Practice Problem Set

Lebasgue Measure
Let {In } be a finite set of semiopen intervals covering the set of rationals in [0, 1]. Prove that
(1) P
n l(In ) ≥ 1.
(2) Given A ⊆ R and  > 0 show that there exist an open set U such that A ⊆ U and
m∗ (U ) ≤ m∗ (A) + .
(3) Let A ⊆ R. Prove that there exist a Gδ set E such that A ⊆ E, and m∗ (A) = m∗ (E) (A Gδ set
is by definition countable intersection of open sets; E is called a measurable cover of A).
(4) If m∗ (A) = 0 then show that
m∗ (B) = m∗ (A ∪ B) = m∗ (B − A),
for all B ⊆ R.
(5) For any set A ⊆ R and α ∈ R, prove that m∗ (αA) = |α|m∗ (A), where αA = {αx : x ∈ A}.
(6) Given two subsets A and B of the real line define
d(A, B) = inf{|x − y| : x ∈ A, y ∈ B}.
If d(A, B) > 0 then show that m∗ (A ∪ B) = m∗ (A) + m∗ (B).
(7) Let A ⊆ E ⊆ R, where E is measurable and A is nonmeasurable. Prove that m∗ (E − A) > 0.
(8) Let E ⊆ R be measurable. Prove that there exist sets A and B such that A ⊆ E ⊆ B, A is Fσ ,
B is Gδ , and m(B − A) = 0.
(9) Suppose A ⊆ R is measurable. Then
m(A) = sup{m(K) : K compact, K ⊆ A}.
(10) If E is a measurable subset of R then prove that for all A ⊆ R,
m∗ (E ∪ A) + m∗ (E ∩ A) = m∗ (E) + m∗ (A).
(11) Let E1 , . . . , En be disjoint measurable sets. Prove that, for all A ⊆ R,
n
X
m∗ (∪ni=1 (A ∩ Ei )) = m∗ (A ∩ Ei ).
i=1
Hint: Use induction on n.
(12) Prove the above result for a sequence of disjoint measurable sets {Ei }.
(13) Let {An } be a sequence of subsets of R. Assume that there exist a disjoint sequence {Bn } of
measurable sets such that An ⊆ Bn , for all n. Prove that
∞
X
m∗ (∪∞
n=1 A n ) = m∗ (An ).
n=1
(14) Prove that E ⊆ R is measurable if and only if, for each  > 0 there exist a measurable set F such
that F ⊆ E and m∗ (E − F ) < .
(15) Let A ⊆ E and E is a measurable set such that m(E) < ∞. Prove that A is measurable if and
only if m∗ (E) = m∗ (A) + m∗ (E − A).