HW#1: due Fri, 10/20/2017

The numbering refers to online version of the textbook

Problem 1: Let d 1 be an integer. Prove that

 d
S : = ( a i , bi ] : a i bi

i =1

with the convention ( a, a] := and ( a, ] := { x R : x > a}, is a semialgebra on Rd

with (S) = B(Rd ) with the latter being the Borel sets in Rd .

Problem 2: Given two measurable spaces (1 , F1 ) and (2 , F2 ) and a map f : 1 2 ,

prove the following:
(1) { f 1 ( A) : A F2 } is a -algebra over 1 ,
(2) { A 2 : f 1 ( A) F1 } is a -algebra over 2 .
Use (2) to prove that if A2 generates F2 in the sense that F2 = (A2 ) and f 1 ( A) F1
for each A A2 , then f is F1 /F2 -measurable. Use also (1) to solve the next problem.

Problem 3: E XERCISE 1.3.1, PAGE 14

Problem 4: E XERCISE 1.3.5, PAGE 15

Problem 5: E XERCISE 1.3.6, PAGE 15

Problem 6: E XERCISE 1.3.7, PAGE 15

Problem 7: E XERCISE 1.3.8/1.3.9, PAGE 15

Problem 8: An outer measure ? on is called regular if for each A there

is B (? ) with (? ) denoting the class of ? -measurable sets in the sense of
Caratheodory such that A B and ? ( A) = ? ( B). Assuming ? () < , prove
A (? ) ? () = ? ( A) + ? ( r A)
In other words, for finite regular outer measures, Caratheodory measurability is equiv-
alent to equality of the inner and the outer measure.

Problem 9: E XERCISE 1.4.1, PAGE 20

Problem 10: E XERCISE 1.4.3, PAGE 20

Problem 11: E XERCISE 1.4.4, PAGE 20