PROBLEM SET V

Bob Lutz
MATH137

Exercise 1. Suppose that X is a locally compact metric space (or a space in which every
closed set is a G ) and let C be the semiring of all sets of the form K XU with
K compact and U open. Also let be a Borel measure finite on compacta.
(a) Show that each K X U is a countable intersection of open sets with
compact closure (so with finite measure). Show that each K X U is
outer regular. Why did you need to show that the open sets in the
intersection have compact closure?
Proof. Since K is compact, it is necessarily closed and therefore a G .
Thus there exists a countablecollection countable collection tVn u of
open sets such that K X U 8
1 pVn X Uq. Since X is locally compact,
every point x P K has a compact neighborhood which contains an open
neighborhood of x. The union of these neighborhoods is an open cover
for K, so there exists a finite subcover tWn u by compactness. Notice
that
neighborhood,
so that

each Wn is a closed subset of a compact

Wn is compact. For N large, we have N
pV
X
Uq

W
,
whence
n
n
1
K XU is a countable intersection of open sets with compact closure. By
monotonicity, each of these open sets must have finite measure, since
its closure has finite measure. This condition
is necessary in order to
apply continuity from above, which yields p 8
1 pVn X Uqq pK X Uq.
Thus K X U is outer regular.
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(b) If X is also -compact, show that is outer regular, and therefore also
regular and Radon.
Proof. We showed in Problem Set IV that if X is -compact, then
MpCq BR . Since the arbitrary union of open sets is open, a similar
argument to that in part (a) yields outer regularity for countable unions
of sets in C. Moreover, observe that pK X Uqc K c Y U c . Since
X is
-compact, there exists a
sequence tXn u of compact sets such
8 c
c
c
that 8
X

X.
Thus
K

n
1
1 K X Xn , but K is open, and is
therefore
a countable union of sets in C. Additionally, we have U c
8
c
c
1 X X pU X Xn q; since X is open and U X Xn is a closed subset
c
of a compactum, it follows that U is a countable union of sets in C.
Hence the union K c Y U c pK X Uqc is again a countable union of
sets in C, so every Borel set is outer regular. We showed in Problem
Set IV that an outer regular Borel measure which is finite on compact
sets is regular, whence is regular and therefore Radon.
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(c) Let X be a locally compact, -compact metric space. Every Borel

measure on X that is finite on compact sets is regular and hence Radon.
Proof. This follows directly from parts (a) and (b).

Exercise 2. Suppose that F is a monotone increasing function on R (i.e. x y implies

F pxq F py q) and define F pxq F px ` q.
(a) Prove that F pxq is right continuous and monotone increasing.
Proof. For all x0 P R, we have
F px`q lim F px0 `q lim F px0 q F px`q F pxq,
x0 x `

x0 x `

so F is right continuous. Since F is monotone increasing, if x y ,

then F pxq F px`q F py `q F py q.
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(b) Prove that F pxq F pxq for all x.
Proof. If F is continuous at x0 , F is continuous at x as well, so
F px0 q F px0 q F px0 `q F px0 q. If not, the discontinuity at
x0 must be of the first kind, by monotonicity. The function F must
therefore be continuous on some deleted left neighborhood Nx0 of x0 ,
so F pxq F px`q F pxq on Nx0 . Hence F px0 q F px0 q.
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(c) Prove that F pxq is the unique right continuous function which agrees
with F pxq at all its points of continuity.
Proof. Suppose that F and F1 are distinct functions which agree with
F at all its points of continuity. Then F and F1 must disagree at a
point x0 of discontinuity. But since F is right continuous, and since
F and F1 agree immediately to the right of x0 , we have F px0 q
F px0 `q F1 px0 `q F1 px0 q. Hence F1 violates right continuity. l
Exercise 3. Let F be increasing and right-continuous, and let F be the associated
measure. Then F ptauq F paq F paq, F pra, bqq F pbq F paq,
F pra, bsq F pbq F paq, and F ppa, bqq F pbq F paq.
Proof. To prove that F ptauq F paq F paq, notice first that tau

8
1
, as, so
1 pa n

1
f ptauq F
a ,a
n
n1

1
a ,a
lim F
k8
n
n1
lim pF paq F pa k 1 qq F paq F paq.
k8

This yields
F ppa, bqq F ppa, bsztbuq
F ppa, bsq F ptbuq
F pbq F paq pF pbq F pbqq F pbq F paq.
Moreover,
F pra, bqq F ptau Y pa, bqq
F ptauq ` F ppa, bqq
F paq F paq ` pF pbq F paqq F pbq F paq.
Finally,
F pra, bsq F ptau Y pa, bsq
F ptauq ` F ppa, bsq
F paq F paq ` pF pbq F paqq F pbq F paq,
which concludes the proof.

