# Problem Set. Problem Set #2. Math 5322, Fall December 3, 2001 ANSWERS

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1 Problem Set Problem Set #2 Math 5322, Fall 2001 December 3, 2001 ANSWERS

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3 Problem 1. [Problem 18, page 32] Let A P(X) be an algebra, A σ the collection of countable unions of sets in A, and A σδ the collection of countable intersections of sets in A σ. Let µ 0 be a premeasure on A and µ the induced outer measure. a. For any E X and ε > 0 the exists A A σ with E A and µ (A) µ (E) + ε. By definition, { } µ (E) = inf µ 0 (A i ) { A i } i=1 A, E A i. i=1 Thus, given ε > 0, we can find some sequence { A i } i=1 A so that i=1 E i=1 Define a set A E by A i and µ 0 (A i ) < µ (E) + ε. i=1 A = A i. i=1 Since A is a countable union of sets in A, A A σ. Since µ is subadditive, µ (A) µ (A i ) = µ 0 (A i ) < µ (E) + ε, i=1 i=1 since µ = µ 0 on A. This completes the proof. b. If µ (E) < then E is µ -measurable iff there exists B A σδ with E B and µ (B \ E) = 0. Since the σ-algebra M of µ -measurable sets contains A and is closed under countable unions and intersections, A σδ M. For the first part of the proof, assume that E M and µ (E) <. For each n N, we can apply the previous part of the problem to find a set A n A σ such that E A n and µ (A n ) < µ (E) + 1/n. Define B by B = A n. n=1 1

4 Then E B and B A σδ, since it is a countable intersection of sets in A σ. For every n, we have µ (E) µ (B) µ (A n ) < µ (E) + 1/n. Since n is arbitrary, we must have µ (B) = µ (E). Since E B, B is the disjoint union of E and B \ E. These three sets are in M, so we can use the additivity of µ on M to get µ (B) = µ (E) + µ (B \ E). All three terms are finite and µ (E) = µ (B), so simple algebra shows µ (B \ E) = 0. For the second part of the proof, suppose that E X and there is a set B A σδ so that E B and µ (B \ E) = 0. As remarked above, A σδ M so B is measurable. We showed in class that if F X and µ (F ) = 0, then F is µ -measurable. Thus, in the present situation, B \ E is measurable. But E = B\(B\E) (check!). Since M is closed under taking set differences, we conclude that E is measurable. This completes the proof. c. If µ 0 is σ-finite, the restriction µ (E) < in (b) is superfluous. First suppose that E is µ -measurable and µ (E) =. Since µ 0 is σ-finite we can find disjoint sets F j A, j N with µ 0 (F j ) < and X = j=1 F j. Set E j = E F j. Then the sets E j are disjoint, µ (E j ) µ (F j ) = µ 0 (F j ) < and E = j E j. As a first try, we might invoke the previous part of the problem to find sets B j E j with B j A σδ and µ (B j \ E j ) = 0. The next step would be to try to define our desired set B as j B j. Unfortunately, this won t work. Since A σδ is defined to be the collection of countable intersections of sets in A σ, there s no obvious reason why A σδ should be closed under taking countable unions. Thus, we don t know that j B j will be in A σδ. Note, however that A σ is closed under countable unions. If { A i } i=1 A σ, then for each i there is a sequence { A k i A such that But then if A = i A i, we have A = [ i=1 A i = A k i } A k i. ] = (i,k) N N A k i, a countable union of elements of A (check!). Thus, A A σ. 2

5 So, we proceed as follows. For each n N, we invoke part (a) to get a set A n j A σ such that E j A n j and Since A n j µ (A n j ) < µ (E j ) + 1 n2 j. and E j are measurable and have finite measure, this gives us We then define µ (A n j \ E j ) < 1 n2 j. A n = A n j. j=1 As remarked above, A n A σ. Next, we claim that ( ) A n \ E (A n j \ E j ). j=1 To see this, suppose that x A n \ E. Since x A n, there is some j such that x A n j. Since x / E and E j E, x / E j. Thus x A n j \ E j. This completes the proof of the claim. From ( ), we have Now define µ (A n \ E) µ (A n 1 j \ E j ) < n2 j = 1 n. j=1 B = A n. n=1 Then, B A σδ and E B. For every n we have j=1 µ (B \ E) µ (A n \ E) < 1 n, and so µ (B \ E) = 0, which completes the first part of the proof. The proof of the converse implication is the same as in part (b). Problem 2. [Problem 25, page 39] Complete the proof of Theorem Thus, we want to prove that the following conditions on a set E R are equivalent 3

