measure is a function defined on measurable
sets and satisfies ∆ properties.
Theorem: Let 𝑆 be a measurable then, 𝜇 𝑆 ≥ 0 and
𝜇 ∅ = 0.
Proof: Since 𝑆 is measurable set.
⟹ 𝜇 𝑆 = 𝜇∗ 𝑆 = 0
Since 𝜇∗ 𝑆 ≥ 0 ⟹ 𝜇 𝑆 ≥ 0
∴ 𝜇∗ ∅ = 0 ⟹ 𝜇 ∅ = 0.
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 Chapter 5 Measure Theory Lec. Hind Y. Saleh

Theorem: Let 𝑆 and 𝑇 are measurable sets and 𝑆 ⊆ 𝑇 then,

𝜇 𝑆 ≤ 𝜇 𝑇 , moreover (𝑇 − 𝑆) is Measurable.
Proof: Since 𝑆 and 𝑇 are measurable sets
⟹ 𝜇 𝑆 = 𝜇∗ 𝑆 and 𝜇 𝑇 = 𝜇∗ 𝑇
Since 𝑆 ⊆ 𝑇 ⟹ 𝜇∗ 𝑆 ≤ 𝜇 ∗ 𝑇 and 𝜇 𝑆 ≤ 𝜇 𝑇
Now, we wont to show that 𝑇 − 𝑆 is measurable
Let 𝜀 > 0, since T is measurable
𝜀
∃𝐺 𝑜𝑝𝑒𝑛 such that T ⊂ G and 𝜇 ∗ 𝐺 − 𝑇 <
2
∵ 𝑆 ⊆ 𝑇 ⊂ 𝐺 ⟹ 𝑆 ⊂ 𝐺 and 𝑆 is measurable
∗ 𝜀
∴𝜇 𝑆 <
2
∴ (𝑇 − 𝑆 ) ⊂ 𝐺
∴ 𝐺 − 𝑇 − 𝑆 = 𝑆 ∪ (𝐺 − 𝑇)
∗ ∗ ∗ ∗ 𝜀
𝜇 𝐺 − (𝑇 − 𝑠) = 𝜇 𝑆 ∪ 𝐺 − 𝑇 ≤ 𝜇 𝑆 + 𝜇 𝐺 − 𝑇 <
𝜀 2
+ =𝜀
2
∴ 𝑇 − 𝑆 is measurable . 11
 Chapter 5 Measure Theory Lec. Hind Y. Saleh
Theorem: Let 𝑆 and 𝑇 are measurable sets then,
i. 𝑆 ∩ 𝑇 𝑎𝑛𝑑 (𝑆 ∪ 𝑇) are Measurable.
ii. 𝜇 𝑆 ∩ 𝑇 + 𝜇 𝑆 ∪ 𝑇 = 𝜇 𝑆 +𝜇 𝑇 .
Proof
i. Since 𝑆 and 𝑇 are measurable sets
𝑜𝑝𝑒𝑛 𝑜𝑝𝑒𝑛 𝜀
∀𝜀 > 0, ∃𝐺1 , 𝐺2 , S ⊂ 𝐺1 and S ⊂ 𝐺2 such that 𝜇 ∗ 𝐺1 − 𝑆 <
𝜀 2
∗
and 𝜇 𝐺2 − 𝑇 <
2
∴ (𝑆 ∩ 𝑇) ⊂ 𝐺1 ∩ 𝐺2 and (𝑆 ∪ 𝑇) ⊂ 𝐺1 ∪ 𝐺2
⟹ 𝐺1 ∩ 𝐺2 and 𝐺1 ∪ 𝐺2 are open sets.
⟹ 𝜇∗ (𝐺1 ∪ 𝐺2 ) − (𝑆 ∪ 𝑇) ≤ 𝜇 ∗ 𝐺1 − 𝑆 ∪ 𝐺2 − 𝑇
∗ ∗
𝜀 𝜀
≤ 𝜇 𝐺1 − 𝑆 + 𝜇 𝐺2 − 𝑇 < + = 𝜀
2 2
∴ 𝑆 ∪ 𝑇 is measurable.
Now, 𝜇 ∗ (𝐺1 ∩ 𝐺2 ) − (𝑆 ∩ 𝑇) ≤ 𝜇 ∗ 𝐺1 − 𝑆 ∪ 𝐺2 − 𝑇
∗ ∗
𝜀 𝜀
≤ 𝜇 𝐺1 − 𝑆 + 𝜇 𝐺2 − 𝑇 < + = 𝜀
2 2
∴ 𝑆 ∩ 𝑇 is measurable.