If F is not assumed to be right-continuous, the analogous formulas are

F ptauq F pa`q F paq, F pra, bqq F pbq F paq, F pra, bsq
F pb`q F paq, and F ppa, bqq F pbq F pa`q.
Exercise 4. Suppose that pX, M, q is a measure space and that all one-point sets belong
to M. A point a P X is called an atom of if ptauq 0.The measure
is continuous if it has no atoms and is discrete if pF q xPE pxq for all
measurable E.
(a) If is -finite, prove that it has only countably many atoms.
Proof. If has uncountably many atoms, i.e. if the collection A is
uncountable, then for any countable cover U of X there exists U P U
which contains uncountably many atoms. However, since each is atom
is of nonzero measure, pUq pU X Aq 8 by monotonicity. Thus
is not -finite, proving the contrapositive.
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(b) Show that can be written as a sum of a discrete measure and a
continuous measure.
Proof. Let A be the collection of atoms of and write
pEq pE X Aq ` pE X Ac q for all E X.

Note that pE X Aq aPEXA ptauq, whence is a discrete measure

on E X A. Additionally, since has no atoms in Ac , it is continuous
on E X Ac . Thus we have written as a sum of a discrete measure
and a continuous measure.
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(c) Prove that the Lebesgue-Stieltjes measure F is continuous if and only

if F is a continuous function.
Proof. By Exercise 3, F is continuous if and only if F ptauq F paq
F paq 0 for all a P R. This condition holds if and only if F paq
F paq for all a P R, which is to say that F is left-continuous. Since F
is right-continuous by hypothesis, it is continuous on R.
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(d) Prove that a monotone increasing function can have only countably
many points of discontinuity.
Proof. Assume that F : R R is monotone increasing. Since F is
monotone, its discontinuities are necessarily of the first kind. Thus
for each point x P R of discontinuity, there exists a rational number
r pxq such that f pxq r pxq f px`q. Observe that x1 x2 implies
f px1 `q f px2 q, so that if x1 x2 , then r px1 q r px2 q. Thus there
is an injective correspondence between the points of discontinuity of F
and a subset of Q, which is countable.
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Exercise 5. (a) Suppose that is a finite Borel measure on pa, bs. Find a right continuous function F for which is the restriction of F to pa, bs.
Proof. Let F : R R be defined by
$

&ppa, bsq,
F pxq ppa, xsq,

%
0,

if x b
if a x b
if x a.

Then F is increasing and right continuous, and F |pa,bs .

(b) Could you find such a function if were finite on compact sets, but
ppa, bsq 8?
Proof. If is finite on compact sets, then ppa, bsq 8 by monotonicity, since pa, bs ra, bs is a subset of a compact set. The hypothesis
is therefore never true, so no such function exists.
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(c) Do part (a) with the half-open interval pa, bs replaced by the closed
interval ra, bs.
Let F : R R be defined by
$

&pra, bsq,
F pxq pra, xsq,

%
0,

if x b
if a x b
if x a.

Then F is increasing and right continuous, and F |ra,bs .

Exercise 6. (a) Let C be the Cantor set. Prove C is compact, nowhere dense, and
totally disconnected. Moreover, show that C has no isolated points.
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Proof. Observe that C R is closed, since it can be written as a

countable intersection of closed sets, and bounded. By the Heine-Borel
theorem, C is compact.
Suppose that x, y P Cwith x y , and write
base-3 decimal
8 the
j
1
expansions of x, y as x 8
a
3
and
y

b
3
.
Folland notes
j
j
1
1
[p. 38] that since x y , there exists n P N such that an bn and
aj bj for all j n. If an`1 bn`1 , then an`1 0 and
2,
bn`1
1
since aj , bj P t0, 2u for all j P N. Define a point z 8
c
3
PC
1 j
by cj aj bj for j n and cj 1 for j n. By construction,
x z y ; however, the base-3 decimal expansion of z contains 1,
whence z R C. It follows that C is totally disconnected. Moreover,
z R C implies C cannot contain any open intervals, and is therefore
nowhere dense.
To see that C has no isolated points, notice that the open ball
n
B3 pcq will contain infinitely many points in C which resemble c up to
the nth digit in their base-3 decimal expansion.
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(b) Let E be a Lebesgue measurable set.
i. If E N where N is the nonmeasurable set described in 1.1
[Folland, p. 20], then mpEq 0.
Proof. Let R Q X r0, 1s. By translation invariance of the
Lebesgue measure, we have mpEr q mpEq for all r P R, where
Er tx
` r mod 1
: x P Eu. Additionally, Er Nr since E N,
so that r PR Er r PR Nr r0, 1s. Countable subadditivity and
monotonicity then yield

m
Er
mpEr q
mpEq mpr0, 1sq 1.
r PR

r PR

r PR

Since R is infinite, it follows that mpEq 0 necessarily.

