Math 641 Lecture #15

¶2.20,2.24
Definition. The translate of a subset E of Rk by an x ∈ Rk is the set
E + x = {y + x : y ∈ E}.

Theorem (2.20). There exists a complete positive measure m defined on a σ-algebra

M in Rk with the following properties.
(a) m(W ) = vol(W ) for every k-cell W .
(b) M contains all Borel sets in Rk ; more precisely, E ∈ M if and only if there are sets
A and B in Rk such that A ⊂ E ⊂ B with A an Fσ and B a Gδ , and m(B − A) = 0.
Also m is regular.
(c) m is translation invariant, i.e.,

m(E + x) = m(E) for all E ∈ M.

(d) If µ is any positive translation invariant Borel measure on Rk such that µ(K) < ∞
for all compact K ⊂ Rk , then there is a constant c such that µ(E) = cm(E) for all Borel
sets E ⊂ Rk .
(e) To every linear transformation T : Rk → Rk corresponds a number ∆(T ) such that

m(T (E)) = ∆(T )m(E)

for every E ∈ M. In particular, m(T (E)) = m(E) when T is a rotation.

Definitions. The members of M are the Lebesgue measurable sets of Rk and m is
the Lebesgue measure on Rk .
Proof (of Theorem 2.20). We will construct the Riemann integral for f ∈ Cc (Rk ) as
the positive linear functional on Cc (Rk ), without relying on theorems from multivariate
calculus, and then apply the Riesz Representation Theorem.
For any complex-valued f ∈ Cc (Rk ), define
X
Λn f = 2−nk f (x), n = 1, 2, 3, . . . .
x∈Pn

[Recall that Pn consists of those points x ∈ Rk whose coordinates are integer multiples
of 2−n .]
Now suppose that f is real, and take W an open k-cell for which supp(f ) ⊂ W .
Recall (Property (d) in Lecture #14) that the open set W is a countable union of disjoint
boxes belonging to Ω1 ∪ Ω2 ∪ Ω3 ∪ · · ·.
[Recall that Ωn is the collection of all 2−n boxes with corners at the points of Pn .]
Since supp(f ) is compact, the function f is uniformly continuous on supp(f ).
Thus, for  > 0, there are thus functions g and h with supp(g) ⊂ W and supp(h) ⊂ W
and an integer N > 0 such that
 (i) g and h are constant on each box belonging to ΩN ,
(ii) g ≤ f ≤ h, and
(iii) h − g < .
[Recall Property (c) from Lecture #14: if Q ∈ Ωr , then vol(Q) = 2−rk ; and if n > r,
then the set Pn has exactly 2(n−r)k points in Q.]
By Property (c), if n > N , then
X
ΛN g = 2−N k g(x)
x∈PN
X
= 2−nk g(x) [g is constant on each box in ΩN ]
x∈Pn

= Λn g
≤ Λn f
≤ Λn h [g ≤ f ≤ h]
= ΛN h [same as above].
Since h − g <  on W , h = g = 0 on W c , and ΛN is a linear functional, we have
0 ≤ ΛN h − ΛN g = ΛN (h − g) ≤  vol(W ).
With  > 0 arbitrary, we have proved the existence a positive linear functional
Λf = lim Λn f
n→∞

on Cc (Rk ), which is the Riemann integral of f .

By Theorem 2.14 (the Riesz Representation Theorem for Positive Linear Functionals on
Cc (X) for LCH X spaces), Corollary B (in Lecture #11, or Theorem 2.17 (b) in Rudin),
and Theorem 2.17 (b) (in these notes, or Theorem 2.17 (c) in Rudin) there is a σ-algebra
M and a complete, regular, positive measure m on M for which m(K) < ∞ for all
compact sets K ∈ Rk , and
Z
Λf = f dm, for all f ∈ Cc (Rk ).
Rk

This gives part (b) of the theorem.

Now to prove part (a).
Let W = {x ∈ Rk : αi < ξi < βi , 1 ≤ i ≤ k}, an open k-cell.
Let Er be the union of those boxes belonging to Ωr whose closures lie in W .
By Urysohn’s Lemma there is an fr ∈ Cc (Rk ) so that Ēr ≺ fr ≺ W .
Set gr = max{f1 , . . . , fr }.
The construction of Λ shows that
vol(Er ) ≤ Λfr ≤ Λgr ≤ vol(W ).
As r → ∞, we have vol(Er ) → vol(W ), and so

vol(W ) = lim vol(Er ) ≤ lim Λgr ≤ vol(W ).

r→∞ r→∞

Hence
vol(W ) = lim Λgr .
r→∞

Since gr (x) → χW (x) monotonically for all x ∈ Rk , LMCT implies that

Z Z Z
lim Λgr = lim gr dm = lim gr dm = χW dm = m(W ).
r→∞ r→∞ Rk Rk r→∞ Rk

Thus for an open k-cell W we have

m(W ) = vol(W ).