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 Chapter 5 Measure Theory Lec. Hind Y. Saleh
ii. put 𝐺1 ∪ 𝐺2 − 𝑆 ∪ 𝑇 = 𝐴 and 𝐺1 ∩ 𝐺2 − 𝑆 ∩ 𝑇 = 𝐵
𝐺1 − 𝑆 = 𝐶 and 𝐺2 − 𝑇 = 𝐷
∴ 𝐺1 ∪ 𝐺2 = (𝑆 ∪ 𝑇) ∪ 𝐴) and 𝐺1 ∩ 𝐺2 = (𝑆 ∩ 𝑇) ∩ 𝐴)
𝐺1 = C ∪ 𝑆 and 𝐺2 = 𝑇 ∪ 𝐷
Now, 𝜇∗ (𝐺1 ∪ 𝐺2 ) = 𝜇∗ (𝑆 ∪ 𝑇) ∪ 𝐴) ≤ 𝜇∗ 𝑆∪𝑇 + 𝜇∗ 𝐴
⟹ ∆ 𝐺1 ∪ 𝐺2 = 𝜇 𝑆∪𝑇 +𝜀 ( 𝑆 ∪ 𝑇 measurable ) ………..(1)
Similarly, ∆ 𝐺1 ∩ 𝐺2 = 𝜇 𝑆∩𝑇 +𝜀 ( 𝑆 ∩ 𝑇 measurable ) ………..(2)
∆ 𝐺1 = 𝜇 𝑆 + 𝜀 ………..(3) (𝑆 & 𝑇 measurable )
∆ 𝐺2 = 𝜇 𝑇 + 𝜀 ………..(4)
Since 𝐺1 and 𝐺2 are Open sets
∆ 𝐺1 ∪ 𝐺2 + ∆ 𝐺1 ∩ 𝐺2 = ∆ 𝐺1 + ∆ 𝐺2
∴ 𝜇 𝑆∪𝑇 +𝜇 𝑆∩𝑇 −𝜇 𝑆 −𝜇 𝑇
= 𝜇 𝑆 ∪ 𝑇 − ∆ 𝐺1 ∪ 𝐺2 + 𝜇 𝑆 ∩ 𝑇 − ∆ 𝐺1 ∩ 𝐺2 − 𝜇 𝑆 − ∆ 𝐺1 + 𝜇
≤ 𝜇 𝑆 ∪ 𝑇 − ∆ 𝐺1 ∪ 𝐺2 + 𝜇 𝑆 ∩ 𝑇 − ∆ 𝐺1 ∩ 𝐺2 + 𝜇 𝑆 − ∆ 𝐺1
+ 𝜇 𝑆 − ∆ 𝐺2 < 4𝜀
∴ 𝜇 𝑆 ∩ 𝑇 + 𝜇 𝑆 ∪ 𝑇 = 𝜇 𝑆 +𝜇 𝑇 .
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 Chapter 5 Measure Theory Lec. Hind Y. Saleh

Corollary : If 𝑆 and 𝑇 are measurable then,

𝜇 𝑆 ∪ 𝑇 ≤ 𝜇 𝑆 + 𝜇 𝑇 and if 𝑆 ∩ 𝑇 = ∅ then
𝜇 𝑆∪𝑇 =𝜇 𝑆 +𝜇 𝑇
Proof: Since 𝑆 and 𝑇 are measurable
⟹𝜇 𝑆∪𝑇 +𝜇 𝑆∩𝑇 =𝜇 𝑆 +𝜇 𝑇
Since 𝜇 𝑆 ∩ 𝑇 ≥ 0
⟹𝜇 𝑆∪𝑇 ≤𝜇 𝑆 +𝜇 𝑇
If 𝑆 ∩ 𝑇 = ∅ ⟹ 𝜇 𝑆 ∩ 𝑇 = 𝜇 ∅ = 0
∴ 𝜇 𝑆 ∪ 𝑇 = 𝜇 𝑆 +𝜇 𝑇 .

