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in
Applied Mathematics with Oceanology
and
Computer Programming
Semester-I
Paper-MTM-101
Real Analysis
(Measurable Sets and Measurable Functions-I)
4.1 Introduction
The concept of measure of a set is an outcome of the notion of finding length of a segment or finding
area of a plane figure or finding the volume of a figure in three dimensional space. The measure theory is
extensively used in functional analysis, probability theory, the theory of dynamical systems and many other
branches of mathematics. The concept of measure of a set has been used to define a very important class
of functions, known as measurable functions. The notion of measurable function will be used to develop
Lebesgue integral.
4.2 Objective
To overcome the limitations of Riemann integral, our aim is to develop the important integral due to
Lebesgue. For this we need the notion of measurable function which again demands the idea of measurable
set. It is seen that all ordinary operations of analysis when applied to measurable functions lead to
measurable functions. In other words, all functions that we ordinarily meet with are seen to be measurable
functions. That is why the study of measurable sets and functions have become so essential.
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(v) The integral of a non-negative function over a set on the line or over a region in the plane or over a
region in the space.
In keeping with the concept of length familiar from geometry, we now define the measure of an interval
as follows. An interval may be closed, may be open or half-open.
Let A1 = {x : a ≤ x ≤ b}, A2 = {x : a ≤ x < b}, A3 = {x : a < x ≤ b}, A4 = {x : a < x < b}.
We denote the set of real numbers by R. Let R∗ denote the set of extended real numbers.
Let I denote the collection of all intervals of R. If an interval I ∈ I has end points a and b, we write it
{ the function λ : I → [0, +∞] by
as I(a, b). Define
|b−a| if a, b ∈ R
λ(I(a, b)) =
+∞ if either a = +∞ or b = +∞ or both.
The function λ, as defined above, is called the length function and has the following properties.
∪
n
Property 4.3.3 Let I ∈ I be such that I = Ji , where Ji ∈ I, Ji ∩ Jj = ∅ for i ̸= j. Then
i=1
∑
n
λ(I) = λ(Ji ).
i=1
This property of λ is called the finite additivity of λ, or one says that λ is finitely additive.
∪
∞
Property 4.3.4 Let I ∈ I be any interval such that I = In , where In ∈ I, In ∩ Im = ∅ for n ̸= m.
n=1
Then
∞
∑
λ(I) = λ(In ).
n=1
This property of λ is called the countable additivity of λ, or one says that λ is countably additive.
∪
∞
Property 4.3.5 Let I ∈ I and I ⊆ In , where In ∈ I. Then
n=1
∞
∑
λ(I) ≤ λ(In ).
n=1
This property of λ is called the countable subadditivity of λ, or one says that λ is countably sub-
additive.
Property 4.3.6 λ(I) = λ(I + x) for every I ∈ I and x ∈ R, where I + x = {y + x : y ∈ I}. This property
of λ is called translation invariance, or one says that λ is translation invariant.
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Real Analysis . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
∑
n ∑
n
e
λ(E) = e k) =
λ(I λ(Ik ).
k=1 k=1
∪
n
Thus if E = Ik , where Ik ’s are pairwise disjoint intervals, the above forces us to define
k=1
∑
n
e
λ(E) = λ(Ik ). (4.1)
k=1
e
Clearly, I ⊆ F(I) and λ(E) = λ(E) if E ∈ I. Further, λe : F(I) → [0, +∞] has properties similar to that
e
of λ, i.e. λ is monotone, countably additive and countably sub-additive.
Motivated from the properties of the collections I and F(I), we have the following:
Def. 4.3.1 Let X be a nonempty set and C be a collection of subsets of X. We say C is a semi-algebra
of subsets of X if it has the following properties:
(i) ∅, X ∈ C.
(iii) For every A ∈ C there exist n ∈ N and sets C1 , C2 , . . . , Cn ∈ C such that Ci ∩ Cj = ∅ for i ̸= j and
∪
n
Ac = Ci .
i=1
Def. 4.3.2 Let X be a nonempty set and F be a collection of subsets of X. The collection F is called an
algebra of subsets of X if F has the following properties:
(i) ∅, X ∈ F.
(iii) Ac ∈ F whenever A ∈ F.
Example 4.3.1 (i) The collection I of all intervals forms a semi-algebra of subsets of R. Also, the
collection Ie of all left-open and right-closed intervals of R is also a semi-algebra.
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But we point out that the length function is countably additive and λ({x}) = 0 for every x ∈ R. S. M.
Ulam (1930) presented a result which, under the assumption of the “continuum hypothesis”, implies that
it is not possible to extend the length function to all subsets of R.
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Real Analysis . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
Def. 4.4.1 Let A be an algebra of subsets of a set X and µ : A → [0, ∞] be a set function on A. For
E ⊆ X, define
{∑ ∞ ∞
∪ }
∗
µ (E) = inf µ(Ai ) : Ai ∈ A, E ⊆ Ai .
i=1 i=1
Remark 4.4.1 (i) Given any E ⊆ X, there exist at least one covering {Ai }i≥1 of E by elements of A,
namely {X}. Thus µ∗ (E) is well-defined.
