TOPIC:

LEBESGUE’S MEASURE
PRESENTED BY :
JITANTDRA TRIPATHI
STREAM:
M.Sc.(MATHMETICS)
SECOUND SEM
 Topic
Lebesgue’s
measure
 Lebesgue’s measure

• In measure theory, the Lebesgue measure, named

after French mathematician Henri Lebesgue, is the
standard way of assigning a measure to subsets of n-
dimensional Euclidean space.
• For n = 1, 2, or 3, it coincides with the standard measure
of length, area, or volume. In general, it is also called n-
dimensional volume, n-volume, or simply volume.
• It is used throughout real analysis, in particular to
define Lebesgue integration. Sets that can be assigned a
Lebesgue measure are called Lebesgue-measurable; the
measure of the Lebesgue-measurable set Ais here denoted
by λ(A).
 Definition

• Given a subset }, with the length

of interval given by
, the Lebesgue outer measure
is defined as

•
• The Lebesgue measure is defined on the
Lebesgue σ-algebra, which is the collection of
all sets E which satisfy the "Carathéodory
criterion" which requires that for every

• For any set in the Lebesgue σ-algebra, its

Lebesgue measure is given by its Lebesgue
outer
 Intuition

• The first part of the definition states that the subset E of the real
numbers is reduced to its outer measure by coverage by sets of
open intervals.
• Each of these sets of intervals I covers E in the sense that when the
intervals are combined together by union, they contain E .
• The total length of any covering interval set can easily overestimate
the measure of E, because E is a subset of the union of the
intervals, and so the intervals may include points which are not in E.
• The Lebesgue outer measure emerges as the greatest lower bound
(infimum) of the lengths from among all possible such sets.
Intuitively, it is the total length of those interval sets which
fit E most tightly and do not overlap.
 Characterizes the Lebesgue outer
measure
• Whether this outer measure translates to the Lebesgue measure proper
depends on an additional condition.
• This condition is tested by taking subsets A of the real numbers using E as
an instrument to split A into two partitions: the part of A which intersects
with E and the remaining part of A which is not in E: the set difference
of A and E.
• These partitions of A are subject to the outer measure. If for all possible
such subsets A of the real numbers, the partitions of A cut apart
by E} have outer measures whose sum is the outer measure of A, then the
outer Lebesgue measure of E gives its Lebesgue measure. Intuitively,
• this condition means that the set E must not have some curious
properties which causes a discrepancy in the measure of another set
when E is used as a "mask" to "clip" that set, hinting at the existence of
sets for which the Lebesgue outer measure does not give the Lebesgue
measure. (Such sets are, in fact, not Lebesgue-measurable.)
 Examples

• Any open or closed interval [a, b] of real numbers is Lebesgue-measurable,

and its Lebesgue measure is the length b − a. The open interval (a, b) has
the same measure, since the difference between the two sets consists
only of the end points a and b and has measure zero.
• Any Cartesian product of intervals [a, b] and [c, d] is Lebesgue-
measurable, and its Lebesgue measure is (b − a)(d − c), the area of the
corresponding rectangle.
• Moreover, every Borel set is Lebesgue-measurable. However, there are
Lebesgue-measurable sets which are not Borel sets.
• Osgood curves are simple plane curves with positive Lebesgue measure (it
can be obtained by small variation of the Peano curve construction).
The dragon curve is another unusual example.
• Any line in , for , has a zero Lebesgue measure. In general, every
proper hyperplane has a zero Lebesgue measure in its ambient space.
 Example
• Any countable set of real numbers has Lebesgue
measure 0.
• In particular, the Lebesgue measure of the set
of rational numbers is 0, although the set is dense in R.
• The Cantor set is an example of an uncountable
set that has Lebesgue measure zero.
• If the axiom of determinacy holds then all sets of reals
are Lebesgue-measurable. Determinacy is however not
compatible with the axiom of choice.
• Vitali sets are examples of sets that are not
measurable with respect to the Lebesgue measure.
Their existence relies on the axiom of choice.
 Properties

• The Lebesgue measure on Rn has the following properties:

• If A is a cartesian product of intervals I1 × I2 × ... × In, then A is Lebesgue-
measurable and Here, |I| denotes the length of the
interval I.
• If A is a disjoint union of countably many disjoint Lebesgue-measurable sets,
then A is itself Lebesgue-measurable and λ(A) is equal to the sum (or infinite
series) of the measures of the involved measurable sets.
• If A is Lebesgue-measurable, then so is its complement.
• λ(A) ≥ 0 for every Lebesgue-measurable set A.
• If A and B are Lebesgue-measurable and A is a subset of B, then λ(A) ≤ λ(B). (A
consequence of 2, 3 and 4.)
• Countable unions and intersections of Lebesgue-measurable sets are Lebesgue-
measurable. (Not a consequence of 2 and 3, because a family of sets that is closed
under complements and disjoint countable unions need not be closed under
countable unions:

• If A is an open or closed subset of Rn (or even Borel set, see metric space),
then A is Lebesgue-measurable.
 Construction of the Lebesgue measur

• The modern construction of the Lebesgue measure is an

application of Carathéodory's extension theorem. It
proceeds as follows.
• Fix n ∈ N. A box in Rn is a set of the form

• where bi ≥ ai, and the product symbol here represents a

Cartesian product. The volume of this box is defined to be

• For any subset A of Rn, we can define its outer

measure λ*(A) by:
• We then define the set A to be Lebesgue-
measurable if for every subset S of Rn,

• These Lebesgue-measurable sets form a σ-

algebra, and the Lebesgue measure is defined
by λ(A) = λ*(A) for any Lebesgue-measurable
set A.
• The existence of sets that are not Lebesgue-
measurable is a consequence of a certain set-
theoretical axiom, the axiom of choice, which is
independent from many of the conventional
systems of axioms for set theory. The Vitali
theorem, which follows from the axiom, states
that there exist subsets of R that are not
Lebesgue-measurable. Assuming the axiom of
choice, non-measurable sets with many
surprising properties have been demonstrated,
such as those of the Banach–Tarski paradox.
• In 1970, Robert M. Solovay showed that the
existence of sets that are not Lebesgue-
measurable is not provable within the
framework of Zermelo–Fraenkel set theory in
the absence of the axiom of choice
(see Solovay's model).
 Relation to other measures

• The Borel measure agrees with the Lebesgue

measure on those sets for which it is defined;
however, there are many more Lebesgue-
measurable sets than there are Borel measurable
sets. The Borel measure is translation-invariant,
but not complete.
• The Haar measure can be defined on any locally
compact group and is a generalization of the
Lebesgue measure (Rn with addition is a locally
compact group).
• The Hausdorff measure is a generalization of the
Lebesgue measure that is useful for measuring
the subsets of Rn of lower dimensions than n,
like submanifolds, for example, surfaces or curves
in R3 and fractal sets. The Hausdorff measure is
not to be confused with the notion of Hausdorff
dimension.
• It can be shown that there is no infinite-
dimensional analogue of Lebesgue measure.