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IMM7003-Complex Analysis and Measure Theory Module V-VI: Dr. S. Padhi

This document provides an introduction to measure theory. It defines key concepts like fields, σ-fields, Borel fields, and measurable sets and functions. It discusses open and closed sets of real numbers. A σ-algebra is a collection of subsets of a set that is closed under complementation and countable unions. The Borel sets are the smallest σ-algebra containing all open sets of real numbers. This introduction lays the groundwork for further developing the concepts of measures, measurable spaces, and extending measures.

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Kaushik Janga
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114 views8 pages

IMM7003-Complex Analysis and Measure Theory Module V-VI: Dr. S. Padhi

This document provides an introduction to measure theory. It defines key concepts like fields, σ-fields, Borel fields, and measurable sets and functions. It discusses open and closed sets of real numbers. A σ-algebra is a collection of subsets of a set that is closed under complementation and countable unions. The Borel sets are the smallest σ-algebra containing all open sets of real numbers. This introduction lays the groundwork for further developing the concepts of measures, measurable spaces, and extending measures.

Uploaded by

Kaushik Janga
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Download as PDF, TXT or read online on Scribd
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Measure Theory

IMM7003-Complex Analysis and Measure Theory


Module V-VI

Dr. S. Padhi

Department of Mathematics,
BIT, Mesra,
Ranchi.

[email protected]

Dr. S. Padhi (Dept. of Maths) Measure Theory 1 / 11


Measure Theory

Module V

In this Module, we shall study the following:


−→Fields
−→σ-field
−→Borel field
−→Measure-Inner and outer measure
−→Measurable sets and measurable functions
−→Measurable space
−→Extension of measures
−→signed measures
−→Jordan-Hahn Decomposition Theorem.

Dr. S. Padhi (Dept. of Maths) Measure Theory 2 / 11


Measure Theory

Open Sets, Closed Sets, and Borel Sets of Real Numbers

Definition: A set O of real numbers is called open provided that for each
x ∈ O, there is a r > 0 for which the interval (x − r , x + r ) is contained in
O.
−→ For a < b, the interval (a, b) is an open set. Indeed, let x ∈ (a, b).
Define r = min{b − x , x − a}. Observe that (x − r , x + r ) is contained in
(a, b). Thus, (a, b) is an open bounded interval and each bounded open
interval is of this form.
−→ For a, b ∈ R, we define

(a, ∞) = {x ∈ R : a < x }, (−∞, b) = {x ∈ R : x < b} and (−∞, ∞) = R.

−→ Observe that these sets forms open intervals. We already have seen in
previous semester that since each set of real numbers has an infimum and
supremum in the set of extended real numbers, then each unbounded open
intervalis of the above form.

Dr. S. Padhi (Dept. of Maths) Measure Theory 3 / 11


Measure Theory Measure Theory

Open Sets, Closed Sets, and Borel Sets of Real Numbers

Proposition-1: The set of real numbers R and empty set φ are open; the
intersection of any finite collection of open sets is open; and the union of
any collection of open sets is open.
−→ We have seen the proof of Proposition-1 in our earlier semester. So
no proof... . You need to travel to your old memory.
−→ It is not true, however, that the intersection of any collection of open
sets is open. We have a beautiful .... burning example. We can see in our
eyes.
Example: For any natural number n, let On be the open interval
(−1/n, 1/n). Then, by the Archimedean Property of R, ∩∞ n=1 On = {0}
and {0} is not an open set.
Proposition-2: Every nonempty open set is the disjoint union of a
countable collection of open intervals.

Dr. S. Padhi (Dept. of Maths) Measure Theory 4 / 11


Measure Theory Measure Theory

Open Sets, Closed Sets, and Borel Sets of Real Numbers


Definition: For a set E of real numbers, a real number x is called a point
of closure of E provided that every open interval that contains x also
contains a point in E. The collection of point of closure of E is called
the closure of E and denoted bt E.
−→ It is clear that we always have E ⊆ E. If E contains all of its points of
closure, that is, E = E, the E is closed.
Proposition-3: For a set of real numbers E, its closure E is closed.
Moreover, E is the smallest closed set that contains E in the sense that if
F is closed and E ⊆ F, then E ⊆ F.
Proposition-4: A set of real numbers is open if and only if its
complements in R is closed.
Remark: Since R − (R − E) = E, it follows from the previous proposition
that a set is closed if and only if its complement is open. Also, the
empty set φ and R are closed; the union of any finite collection of
closed sets is closed; and the intersection of any collection of closed
sets is closed.
Dr. S. Padhi (Dept. of Maths) Measure Theory 5 / 11
Measure Theory Measure Theory

Open Sets, Closed Sets, and Borel Sets of Real Numbers

Some Definitions: A collection of sets {Eλ }λ∈Λ is said to be a cover of a


set E provided that E ⊆ ∪λ∈Λ Eλ . By a subcover of a cover of E we mean
a subcollection of the cover that itself also is a cover of E. If each set Eλ
is a cover is open, we call {Eλ }λ∈Λ an open cover of E.{Eλ }λ∈Λ contains
only a finite number of sets, we call it a finite cover.
We have the following beautiful theorem:
The Heine-Borel Theorem: Let F be a closed and bounded set of real
numbers. Then every open cover of F has a finite subcover.
−→ Since we are in introduction, I am skipping the proof. You can find
the proof in any Real Analysis book.

Dr. S. Padhi (Dept. of Maths) Measure Theory 6 / 11


Measure Theory Measure Theory

Open Sets, Closed Sets, and Borel Sets of Real Numbers

Definition: σ-algebra Given a set X, a collection of A of subsets of X is


a σ-algebra (of subsets of X) provided (i) the empty set φ belongs to A;
(ii) the complement in X of a set in A also belongs to A; (iii) the union of
countable collection of sets in A also belongs to A.
Example-1: Given a set X, the collection {φ, X} is a σ-algebra which has
two members and is contained in every σ-algebra of subsets of X.
Example-2: Another extreme example is the collection of sets 2X which
consists of all subsets of Xand contains every σ-algebra of subsets of X.
Remark: For any σ-algebra A, we infer from De Morgan’s identities that
A is closed with respect to the formation of intersections of countable
collections of sets that belong to A; moreover, since every empty set
belongs to A, A is closed with respect to the formation of finite unions
and finite intersection of sets that belong to A.

Dr. S. Padhi (Dept. of Maths) Measure Theory 7 / 11


Measure Theory Measure Theory

Open Sets, Closed Sets, and Borel Sets of Real Numbers

Proposition-5: Let F be a collection of subsets of a set X. Then the


intersection A of all σ-algebras of subsets of X that contains F is a
σ-algebrathat contains F. Moreover, it is the smallest σ-algebra of subsets
of X that contains F in the sense that any σ-algebra that contains F also
contains A.
Definition: The collection B of Borel sets of real numbers is the smallest
σ-algebra of sets of real numbers that contains all of the open sets of real
numbers.
Remark: Every open set is a Borel set and since a σ-algebra is closed with
respect to the formation of complements, we have the property that every
closed set is a Borel set. Therefore, since each singleton set is closed,
every countable set is a Borel set.

Dr. S. Padhi (Dept. of Maths) Measure Theory 8 / 11

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