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Problem 18: Let E have finite outer measure. Show that there is a Gδ set G ⊇ E with
m(G) = m∗ (E). Show that E is measurable if and only if there is an Fσ set F ⊂ E with
m(F ) = m∗ (E).
Solution: Let n be a positive integer. By the definition of outer measure we may find a
collection of open intervals {Ik,n }∞
k=1 such that
∞
X
l(Ik,n ) < m∗ (E) + 1/n.
k=1
T∞ S∞
Define the Gδ set G = n=1 k=1 Ik,n and note that
∞
[
∗ ∗
m (G) ≤ m ( Ik,n ) < m∗ (E) + 1/n
k=1
Solution: Since E is not measurable, we know by Theorem 11 that there exists an 0 > 0
such that for any open set O containing E we have m∗ (O ∼ E) ≥ 0 . By the definition of
outer measure, we know that there exists
S∞ a countable collection of bounded open intervals
∞
{Ik }k=1 , whose union we denote O ≡ k=1 Ik , such that
1
Problem 20: (Lebesgue) Let E have finite outer measure. Show that E is measurable if
and only if for each open, bounded interval (a, b),
holds for every bounded interval (a, b). Let > 0, since E has finite outer measure we know
that there is a countable collection of bounded open intervals Ik such that
∞
X
m∗ (Ik ) < m∗ (E) + .
k=1
Therefore
m∗ (O ∼ E) < ,
which by Theorem 11 is equivalent to the measurability of E.
Problem 24: Show that is E1 and E2 are measurable, then
Solution: Note that if either E1 or E2 have infinite measure then the inequality trivially
holds. Assume that E1 and E2 have finite measure. Note that we may write E1 ∪ E2 as a
2
disjoint union E1 ∪ E2 = (E1 ∩ E2 ) ∪ (E1 ∼ (E1 ∩ E2 )) ∪ (E2 ∼ (E1 ∩ E2 )). By finite additivity
and excision,
Problem 27: Let M0 be any σ-algebra of subsets of R and m0 a set function on M0 which
takes values in [0, ∞], is countably additive, and such that m0 (∅) = 0.
(i) Show that m0 is finitely additive, monotone, countably monotone, and possesses the
excision property
(ii) Show that m0 possesses the same continuity properties as Lebesgue measure.
Solution:
(i) Finite additivity follows trivially from countable additivity, since we may consider
collections of sets for which only finitely many are non-empty. To prove excision and
monotonicity, suppose A, B ∈ M0 with B ⊆ A. Since we can write A as a disjoint
union A = (A ∼ B) ∪ B. Therefore by finite additivity
m0 (A) = m0 (A ∼ B) + m0 (B).
(ii) The proof is identical to the proof of in the case of Lebesgue, which relies on the
properties of monotonicity, countable additivity, and the excision property.
3
Problem 28: Show that continuity of measure together with finite additivity of measure
implies countable additivity of measure.
Sn
Solution: Let {Ek }∞k=1 be a disjoint collection
S∞of measurable
S∞ sets. Define An = k=1 Ek ,
∞
and note that {An }k=1 is ascending and that k=1 An = k=1 En . Continuity of measure
then implies
∞
! ∞
!
[ [
m Ek = m Ak = lim m(An ).
n→∞
k=1 k=1
Therefore
∞
! ∞
[ X
m Ek = m(Ek ).
k=1 k=1