Professional Documents
Culture Documents
Mary Radcliffe
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,
σ(S1 ) = B. To show that σ(S2 ) = B, it suffices to show that S1 ⊂ σ(S2 )
and S2 ⊂ σ(S1 ), as then, since σ(A) is the smallest σ-field containing A,
the result follows immediately.
Note that if a < b, then (a, b) = ∪n∈Z+ (a, b − n1 ], and (a, b] = ∩n∈Z+ (a, b +
1
n ). Therefore, (a, b) ∈ σ(S2 ) and (a, b] ∈ σ(S1 ), completing the proof.
For the second property, let S3 = {(a, ∞) | a ∈ R}. Again, it suffices to
show that S3 ⊂ σ(S1 ) and S1 ⊂ σ(S3 ).
Let a < b. Then (a, b) = (a, ∞)\ ∩n∈Z+ (b − n1 , ∞) ∈ σ(S3 ). Moreover,
2K. Show directly that if f is measurable and A > 0, then the truncation fA
defined by
f (x) if |f (x)| ≤ A
fA (x) = A if f (x) > A
−A if f (x) < −A
is measurable.
Proof. It suffices to prove that for all α ∈ R, we have fA−1 ((α, ∞)) is mea-
surable. Note that if α > A, then fA−1 ((α, ∞)) = ∅, which is measurable.
If α = A, then fA−1 (α) = f −1 ([A, ∞)), which is measurable by Prop 2.4. If
−A ≤ α < A, then fA−1 ((α, ∞)) = f −1 ((α, ∞)), which is measurable since
f is. Finally, if α < −A, then fA−1 ((α, ∞)) = 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 µ on E by requiring that µ(E) = 0 if E is countable, and µ(E) = ∞
if E is uncountable. Show that µ is a measure on F.
1
Therefore, µ 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
µ(E) = 0, if E is infinite, let µ(E) = ∞. Is µ a measure on F?
3H. Show that Lemma 3.4(b) may fail if the finiteness condition µ(F1 ) < ∞
is dropped.
Proof. Let Fn = R\[−n, n], so that µ(Fn ) = ∞ for all n, and Fn ⊃ Fn+1 .
Then ∩Fn = ∅, so µ(∩Fn ) = 0. However, lim µ(Fn ) = ∞, and thus the
result fails for {Fn }.
3T. Show that the Lebesgue measure of the Cantor set C is zero.
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
take E1 \( 24 , 24 )\( 19 21
24 , 24 ), so that the total measure of the removed sets is
1
6 . Similarly, construct Ek from Ek−1 by choosing an interval from each
1
connected set in Ek−1 , the total measure of which will be 3∗2 . Then take
P∞ k 1
E = ∩Ek . By Lemma 3.4(b) we have that λ(E) = 1− k=0 3∗2k = 13 > 0,
but as we delete from every interval at every step, the resulting intersection
contains no nonvoid open intervals.
Additional Exercises:
2
(a) Let Λ = {λ | λ is a charge on F}. Prove that Λ is a vector space
over R.
Extra stuff:
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.
3
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.
3I. Let (X, F, µ) be a measure space and let {En } ⊂ F. Show that
3J. Let (X, F, µ) be a measure space and let {En } ⊂ F. Show that
when µ(∪En ) < ∞. Show that this inequality may fail if µ(∪En ) = ∞.