6 a. E M µ b. E = V \ N 1, where V is a G δ set and µ(n 1 ) = 0. c. E = H N 2, where H is an F σ set and µ(n 2 ) = 0. Here µ is a Lebesgue-Stieltjes measure on R and M µ is its domain (the µ - measurable sets, where µ is the outer measure used in the construction of µ). The proof of the implication (a) = (b) is pretty similar to what we did in the last problem. In general, a countable union of G δ sets is not a G δ set. But, we can start with Proposition So, suppose that E M µ. Let { F j } be a sequence of disjoint measurable sets such that R = j F j and µ(f j ) <. We can take the F j s to be bounded intervals, for example. Let E j = E F j, so the E j s are disjoint measurable sets whose union is E and each E j has finite measure. By Proposition 1.18, for each n N and j we can find an open set Uj n such that E j Uj n and µ(u n j ) < µ(e j ) + 1 n2 j. Since U n j = E j (U n j \ E j) (disjoint union), we have µ(u n j ) = µ(e j ) + µ(u n j \ E j ). All the terms in this equation are finite, so we can rearrange the equation to get µ(u n j \ E j ) = µ(u n j ) µ(e j ) < 1 n2 j. Define a set U n by U n = j U n j. Then E U n and U n is open, since any union of open sets is open. We have (check), and so U n \ E j=1 (Uj n \ E j ) j=1 µ(u n \ E) µ(uj n 1 \ E j ) < n2 j = 1 n. j=1 Now we define V = U n, n=1 4

7 so V is a G δ set and V E. For any n, we have µ(v \ E) µ(u n \ E) < 1 n, so we must have µ(v \ E) = 0. We have E = V \ (V \ E) = V \ N 1 where V is a G δ set and N 1 = V \ E is a nullset. This completes the proof that (a) = (b). We next prove that (a) = (c). We ll give a direct proof, which is easier than the proof of (a) = (b). So suppose that E M µ, let { F j } be a partition of R into sets of finite measure and let E j = E F j. Fix j for the moment. For each n N we can apply Proposition 1.18 to get a compact set K n E j such that and so µ(e j ) 1 n < µ(k n) µ(e j \ K n ) < 1 n. Set H j = n K n. Since each K n is closed, H j is an F σ set and H j E j. For each n, so E j \ H j E j \ K n µ(e j \ H j ) µ(e j \ K n ) < 1 n. Thus, we have µ(e j \ H j ) = 0, where H j E j is an F σ set. Thus, we have E j = H j N j where N j = E j \ H j is a nullset. Taking the union over j, we have ( ) ( E = H j N j ). j=1 Since F σ is closed under countable unions (by an argument similar to the last problem), the first set on the right of this equation is an F σ set. Of course a countable union of nullsets is a nullset, so the second set on the right of the last equation is a nullset. This completes the proof of (a) = (c). Next, we prove that (b) = (a). This is pretty easy. Suppose that E = V \ N 1 where V is a G δ set and N 1 is a nullset. Of course a nullset is measurable. We know that M µ contains the Borel sets, and hence the G δ sets. Since the σ-algebra M µ is closed under complements and finite intersections, we conclude that E M µ. j=1 5

