1

Chapter 1.

1. A family of sets  ⊂    is called a ring if it is closed under finite unions and


differences (i.e., if   ⋯   ∈  , then  ∈  ,

 and if   ∈  , then  ╲ ∈  ). A ring

that is closed under countable unions is called a -ring.

a. Rings (resp. -rings) are closed under finite (resp. countable) intersections.

b. If  is a ring (resp. -rings), then  is an algebra (resp. -rings) iff  ∈  .

c. If  is a -ring, then  ⊂    ∈    ∈ is a -algebra.

d. If  is a -ring, then  ⊂    ∈   ∈  is a -algebra.

2. Complete the proof of Proposition 1.2.

3. Let  be an infinite -algebra.

a.  contains an infinite sequence of disjoint sets.

Answer )

Let  be an infinite -algebra on a set  . Let   be the intersection of all  ∈ 

with ∈  . Suppose ∈   , then   ⊂   because   is a set in  which contains
. But  ⊂  because if ∈  for any  ∈ , then ∈  , otherwise
 ∉     
. So      . This means that for all , , either      or
    . The collection   , ∈  must be infinite since by hypothesis  was
infinite, and every element  of  either contains   or is disjoint from it for each
. So the   form an infinite collection of disjoint sets in  .

b. card  ≧ c.

Answer )

If there are uncountably many different   ∈  we are done. Otherwise there are
countably many, i.e. we have a sequence ∞
    
 
where       when  ≠  .

The set ∞  × ×⋯ , is uncountable, and we have an injection

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 ∞ → 

 
∞
    
∞ → 
 
       

So  is uncountable.

4. An algebra  is a -algebra iff  is closed under countable increasing unions (i.e., if

∞
 ∞

⊂  and   ⊂   ⊂⋯ , then  ∈  ).



Answer)

Let  an algebra, suppose  is closed under countable increasing unions. Then we

wish to show that  is closed under arbitrary countable unions.

This follows since any countable union can be written as an increasing countable
union

∞ ∞   


      
   



note that 

 is a finite union of sets in the algebra and is hence in the algebra.

The converse, that if  is a -algebra it is closed under countable increasing

unions, follows from the definition of a -algebra.

5. If  is the -algebra generated by  , then  is the union of the -algebras

generated by  as  ranges over all countable subsets of  . (Hint : Show that the latter
object is a -algebra.)

Answer )

Method 1.
Let  ⊂    be the family of all countable subsets and show that  
∈
  is a

-algebra where   is the -algebra generated by  . Suppose that  ∈    . Then

∞ ∞
 ∈    since    is an algebra. Furthermore, ⊂ 

∞

. Note that 
 
 is also
 

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3

countable.

Method 2.
Let  be a -algebra generated by  . Let   denote the -algebra generated by
 . Let  be the union of the -algebras generated by  as  ranges over all
countable subsets of  .  is a -algebra because

(i) ∈  because  in the -algebra generated by  for any  .

(ii) if  ∈  , then  is in the -algebra generated by  for some countable set

 ⊂  , then   is in the -algebra generated by  , so  ∈  .

(iii) suppose   ∞  ⊂  . Then each   ∈    for some countable subset  of  .

∞
Then  

  is a countable union of countable subsets of  so  is a countable

∞
subset of  , and   ⊃ 

. This means that   ∈   for each . Then since  

∞
is a -algebra we have   ∈

  ⊂ .

So  is a -algebra.  ⊂  , so  ⊂  because  is the smallest -algebra

containing  . But  ⊂  , so   ⊂  for all  ⊂  , so  ⊂  .

6. Complete the proof of Theorem 1.9.


7. If  ⋯ are measures on    , and  ⋯ ∈  ∞ , then  
 
  is a measure on

   .

Answer )


Suppose ⋯ are measures on    , and ⋯ ∈  ∞ , then  
 
  is a

measure on    .

          ≧ 
 
(i)    
   

because  ≧  and    ≧  for all  ∈  .

