myweb.ttu.

edu/bban
lev.ban@ttu.edu

Real Analysis
Byeong Ho Ban
Mathematics and Statistics
Texas Tech University

Chapter 1. Measure

1.
Proof. 

2.
Proof. 

3. Let M be an infinite σ - algebra.

(a) M contains an infinite sequence of disjoint sets.
(b) card(M) ≥ c
Proof. Solution for (a).
If the disjoint sets can be empty set, then {Ei }∞ 1 where Ei = ∅ ∀i ∈ N is the infinite sequence that we
were finding, so it is obvious.
Thus, let’s prove that M has an infinite sequence of nonempty disjoint sets. By way of contradiction,
n
assume that there exists no such Sn sequence.
S thereSnexists aScollection of sets {Ei }1 ⊂ M such that
Then
n = max k ∈ N|Ei ∈ M and S 1 Ei = S K∈M K and 1 Ei = K∈M K, where Ei ∩ Ej = ∅ if i 6= j. And
let {Qi }n1 ⊂ M be satisfying n1 Qi = K∈M K. Then M should be the σ−algebra generated by {Qi }n1 .
Sk let
Otherwise, there exists Sm R ∈ M such that R 6
= 1 Qi = Uk ∀k ∈ {1, 2, . . . , n}. Then, ∃m ∈ {1, 2, . . . , n}
such that Qk 6⊂ R/ 1 Qi = Um 6= ∅ ∀k ∈ {1, 2, . . . , n}. But note that Um ∈ M and it means Um ⊂ Qk
c
for some k ∈ {1, 2, . . . , n}. So we can divide
S Qk into Um ∩ Qk and Um ∩ Qk . Thus, we have n+1 nonempty
disjoint subsets which is union of them is K∈M K. And it contradicts to the definition of n.
Note that the σ−algebraS generated by {Qi }n1 has at most 2n elements because of the following argument.
Note that ∀Q ∈ M Q = Qi ⊂Q Qi , so ∀i ∈ N Q ∩ Qi = ∅ or Qi ⊂ Q.(∵ Qi 6= Qj = ∅ if i 6= j)
Now define a function κ : P({1, 2, · · · , n}) −→ M({Qi }∞
S
1 ) such that κ(I) = i∈I Qi .
Observe that the map κ is bijection. S
First of all, it is injection by following argument. If I 6= J, then ∃i ∈ I/J, so Qi 6⊂ j∈J Qj = κ(J). Thus,
Qi ⊂ κ(I) 6= κ(J). So, κ is injection.
And it is surjection because ∀Q ∈ M({Qi }∞
S
1 ), Q = Qi ⊂Q Qi .
However, it means M is finite which is contradiction to our assumption. Therefore, M should contain an
infinite sequence of disjoint sets.

Solution for (b)

Let’s define a function f : P(N) −→ M. S From (a), we know that the M contains an infinite sequence of
nonempty disjoint setsS {Ai }. Let f (I) = i∈I Ai . Then f is an injection. That is because if I 6= J , then
∃i ∈ I/J, then Ai 6⊂ j∈J Aj = f (J), so Ai ⊂ f (I) 6= f (J). Therefore, c = card(P(N)) ≤ card(M).
1
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4. An algebra A is a σ−algebra iff A is closedSunder countable increasing unions

(i.e., if {Ei }∞
1 ⊂ A and E1 ⊂ E2 ⊂ · · · , then
∞
1 Ej ∈ A )

Proof. (−→)
Suppose that A is a σ−algebra and S∞that {Ei }∞
1 ⊂ A where E1 ⊂ E2 ⊂ · · · .
Then, by definition of σ−algebra, 1 Ei ∈ A.
(←−)
Suppose that ∞ ∞
S
1 Ei ∈ A whenever {Ei }1 ⊂ A and E1 ⊂ E2 ⊂ · · · . Since A is an algebra, A is closed
under complement. So it suffices to prove that A is closed under countable union. Suppose that {Fi }∞
1 is
S2 S3 Sk Sk
a sequence in A. Observe that F1 ⊂ 1 Fi ⊂ 1 Fi ⊂ · · · ⊂ 1 Fi ⊂ · · · . And note that 1 Fi ∈ A since
A is algebra so closed under finite union.
Thus, since A is closed under countable increasing unions, ∞
S Sk S∞
1 1 Fi = 1 Fi ∈ A. Therefore, A is closed
under countable union so is σ−algebra. 