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ii. If mpEq 0, then E contains a nonmeasurable set.
(It suffices to
assume E r0, 1s. In the notation of 1.1, E r PR E X Nr .
Proof. Suppose that E r0, 1s with mpEq 0, and consider the
sets E X Nr for r P R. If E X Nr is nonmeasurable for some r , the
claim is satisfied. Assume that E X Nr is measurable for all r P R.
By part (a), we have mpE X Nr q 0, so that

mpEq m
E X Nr
mpE X Nr q 0.
r PR

r PR

However, this contradicts our assumption that mpEq 0, whence

the result follows.
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Exercise 7. (a) If E P L and mpEq 0, for any 1 there is an open interval I such
that mpE X Iq mpEq
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Proof. Suppose that E P L with mpEq 0, and let 0 be given.

By Theorem 1.18 in [Folland, p. 36], there exists for all 0 an
open set U E such that mpUq mpEq ` . Thus, letting
1 mpEq mpEq, we have mpUq 1 mpEq. Since U Ris open,
there exists a collection tIj u of open intervals such that U 8
1 Ij . If
mpA X Ij q mpIj q for all j P N, then by countable subadditivity,
mpEq

mpE X Ij q

mpIj q mpUq mpEq,

j1

j1

a contradiction. Hence mpIk X Eq mpIk q for some k P N.

(b) If E P L and mpEq 0, the set E E tx y : c, y P Eu contains

an interval centered at 0. (If I is as in part (a) with 34 , then E E
contains p 21 mpIq, 21 pIqq.)
Proof. Suppose that E P L with mpEq 0, and let I be an open
interval with mpE X Iq mpIq as in part (a). We claim that if
|x| mpIq, then x P E E. If not, then E X pE ` xq H. An
application of translation invariance yields
mppE X Iq Y ppE X Iq ` xqq mpE X Iq ` mpE X Iq
2mpE X Iq 2mpIq.
However, since |x| mpIq, it follows that mpIXpI`xqq p1`qmpIq.
By monotonicity, we have
2mpIq mppE X Iq Y ppE X Iq ` xqq p1 ` qmpIq 2mpIq,
a contradiction, whence the claim is proven.

Exercise 8. (a) The supremum of an uncountable family of measurable R-valued functions on X can fail to be measurable.
Proof. Let X r0, 1s and M tS X : S or S c countableu. Then
pX, Mq is a measurable space. For a P X, consider the function fa :
X R defined by f paq a and f pxq 0 for all x a. Let f :
supaPX fa idX . For each a P R, we have
$

tau,
if a P S ^ 0 R S

&Xztau, if a R S ^ 0 P S
fa1 pSq
X,
if a, 0 P S

%H,
if a, 0 R S.
In any case, either fa1 pSq or fa1 pSqc is countable, so fa is pM, BR qmeasurable. However, X P BR and f 1 pXq X R M, so f is not
measurable.
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(b) If f : R R is monotone, then f is Borel measurable.

Proof. Let f : R R be monotone. We may assume without loss
of generality that f is increasing; for if not, then f is increasing and
measurable. Following Proposition 2.3 in [Folland, p. 44], we show that
f 1 pp8, aqq P BR for all a P R. If f pp8, aqq H, we are done.
Otherwise, let x P f 1 pp8, aqq. Since f is increasing, if y
x, then f py q f pxq. For every y P p8, xq, we therefore have
f py q f pxq a, so that y P f 1 pp8, aqq. Thus, letting s
sup f 1 pp8, aqq, it follows that if s 8, then f 1 pp8, aqq
p8, ss. If s 8, then f 1 pp8, aqq R. In either case, the
preimage is Borel.
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Exercise 9. Let f : r0, 1s r0, 1s be the Cantor function, and let gpxq : f pxq ` x.
(a) The function g is a bijection from r0, 1s to r0, 2s, and h : g 1 is
continuous from r0, 2s to r0, 1s.
Proof. The function g is continuous and increasing, since it is a sum of
continuous increasing functions. This implies that g maps r0, 1s onto
r0, 2s, since gp0q 0 and gp1q 2. If x y , then f pxq f py q, so
that gpxq f pxq ` x f py q ` y gpy q. Thus g is a continuous
bijection from r0, 1s to r0, 2s, whence h : g 1 is continuous from
r0, 2s to r0, 1s.
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(b) If C is the Cantor set, mpgpCqq 1.