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4

          
 
(ii)    
   

∞
(iii) Suppose  ∞
 
∈  are pairwise disjoint and   ∈
 


Then

            
 ∞  ∞  ∞

 


  
 


 
 

 
 

      
 ∞ ∞  ∞ 
 
    
     
    
    
   
  

 
So  
 
  is countably additive, which gives us that  
 
  is a measure on    .

8. If     is a measure space and  ∞


⊂  , then lim     ≦ lim   . Also,

 
∞
lim   ≧ lim    provided that    ∞ .


Answer )

Let     be a measure space and  ∞


⊂

∞ ∞ ∞
(i) Recall that lim     
    
  . If we define    
 
 then   is an increasing

sequence of sets in 

    
∞ ∞ ∞
lim            lim    (Continuity from below)
       →∞

  ⊂   for all  ≧ , so   ⊂ lim    . This gives that    ≦ lim     so

lim     lim   ≦ lim  

→∞

∞ ∞
(ii) Recall that lim      .
    


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5

    ∞ . Then, as before we define

∞ ∞
Suppose 
 
    .
 


The   then form a decreasing sequence

 
∞
lim         lim   (Continuity from above)
  →∞

We also have   ⊂   for  ≦  so    ≦    for  ≦  , so lim   ≦   

for all . This give that

lim   ≦ lim    lim  

→∞

9. If     is a measure space and   ∈  , then        ∪     ∩  

Answer )

Method 1

 ∪    ╲  ∩  ∪ ╲  ∩  ∪  ∩   (disjoint union). Thus

 ∪       ∩      ∩     ∩  

Method 2

Use the splitting property twice.

 ∪     ∪  ∩     ∪  ∩   and    ∩    ∩  

Rewrite the first as  ∪       ∩   and then substitute in


∩       ∩   to get

 ∪       ∩          ∩  

10. Given a measure space     and  ∈  , define      ∩   for  ∈  . Then
 is a measure.

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Answer )

(i)    ∩      

(ii) If    is a countable family of disjoint -measurable sets then

 ∪       ∩ ∪      ∪   ∩      ∩ 


   

 

ps. If  ∞
 
is a disjoint sequence in the -algebra, then so is  ∩  ∞
 
. Since

 
∞ ∞
∩
 
    ∩ , then the countable additivity of
 
  gives the upper formula.

11. A finitely additive measure  is a measure iff it is continuous from below as in

Theorem 1.8c. If    ∞ ,  is a measure iff it is continuous from above as in
Theorem 1.8d.

Answer )

We know that a measure is continuous from below. Conversely, suppose  is a

finitely additive measure on the -algebra  and also that  is continuous from

below. Let   ⊂  be a disjoint sequence of measurable sets. Let     .

 By


finite additivity of , we have      .

 Now   is an increasing sequence

∞
of measurable sets whose union is  . So, using continuity from below in the last



equality of the expression that follows,

 
∞  ∞

   lim    lim 



→∞ 

→∞
  



Therefore  is countably additive and hence is a measure.

Suppose now that    ∞ and  is continuous from above and finitely additive.
Given a disjoint sequence   ⊂  of measurable sets, se want to show that

 
∞ ∞


   . It suffice to show that



   lim 

∞   ∞
    lim             
 →∞ →∞  

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7

12. Let     be a finite measure space.

a. If   ∈  and  ∆    , then     .

Answer)

If   ∈  and  ∆     then

   ∆     ╲  ∪ ╲     ╲    ╲   because  ╲  and ╲ 

are disjoint.

This shows that  ╲      ╲   because  ≧ 

We have  ⊂ ∪  ╲   and  ⊂  ∪ ╲  , then because  is a measure we have

  ≦ ∪  ╲   ≦     ╲     

  ≦  ∪ ╲   ≦    ╲     

So     .

b. Say that  ∼  if  ∆     ; then ∼ is an equivalence relation on  .

Answer)

Define ∼ such that  ∼  if  ∆    . Then ∼ is an equivalence relation on  .

reflexivity :  ∼  because  ∆      

symmetry :  ∼  ⇔  ∼  because  ∆    ╲  ∪ ╲    ╲  ∪  ╲    ∆ 

transitivity : First, note that  ∆  ∆ ∆     ∆ 

So if  ∆      ∆   then

 ∆     ∆  ∆ ∆   ≦  ∆  ∪ ∆   because  ∆  ⊂  ∪ 

≦  ∆    ∆    

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c. For   ∈  , define       ∆  . Then     ≦        , and hence 
defines a metric on the space   ∼ of equivalence classes.