8 The proof that (c) = (a) is similar. Suppose E = H N 2 where H is an F σ set and N 2 is a nullset. Then N 2 M µ and H M µ since M µ contains the Borel sets and hence the F σ sets. Since M µ is closed under finite unions, we conclude that E M µ. This completes the proof. Several people observed that once you know (a) = (c), you can use this and de Morgan s laws to prove (a) = (b) (or vice-versa). Perhaps the simplest proof of our Proposition would be to prove (a) = (c) as above, then use de Morgan s laws to get (a) = (b), and then do the reverse implications as above. Problem 3. [Problem 26, page 39] Prove Proposition 1.20 (Use Theorem 1.18.) Thus, we want to prove that if E M µ and µ(e) <, then for every ε > 0 there is a set A that is a finite [disjoint] union of open intervals such that µ(e A) < ε Here µ is a Lebesgue-Stieltjes measure on R. The symbol denotes the symmetric difference of the sets, i.e., E A = (E \ A) (A \ E). Suppose E M µ with µ(e) < and let ε > 0 be given. By Theorem 1.18 we can find an open set U R such that E U and µ(u) < µ(e)+ε. Since U and E have finite measure µ(u\e) = µ(u) µ(e) < ε. Since U is an open subset of R, U can be written as a countable disjoint union of open intervals. Suppose first that the number of intervals is infinite, say U = I k, where each I k is an open interval. We have µ(i k ) = µ(u) <. Since this series converges, there is some n such that ( ) k=n+1 µ(i k ) < ε. We define A by n A = I k. 6

9 If there are only finitely many intervals in U, we can label them as I 1, I 2,..., I n and let I k = for k n + 1. Then we define A = U and ( ) still holds. We now have E \ A U \ A so Thus, µ(e \ A) µ(u \ A) = µ(u) µ(a) n = µ(i k ) µ(i k ) = k=n+1 On the other hand, A \ E U \ E, so µ(i k ) < ε. µ(a \ E) µ(u \ E) < ε. µ(e A) µ(e \ A) + µ(a \ E) < 2ε. Since ε > 0 was arbitrary, the proof is complete. Problem 4. [Problem 28, page 39] Let F be increasing and right continuous, and let µ F be the associated measure. Then µ F ({ a }) = F (a) F (a ), µ F ([a, b)) = F (b ) F (a ), µ F ([a, b]) = F (b) F (a ) and µ F ((a, b)) = F (b ) F (a). Recall that µ F is constructed so that on the algebra of h-intervals it takes the values µ F ((a, b]) = F (b) F (a), and (hence) that µ F is finite on bounded subsets of R. To calculate µ F ({ a }), note that (A) { a } = (a 1/n, a]. n=1 Certainly a is in the right-hand side and any number bigger that a is not. If x < a then x < a 1/n for sufficiently large n, so x is not in the intersection on the right-hand side of (A). The intervals (a 1/n, a] form a decreasing sequence of sets, so by continuity from above (Theorem 1.8d) we have µ F ({ a }) = lim µ F ((a 1/n, a]) = lim [F (a) F (a 1/n)]. n n 7

10 Since F is increasing, Thus, we have lim F (a 1/n) = lim F (x) = sup { F (x) x < a } = F (a ). n x a (B) µ F ({ a }) = F (a) F (a ). Next, consider µ F ([a, b]). We have [a, b] = { a } (a, b] (disjoint union), so µ F ([a, b]) = µ F ({ a }) + µ F ((a, b]) = F (a) F (a ) + F (b) F (a) = F (b) F (a ) so (C) µ F ([a, b]) = F (b) F (a ) Next, consider µ F ((a, b)), where we have to allow a and/or b to be infinity. If b is infinity, then (a, ) is an h-interval and the definition of µ F gives The proposed formula µ F ((a, )) = F ( ) F (a). (D) µ F ((a, b)) = F (b ) F (a) is correct because F ( ) = lim x F (x). If a = and b = then (a, b) = (, ) is an h-interval and the definition of µ F gives µ F ((, )) = F ( ) F ( ), which fits into formula (D) again. If both a and b are finite, we have (a, b) = (a, b] \ { b }, so µ F ((a, b)) = µ F ((a, b]) µ F ({ b }) = F (b) F (a) [F (b) F (b )] = F (b ) F (a), so (D) holds. Finally, consider intervals of the form [a, b), where b might be infinity. We can write [a, b) = { a } (a, b) (disjoint union) so µ F ([a, b)) = µ F ({ a }) + µ F (a, b) = F (a) F (a ) + F (b ) F (a) = F (b ) F (a ), Note that this is valid if F (b ) = F ( ) =. Problem 5. [Problem 29, page 39] Let E be a Lebesgue measurable set. 8