5. If M is the σ−algebra generated by E, then M is the union of the σ−algebras generated by F as F

ranges over all countable subsets of E.
(Hint: Show that the latter is a σ−algebra.)
S
Proof. Following the given hint, let’s show that S = F ⊂E(F is countable) M(F) is a σ−algebra.
Suppose that E ∈ A, then
S ∃F ⊂ E such that F is countable and E ∈ M(F). Since M(F) is a σ−algebra,
c c
E ∈ M(F), so E ∈ F ⊂E(F is countable) M(F) = S.(Closed under complement)

Let {Ei }∞1 ⊂ S. Note that, ∀i ∈ N ∃Fi ⊂ E such that each Fi are countable and Ei ∈ Fi . From
set theory, we know that
V= ∞
S
1 Fi

is also countable. Thus, M(V) ⊂ S. Since 1 Ei ∈ M(V), it is true that ∞

S∞ S
1 Ei ∈ S.
(Closed under countable union)
Thus, S is a σ−algebra.

It is obvious that S ⊂ M since each M(F) are subsets of M. Now, observe that E ⊂ S because for
any E ∈ E, {E} is a countable set, so M({E}) ⊂ S and E should be in S. Thus, E ⊂ S ⊂ M. Therefore,
S = M(S) = M(E) = M.
∴S=M 

6.
Proof. 

7.
Proof. 

8.
Proof. 
 3

9. If (X, M, µ) is a measure space and E, F ∈ M, then µ(E) + µ(F ) = µ(E ∪ F ) + µ(E ∩ F ).

Proof. Observe that E/F, E ∪ F, E ∩ F ∈ M since M is a σ−algebra.
And note that, by countable additivity,
µ(E) + µ(F ) = µ(E/F ) + µ(E ∩ F ) + µ(F ) = {µ(E/F ) + µ(F )} + µ(E ∩ F ) = µ(E ∪ F ) + µ(E ∩ F )
∵ E/F ∩ (E ∩ F ) = E/F ∩ F = ∅. 

10. Given a measure space (X, M, µ) and E ∈ M, define µE (A) = µ(A ∩ E) for A ∈ M. Then µE is a
measure.
Proof. In order to prove that µE is a measure, we need to show that µE satisfies the following two properties.

(1) µE (∅) = 0
S∞
(2) µE ( 1 Ei ) = Σ ∞
1 µE (Ei ) where Ei 6= Ej if i 6= j

The first property is obvious because

µE (∅) = µ(E ∩ ∅) = µ(∅) = 0 (∵ µ is a measure).
Let’s show that µE satisfies the second properties.
Let {Ei }∞
1 ⊂ M be a sequence of disjoint sets in M. Then, observe that

µE ( ∞
S S∞ S∞
1 Ei ) = µ(E ∩ 1 Ei ) = µ( 1 E ∩ Ei )

Here, we know that {E ∩ Ei }∞

1 is a sequence of disjoints sets in M. Since µ is a measure, by countable
additivity,
µ( ∞ ∞ ∞
S
1 A ∩ Ei ) = Σ1 µ(A ∩ Ei ) = Σ1 µE (E)

Therefore,
µE ( ∞ ∞
S
1 Ei ) = Σ1 µE (E)

Thus, µE is a measure. 