Proof. Observe that r0, 1szC is a union of open intervals 8

1 pan , bn q,
on each of which f is constant. Thus we have gppan , bn qq pf pan q `
an , f pan q ` bn q, so that mppan , bn qq mpgppan , bn qqq. If m n, then
pam , bm q X pan , bn q gppam , bm qq X gppan , bn qq H; since g is injective, this implies that mpgpr0, 1szCqq mpr0, 1szCq 1. Since
mpgpr0, 1sqq mpr0, 2sq 2, it follows that mpgpCqq 1.
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(c) By Exercise 6(b), gpCq contains a Lebesgue nonmeasurable set A. Let
B g 1 pAq. Then B is Lebesgue measurable but not Borel. Let
A gpCq be a Lebesgue nonmeasurable set, and let B g 1 pAq.
Since C is null, B C is measurable by completeness. Suppose that B
is Borel. By Corollary 2.2 in [Folland, p. 44], pg 1 q1 pBq A is Borel
as well, which is a contradiction since A is not Lebesgue measurable.
Hence B is not Borel.
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(d) There exist a Lebesgue measurable function F and a continuous function G on R such that F G is not Lebesgue measurable.
Proof. Define the sets A and B as in part (c), and let G g 1 and
F B . Then G is continuous, F is Lebesgue measurable and
``
`
`` 3 5
pF Gq1 34 , 45 G 1 F 1
G 1 pBq A.
4, 4
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But A is nonmeasurable, so F G is not measurable.

Exercise 10. Show that the following implications are valid if and only if the measure
is complete:
(a) If f is measurable and f g -a.e., then g is measurable.
Proof. pq Suppose that is a complete measure on X, and that f is
measurable with f g -a.e. Consider the set A tx : f pxq gpxqu.
For all E X we have
f 1 pEq X N c g 1 pEq f 1 pEq Y N.

(1)

By completeness, every subset of N is measurable; thus if E is measurable, then all of f 1 pEq, f 1 pEq X B c f 1 pEqzB and f 1 pEq Y B
are measurable for all B A. This implies via (1) that g 1 pEq is
measurable, so that g is measurable as well.
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pq If f is measurable, suppose that f g -a.e. implies that g is
measurable. Let N be a subset of a null set, and let A, B be disjoint
nonempty sets in N. Let a P A, and define f by f pxq a for all x P X
and some a P A. Additionally, let b P B, and define
#
a, if x P N c
gpxq :
b, if x P N.
Then f is measurable, and f g a.e., whence g is measurable as well.
Thus g 1 pBq N is measurable, so is complete.
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(b) If fn is measurable for n P N and fn f -a.e., then f is measurable.
Proof. Suppose that fn is measurable for n P N and fn f -a.e. By
Proposition 2.7 in [Folland, p. 45], the function g lim supn8 fn is
measurable. Since fn f a.e., we have g limn8 fn f a.e. as
well. By part (a), f is measurable if and only if is complete.
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Exercise 11. Suppose that f is a function on R Rk such that f px, q is Borel measurable
for each x P R and f p, yq is continuous for each y P Rk . For n P N, define
fn as follows. For i P Z let ai i {n, and for ai x ai`1 let
fn px, yq

f pai`1 , yqpx ai q f pai , yqpx ai`1 q

.
ai`1 ai

Then fn is Borel measurable on R Rk and fn f pointwise; hence f is

Borel measurable on R Rk . Conclude by induction that every function on
Rn that is continuous in each variable separately is Borel measurable.
Proof. Let px, yq P R Rk . The map px, y q px aq is continuous and hence Borel measurable for all a P R. Additionally, the function
8

f pb, q : Rk R is measurable for all b P R by hypothesis. Since projections are measurable, the map px, y q f pb, yq is measurable. We know
that the characteristic function is measurable, as are products and linear
combinations of measurable functions. Thus the mapping
px, yq

f pai`1 , yqpx ai q f pai , yqpx ai`1 q

rai ,ai`1 s pxq
ai`1 ai

is measurable for all i P Z, so

j

f pai`1 , yqpx ai q f pai , yqpx ai`1 q

fn px, yq lim
rai ,ai`1 s pxq
j8
ai`1 ai
ij

is measurable as well.
To prove pointwise convergence, notice that for all i P Z, we have
fn pai , yq f pai , yq and fn pai`1 , yq f pai`1 , yq. Since fn is linear, it is
clear that the function is a trapezoidal approximation of f on the intervals
rai , ai`1 s. Fix x P R, let a f px, yq, and suppose that x P raj , aj`1 s. Since
f is continuous in the first variable, for all there exists 0 such that
maxtx aj , aj`1 xu

maxt|f paj , yq a|, |f paj`1 yq a|u .

Again since fn is linear, this implies that |fn px, yq a| as well. Since for n
large, the intervals rai , ai`1 s become arbitrarily small, it follows that fn f
pointwise. Hence f is Borel measurable; by induction, every function on Rn
continuous in each variable separately is Borel measurable.
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