Measure 2.

Homework and Solutions 2023

Name: NEPTUN code:

Exercise: 1 2 3 4 5 6 Total
Points: 2 1 1 1 1 1 7
Score:

Exercises
1. Show that if M is a σ-algebra on X, then [2]

• M is closed under countable intersections,

• ∅ ∈ M, X ∈ M,
• If A, B ∈ M, then A \ B ∈ M,
• M can not be countable infinite.

2. Let X be an uncountable set. Show that the collection of all countable subsets (of X) and [1]
their complements (co-countable sets) is a σ-algebra.

3. Show that the σ-algebra of countable and co-countable sets is generated by the collection [1]

{{x} : x ∈ X}

of all singleton subsets of X.

4. Show that if µ is nontrivial measure, in the sense that there exists at least one A ∈ M such [1]
that µ(A) ̸= ∞, then the countably additivity implies that µ(∅) = 0.

5. Let X = {1, 2, 3}, M = {∅, {1}, {2, 3}, X} and µ(∅) = 0, µ({1}) = 1, µ({2, 3}) = 0, µ(X) = 1. [1]
Show that (X, M, µ) is a measure space.

6. Let X be an uncountable set and M be the σ-algebra of countable and co-countable sets. [1]
Define (
1, if A is co-countable,
µ(A) =
0, if A is countable.
Show that µ is measure.
Measure 2. Homework and Solutions 2023

1. Exercise. Show that if M is a σ-algebra on X, then

• M is closed under countable intersections,
• ∅ ∈ M, X ∈ M,
• If A, B ∈ M, then A \ B ∈ M,
• M can not be countable infinite.
Solution.
!C
\ [ • ∅ = A ∩ A C , X = ∅C . • A \ B = A ∩ BC .
• An = AC
n .
n n

• Let’s assume that M is a countable σ-algebra. Then, for any x ∈ X

\
Ax = A ∈ M.
A∈M
x∈A

If Ax ∩ Ay ̸= ∅, then
– Ax \ Ay ∈ M is a proper subset of Ax , hence x ∈
/ Ax \ Ay , therefore x ∈ Ay , which
implies that Ax ⊂ Ay .
– by the same argument we can conclude that Ay ⊂ Ax ,
thus, Ax = Ay .
Therefore, we have a countable E = {Ax∗ } partition of X and clearly M is exactly the set
of all the possible unions of Ax∗ sets, M = P(E). Hence,
card(M) = card(P(E)) .
Since M is a countable, this gives us that E, and therefore M as well must be finite.
2. Exercise. Let X be an uncountable set. Show that M, the collection of all countable subsets
(of X) and their complements (co-countable sets) is a σ-algebra.
Solution.
• Let A ∈ M.
If A is countable, then its complement AC is in M.
If A is a complement of a countable set, A = B C , B is countable, then AC = B is countable,
hence, AC ∈ M. (Any co-countable set is uncountable because X is uncountable).
• Let {A1 , A2 , . . . } ⊂ M.
If all An are countable, then their union is also countable, it is in M.
If there is a co-countable set Ak , then ACk is countable, therefore,
!C
[ \
An = ACn ⊂ Ak
C

n n

is countable, that is the union of An is co-countable, so it is in M.

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Measure 2. Homework and Solutions 2023

3. Exercise. Show that the σ-algebra of countable and co-countable sets is generated by the coll-
ection
E = {{x} : x ∈ X}
of all singleton subsets of X.

Solution. Let
M = {A ⊂ X : A or Ac is at last countable} .

• Clearly each singleton is in M. So the σ-algebra generated by singletons, M(E) (which is

the smallest σ-algebra containing all singletons) is a subset of M, M(E) ⊂ M.

• If A ∈ M then either A or AC is countable i.e. either A or AC can be written as countable

union of singletons i.e. either A or AC is in M(E). Because any σ-algebra is closed under
complement operations we have both A and AC are in M(E), that is M ⊂ M(E).

Therefore M is equals to M(E), the σ-algebra generated by singletons.

4. Exercise. Show that if µ is nontrivial measure, in the sense that there exists at least one
A ∈ M such that µ(A) ̸= ∞, then the countably additivity implies that µ(∅) = 0.

Solution.
µ(A) = µ(A ∪ ∅) = µ(A) + µ(∅) .

5. Exercise. Let X = {1, 2, 3}, M = {∅, {1}, {2, 3}, X} and µ(∅) = 0, µ({1}) = 1, µ({2, 3}) = 0,
µ(X) = 1. Show that (X, M, µ) is a measure space.

Solution.
M is a σ-algebra because

• ∅C = X, {1}C = {2, 3}, {2, 3}C = {1}, and X C = ∅ are in M.

• {1} ∪ {2, 3} = X ∈ M.

µ is measure on M because

• µ ≥ 0.

• µ(∅) = 0.

• µ({1} ∪ {2, 3}) = µ(X) = 1 = 1 + 0 = µ({1}) + µ({2, 3}) .

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Measure 2. Homework and Solutions 2023

6. Exercise. Let X be an uncountable set and M be the σ-algebra of countable and co-countable
sets. Define (
1, if A is co-countable,
µ(A) =
0, if A is countable.
Show that µ is measure.

Solution.

• µ ≥ 0.

• µ(∅) = 0.

– If all An are countable, then their union is also countable, so

!
[˙ X X
0=µ An = µ(An ) = 0 = 0.
n n n

– If A is a co-countable set, then A is is uncountable. Let A and B both be co-countable,

then
C
A ∩ B = AC ∪ B C ∈ M
is also co-countable, that is an uncountable set. Therefore, A and B can not be disjoint.
Hence, if {An } pairwise disjoint sets, then there is at most one co-countable among
them, Ak . In this latter case the unions of An is co-countable and
!
[˙ X X X
µ An = 1 = 1 + 0 = µ(Ak ) + µ(An ) = µ(An ) .
n n n̸=k n

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