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 Chapter 5 Measure Theory Lec. Hind Y. Saleh
Theorem. If *𝑆𝑛 + is a countable family of measurable
sets and 𝑛 𝑆𝑛 is bounded then, 𝑛 𝑆𝑛 is
measurable and 𝜇 𝑛 𝑆𝑛 ≤ 𝑛 𝜇 𝑆𝑛 .
𝑜𝑝𝑒𝑛
Proof. Let 𝜀 > 0, since 𝑆𝑛 is measurable ∃𝐺𝑛 ; 𝑆𝑛
∗ 𝜀
⊂ 𝐺𝑛 and 𝜇 𝐺𝑛 − 𝑆𝑛 < 𝑛+1
2
∴ 𝑛 𝑆𝑛 ⊂ 𝑛 𝐺𝑛 is Open set
𝜇∗ 𝐺
𝑛 𝑛 − 𝑆
𝑛 𝑛 = 𝜇 ∗
𝑛(𝐺𝑛 −𝑆𝑛 )
𝜀 𝜀
≤ 𝑛 𝜇 𝐺𝑛 − 𝑆𝑛 < 𝑛 𝑛+1 = < 𝜀.
2 2
Now, 𝜇∗ 𝑛 𝐺𝑛 − 𝑛 𝑆𝑛 < 𝜀
∴ 𝑛 𝑆𝑛 is measurable
𝜇 𝑛 𝑆𝑛 = 𝜇∗ 𝑛 𝑆𝑛 ≤ 𝑛 𝜇 ∗ 𝑆𝑛 = 𝑛𝜇 𝑆𝑛
∴ 𝜇 𝑛 𝑆𝑛 ≤ 𝑛 𝜇 𝑆𝑛
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 Chapter 5 Measure Theory Lec. Hind Y. Saleh
Theorem.
If 𝑆 is measurable set then, 𝑆 + 𝑡 is measurable ∀𝑡 ∈ 𝑅 and 𝜇 𝑆 + 𝑡 = 𝜇 𝑆 .
Proof. Let 𝜀 > 0, since 𝑆is measurable ∃𝐺 𝑜𝑝𝑒𝑛 ; 𝑆 ⊆ 𝐺and 𝜇∗ 𝐺 − 𝑆 < 𝜀
⟹𝑆+𝑡 ⊂𝐺+𝑡 (𝐺 + 𝑡 is open set)
𝜇∗ (𝐺 + 𝑡) − 𝑆 + 𝑡 = 𝜇∗ 𝐺 − 𝑆 < 𝜀
∴ 𝑆 + 𝑡 is measurable
𝜇 𝑆 + 𝑡 = 𝜇∗ 𝑆 + 𝑡 = 𝜇∗ 𝑆 = 𝜇 𝑆 .
Theorem: Every bounded closed set is measurable.
Proof: Let 𝑆 be bounded closed set, Let 𝐼 be open interval, 𝑆 ⊂ 𝐼 ⟹ 𝐼 − 𝑆 = 𝑆 𝑐
is open
⟹ ∃ countable family of disjoint intervals *𝐼𝑛 + such that 𝑆 𝑐 = 𝑛 𝐼𝑛
∴ 𝑆 = 𝐼 − 𝑆 𝑐 = 𝐴 ∪ 𝐴′ [where 𝐴 is a countable set of points and 𝐴′ is a
countable set of intervals ]
Since each of intervals is measurable ⟹ 𝐴′ is measurable
Since 𝐴 is countable points ⟹ 𝐴 is negligible [Every negligible is measurable]
⟹ 𝐴 is measurable
⟹ 𝑆 = 𝐴 ∪ 𝐴′ is measurable [S, T are measurable ⟹ 𝑆 ∪ 𝑇 is measurable].
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 Chapter 5 Measure Theory Lec. Hind Y. Saleh
Theorem. If *𝑆𝑛 + is a countable family of bounded measurable sets such that
𝑆𝑛 ⊂ 𝑆𝑛+1 ∀𝑛 ∈ 𝑁 and 𝑆 = 𝑛 𝑆𝑛 is bounded, then 𝑆 is measurable and
𝜇 𝑆𝑛 → 𝜇 𝑆
Proof. Since *𝑆𝑛 + is a countable family of bounded measurable and 𝑆 = 𝑛 𝑆𝑛
is bounded
⟹ 𝑆 = 𝑛 𝑆𝑛 (𝑚𝑒𝑎𝑠𝑢𝑟𝑎𝑏𝑙𝑒 𝑏𝑦 𝑡𝑕𝑒𝑜𝑟𝑒𝑚)
[If *𝑆𝑛 + is a countable family of measurable sets and 𝑛 𝑆𝑛 is bounded then,