11 a. If E N, where N is the nonmeasurable set described in Section 1.1, then m(e) = 0. Recall the construction in Section 1.1. We define an equivalence relation on [0, 1) by x y if x y Q. We let N be a set that contains exactly one element from each equivalence class (using the Axiom of Choice). Set R = Q [0, 1). For any set S [0, 1) and r in R we define S r = { x + r x S [0, 1 r) } { x + r 1 x S [1 r, 1) }. We can then argue that if S is measurable, m(s r ) = m(s), using the translation invariance of Lebesgue measure. We also argued that [0, 1) = N r, (disjoint union). r R If N was measurable, we would have 1 = m([0, 1)) = m(n), n=1 which is impossible since the right-hand side can only be 0 or. For the first part of the present problem, we want to show that if E N is Lebesgue measurable, then m(e) = 0. Well, for each r R we have E r N r, as defined above. Since the sets N r are pairwise disjoint, F = r R is a countable disjoint union of measurable sets contained in [0, 1). Thus, we have 1 m(f ) = m(e r ) = m(e). r R If m(e) > 0, the sum on the right would be, so we must have m(e) = 0. b. If m(e) > 0, then E contains a non-measurable set. (It suffices to assume that E [0, 1). In the notation of Section 1.1, E = r R E N r.) E r Briefly, if E R and m(e) > 0, we can write i=1 E = E [n, n + 1), n= (disjoint union). 9

12 Since m(e) > 0, at least one of the sets E [n, n + 1) must have nonzero measure. Select one such set F = E [n, n + 1). If F contains a nonmeasurable set, so does E. The set F n is contained in [0, 1) and has the same measure as F. If we prove that every subset of [0, 1) of nonzero measure contains a nonmeasurable set, then F n will contain a non-measurable set A. But then A + n F is nonmeasurable (if A + n was measurable, so would be (A + n) n = A). Thus, it will suffice to consider the case where E [0, 1) and m(e) > 0. First, observe that the process we ve defined above that sends S to S r is invertible. Indeed, S 0 = S and for t (0, 1) we define ϕ t : [0, 1) [0, 1) by { x + t, x [0, 1 t) ϕ t (x) = x + t 1, x [1 t, 1). Then S t = ϕ t (S). It is easy to check that ϕ t ([0, 1 t)) = [t, 1) and ϕ t ([1 t, 1)) = [0, t). It is then easy to check that the inverse of ϕ t is ϕ 1 t. Thus (S t ) 1 t = S. From the first part of the problem, we can conclude that if F is measurable and F N r for some r then m(f ) = 0. To see this, note that if F N r then F 1 r N. As we ve argued before, F 1 r is measurable and m(f 1 r ) = m(f ). From the first part of the problem, m(f 1 r ) = 0, so we conclude that m(f ) = 0. Now suppose that E [0, 1) and m(e) > 0. The interval [0, 1) is the disjoint union of the sets N r for r R, so E is the disjoint union of the sets E N r. If all of the sets E N r were measurable, we would have m(e) = r R m(e N r ) = r R 0 = 0, which contradicts the assumption that m(e) > 0. Thus at least one of the sets E N r must be nonmeasurable and we conclude that E contains a nonmeasurable set. Before going into the problems on Page 48ff. of the book, lets recall some of the definitions involved. Let (X, M) be a measurable space, so M P(X) is a σ-algebra. If A X, we can define a σ-algebra M A P(A) by (0.1) M A = { E A E M }. If A itself is in M, we have M A = { E E A, E M }. 10

