Measure Theory

Homework 1
Hadi
September 1, 2014
Problem 1
Since A B we have B = A(B\A). Since measure is countably additive,
(B) = (A) +(B \ A)
But (B \ A) 0 and so,
(B) (A)
Problem 2
We can write, A = A . So,
(A) = (A) +()
(A) (A) = (A) +() (A)
0 = ()
Problem 3
Dene {D
k
} as,
D
1
= E
1
D
2
= E
2
\ E
1
D
3
= E
3
\ E
1
E
2
and inductively,
D
n+1
= E
n+1
\
_
k=1
nE
k
Observe the followings:
1. D
n
D
m
= for m = n (by construction). That is the sets D
k
are
pairwise disjoint.
1
2. D
n
E
n
for each n and
3.

_
k=1
E
k
=

_
k=1
D
k
Therefore,
(

_
k=1
E
k
) = (

_
k=1
D
k
) =

k=1
(D
k
)
But by exercise 1 since D
k
E
k
for all k we have (D k) (E
k
) and
hence,
(

_
k=1
E
k
)

k=1
(E
k
)
Problem 4
The function C(E) is dened as,
C(E) =
_
n(E) if E is nite
if E is innite
where n(E) represents number of elements of E.
Let {E
k
} be a sequence of pairwise disjoint set of real numbers. We are
assuming E
k
= since n() = 0 and 0 being additive identity does not eect
the sum.
If any of E
k
is innite then E
k
is also innite and we have nothing to
prove.
So, assume all E
k
s are nite. Since E
k
are disjoint collection of sets,
n(E
k
) =

n(E
k
). Observe that if all E
k
s are nite sets and {E
k
: k N}
is an innite set then U
k
is countably innite set (because E
k
= , k )
and so, C(E
k
) = .
Since n(E
k
1) for all k,

k=1
n(E
k
) = .
Now if we have a nite number of E
k
then the union of nite number
of nite sets is also nite and the number of element in the union is simply
sum of the number of elements in all the sets because the sets are disjoint.
So, C is a countably additive function.
2
Problem 5
We know that outer measure of an interval is its length (

(I)) = l(I)) so,

([0, 1]) = 1.
By the property of outer measure we know that the outer measure of
countable set is equal to zero. So, if [0, 1] is countable then

([0, 1]) =
0 which contradicts the fact that

([0, 1]) = 1. Hence [0, 1] can not be

countable.
Problem 6
Since rational number is countable, Q [0, 1] is countable and therefore,

(Q [0, 1]) = 0.
Also, we know,

([0, 1]) = 1 (length of interval) which implies

(([0, 1] Q) A) =
1. But,

(([0, 1] Q) A)

([0, 1] Q) +

(A) =

(A). Therefore,
1

(A).
Also,

(A)

([0, 1]) = 1.
Hence we conclude that

(A) = 1
Problem 7
By denition of outer measure, for each n N there exists a countable
collection of open intervals I
n
, such that E I
n
and

(E) l(I
n
) <

(E) +
1
n
where l(I
n
) denotes the sum of lengths of the open intervals in I
n
. Note
that by countable subadditivity, we have

(I
n
) l(I
n
).
Let G =

n=1
I
n
which is a G

set because I
n
s are open. Clearly
E G. Then we have for each n N,

(E)

(G)

(I
n
) l(I
n
) <

(E) +
1
n
.
Take n , we have

(E) =

(G).
3
Problem 8
Since rationals are dense in R we see that the closure B = [0, 1]. By the
property of closure B

n
k=1
I
k
. However, since the closure of the union
is just the union of the closure for nite unions, we have B

n
k=1
I
k
.
Therefore by the nite subadditivity of

,
1 =

([0, 1]) =

(B)

_
n
_
k=1
I
k
_

k=1

(I
k
) =
n

k=1

(I
k
)
where we have used the fact that I
k
are intervals so

(I
k
) = l(I
k
) =

(I
k
).
Problem 9
Suppose

(A) = 0. Then

(A B)

(A) +

(B) =

(B)
Conversely, since B A B,

(B)

(A B).
Hence,

(B) =

(A B)
Problem 10
We dene
U =
_
xA
_
x

2
, x +

2
_
.
Clearly we have A U and by the condition given in the problem, BU = .
Since U is open, hence measurable, we have,

(A B) =

((A B) U) +

((A B) U
C
).
Since (A B) U = A and (A B) U
c
= B, we have

(A B) =

(A) +

(B)
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