Since any k-cell is the decreasing sequence of open k-cells, we obtain (a) by the continuity
of µ (a.k.a. Theorem 1.19 (e)), where the µ value of the first open k-cell in the decreasing
sequence (it being contained in its closure which is compact) is finite.
The proofs of (c), (d), and (e) will use the following claim.
If λ is a positive Borel measure on Rk and λ(E) = m(E) for all boxes E, then the same
equality holds for all Borel sets.
Now every compact K ⊂ Rk has a finite cover by boxes E1 , . . . , Em with m(Ei ) < ∞, so
that λ(Ei ) = m(Ei ) implies that λ(K) < ∞.
By Theorem 2.18, the Borel measure λ is regular.
Since every open set is the countable union of disjoints sets in Ω1 ∪ Ω2 ∪ Ω3 ∪ · · · (Property
(d)), the (outer) regularity of m and λ imply that λ(E) = m(E) for all Borel sets E.
To prove (c), let x ∈ Rk , and define λ(E) = m(E + x).
Clearly λ is a positive measure, and by (a), we have λ(E) = vol(E) = m(E) for all boxes
E.
Hence m(E + x) = m(E) for all Borel sets E.
This holds for all E ∈ M by part (b).
To prove (d), suppose that µ is a positive translation invariant Borel measure on Rk such
that µ(K) < ∞ for every compact K.
Let Q0 be a 1-box and set c = µ(Q0 ).
Since Q0 is the union of 2nk disjoint 2−n boxes that are translates of each other and since
m(Q0 ) = 1, then for every 2−n box Q we have

2nk µ(Q) = µ(Q0 ) = cm(Q0 ) = c2nk m(Q).

Thus µ(Q) = cm(Q) for any 2−n box Q.

The claim implies that µ(E) = cm(E) for every Borel set E.
This proves (d).
To prove (e), let T : Rk → Rk be linear.
If the range of T is a subspace Y of lower dimension, then m(Y ) = 0, and the desired
conclusion holds with ∆(T ) = 0.
[It is a homework problem Ch. 2 #16 to show that m(Y ) = 0 when Y is proper subspace
of Rk .]
When the range of T is all of Rk , then T is 1-1 and its inverse T −1 is linear.
Thus T is a homeomorphism of Rk , so that T (E) is a Borel set when E is a Borel set.
Define a positive Borel measure µ on Rk by


µ(E) = m T (E) , E ∈ BRk .

We have µ(K) < ∞ for all compact K because T (K) is compact (T is a homeomorphism)
and m(T (K)) < ∞ for all compact K.
The linearity of T and the translation invariance of m give the translation invariance of
µ:



µ(E + x) = m T (E + x) = m T (E) + T x = m T (E) = µ(E).
By part (d) there is a constant ∆(T ) such that µ(E) = ∆(T )m(E), and so

m(T (E)) = ∆(T )m(E)

for all Borel sets, and extends to all E ∈ M by part (b).

To find ∆(T ) we just need to know m(T (E))/m(E) for one set E with 0 < m(E) < ∞,
say open unit ball.
[By Linear Algebra, we have ∆(T ) = |det(T )|. See Paragraph 2.23 in Rudin.]
When T is a rotation and E is the open unit ball, then T (E) = E and ∆(T ) = 1. 
Continuity Properties of Measurable Functions
In the following two results, assume that µ is a measure on a σ-algebra M in a LCH
space X where µ and M have the properties stated in Theorems 2.14.
Lusin’s Theorem (2.24) If f is a complex measurable function on X such that f (x) = 0
for x ∈ Ac with µ(A) < ∞, then for  > 0 there is a g ∈ Cc (X) such that


µ {x : f (x) 6= g(x)} < .

Furthermore, the function g can be chosen so that is satisfies

sup |g(x)| ≤ sup |f (x)|.

x∈X x∈X

Proof. First assume that 0 ≤ f < 1 and that A is compact (so that µ(A) < ∞ by
Theorem 2.14).
As in the proof of Theorem 1.17, there is a sequence of simple measurable functions {sn }
that converge pointwise to f .
Recall that sn = ϕn ◦ f where
n2 n −1
X
ϕn (t) = k2−n χ[k2−n ,(k+1)2−n ) (t) + nχ[n,∞] (t).
k=0

Since 0 ≤ f < 1, it follows that

s1 (x) = 2−1 χ[2−1 ,1) (f (x)) = 2−1 χ{x:2−1 ≤f (x)<1} (x),

3
X 3
X
−2
s2 (x) = k2 χ[k2−2 ,(k+1)2−2 ) (f (x)) = k2−2 χ{x:k2−2 ≤f (x)<(k+1)2−2 } (x),
k=1 k=1
X7 X7
s3 (x) = k2−3 χ[k2−3 ,(k+1)2−3 ) (f (x)) = k2−3 χ{x:k2−3 ≤f (x)<(k+1)2−3 } (x).
k=1 k=1

and in general for n ≥ 2,

n −1
2X n −1
2X
−n
sn (x) = k2 χ[k2−n ,(k+1)2−n ) (f (x)) = k2−n χ{x:k2−n ≤f (x)<(k+1)2−n } (x).
k=1 k=1

Set t1 = s1 , and for n = 2, 3, 4, . . . , set

n−1
2X
tn = sn − sn−1 = 2−n χ{x:(2k−1)2−n ≤f (x)<2k2−n } (x).
k=1

n−1
Then 2n tn = χTn for the measurable set Tn = ∪k=1
2
{x : (2k − 1)2−n ≤ f (x) < 2k2−n } ⊂
A, and
∞
X
f (x) = lim sn = tn (x), x ∈ X.
n→∞
n=1

Fix an open set V such that A ⊂ V and V is compact.