13 If (Y, N ) is a measurable space and f : X Y, we say that f is measurable on A X if f A : A Y (the restriction of f to A) is measurable for the σ-algebra M A, which means that (f A ) 1 (N) = f 1 (N) A M A for all N N. If A M, then f is measurable on A iff f 1 (N) A M for all N N. Clearly, if f is a measurable function X Y, then f is measurable on every subset of A of X since, in this case, f 1 (N) A M A for all N, because f 1 (N) M. The following proposition is pretty easy, but useful. Proposition 0.1. Let (X, M) and (Y, N ) be measurable spaces and let f : X Y be a function. Let { E α } α A be a countable (finite or infinite) collection of measurable subsets of X such that X = E α. α A Then, f is measurable if and only if f is measurable on each E α, i.e., f is measurable if and only if for each N N, f 1 (N) E α M for all α A. Proof. If f is measurable, then f 1 (N) M for all N N. Since each E α M, we have f 1 (N) E α M. Conversely, suppose that for each N N, f 1 (N) E α is measurable for all α. Then f 1 (N) = f 1 (N) E α α A is a countable union of sets in M, so f 1 (N) M. Thus, f is measurable. Problem 6. [Problem 1, page 48] Let (X, M) be a measurable space. Let f : X R and Y = f 1 (R). Then f is measurable iff f 1 ({ }) M, f 1 ({ }) M and f is measurable on Y. Suppose first that f is measurable. Then f is measurable on Y, as discussed above. The sets { } and { } are closed sets, hence Borel sets, in R, so f 1 ({ }) and f 1 ({ }) are measurable. For the second part of proof suppose f 1 ({ }) and f 1 ({ }) are measurable and f is measurable on Y. The sets f 1 ({ }), f 1 ({ }) and Y form a partition of X. Since f 1 ({ }) and f 1 ({ }) are measurable, Y = X \ (f 1 ({ }) f 1 ({ })) is measurable. To show f is measurable it will suffice to show it is measurable on the three sets in our partition. Of course, f is measurable on Y by assumption. On the set f 1 ({ }), f is constant and a constant function is always measurable. Similarly, f is constant, and hence measurable, on f 1 ({ }). This completes the proof. 11

14 Problem 7. [Problem 2, page 48] Let (X, M) be a measurable space. Suppose that f, g : X R are measurable. a. fg is measurable (where 0 (± ) = 0). We ll consider two solutions, in slightly different spirits. First Solution. Since f is measurable, we can partition X into the measurable sets F 1 = f 1 ( ), F 2 = f 1 ((, 0)), F 3 = f 1 (0), F 4 = f 1 ((0, )) and F 5 = f 1 ( ). (f 1 (a) is the same thing as f 1 ({ a }).) We have a similar partition G 1 = g 1 ( ), G 2 = g 1 ((, 0)), G 3 = g 1 (0), G 4 = g 1 ((0, )), G 5 = g 1 ( ) for g. Taking pairwise intersections, we get a partition of X into the 25 measurable sets (don t panic!) F i G j. To show fg is measurable it will suffice to prove that fg is measurable on each of the sets F i G j. Observe that fg is constant on the set F 1 G 1 = f 1 ( ) g 1 ( ). Indeed fg is constant on all of the sets F 1 G j, j = 1,..., 5. Similarly, fg is constant on F 5 G j, j = 1,..., 5 and F i G 1, i = 1,... 5 and F i G 5, i = 1,..., 5. This leaves the nine sets F i G j, i, j = 2, 3, 4 to consider. But the union of these sets is S = f 1 (R) g 1 (R). Of course, f and g are real valued on S and so fg is measurable on S by Proposition 2.6 (p. 45). This completes the solution. Second Solution We try to follow the proof of Proposition 2.6 on page 45 of the book. Thus, we define F : X R R by F (x) = (f(x), g(x)). As discussed in the book, this is measurable. Next we define ψ : R R R by ψ(x, y) = xy (with the 0 (± ) = 0 convention). Note that ψ is not continuous at the four points (0, ± ), (±, 0). Nonetheless, we claim that ψ is Borel measurable. To see this, define A R R by A = { (0, ), (0, ), (, 0), (, 0) }. This is a closed subset of R R, hence a Borel subset. Thus, B = R R \ A is Borel. Recall from our discussion in class that if Z is a metric space, and W is a Borel subset of Z, (B Z ) W = { E W E B Z } = B W. Thus, the principal of the Proposition we proved above applies: If Z is the union of two Borel sets V and W then f : Z R is Borel measurable if and only if f is Borel measurable on V and W. 12