11.
Proof. 

12.
Proof. 

13.
Proof. 

14.
Proof. 
4

15.
Proof. 

16.
Proof. 

17. If µ∗ is an outer measure on X, and {Aj }∞ ∗

1 is a sequence of disjoint µ −measurable sets, then
µ∗ (E ∩ ( ∞ ∞ ∗
S
1 Aj ))=Σ1 µ (E ∩ Aj )
for any E ⊂ X.
Proof. Let E ⊂ X be given. Note that, by subadditivity,
∞
! ∞
!
[ [
µ∗ E ∩ ( A j ) = µ∗ (E ∩ Aj ) ≤ Σ∞ ∗
1 µ (E ∩ Aj )
1 1

Thus, in order to prove the statement, we need to show the reverse inequality.
Reminding that each Aj are µ∗ −measurable, for any n ∈ N observe the below.
n
! n
! n
!
[ [ [
µ∗ E ∩ ( Aj ) = µ∗ E ∩ ( Aj ) ∩ A1 + µ∗ E ∩ ( Aj ) ∩ Ac1
1 1 1
n
!
[
= µ∗ (E ∩ A1 ) + µ∗ E ∩ ( Aj )
2
n
! n
!
[ [
= µ∗ (E ∩ A1 ) + µ∗ E ∩ ( Aj ) ∩ A2 + µ∗ E ∩ ( Aj ) ∩ Ac2
2 2
n
!
[
= Σ21 µ∗ (E ∩ Aj ) + µ∗ E ∩ ( Aj )
3
= · · · = Σn1 µ∗ (E ∩ Aj )
Due to monotonicity which is a property of outer measure,
∞
! n
!
[ [
µ∗ E ∩ ( Aj ) ≥ µ∗ E ∩ (Aj ) ≥ Σn1 µ∗ (E ∩ Aj )
1 1

Thus, as n goes to infinity,

∞
!
[
µ∗ E ∩ ( Aj ) ≥ Σ∞ ∗
1 µ (E ∩ Aj )
1

18. Let A ⊂ P(X) be an algebra, Aσ the collection of countable unions of sets in A, and Aσδ the collec-
tion of countable intersection of sets in Aσ . Let µ0 be a premeasure on A and µ∗ the induced outer measure.

a. For any E ⊂ X and  > 0, there exists A ∈ Aσ with E ⊂ A and µ∗ (A) ≤ µ∗ (E) + 
b. If µ∗ (E) < ∞, then E is µ∗ − measurable iff there exists B ∈ Aσδ with E ⊂ B and µ∗ (B \ E) = 0.
c. If µ0 is σ-finite, the restriction µ∗ (E) < ∞ in (b) is superfluous.
 5

Proof. Proof for (a) .

Let E ⊂ X and  > 0 are given. Note that
( ∞
)
[
µ∗ (E) = inf Σ∞
1 µ0 (Aj ) | Aj ∈ A, E ⊂ Aj
1
∗
Since µ is an outer measure induced from given µ0 .
By definition of infimum, there exists a sequence of sets {Aj }∞
1 ⊂ A such that

E ⊂ j∈N Aj and Σj∈N µ0 (Aj ) ≤ µ∗ (E) + .

S

Here, let A = j∈N Aj , then A ∈ Aσ and by the property of infimum, µ∗ (A) ≤ Σj∈N µ0 (Aj ), so
S

µ∗ (A) ≤ µ∗ (E) + 
Therefore, the A is the set we were finding.

Proof for (b)

( =⇒ ) Suppose that µ∗ (E) < ∞ and E is µ∗ −measurable. By the consequence of part (a), for each n ∈ N,
we can choose Bn ∈ Aσ that satisfies the inequality below.
1
µ∗ (Bn ) ≤ µ∗ (E) +
n
T
Let B = n∈N Bn , then B ∈ Aσδ and by monotonocity,
1
µ∗ (B) ≤ µ∗ (Bn ) ≤ µ∗ (E) +
n
If we take a limit as n → ∞, µ∗ (B) ≤ µT
∗
(E).
Since E ⊂ Bn for any n ∈ N, E ⊂ B = n∈N Bn . So, by monotonicity, µ∗ (E) ≤ µ∗ (B)
Therefore, µ∗ (E) = µ∗ (B). Remember that E is µ∗ −measurable. So,
µ∗ (B) = µ∗ (B ∩ E) + µ∗ (B ∩ E c )
= µ∗ (E) + µ∗ (B \ E) (∵ E ⊂ B)
Since µ∗ (E) < ∞,
µ∗ (B \ E) = µ∗ (B) − µ∗ (E) = 0