(ii) The function µ∗ (E) can take the value +∞ for some sets E.
Theorem 4.4.1 (Properties of outer measure) The function µ∗ : P(X) → [0, ∞] has the following
properties:
(i) µ∗ (E) = 0 and µ∗ (A) ≥ 0 for all A ⊆ X.
µ∗ (A) = µ(A) if A ∈ A.
∪
∞
Proof. Properties (i) and (ii) are obvious. To prove (iii), let A = Ai .
i=1
If µ∗ (Ai ) = +∞ for some i, then clearly
∞
∑
µ∗ (Ai ) = +∞ ≥ µ∗ (A).
i=1
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So, suppose µ∗ (Ai ) < +∞ for every i. Then given ε > 0, we can find sets {Aij }j≥1 such that
∞
∪
Ai ⊆ Aij with each Aij ∈ A and
j=1
∑ ∞
ε
µ∗ (Ai ) + i
> µ(Aij ).
2
j=1
∪
∞ ∪
∞ ∪
∞
But, then A = Ai ⊆ Aij and
i=1 i=1 j=1
∞
∑ ∞
∑ ∞ ∑
∑ ∞
ε
µ∗ (Ai ) + > µ(Aij ) ≥ µ∗ (A),
2i
i=1 i=1 i=1 j=1
∞
∑
∗
i.e. µ (A) < µ∗ (Ai ) + ε.
i=1
Since this holds for every ε > 0, we get
∞
∑
∗
µ (A) ≤ µ∗ (Ai ).
i=1
µ∗ (A) ≥ µ(A).
Example 4.5.1 (i) Clearly every singleton set {x}, x ∈ R is a null set, for {x} = [x, x] = I and
λ(I) = 0.
(ii) Any finite set S ⊂ R is(a null set. Let S = {x1 ,)x2 , . . . , xm } ⊂ R and ε > 0. Let xr be enclosed by
the open intervals Ir = xr − 2(m+1)
ε ε
, xr + 2(m+1) , for r = 1, 2, . . . , m. Then
∪
m ∑
m ∑
m
2ε mε
S⊂ Ir and λ(Ir ) = = < ε.
2(m + 1) (m + 1)
r=1 r=1 r=1
∞
∪ ∞
∑ ∞
∑ ∞
∑
2ε ε ε
S⊂ Ij and λ(Ij ) = j+2
= j+1
= < ε.
2 2 2
j=1 j=1 j=1 j=1
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Def. 4.6.1 (Construction of Cantor set) To construct the Cantor set, we proceed as follows.
Let A0 be the closed interval [0, 1] in R. Let A1 be the set obtained from A0 by deleting its “middle third”
( 31 , 32 ).
Let A2 be the set obtained from A1 by deleting its “middle thirds” ( 19 , 92 ) and ( 79 , 98 ). In general, define
An by the equation
∞ (
∪ )
1 + 3k 2 + 3k
An = An−1 − , .
3n 3n
k=0
∩
∞
The intersection C = An is called the Cantor set.
n=1
We note that the Cantor set C consists of those points in the closed interval [0, 1] which ultimately remain
after the removal of all the middle thirds. Clearly C is non-empty as it contains all end points of the closed
intervals which make up the sets An , n = 1, 2, 3, . . .. Thus 0, 1, 13 , 32 , 91 , 29 , 97 , 89 , . . . are the members of the
Cantor set C. It contains many other points also. 14 is not an end point but is a member of C. Actually C
contains a multitude of points other than the above end points. The set of end points is countable but the
Cantor set is actually uncountable. It is seen that every point of the Cantor set is in fact a limit point. In
other words the Cantor set is a perfect set. Another very interesting and astonishing property of Cantor
set is that its measure is zero though it is an uncountable set.
Proof. In the process of construction of the Cantor set C we are to delete the middle open intervals
from each of the closed intervals that remains in the previous stage.
The starting interval is [0, 1] and has measure 1. The construction of Cantor set is done under the
following scheme.
Stage No. of deleted intervals Length of deleted interval Union of deleted intervals
1
1 1 3 G1 = ( 13 , 23 )
2 2 1
32
G2 = ( 19 , 92 ) ∪ ( 79 , 98 )
3 22 1
33
G3 = ( 27 , 27 ) ∪ ( 27
1 2
, 27 ) ∪ ( 19
7 8
27 , 27 ) ∪ ( 27 , 27 )
20 25 26
. . . .
. . . .
. . . .
∪
∞
Let G = Gn .
n=1
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Now,
∞
∪ ∞
∑
λ(G) = λ( Gn ) = λ(Gn )
n=1 n=1
1 1 1
=1× + 2 × 2 + 22 × 3 + . . .
3 3 3
1 2 22
= + 2 + 3 + ...