15 Thus, in order to show that ψ is Borel measurable, it will suffice to show it is Borel measurable on A and B. On A, ψ is constant (with value 0) and so Borel measurable. On B, ψ is continuous, and hence Borel measurable. This proves the claim that ψ is Borel measurable. To complete the solution, let h = fg. Then h = ψ F. Let B R be a Borel set. Since ψ is Borel measurable, ψ 1 (B) is Borel in R R. Since F is measurable, F 1 (ψ 1 (B)) M. Thus, h 1 (B) = (ψ F ) 1 (B) = F 1 (ψ 1 (B)) M, which shows that h is measurable. b. Fix a R and define h(x) = a if f(x) = g(x) = ± and h(x) = f(x)+g(x) otherwise. Then h is measurable. First Solution. We can partition X into the measurable sets (A.1) (A.2) (A.3) (A.4) (A.5) (A.6) (A.7) (A.8) (A.9) f 1 ( ) g 1 ( ) f 1 ( ) g 1 (R) f 1 ( ) g 1 ( ) f 1 (R) g 1 ( ) f 1 (R) g 1 (R) f 1 (R) g 1 ( ) f 1 ( ) g 1 ( ) f 1 ( ) g 1 (R) f 1 ( ) g 1 ( ) and it will suffice to prove that h is measurable on each of these sets. On the sets (A.3) and (A.7), h is constant, with value a, by our definition. On the sets (A.1), (A.2), (A.4), (A.6), (A.8), and (A.9), h is constant (with value either ± ). Finally, on the set f 1 (R) g 1 (R) in (A.5), both f and g are real valued and h coincides with f + g, which is measurable by Proposition 2.6. This completes the solution. Second Solution. As in the first part of the problem, define F : X R R by F (x) = (f(x), g(x)). As discussed in the book, this is measurable. Let A R be defined by A = { (, ), (, ) }, 13

16 which is closed, and hence Borel, in R R. Let B = R R \ A, which is also Borel. Define ψ : R R R by { a, (x, y) A ψ(x, y) = x + y, (x, y) B. This function is not continuous at the points in A, but it is nonetheless Borel measurable. Of course, ψ is continuous, hence Borel measurable, on B, and ψ is constant, hence Borel measurable, on A. Thus, ψ is Borel measurable on R R. Since ψ is Borel measurable, ψ F is measurable (as discussed in the solution of the first part of the problem), but h = ψ F, so the proof is complete. Problem 8. [Problem 3, page 48] Let (X, M) be a measurable space. If { f n } is a sequence of measurable functions on X, then { x lim f n exists } is a measurable set. The problem is not stated very well, since it leaves some ambiguity about where the values of the f n s are supposed to be. Going by the previous problems, I d say we should consider functions with values in R. Define E = { x lim f n exists }. By Proposition 2.7, the functions g, h: X R defined by are measurable and, of course, g(x) = lim inf f n(x) n h(x) = lim sup f n (x) n E = { x X g(x) = h(x) }, so it will suffice to prove that the set where these two measurable functions are equal is measurable. For a first attempt, one could try to define ϕ(x) = h(x) g(x), claim that ϕ is measurable and observe that E = ϕ 1 (0). It s not quite that easy, since there may be points where h(x) g(x) is undefined, e.g., if h(x) = g(x) =. We can take care of this in the spirit of some previous solutions. We can 14