( ⇐= ) Suppose that there exists B ∈ Aσδ with E ⊂ B and µ∗ (B \ E) = 0. Observe that Aσδ ⊂
M(A). Since, by a theorem in our book, M(A) is s subset of a collection of all µ∗ −measurable sets, B is
µ∗ −measurable. Also, by Caratheodory’s Theorem, B \ E is also µ∗ −measurable. Thus,
B \ (B \ E) = B ∩ (B ∩ E c )c = B ∩ (B c ∪ E) = B ∩ E = E
is also µ∗ −measurable.
Proof for (c).
( =⇒ ).
Suppose that µ0 is σ−finite and E is µ∗ −measurable. Thus, X = n∈N En where µ∗ (En ) = µ0 (En ) < ∞
S
∀n ∈ N
By part (a), we can choose a sequence {Aij }i,j∈N ⊂ Aσ such that (En ∩ E) ⊂ Ank and µ∗ (En ∩ E) ≤
µ∗ (Ank ) < µ∗ (En ∩ E) + k21n ∀n, k ∈ N
Here, we know that µ∗ (En ∩ E) ≤ µ∗ (En ) < ∞ ∀n ∈ N, thus,
1
µ∗ (Ank \ (En ∩ E)) = µ∗ (Ank ) − µ∗ (En ∩ E) <
k2n
6
S S
Let Ak = n∈N Ank , then Ak ∈ Aσ and E ⊂ Ak . Now, note that Ak \ E ⊂ n∈N (Ank \ (E ∩ En )). Thus,
observe that
1
µ∗ (Ak \ E) ≤ Σn∈N µ∗ (Ank \ (E ∩ En )) <
k

T
Let B = k∈N Ak , then B ∈ Aσδ and E ⊂ B. Observe that
1
µ∗ (B \ E) ≤ µ∗ (Ak \ E) <
k
Therefore, if we send k to ∞, we get µ∗ (B \ E) = 0.

( ⇐= ).
Note that we have not used the condition either ”µ∗ (E) < ∞” or ”µ0 is a σ−finite” in the proof of part
(b). Thus, our proof in the part (b) is still valid. Below is just the copy of the proof.

Suppose that there exists B ∈ Aσδ with E ⊂ B and µ∗ (B \ E) = 0. Observe that Aσδ ⊂ M(A). Since, by
a theorem in our book, M(A) is s subset of a collection of all µ∗ −measurable sets, B is µ∗ −measurable.
Also, by Caratheodoy’s Theorem, B \ E is also µ∗ −measurable. Thus,

B \ (B \ E) = B ∩ (B ∩ E c )c = B ∩ (B c ∪ E) = B ∩ E = E

is also µ∗ −measurable. 

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)
Proof. Note that µ∗ is finite since µ0 (X) = µ∗ (X).
( =⇒ )
Suppose that E is µ∗ −measurable. Then

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

Since µ∗ (E c ) < ∞

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

( ⇐= )
Suppose that µ∗ (E) = µ∗ (E).
By part (a) of Homework question 2, for each n ∈ N, we can choose Bn ∈ Aσ with E ⊂ Bn such that
1
µ∗ (Bn ) ≤ µ∗ (E) +
n
T
Let B = n∈N Bn , then B ∈ Aσδ and by monotonocity,
1
µ∗ (B) ≤ µ∗ (Bn ) ≤ µ∗ (E) +
n
If we take a limit as n → ∞, µ∗ (B) ≤ µT
∗
(E).
Since E ⊂ Bn for any n ∈ N, E ⊂ B = n∈N Bn . So, by monotonicity, µ∗ (E) ≤ µ∗ (B)
Therefore, µ∗ (E) = µ∗ (B).
 7