3 3 3
1
3
=
1− 2
3
=1
From the construction of C it is clear that no aij is 1 i.e. aij is either 0 or 2 (see Note 4.6.1).
Therefore
y = 0.b1 b2 b3 . . .
{
0 if aii = 2
where bi =
2 if aii = 0.
Then y is a point of the Cantor set C.
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Now
y ̸= x1 as b1 ̸= a11
y ̸= x2 as b2 ̸= a22
y ̸= x3 as b3 ̸= a33
............................
............................
............................
Thus no xi is y i.e. y ∈
/ C. But as noted above y is a member of the Cantor set C. This is a contradiction.
Hence C is uncountable.
Note 4.6.1 The ternary representation of a number x in [0, 1] is given by the series
a1 a2 a3
x= + 2 + 3 + . . . = 0.a1 a2 a3 . . .
3 3 3
If the form of this representation is terminating we can put it in non-terminating form as follows. The
number 31 is 0.1 which is terminating in nature. The non-terminating form of it is
1 1 0 0 0 2 2 2
= + 2 + 3 + . . . = 0.1 = + 2 + 3 + 4 + . . . = 0.0222 . . .
3 3 3 3 3 3 3 3
In the ternary representation of the points of C in non-terminating form always contains only 0 or 2 as
in the process of construction of the Cantor set always the middle open interval is deleted. The ternary
representation of 79 is
7 2.3 + 1 2 1 2 0 2 2
= 2
= + 2 = 0.21 = 0.20222 . . . = + 2 + 3 + 4 + . . .
9 3 3 3 3 3 3 3
Similarly,
8 2.3 + 2 2 2
= 2
= + 2 = 0.22 = 0.22000 . . .
9 3 3 3
a Lebesgue nonmeasurable set. Even today, more and more nonmeasurable sets with additional properties
are being constructed. Of course, all these constructions are under the assumption of the ‘axiom of choice’.
Lebesgue himself did not accept such constructions. In 1970, R. Solovay proved that if one includes the
statement “all subsets of R are Lebesgue measurable” as an axiom of set theory, then it is consistent with
the other axioms of set theory if the axiom of choice is not assumed. We give below the construction (due
to Vitali) of a non measurable set, assuming the axiom of choice.
Example 4.7.1 Define a relation on [0, 1] as follows: for x, y ∈ [0, 1], we say x is related to y, written
as x ∼ y, if x − y is a rational. We can check that ∼ is an equivalence relation on [0, 1]. Let {Eα }α∈I
denote the set of equivalence classes of elements of [0, 1]. Using the axiom of choice, we choose exactly one
element xα ∈ Eα for every α ∈ I and construct the set E = {xα |α ∈ I}. Let r1 , r2 , . . . , rn , . . . denote an
enumeration of the rationals in [−1, 1]. Let
En := rn + E, n = 1, 2, . . .
It is easy to check that En ∩ Em = ∅ for n ̸= m and En ⊆ [−1, 2] for every n and E ⊆ [−1, 2] for every n.
If x ∈ [0, 1], then x ∈ Eα for some α ∈ I and hence x ∼ xα , xα ∈ E. But then x − xα is a rational and
−1 ≤ x − xα ≤ 1. Hence x ∈ En for some n. Thus
∞
∪
[0, 1] ⊆ En ⊆ [−1, 2].
n=1
Now suppose E is measurable. Thus En is measurable for every n and λ(En ) = λ(E). On one hand,
λ(E) > 0, in which case λ(En ) = λ(E) > 0 for every n. But then by the countability of λ,
∞
∑ ∞
∪
∞= λ(En ) = λ( En ) ≤ 3,
n=1 n=1
which is absurd.
On the other hand, if λ(E) = 0, then λ(En ) = 0 for every n and hence
∞
∑
1 = λ([0, 1]) ≤ λ(En ) = 0,
n=1
4.8 Summary
In this unit, first of all the length function is defined on the collection of all intervals of R with its properties.
Then an attempt has been made to extend the length function to a larger class F(I) of subsets of R. These
concept has been used to extend the length function to all subsets of R. In this direction, the outer measure
has been defined with some properties. Null sets, Cantor set and non-measurable subset are also defined
with example.
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5. Let E ⊆ [a, b] be any set which has only a finite number of limit points. Can E be uncountable? Can
you say E is a null set?
6. Let E be a null subset of R and x ∈ R. What can you say about the sets E + x := {y + x| y ∈ E}
and xE := {xy| y ∈ E}?
7. Let I be an interval having at least two distinct points. Show that I is not a null set.
8. Using the axiom of choice, choose one element from each of the sets x + Q where x ∈ R and Q is the
set of rationals in R and construct the set E. Show that E is not Lebesgue measurable.
{ ∞ }
∗
∑ ∪
∞
9. Show that µ (E) = inf µ(Ai ) : Ai ∈ A, Ai ∩ Aj = ∅ for i ̸= j and E ⊆ Ai .
i=1 i=1
2. Walter Rudin, Real and Complex Analysis, Third Edition, Tata McGraw-Hill Edition.
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