17 partition X into the following measurable sets (A.1) (A.2) (A.3) (A.4) (A.5) (A.6) (A.7) (A.8) (A.9) S 1 = g 1 ( ) h 1 ( ) S 2 = g 1 ( ) h 1 (R) S 3 = g 1 ( ) h 1 ( ) S 4 = g 1 (R) h 1 ( ) S 5 = g 1 (R) h 1 (R) S 6 = g 1 (R) h 1 ( ) S 7 = g 1 ( ) H 1 ( ) S 8 = g 1 ( ) h 1 (R) S 9 = g 1 ( ) h 1 ( ) It will suffice to show that E S j is measurable for j = 1,..., 9 (since then E is a finite union of measurable sets). In case (A.1), we have E S 1 = S 1, which is measurable. In case (A.2), E S 2 =, since g(x) h(x) for all x S 2. In case (A.3), E S 3 =. In case (A.4), E S 4 =. In case (A.5), both g and h are real-valued on S 5, so E S 5 = (h g) 1 (0), which is measurable, since h g is measurable on S 5 by Proposition 2.6. In case (A.6), E S 6 =. In case (A.7), E S 7 =. In case (A.8), E S 8 =. Finally, in case (A.9), E S 9 = S 9, which is measurable. This completes the solution. Alternate Solution. Just for fun, here s another way to do it. Since g h, X is the disjoint union of E = { x g(x) = h(x) } and F = { x g(x) < h(x) }. Since the complement of a measurable set is measurable, it will suffice to show that F is measurable. We claim ( ) F = r Q { x g(x) < r } { x r < h(x) }. To see this, suppose first that p F. Then g(p) < h(p) so there is some rational s so that g(p) < s < h(p). But then p { x g(x) < s } { x s < h(x) }, which is one of the sets in the union in ( ). Conversely, if p is in the union in ( ), then there is some r Q so that p { x g(x) < r } { x r < h(x) }. 15

18 But then g(p) < r and r < h(p), so g(p) < h(p), i.e., p F. This completes the proof of the claim. Of course, each of the sets { x g(x) < r } { x r < h(x) } = g 1 ([, r)) h 1 ((r, ]) is measurable, so ( ) shows that F is a countable union of mensurable sets, hence measurable. Problem 9. [Problem 4, page 48] Let (X, M) be a measurable space. If f : X R and f 1 ((r, ]) M for each r Q, then f is measurable. As remarked in the book on page 45, the Borel algebra B R of R is generated by the rays (a, ] for a R. Hence, to show f is measurable, it will suffice to show that f 1 ((a, ]) is measurable for each a R. To do this, let a R be fixed but arbitrary. Since the rationals are dense in R, we can find a sequence of rationals { r n } that decrease to a, i.e., r n a and the r n s form a decreasing sequence. We claim that ( ) (a, ] = (r n, ]. n=1 To see this, first suppose x (a, ]. Then x > a and we can find an open interval U around a that does not contain x. Since r n a, there is some N such that r n U for n N. But then r n < x, so x (r n, ], for n N. Thus, x is in the union on the right hand side of ( ). Conversely, if x is in the union in ( ), then x (r n, ] for some n. But then a < r n < x, so x (a, ]. This completes the proof of the claim. From ( ), we conclude that f 1 ((a, ]) = f 1 ((r n, ]). n=1 Since r n is rational, f 1 ((r n, ]) is measurable by our hypothesis. Thus, f 1 ((a, ]) is a countable union of measurable sets, and so is measurable. This completes the proof. Problem 10. [Problem 9, page 48] Let f : [0, 1] [0, 1] be the Cantor function and let g(x) = f(x) + x. 16

19 a. g is a bijection from [0, 1] to [0, 2] and h = g 1 is continuous from [0, 2] to [0, 1]. Since the Cantor function is continuous, g is continuous. Recall that the Cantor function is nondecreasing, i.e., if x < y then f(x) f(y). But then if x < y, g(x) = f(x) + x < f(y) + y = g(y). Thus, g is strictly increasing and hence one-to-one. Since f(0) = 0 and f(1) = 1, we have g(0) = 0 and g(1) = 2. If x [0, 1], 0 = g(0) < g(x) < g(1) = 2, so g maps [0, 1] into [0, 2]. By the intermediate value theorem, every point in [0, 2] is in the image of g. Thus, g is a bijection from [0, 1] to [0, 2]. The fact that h = g 1 is continuous is a general fact about strictly monotone functions that follows from the intermediate value theorem. For completeness, we ll give a proof here, but you should probably skip it on a first reading. Lemma 0.2. Let f : I R be a continuous strictly increasing function, where I R is an interval. Then the image of an interval J I is an interval of the same type (i.e., open, closed, etc.) In particular, f(i) is an interval of the same type as I. Proof of Lemma. Let (a, b) I be an open interval. If x (a, b) then a < x < b and f(a) < f(x) < f(b), since f is strictly increasing. Thus, f((a, b)) (f(a), f(b)). On the other hand, if y (f(a), f(b)) then there is an x (a, b) such that f(x) = y, by the intermediate value theorem. Thus, f maps the open interval (a, b) onto the open interval (f(a), f(b)). Suppose that [a, b) I is a half-open interval. By the previous part of the proof (a, b) gets mapped onto (f(a), f(b)), and a certainly gets mapped onto f(a). Thus, f maps [a, b) onto [f(a), f(b)). The other types of intervals are dealt with in a similar fashion. Proposition 0.3. Let f : I R be a continuous strictly increasing function, where I R is an interval, and let J = f(i). Then the inverse function f 1 : J I is continuous. Proof. We need to show that if U I is open relative to I, then (f 1 ) 1 (U) = f(u) is open relative to J. Every open set in J can be written as a union of bounded relatively open intervals, and the bijection f preserves unions, so it will suffice to show that the image of a bounded relatively open interval is open in J. If (a, b) I, then (a, b) is open relative to I, and f((a, b)) = (f(a), f(b)) (by the lemma) which is open relative to J. If I has a lower endpoint, call it a, then intervals of the form [a, b) I are open relative to I. By the lemma, 17

