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We want to dene a function that determines length, area or volume, of a set, depending on dimension. We assume that the measure satises:
Additive (Ai ) = (Ai ), Ai disjoint If E is obtained from F by translations, rotation and reections, then (E ) = (F ) E and F are said to be congruent. If Q is the unit cube in Rn then (Q) = 1

As we shall see, these conditions are not consistent.

Theorem 1 (Banach-Tarski)
Let E and F be two arbritary open and bounded sets i Rn , n 3. Then it is possible to nd subsets Ej and Fj , 1 j k such that E = Ej , Ej and Fj are congruent. We can chose E to be small, for instance the size of a pea, while F can be chosen large, say, the size of a planet. If the conditions on the previous slide was consistent, a pea and a planet should have the same volume. We thus need to be a lot more careful in dening the function . F = Fj

It is obvious that we cannot determin the volume of an arbritrary set. The sets that we can measure will form a -algebra.

Denition 2 (Algebra)
An algebra A of sets on X is a collection of subsets of X that is closed under nite unions and complements.

Denition 3 (-algebra)
An -algebra is an algebra that is closed under countable unions and complements. An -algebra is also closed under countable intersections. A -algebra always contains and X . One can instead consider disjoint unions.

Simple examples

Some simple examples of -algebras are The set of all subsets P(X ) of X . The following collection of sets, in case X is uncountable A = {E X : E is countable or E C is countable}. More interesting examples will follow.


The intersection of -algebras Mi is {E X : E Mi for all i} An intersection of -algebras is a -algebra. If E is a collection of subsets of X , then M (E) the (unique) smallest -algebra containing E. An observation: If E M (F) then M (E) M (F)

Borel -algebras
Let X be a metric space. We consider the -algebra generated by the collection of all open sets in X . This is the Borel -algebra BX on X . If we instead generate the -algebra from the family of closed sets, we will obtain exactly the same -algebra. The Borel -algebra on R can also be genarated by (Prop 1.2) the collections E3 = {(a, b], a < b}, E4 = {[a, b), a < b}, E5 = {(a, ), a Rn }

There are also some other similar collections of sets generaring the Borel -algebra.

Product -algebras

We have sets X and a corresponding -algebra M . We want to dene a -algebra on the product X = The coordinate map is : X X . The product -algebra on X is A M is the -algebra generated by
1 { (E ) : E M , A}. A X .

Product -algebras
There are some other ways to characterize product -algebras

Proposition 4 (1.3)
If A is countable then the product -algebra is generated by the sets {

E : E M }

Proposition 5 (1.4)
Suppose that M is generated by E . Then A M is generated by
1 F1 = { (E ) : E E }.

If A is countable and X E for all . Then A M is generated by F2 = {


E : E E }.

Product -algebras

Proposition 6 (1.5)
If X1 , X2 , . . . , Xn are metric spaces and n Xi is equipped with the 1 product metric then n Bi BX . 1 If the spaces Xi are separable, then we have equality.

Corollory 7 (1.6)
BRn = n BR 1

Elementary family

A collection of sets E is called an elementary family if:

E if E , F E then E F E. if E E then E c is a nite union of members of E.

Proposition 8 (1.7)
If E is an elementary family, then the collection A of nite disjoint unions of members of E is an algebra.