Math 426: Homework 1 Solutions

Mary Radcliffe
due 9 April 2014

In Bartle:
2B. Show that the Borel algebra B is also generated by the collection of all
half-open intervals (a, b] = {x R | a < x b}. Also show that B is
generated by the collection of all half-rays {x R | x > a}.
Proof. Let S1 = {(a, b) | a < b}, and S2 = {(a, b] | a < b}. By definition,
(S1 ) = B. To show that (S2 ) = B, it suffices to show that S1 (S2 )
and S2 (S1 ), as then, since (A) is the smallest -field containing A,
the result follows immediately.
Note that if a < b, then (a, b) = nZ+ (a, b n1 ], and (a, b] = nZ+ (a, b +
1
n ). Therefore, (a, b) (S2 ) and (a, b] (S1 ), completing the proof.
For the second property, let S3 = {(a, ) | a R}. Again, it suffices to
show that S3 (S1 ) and S1 (S3 ).


Let a < b. Then (a, b) = (a, )\ nZ+ (b n1 , ) (S3 ). Moreover,
(a, ) = nZ+ (a, a + n) (S1 ), completing the proof.
2K. Show directly that if f is measurable
defined by

f (x)
A
fA (x) =

and A > 0, then the truncation fA

if |f (x)| A
if f (x) > A
if f (x) < A

is measurable.
Proof. It suffices to prove that for all R, we have fA1 ((, )) is measurable. Note that if > A, then fA1 ((, )) = , which is measurable.
If = A, then fA1 () = f 1 ([A, )), which is measurable by Prop 2.4. If
A < A, then fA1 ((, )) = f 1 ((, )), which is measurable since
f is. Finally, if < A, then fA1 ((, )) = X, which is measurable.
Therefore, fA is measurable.
3E. Let X be an uncountable set and let F be the family of all subsets of X.
Define on E by requiring that (E) = 0 if E is countable, and (E) =
if E is uncountable. Show that is a measure on F.
Proof. Clearly, () = 0 and (E) 0 for all E F. Let {En } F be
a sequence of pairwise disjoint subsets of F. If all En are countable, then
(En ) = 0 for all n. Moreover, as the countable union of countably many
subsets
is countable, we have also that (En ) = 0. Thus, (En ) =
P
(En ).
If not, there exists some k such that Ek is uncountable.
Then En is
P
uncountable also, so (En ) = = (Ek ) = (En ).
1

Therefore, is countably additive, and is thus a measure on F.

3F. Let X = Z+ and let F be the family of all subsets of X. If E is finite, let
(E) = 0, if E is infinite, let (E) = . Is a measure on F?
Solution. No, is not a measure on X. Let En = {n}. Then En is finite
for all n, so (En ) = 0. However, En = Z+ , so (En ) = . Thus, is
not countably additive and thus is not a measure.
3H. Show that Lemma 3.4(b) may fail if the finiteness condition (F1 ) <
is dropped.
Proof. Let Fn = R\[n, n], so that (Fn ) = for all n, and Fn Fn+1 .
Then Fn = , so (Fn ) = 0. However, lim (Fn ) = , and thus the
result fails for {Fn }.
3T. Show that the Lebesgue measure of the Cantor set C is zero.
Proof. Let E0 = [0, 1], E1 = E0 \( 13 , 23 ), E2 = E1 \( 91 , 29 )\( 79 , 89 ), etc., so
that C = En . Then by Prop 3.4(b), since En En+1 and (E0 ) = 1 <
, we have (C) = lim (En ).
Note that by definition, ((a, b)) = b a. Moreover, by Prop 3.4(b), we
have [a, b] = nZ+ (a n1 , b+ n1 ), and thus ([a, b]) = lim ((a n1 , b+ n1 )) =
lim(ba+ n2 ) = ba. Therefore, we have (En ) = (En1 ) 31 (En1 ) =



n
2
2 n
, so (C) = lim 23 = 0.
3 (En1 ). Thus, (En ) = 3
3U. By varying the construction of the Cantor set, obtain a set of positive
Lebesgue measure that contains no nonvoid open interval.
Proof. The construction here is called a Fat Cantor set, although you
certainly may have come up with something else. We begin as with the
construction of the Cantor set: Let E0 = [0, 1]. Take E1 to be E0 with the
middle third interval deleted, as before: E1 = E0 \( 13 , 23 ). Now, to form
E2 , from each interval of E1 , delete an open segment, the sum of whose
lengths is 1/6. There are many ways to do this, but, for example, we could
3
5
21
take E1 \( 24
, 24
)\( 19
24 , 24 ), so that the total measure of the removed sets is
1
6 . Similarly, construct Ek from Ek1 by choosing an interval from each
1
connected set in Ek1 , the total measure of which will be 32
. Then take
P k 1
E = Ek . By Lemma 3.4(b) we have that (E) = 1 k=0 32k = 13 > 0,
but as we delete from every interval at every step, the resulting intersection
contains no nonvoid open intervals.
3V. Suppose that E is a subset of a set N F with (N ) = 0, but E
/ F.
Then the sequence {fn }, fn = 0 converges -a.e. to E . Hence the
almost-everywhere limit of a sequence of measurable functions may not
be measurable.
Proof. Note that limn fn (x) = 0 for all x X. Moreover, E (x) = 0
for all x
/ N . Thus, fn E for all x
/ N , so {x | fn (x) 6 E (x)} has
measure 0 under . Therefore, fn converges -a.e. to E .
Additional Exercises:
1. Let (X, F) be a measurable space.