For  > 0 there are compact sets Kn and open sets Vn such that Kn ⊂ Tn ⊂ Vn ⊂ V and
µ(Vn − Kn ) < 2−n . (See Appendix for details.)
By Urysohn’s Lemma there are functions hn such that Kn ≺ hn ≺ Vn .
Define ∞
X
g(x) = 2−n hn (x), x ∈ X.
n=1

This series converges uniformly on X (by virtue of 2−n ) so that g is continuous with the
support of g lying in V .
Since 2−n hn (x) = tn (x) except in Vn − Kn , we have g(x) = f (x) except in ∪∞
n=1 (Vn − Kn ).

P∞ −n
But µ ∪∞
n=1 (Vn − Kn ) ≤ n=1 2  = , so that


µ {x : f (x) 6= g(x)} < 

when A is compact and 0 ≤ f < 1.

This readily extends to when f ≥ 0 is a bounded measurable function and A is compact
by taking α = 1 + sup f and replacing f with α−1 f in the above argument.
By inner regularity of measurable sets with finite measure, the compactness of A is readily
removable as well by taking a compact K subset of A with µ(A − K) as small as needed,
and replacing A with K in the above argument.
Next, if f is a complex measurable function and if Bn = {x : |f (x)| > n}, then µ(B1 ) ≤
µ(A) < ∞ and ∩Bn = ∅, so that µ(Bn ) → 0 by Theorem 1.19(e).
Then, since f = (1 − χBn )f except on Bn , we replace f with (1 − χBn )f in the above
argument.
Finally, let R = sup{|f (x)| : x ∈ X} and define
(
z if |z| ≤ R,
ϕ(z) =
Rz/|z| if |z| > R.

Then ϕ is a continuous mapping of C onto the disc of radius R.

If a continuous g satisfies µ {x : f (x) 6= g(x)} <  then those x where |g(x)| > R belong
already to {x : f (x) 6= g(x)}.


It now follows that the continuous g1 = ϕ ◦ g satisfies µ {x : f (x) 6= g1 (x)} <  and
sup |g1 | ≤ sup |f |. 
Corollary. Assume the hypotheses of Lusin’s Theorem are satisfied and that |f | ≤ 1.
Then there is a sequence {gn } ⊂ Cc (X) such that |gn | ≤ 1 and

f (x) = lim gn (x), a.e.[µ] x ∈ X.

n→∞

Proof. By Lusin’s Theorem there is for each n ∈ N a gn ∈ Cc (X) with |gn | ≤ 1 and

µ {x : f (x) 6= gn (x)} < 2−n .

For En = {x : f (x) 6= gn (x)} we have

∞
X ∞
X
µ(En ) ≤ 2−n = 1.
n=1 n=1

By Theorem 1.41, almost all x ∈ X lie in at most finitely many of the En ’s.
For any such x, it follows that f (x) = gn (x) for all large enough n.
Thus f (x) = lim gn (x) a.e.[µ]. 
Appendix. Let  > 0. Since A ⊂ V with V compact, property (b) of Theorem 2.14
implies that µ(V ) < ∞. Since Tn ⊂ A with µ(A) < ∞, the set Tn is inner regular. So
there exists a compact Kn ⊂ Tn such that

µ(Tn ) − 2−(n+1)  < µ(Kn ).

Rewriting this gives

−µ(Kn ) < −µ(Tn ) + 2−(n+1) .
On the other hand Tn is outer regular by property (c) of Theorem 2.14, and so there is
an open V̂n ⊃ Tn such that

µ(V̂n ) < µ(Tn ) + 2−(n+1) .

Since Tn ⊂ A ⊂ V and Tn ⊂ V̂n , the set Vn = V̂n ∩ V contains Tn and satisfies

µ(Vn ) ≤ µ(V̂n ) < µ(Tn ) + 2−(n+1) .

Since Vn = (Vn − Kn ) ∪ Kn disjointly, we have µ(Vn ) = µ(Vn − Kn ) + µ(Kn ), so that

µ(Vn − Kn ) = µ(Vn ) − µ(Kn )

< µ(Tn ) + 2−(n+1)  − µ(Kn )
< µ(Tn ) + 2−(n+1)  − µ(Tn ) + 2−(n+1) 
= 2n .

Thus we have the existence of Kn ⊂ Tn ⊂ Vn ⊂ V with µ(Vn − Kn ) < 2n .