Note that Aσδ is a subset of the collection of all µ∗ −measurable sets. So B is µ∗ −measurable. Thus,
µ∗ (X) = µ∗ (X ∩ B) + µ∗ (X ∩ B c )
= µ∗ (B) + µ∗ (B c )
= µ∗ (E) + µ∗ (B c )
= µ∗ (E) + µ∗ (B c )
= µ∗ (X) − µ∗ (E c ) + µ∗ (B c )
Since µ∗ is finite,
µ∗ (E c ) = µ∗ (B c )
Observe that, since B is µ∗ −measurable,
µ∗ (E c ) = µ∗ (E c ∩ B) + µ∗ (E c ∩ B c )
= µ∗ (B \ E) + µ∗ (B c ) (∵ B c ⊂ E c )
= µ∗ (B \ E) + µ∗ (E c )
Since µ∗ (E c ) < ∞, µ∗ (B \ E) = 0.
By part (b) of homework question 2, since we found the set B, it is true that E is µ∗ −measurable. 

20.
Proof. 

21.
Proof. 

22.
Proof. 

23.
Proof. 

24. Let µ be a finite measure on (X, M), and let µ∗ be the outer measure induced by µ. Suppose that
E ⊂ X satisfies µ∗ (E) = µ∗ (X) (but not that E ∈ M).

a. If A, B ∈ M and A ∩ E = B ∩ E, then µ(A) = µ(B).

b. Let ME = {A ∩ E|A ∈ M}, and define the function ν on ME defined by ν(A ∩ E) = µ(A)(which
makes sense by (a)). Then ME is a σ−algebra on E and ν is a measure on ME
Proof. Note that µ∗ is a finite outer measure.
Proof for a
Suppose that A, B ∈ M and that A ∩ E = B ∩ E.
Observe that, since µ∗ is a measure on M and any sets in M are µ∗ −measurable,
µ∗ (X) = µ∗ (E) = µ∗ (E ∩ B) + µ∗ (E ∩ B c ) = µ∗ (E ∩ B) + µ∗ (E ∪ B) − µ∗ (B)
µ∗ (X) = µ∗ (E) = µ∗ (E ∩ A) + µ∗ (E ∩ Ac ) = µ∗ (E ∩ A) + µ∗ (E ∪ A) − µ∗ (A)
8

Since E ⊂ E ∪ A ⊂ X and E ⊂ E ∪ B ⊂ X, by monotonicity,

µ∗ (E ∪ B) = µ∗ (E ∪ A) = µ∗ (X)

Summing up, observe that

µ∗ (X) = µ∗ (E ∩ B) + µ∗ (E ∪ B) − µ∗ (B)
= µ∗ (E ∩ A) + µ∗ (E ∪ A) − µ∗ (B)
= µ∗ (X) + µ∗ (A) − µ∗ (B)

Thus, µ(A) = µ∗ (A) = µ∗ (B) = µ(B).

Proof for b
Firstly, ME is closed under complement.(Set subtraction from E)
Let A ∩ E ∈ ME , and observe that

E \ (A ∩ E) = E ∩ (A ∩ E)c
= E ∩ (Ac ∪ E c ) = Ac ∩ E

Since Ac ∈ M, Ac ∩ E ∈ ME , so E \ (A ∩ E) ∈ ME
Secondly, it is closed under countable union.
Let {An }n∈N ⊂ M, then {An ∩ E}n∈N is a sequence of sets in ME . Now, observe that
!
[ [ [
(An ∩ E) = An ∩ E ∈ ME (∵ An ∈ M)
n∈N n∈N n∈N

Thus, it is closed under countable unions.

Therefore, ME is a σ−algebra.

Let’s prove that ν is a measure on ME .

Let A ∩ E = B ∩ E and A ∩ E, B ∩ E ∈ ME , then by part (a), we know that ν(A ∩ E) = µ(A) = µ(B) =
ν(B ∩ E). So ν is well defined.
Now, observe that

ν(∅) = ν(∅ ∩ E) = µ(∅) = 0

We still need to prove the countable additivity. Let {An ∩ E}n∈N ⊂ ME be a sequence of disjoint sets.
S that{An }n∈N ⊂ M is not a sequence of disjoint sets.
However, it is possible
n−1
So let Bn = An \ j=1 Aj ∈ M.
Observe the below
n−1
!
\
Bn ∩ E = An ∩ E ∩ Acj
j=1
n−1
!
\
= (An ∩ E) ∩ (Acj ∩ E)
j=1

= An ∩ E (∵ (An ∩ E) ⊂ (Acj ∩ E) if n 6= j)
∴ An ∩ E = Bn ∩ E ∀n ∈ N

Now, with the given information, observe that

 9

!
[
Σn∈N ν(An ∩ E) = Σn∈N ν(Bn ∩ E) = Σn∈N µ(Bn ) = µ Bn
n∈N
!! !! !
[ [ [
=ν E∩ Bn =ν E∩ An =ν An ∩ E
n∈N n∈N n∈N

Therefore, ν is satisfies countable additivity, so it is a measure. 