(a) Let = { | is a charge on F}. Prove that is a vector space

over R.
Proof. As is a subset of all real-valued functions on F, and the
set of all real-valued functions is itself a vector space, we need only
verify the closure conditions required for a subset of a vector space
to be a vector subspace.
First, clearly the 0-function is in . Thus, we need only show that if
1 , 2 and c1 , c2 R, then c1 1 + c2 2 .
Let = c1 1 +c2 2 . Clearly () = 0. Moreover, if {En } are disjoint
in F, then
(En )

=
=
=
=

c1 1 (En ) + c2 2 (En )
X
X
c1
1 (En ) + c2
2 (En )
X
(c1 1 (En ) + c2 2 (En )
X
(En ),

where we take the convention that = 0. Thus, is countably

additive, and therefore is a charge on F. Thus, is a vector
space.
(b) Let M = { | is a measure on F}. Is M a vector space over R?
Explain.
Proof. No, M is not a vector space. Since measures cannot take on
negative values,
/ M for all M . However, M is related
to a vector space in the sense that any finite linear combination of
measures is a measure, provided that the constants used are positive
(such a space is called a convex cone).
Extra stuff:
2D. Let {An } be a sequence of subsets of a set X. If A consists of all x X
which belong to infinitely many of the sets An , show that
A=

An .

m=1 n=m

The set A is often called the limit superior of {An } and is denoted by
lim sup An .
Proof. Let G =

An .

m=1 n=m

Suppose xS A. Then for all m, there exists nm > m such that x Anm .

Thus x n=m An , and thus x G. Therefore, A G.

S
On the other hand, suppose x G. Then for all m, x n=m An , so for
all m there exists nm > m such that x Anm . Therefore, x is in infinitely
many of the sets An , so x A. Therefore, G A.
Thus G = A as desired.
2E. Let {An } be a sequence of subsets of a set X. If B consists of all x X
which belong to all but a finite number of the sets An , show that
B=

[
m=1 n=m

An .

The set B is often called the limit inferior of {An } and is denoted by
lim inf An .
Proof. Let G =

An .

m=1 n=m

Suppose x T B. Then there exists N such that x An for all n N .

Thus, x n=N An , so x G. Thus, B G.

On
T the other hand, suppose x G. Then there exists N such that x
n=N An , so x An for all n N , and thus there are at most N 1 sets
An for which x
/ An . Therefore, x B, so G B.
Thus, G = B as desired.
3I. Let (X, F, ) be a measure space and let {En } F. Show that
(lim inf En ) lim inf (En ).
Proof. Let Fn = mn Em , so that Fn = Fn+1 En , and thus Fn
Fn+1 . Moreover, lim inf En = Fn . Then by Prop 3.4(a), we have
(lim inf En ) = lim (Fn ). As Fn En for all n, we have that (Fn )
(En ), and thus lim (Fn ) lim inf (En ), where we have traded the
limit for the limit inferior, since we cannot be assured that lim (En )
exists. Therefore, (lim inf En ) lim inf (En ), as desired.
3J. Let (X, F, ) be a measure space and let {En } F. Show that
lim sup (En ) (lim sup En )
when (En ) < . Show that this inequality may fail if (En ) = .
Proof. As in the previous problem, take Gn = mn Em , so that lim sup En =
Gn . Note that Gn = Gn+1 En , so Gn+1 Gn , and by hypothesis,
(G1 ) = (En ) < . Therefore, by Prop 3.4(b), we have (lim sup En ) =
(Gn ) = lim (Gn ). Moreover, as En Gn , we have that (Gn )
(En ), so lim (Gn ) lim sup (En ), where again we have traded the
limit for the limit superior, in case lim (En ) does not exist. Therefore,
(lim sup En ) lim sup (En ), as desired.
Note that if (En ) = , we find ourselves in a similar situation as
with problem 3H. Indeed, the same counterexample applies: take En =
R\[n, n] for all n. Then Fn = En for all n, and (Fn ) = (En ) = for
all n. On the other hand, lim sup En = Fn = , so (lim sup En ) = 0 6
lim sup (En ) = .