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    Lebesgue Outer Measure and Lebesgue Measure

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    Kelvin Jhonson
    This document defines Lebesgue outer measure and Lebesgue measurable sets. It begins by stating the goal of defining a set function m on subsets of the real numbers that generalizes the notion of interval length. It then: 1) Defines outer measure m* as the infimum of the lengths of all possible coverings of a set by open intervals; 2) Shows some properties of outer measure including that it is defined for all sets, monotonic, and countably subadditive; 3) Defines a measurable set E as one where m*(A) = m*(A ∩ E) + m*(A ∩ E^c) for all A, known as the Carathéodory criterion

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    Lebesgue Outer Measure and Lebesgue Measure

    Uploaded by

    Kelvin Jhonson
    169 views2 pages
    This document defines Lebesgue outer measure and Lebesgue measurable sets. It begins by stating the goal of defining a set function m on subsets of the real numbers that generalizes the notion of interval length. It then: 1) Defines outer measure m* as the infimum of the lengths of all possible coverings of a set by open intervals; 2) Shows some properties of outer measure including that it is defined for all sets, monotonic, and countably subadditive; 3) Defines a measurable set E as one where m*(A) = m*(A ∩ E) + m*(A ∩ E^c) for all A, known as the Carathéodory criterion

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    This document defines Lebesgue outer measure and Lebesgue measurable sets. It begins by stating the goal of defining a set function m on subsets of the real numbers that generalizes the notion of interval length. It then: 1) Defines outer measure m* as the infimum of the lengths of all possible coverings of a set by open intervals; 2) Shows some properties of outer measure including that it is defined for all sets, monotonic, and countably subadditive; 3) Defines a measurable set E as one where m*(A) = m*(A ∩ E) + m*(A ∩ E^c) for all A, known as the Carathéodory criterion

    Copyright:

    © All Rights Reserved
    Download as PDF, TXT or read online from Scribd
    Download as pdf or txt
    169 views2 pages

    Lebesgue Outer Measure and Lebesgue Measure

    Uploaded by

    Kelvin Jhonson
    This document defines Lebesgue outer measure and Lebesgue measurable sets. It begins by stating the goal of defining a set function m on subsets of the real numbers that generalizes the notion of interval length. It then: 1) Defines outer measure m* as the infimum of the lengths of all possible coverings of a set by open intervals; 2) Shows some properties of outer measure including that it is defined for all sets, monotonic, and countably subadditive; 3) Defines a measurable set E as one where m*(A) = m*(A ∩ E) + m*(A ∩ E^c) for all A, known as the Carathéodory criterion

    Copyright:

    © All Rights Reserved
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    of 2

    Lebesgue Outer Measure and Lebesgue Measure.

    A. Basic notions of measure.


    Our goal is to define a set function m defined on some collection of sets and taking
    values in the nonnegative extended real numbers that generalizes and formalizes the notion
    of length of an interval. Such a set function should satisfy certain reasonable properties
    m is defined on a sufficiently rich -algebra.
    m(I) = `(I) where I is any interval, and `(I) denotes the length of I.
    m is translation invariant.
    m is countably additive.
    Remark 0.1 Countable additivity is important because it implies that m is (1) monotonic
    and (2) that m() = 0 as long as m is not identically infinity.
    B. Outer Measure.
    Definition 0.1 Let E R. The (Legesgue) outer measure of E, denoted m (E) is defined
    to be
    (
    )
    X

    m (E) = inf
    `(Ik )
    k=1

    where the infimum is taken over all countable collections of open intervals {Ik } with the
    property that E

    Ik .

    k=1

    Remark 0.2 (1) Outer measure is defined for every subset of R.


    (2) Outer measure is monotonic, that is, if A B the m (A) m (B). This is because any
    covering of B by open intervals is also a covering of A so that the latter infimum is taken
    over a larger collection than the former.
    (3) m () = 0, and m is translation invariant.
    Example. If C is a countable set then m (C) = 0. In particular, the outer measure of the
    rational numbers is zero.
    Proposition 0.1 The outer measure of any interval is its length.
    Proof: It is sufficient to prove this result for closed bounded intervals of the form [a, b],
    a, b R, for if we know the result for such intervals then (1) we know it for unbounded
    intervals, for if I were such an interval, then given any number M > 0 there is a closed
    bounded interval J I such that `(J) M and by the monotonicity of outer measure,
    m (I) m ( J) = `(J) M , so that m (I) = , and (2) we know it for arbitrary bounded
    intervals.
    1

    Proposition 0.2 Outer measure is countably subadditive, that is, if {Ek } is any countable
    collection of subsets of R, then

    Ek

    k=1

    m (Ek ).

    k=1

    C. Measurable Sets.
    Definition 0.2 A set E R is said to be (Legesgue) measurable provided that for any set
    A,
    m (A) = m (A E) + m (A E C ).
    Remark 0.3 (1) The criterion in the previous definition is sometimes called the Caratheodory
    criterion.
    (2) Outer measure is countably subadditive but is not countably additive, and indeed there
    are disjoint sets A and B such that m (A B) < m (A) + m (B). What the Caratheodory
    criterion says is that a set is measurable if and only if it can be used to split any set A into
    two disjoint pieces for which outer measure is additive.
    (3) Since m is countably subadditive, and since for any sets A and E, A = (AE)(AE C ),
    always m (A) m (A E) + m (A E C ). Hence to show that a set E is measurable we
    have only to show that m (A) m (A E) + m (A E C ) for every A.
    (4) It is clear that if E is measurable then so is E C .
    (5)
    Proposition 0.3 If m (E) = 0 then E is measurable.
    Proposition 0.4 Let M denote the collection of all Lebesgue measurable subsets of R.
    Then M is a -algebra that contains the -algebra of Borel sets.

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