𝑛 𝑆𝑛 is measurable and 𝜇 𝑛 𝑆𝑛 ≤ 𝑛 𝜇 𝑆𝑛 ]
𝜇∗ (𝐺 + 𝑡) − 𝑆 + 𝑡 = 𝜇∗ 𝐺 − 𝑆 < 𝜀
Want. 𝜇 𝑆𝑛 → 𝜇 𝑆
Let 𝑆1 = 𝐴1 ∀𝑛 > 1 ,𝐴𝑛 = 𝑆𝑛 − 𝑆𝑛−1
𝑆𝑛 = 𝑛𝑘=1 𝐴𝑘 and 𝑛 𝐴𝑛 = 𝑛 𝑆𝑛 = 𝑆, and 𝐴𝑛 are disjoint set
𝑆𝑛 ⊂ 𝑆𝑛+1 ∀𝑛 ∈ 𝑁
𝐴𝑛 = 𝑆𝑛 − 𝑆𝑛−1 is measurable
if 𝐸𝑛 = 𝑛𝑘=1 𝜇 𝐴𝑘 then 𝐸𝑛 → 𝜇 𝑆
in other hand,
𝐸𝑛 = 𝜇 𝑆1 + 𝑛𝑘=1 𝜇 𝐴𝑘 = 𝜇 𝑆1 + 𝑛𝑘=2 𝜇 𝑆𝑘 − 𝑆𝑘−1
= 𝜇 𝑆1 + 𝜇(𝑆2 ) − 𝜇(𝑆1 ) + 𝜇(𝑆3 ) − 𝜇(𝑆2 ) + ⋯ + ,𝜇(𝑆𝑛 ) − 𝜇 𝑆𝑛−1 -
= 𝜇(𝑆𝑛 )
𝐸𝑛 = 𝜇(𝑆𝑛 )
∴ 𝜇 𝑆𝑛 → 𝜇 𝑆 .
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 Chapter 5 Measure Theory Lec. Hind Y. Saleh
Corollary. Let *𝑆𝑛 + be a countable family of measurable sets such that
𝑆𝑛 ⊇ 𝑆𝑛+1 ∀𝑛 ∈ 𝑁 and 𝑆 = 𝑛 𝑆𝑛 , then 𝑆 is measurable and
𝜇 𝑆𝑛 → 𝜇 𝑆
Proof. Since 𝑆𝑛 ⊇ 𝑆𝑛+1 and *𝑆𝑛 + is measurable
⟹ 𝑆1 − 𝑆𝑛 (𝑚𝑒𝑎𝑠𝑢𝑟𝑎𝑏𝑙𝑒 𝑏𝑦 𝑡𝑕𝑒𝑜𝑟𝑒𝑚)
𝑆1 − 𝑆𝑛 ⊆ 𝑆1 − 𝑆𝑛+1
Also, 𝑆1 − 𝑆𝑛 𝑆 is measurable (𝑏𝑦 𝑡𝑕𝑒𝑜𝑟𝑒𝑚: If *𝑆𝑛 + is a countable
family of bounded measurable sets such that 𝑆𝑛 ⊂ 𝑆𝑛+1 ∀𝑛 ∈ 𝑁 and
𝑆 = 𝑛 𝑆𝑛 is bounded, then 𝑆 is measurable and 𝜇 𝑆𝑛 → 𝜇 𝑆 )
𝑆1 − 𝑆𝑛 = 𝑆1 − 𝑆𝑛 = 𝑆1 − 𝑆
𝑆1 − 𝑆 is measurable
⟹ 𝑆1 is measurable and is measurable .
Want: 𝜇 𝑆𝑛 → 𝜇 𝑆
∵ 𝑆1 − 𝑆𝑛 ⊂ 𝑆1 − 𝑆𝑛+1 (𝑆1 − 𝑆 = 𝑛(𝑆1 − 𝑆𝑛 ))
𝜇 𝑆1 − 𝑆𝑛 → 𝜇 𝑛(𝑆1 − 𝑆𝑛 )
𝜇 𝑆1 − 𝑆𝑛 → 𝜇 𝑛(𝑆1 − 𝑆) (𝑏𝑦 𝑡𝑕𝑒𝑜𝑟𝑒𝑚)
⟹ 𝜇 𝑆1 − 𝑆𝑛 = 𝜇 𝑆1 − 𝜇 𝑆𝑛 and 𝜇 𝑆1 − 𝑆𝑛 = 𝜇 𝑆1 − 𝜇 𝑆
⟹ 𝜇 𝑆1 − 𝜇 𝑆𝑛 → 𝜇 𝑆1 − 𝜇 𝑆
∴ 𝜇 𝑆𝑛 → 𝜇 𝑆 .
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 Chapter 5 Measure Theory Lec. Hind Y. Saleh

Properties. 𝑆 is measurable if and only if

∀𝜀 > 0, ∃𝐺 𝑜𝑝𝑒𝑛 , such that
𝜇∗ 𝐺 ∪ 𝑆 − (𝐺 ∩ 𝑆) < 𝜀.
Proof. Let 𝑆 be measurable set
𝑜𝑝𝑒𝑛 ∗ 𝜀
∀𝜀 > 0, ∃𝐺 , S ⊂ 𝐺 such that 𝜇 𝐺 − 𝑆 <
2
Also,
𝑜𝑝𝑒𝑛 ′ ∗ ′ 𝜀
∀𝜀 > 0, ∃𝐺′ , 𝐺 ⊂ S such that 𝜇 𝑆 − 𝐺 <
2
∵ 𝐺 ∪ 𝑆 = 𝐺 and 𝐺 ∩ 𝑆 = 𝑆
∗ ∗ 𝜀
𝜇 𝐺 ∪ 𝑆 − (𝐺 ∩ 𝑆) = 𝜇 (𝐺 − 𝑆) < < 𝜀
2
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Chapter 5 Measure Theory Lec. Hind Y. Saleh

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