20 f(a) is the lower endpoint of J, and f([a, b)) = [f(a), f(b)), which is open relative to J. The case where I has an upper endpoint is dealt with similarly. There are similar results (with the obvious modifications) for strictly decreasing functions. b. If C is the Cantor set, m(g(c)) = 1. Recall that A = [0, 1] \ C is the union of a countably infinite collection of disjoint open intervals { I k } such that m([0, 1] \ C) = m(i k ) = 1 (which is why C has measure zero). Also recall that the Cantor function is defined to be constant on each of the closed intervals I k. If I k = (a k, b k ), then Cantor function f takes some constant value α on [a k, b k ]. Then we have g((a k, b k )) = (g(a k ), g(b k )) = (a k + f(a k ), b k + f(b k )) = (a k + α, b k + α), which is an interval of the same length as I k. Thus, m(g(a)) = m(g(i k )) = m(i k ) = 1. Since [0, 1] = A C (disjoint union), we have and so [0, 2] = g([0, 1]) = g(a) g(c), (disjoint union) 2 = m([0, 2]) = m(g(a)) + m(g(c)) = 1 + m(g(c)), from which we conclude that m(g(c)) = 1. c. By Exercise 29 of Chapter 1, g(c) contains a Lebesgue nonmeasurable set A. Let B = g 1 (A). Then B is Lebesgue measurable but not Borel. Since A g(c), we have B = g 1 (A) C. Thus, B is a subset of the Lebesgue nullset C, and so is Lebesgue measurable (since Lebesgue measure is complete). On the other hand, if B was Borel, so would be g(b) = (g 1 ) 1 (B), since g 1 is continuous. But g(b) = A and A is not Lebesgue measurable, let alone Borel. Thus, B is not Borel. 18

21 d. There exists a Lebesgue measurable function F and a continuous function G on R so that F G is not Lebesgue measurable. Let the sets A [0, 2] and B C [0, 1] be as in the last part of the problem. Let F = χ B, which is Lebesgue measurable since B is Lebesgue measurable and let G: [0, 2] [0, 1] be g 1, which is continuous. The function F G: [0, 2] R takes only the values 0 and 1 and 1 = (F G)(x) 1 = (χ B g 1 )(x) 1 = χ B (g 1 (x)) g 1 (x) B x g(b) = A 1 = χ A (x) Thus, F G = χ A, which is not Lebesgue measurable, since the set A is nonmeasurable. Actually, this example doesn t quite fulfill the requirements of the problem, since G is defined only on [0, 2], not all of R. To fix this, extend the Cantor function f from [0, 1] to R by defining f(x) = 0 for x < 0 and f(x) = 1 for x > 1. Then define g on R by g(x) = f(x) + x. Now g is a strictly increasing function R R, so g 1 : R R is continuous. On [0, 1] this g agrees with our old g, so the above example will work with G = g 1 : R R and F = χ B (defined on all of R). 19

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