proof that the outer (Lebesgue)

measure of an interval is its length

Simone
2013-03-21 18:14:39
We begin with the case in which we have a closed bounded interval, say [a, b].
Since the open interval (a , b + ) contains [a, b] for each positive number ,
we have m [a, b] b a + 2. But since this is true for each positive , we must
have m [a, b] b a. Thus we only have to show that m [a, b] b a; for this
it suffices to show that if {In } is a countable open cover by intervals of [a, b],
then
X
l(In ) b a.
By the Heine-Borel theorem, any collection of open intervals covering [a, b] contains a finite subcollection that also cover [a, b] and since the sum of the lengths
of the finite subcollection is no greater than the sum of the original one, it suffices to prove the
S inequality for finite collections {In } that cover [a, b]. Since a
is contained in In , there must be one of the In s that contains a. Let this be
the interval (a1 , b1 ). We then have a1 < a < b1 . If b1 b, then b1 [a, b], and
since b1 6 (a1 , b1 ), there must be an interval (a2 , b2 ) in the collection {In } such
that b1 (a2 , b2 ), that is a2 < b1 < b2 . Continuing in this fashion, we obtain a
sequence (a1 , b1 ), . . . , (ak , bk ) from the collection {In } such that ai < bi1 < bi .
Since {In } is a finite collection our process must terminate with some interval
(ak , bk ). But it terminates only if b (ak , bk ), that is if ak < b < bk . Thus
X
X
l(In )
l(ai , bi )
= (bk ak ) + (bk1 ak1 ) + + (b1 a1 )
= bk (ak bk1 ) (ak1 bk2 ) (a2 b1 ) a1
> bk a1 ,
since
P ai < bi1 . But bk > b and a1 < a and so we have bk a1 > b a, whence
l(In ) > b a. This shows that m [a, b] = b a.
hProofThatTheOuterLebesgueMeasureOfAnIntervalIsItsLengthi
created: h2013-03-21i
by: hSimonei version: h36435i Privacy setting: h1i hProofi h28A12i
This text is available under the Creative Commons Attribution/Share-Alike License 3.0.
You can reuse this document or portions thereof only if you do so under terms that are
compatible with the CC-BY-SA license.

If I is any finite interval, then given > 0, there is a closed intervalJ I

such that l(J) > l(I) . Hence
l(I) < l(J) = m J m I m I = l(I) = l(I),
where by I we mean the topological closure of I. Thus for each > 0, we have
l(I) < m I l(I), and so m I = l(I).
If now I is an unbounded interval, then given any real number , there is
a closed interval J I with l(J) = . Hence m I m J = l(J) = . Since
m I for each , it follows m I = = l(I).

References
Royden, H. L. Real analysis. Third edition. Macmillan Publishing Company,
New York, 1988.