MATH6280 A - Measure Theory

Midterm Examination
November 3, 2016

(1) Let (X, M, µ) be a measure space and A1 , A2 , . . . be a countable collection

+
of sets in M with the propertyP∞ that for every S∞distinct i, j ∈ N we have
µ(Ai ∩ Aj ) = 0. Show thatP i=1 µ(Ai ) = µ(S i=1 Ai ).
∞ ∞
Solution. The inequality i=1 µ(Ai ) ≥ µ( i=1 Ai ) is true P for any count-
∞
able
S∞ collection of sets from
S M, so it is enough to Pprove i=1 µ(Ai ) ≤
µ( i=1 Ai ). Let N = i6=j Ai ∩ Aj . Then µ(N ) ≤ i6=j µ(Ai ∩ Aj ) = 0.
Now note that the sets A0i = Ai \ N are pairwise disjoint. Clearly,
µ(A0i ) ≤ µ(Ai ) and µ(A0i ) = µ(A0i ) + µ(N ) ≥ µ(Ai ). Thus, µ(Ai ) = µ(A0i )
for every i ∈ N. So by the additivity of µ we get

∞
[ ∞
[ ∞
X ∞
X
µ( Ai ) ≥ µ( A0i ) = µ(A0i ) = µ(Ai ).
i=1 i=1 i=1 i=1

(2) (a) Define the notion of an outer measure!

Solution. If X is a set, an outer measure on X is a function ρ :
P(X) → [0, ∞] with the following properties:
(i) ρ(∅) = 0,
(ii) for every A, B ⊂ X with A ⊂ B, we S have ρ(A) ≤P ρ(B)
∞ ∞
(iii) for every A1 , A2 , · · · ⊂ X we have ρ( i=1 Ai )) ≤ i=1 ρ(Ai ).
(b) Let λ∗ be the outer measure associated P∞ to the Lebesgure measure, i. e.,
∗
for
S∞ A ⊂ R define λ (A) = inf{ i=1 λ(A i ) : Ai are open intervals, A ⊂
i=1 Ai }. Prove that for every A ⊂ R there exists a Gδ set B such
that A ⊂ B and λ∗ (A) = λ∗ (B).
Solution. By the definition of λ∗ for every n ∈ N+ there exists
aS countable collection of open P∞ intervals An1 , An2 , .S
. . such that A ⊂
∞ ∗ 1 ∞
i=1T
n n
Ai and λ (A) + n ≥ i=1 λ(Ai ). Let Bn = i=1 Ani and define
∞
B = n=1 Bn .
Clearly, A ⊂ Bn for each n, so A ⊂ B as well. Thus, by the mono-
tonicity of an outer measure we get λ∗ (A) ≤ λ∗ (B).
On the other hand B ⊂ Bn where P∞ the nlatter set is the union∗ of the
intervals (Ani )∞ ∗
i=1 . So λ (B) ≤ i=1 λ(Ai ) for every n, hence λ (B) ≤
λ∗ (A) + n1 holds for every n, which shows that λ∗ (A) = λ∗ (B).
(3) Let f : R → [0, ∞) be a Borel measurable function and consider the set
S = {(x, y) : 0 ≤ y ≤ f (x)}. Show that
(a) S is BR ⊗ BR Rmeasurable,
(b) (λ × λ)(S) = R f dλ.
Solution.
(a) Since all rectangles with Borel sides are in the σ-algebra BR ⊗ BR and
S ⊂ {(x, y) : y ≥ 0}, it is enough to prove that T = {(x, y) : y ≥ 0} \ S
can be expressed as a countable union of such rectangles. We will show
that T = q∈Q f −1 ([0, q]) × (q, ∞), note that as f is Borel measurable
S

the sets f −1 ([0, q]) are in BR so the sets f −1 ([0, q]) × (q, ∞) are in
BR ⊗ BR .
1
2

Now for every (x, y) with y ≥ 0 we have

(x, y) ∈ T ⇐⇒ (x, y) 6∈ S ⇐⇒ f (x) < y ⇐⇒
there exists a rational number q with f (x) < q < y ⇐⇒
[
(x, y) ∈ f −1 ([0, q]) × (q, ∞),
q∈Q
which shows the desired equality.
(b) By Fubini’s theorem and the measurability of S we get
Z
(λ × λ)(S) = λ(Sx ) dλ(x)
R
but Sx = [0, f (x)] and λ([0, f (x)]) = f (x), so
Z Z
(λ × λ)(S) = λ(Sx ) dλ(x) = f (x) dλ(x).
R R
(4) RLet (X, M, µ) be a measure space, f : X → [0, ∞) be measurable with
X
f dµ < ∞ and ε > 0. Prove that
R there exists a δ > 0 such that for every
B ∈ M with µ(B) < δ we have B fR dµ < ε. R
Solution. By the definition ofR X f dµ = sup{ X φ dµ : 0 ≤ φ ≤
f, φ is a simple function}. Since XR f is finite,
R there exists a simple func-
tion φ with 0 ≤ φ ≤ f such that f dµ < φ dµ + 2ε . Note that so for
every measurable set B we have
Z Z Z Z
ε
(*) f dµ − φ dµ = f − φ dµ ≤ f − φ dµ < ,
B B B X 2
where the first inequality holds because f − φ ≥ 0.
Pnφ is simple and nonnegative, so it can be expressed in the form
i=1 ai χEi for some measurable sets E1 , . . . , En and nonnegative reals
ε
a1 , . . . , an . Let K = 1 + max{ai : 1 ≤ i ≤ n}
R and δ < 2K . If B is an arbi-
ε
trary measurable set with µ(B) < δ then B φ dµ ≤ Kµ(B) < K 2K = 2ε .
Thus, using this and (*) yields
Z Z
ε ε ε
f dµ < φ dµ + < + = ε.
B B 2 2 2