25.
Proof. 

26. Prove Proposition 1.20. (Use Theorem 1.18)

Proposition 1.20.
If E ∈ Mµ and µ(E) < ∞, then for every  > 0 there is a set A that is a finite union of open intervals
such that µ(E 4 A) < 
Proof. Let E ∈ Mµ , µ(E) < ∞, and  > 0. Then, by Theorem 1.18, there exists an open set such that

E ⊂ U , and µ(U
S ) < µ(E)+ 2 . Since every open set is an countable unions of disjoint open interval {Ik }k∈N ,
we have U = k∈N Ik . Since µ is a measure, we know that
[
µ(U ) = µ( Ik ) = Σk∈N µ(Ik )
k∈N

Since µ(U ) < µ(E) + and µ(E) is finite, the series is convergent.
2
It means there exists N ∈ N such that

Σ∞k=N +1 µ(Ik ) <
2
SN
Let A = k=1 Ik . Observe that

µ(E \ A) ≤ µ(U \ A) = Σ∞
k=N +1 µ(Ik ) <
2

µ(A \ E) ≤ µ(U \ E) = µ(U ) − µ(E) <
2
Thus,
 
µ(A 4 E) = µ(E \ A) + µ(A \ E) < + =
2 2
SN
∴ µ(A 4 E) <  ( With A = k=1 Ik )

27. Prove Proposition 1.22a. (Show that if x, y ∈ C and x < y, there exists z 6∈ C such that x < z < y)
Proposition 1.22a
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.
Proof. .

1. C is compact.
(→) Note that C ⊂ [0, 1]. Also, note that C c is open since it is a countable disjoint unions of open intervals,
so C is closed. Since C is closed and bounded in R, C is compact.
10

2. C is totally disconnected.
(→) Let x, y ∈ C and x < y. By way of contradiction, assume that ∀z ∈ (x, y), z ∈ C. Note that
(x, y) ⊂ C . Also, note that y − x > 0 since x 6= y. Thus, by monotonicity, m(C) ≥ y − x > 0. But it is
contradiction to Proposition 1.22b. Thus, there should exist z ∈ (x, y) such that z 6∈ C

3. (This Proof is not correct) C has no isolated point.

(→) Let x ∈ C, then x = 3pk for some integers k and p where 0 ≤ p ≤ 3k and gcd(3, p) = 1.
j −1
Let  > 0 be given. Observe that for some integer j, if y = p33j+k , then y ∈ C (since gcd(p3j − 1, 3) = 1 and
j j
0 ≤ p3j −1 ≤ 3j+k ) and |x−y| = | p3 3−1−p3
j+k
1
| = | 3j+k 1
|. And we can choose j ∈ N such that | 3k+j | < . There-
fore, for arbitrary positive real number  > 0 and any x ∈ C, there exists y ∈ C such that y ∈ (x − , x + ).
So there is no isolated point in C.

4. C is nowhere dense.
(→) Let x ∈ C and  > 0. Since C has no isolated point, ∃y ∈ C such that y ∈ (x − , x + ). Also
observe that, since C is totally disconnected, ∃z ∈ (x, y) ⊂ (x − , x + ) such that z 6∈ C. Note that
(x, y) ⊂ (x − , x + ) and (x, y) 6⊂ C. Thus, (x − , x + ) cannot be a subset of C. Therefore, there is no
 > 0 such that (x − , x + ) ⊂ C, so C has no interior point and C is nowhere dense. 

28. Let F be increasing and right continuous, and let µF be the associated measure.
Then
µF ({a}) = F (a) − F (a−),
µF ([a, b)) = F (b−) − F (a−),
µF ([a, b]) = F (b) − F (a−),
and µF ((a, b)) = F (b−) − F (a)
Proof. .
Due to the continuity from above of µF , for any a, b ∈ R where a ≤ b, observe that
!
\ 1 1
µF ([a, b]) = µF (a − , b] = lim µF ((a − , b])
n∈N
n n→∞ n
1
= lim (F (b) − F (a − ))
n→∞ n
1
= F (b) − lim F (a − )
n→∞ n
= F (b) − F (a−)
Also, observe that
µF ({a}) = µF ([a, a]) = F (a) − F (a−)

Due to continuity from below of µF , observe that

!
[ 1 1
µF ((a, b)) = µF (a, b − ] = lim µF ((a, b − ])
n∈N
n n→∞ n
1
= lim (F (b − ) − F (a))
n→∞ n
1
= ( lim F (b − )) − F (a)
n→∞ n
= F (b−) − F (a)
 11

Lastly, due to continuity from below of µF and previous consequence,

!
[ 1 1
µF ([a, b)) = µF [a, b − ] = lim µF ([a, b − ])
n∈N
n n→∞ n
1
= lim (F (b − ) − F (a−))
n→∞
 n 
1
= lim (F (b − )) − F (a−)
n→∞ n
= F (b−) − F (a−)


29. Let E be a Lebesgue measurable set. H

a. If E ⊂ N is the nonmeasurable set described in 1.1, then m(E)=0.
b. HIf m(E) >S0, then E contains a nonmeasurable set. (It suffices to assume E ⊂ [0, 1]. In the notation
of 1.1, E = r∈R (E ∩ Nr ))
Proof. . H
Let E be a Lebesgue measurable set and N be the non measurable set in 1.1.
Solution for a.
Let E ⊂ N . Define E + a = {x + a|x ∈ E}.
By way of contradiction, assume that m(E) > 0. Note that for any r ∈ Q ∩ [0, 1], m(E) = m(E + r) ,
E + r ⊂ [0, 2] and E + r ∩ E + q = ∅ if r 6= q where q ∈ Q ∩ [0, 1].
Observe that
 
[
∞ = Σr∈Q∩[0,1] m(E + r) = m  (E + r) ≤ m([0, 2]) = 2
r∈Q∩[0,1]

Since ∞ ≤ 2 is impossible, it is contradiction. Thus, since E is Lebesgue measurable, the only possible
situation is when m(E) = 0.

Solution for b.
Note that, since
0 < m(E) = Σn∈Z m(E ∩ [n, n + 1])
∃n ∈ Z such that m(E ∩ [n, n + 1]) > 0.
Let E0 = {x − n : x ∈ E ∩ [n, n + 1]}, then E0 ⊂ [0, 1]. Since Lebesgue measure is translation invariant,
it is enough to prove it by assuming that E ⊂ [0, 1].

Supposing E ⊂ [0, 1], if E ∩ Nr is measurable ∀r ∈ Q ∩ [0, 1], then, by the result of a,

m(E) = Σr∈Q∩[0,1] m(E ∩ Nr ) = 0
S
We can do it because each Nr are disjoint and r∈Q∩[0,1] Nr = [0, 1].
However, it is contradiction because we have a condition m(E) > 0, so if m(E) > 0, then E contains
nonmeasurable set. 

30.
Proof. 

31.
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Proof. 

32.
Proof. 

33.
Proof. 

34.
Proof. 

35.
Proof. 

36.
Proof. 

37.
Proof. 

38.
Proof. 

39.
Proof. 

40.
Proof. 

41.
Proof. 

42.
Proof. 

43.
 13

Proof. 

44.
Proof. 

45.
Proof. 

46.
Proof. 

47.
Proof. 

48.
Proof. 

49.
Proof. 

50.
Proof. 

51.
Proof. 

52.
Proof. 

53.
Proof. 

54.
Proof. 
14

55.
Proof. 

56.
Proof. 

57.
Proof. 

58.
Proof.