Answer)

Let       ∆  . Then

      ∆     ∆  ∆ ∆   ≦  ∆  ∪ ∆  

≦  ∆    ∆           

13. Every -finite measure is semifinite.

Answer )

Let  be a -finite measure on    . Since  is -finite, there exist a sequence of

∞
sets   ∞  in  , with     ∞ and

    . Let ∈  with    ∞ .

Define a new sequence


    ∩ .
 


∞
This is an increasing sequence in  , and 

   . The continuity from below of

 gives us that

lim      lim        ∞

→∞ →∞

So for any    there exists an  such that      > But     ∞ because

   ≦  

 and    is finite for each .   ⊂  , so we conclude that  is

semifinite.

14. If  is a semifinite measure and    ∞ , for any    there exists  ⊂  with
     ∞ .

Answer)

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Let  be a semifinite measure on a -algebra , and    ∞ . Let

      ⊂     ∞ , and suppose   ∞ . Then for each    there
exists a set  ⊂  with       ≦  . Consider the sequence  ∞

, let

  

 . Then each   ∈ and   ⊂  and the   form a sequence of

∞

increasing sets, so    ≦   ≦    ≦  . Let  
 
  , then   ∈ and 
    .

Now consider the set  ╲  . This has infinite measure because  has infinite
measure and  has finite measure. Then since  is semifinite, there exists a set
 ⊂  ╲  with positive finite measure,      ∞ . So  ∪          
which contradicts the definition of  . So     ⊂     ∞  ∞ , so for any
   there exists an  ⊂  with      ∞ .

15. Given a measure  on    , define  on  by

        ⊂      ∞ 

a.  is a semifinite measure. It is called the semifinte part of .

Answer )

Let  be a measure on    , define  on     by

        ⊂      ∞ 

 is a measure because
(i)    ≧  for all  ∈ 
(ii)    
(iii) if      ⋯ is a sequence of pairwise disjoint sets in  then

          ∞  ⊂   
∞ ∞
  
 

  ∩  
∞ ∞ ∞
 

    ∩ 

  ∞  ⊂



 
∞ ∞
 

    

  ∞  ⊂  

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∞ ∞
  

     ∞  ⊂      

 

So  is a measure on    .  is clearly semifinite because if     ∞ , then

      ∞  ⊂   ∞ in particular there exists  ⊂  with      ∞ ,
and since   is finite, we have      .

b. If  is semifinite, then    . (Use Exercise 14.)

Answer )

For any measure  if    ∞ then      . Suppose  is semifintie. If

   ∞ then by (14), for any    there is a set  ⊂  with      ∞ , so
    ∞   .

Conversely, if     ∞ , then clearly    ∞ , since for any    there is an

 ⊂  with     ≦  .

c. There is a measure  on  (in general, not unique) which assumes only the values 0
and ∞ such that     

16. Let     be a measure space. A set  ⊂  is called locally measurable if

 ∩  ∈  for all  ∈  such that    ∞ . Let   be the collection of all locally
measurable sets. Clearly  ⊂ 
 ; if   
 , then  is called saturated.

a. If  is -finite, then  is saturated.

Answer )

We always have  ⊂   . So suppose  ∈  . Let    be a sequence of measurable

sets of finite measure with   ∪    . Then    ∩∪     ∪   ∩   ∈  since
each  ∩   ∈  .

b. 
 is a -algebra.

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Answer )

If  ∈
 and  ∈  with   ∞ then  ∩    ╲  ∩  ∈  since  ∩  ∈  . So
  is locally measurable and  is closed under complementation. If    is a
sequence of sets from  then ∪   ∩   ∪   ∩  ∈  since each   ∩  ∈  . So
countable unions of sets from 
 are back in .

c. Define  on  by       if  ∈  and 

   ∞ otherwise. Then 
 is a

saturated measure on  , called the saturation of 

Answer )

(i) 
    
(ii) Suppose   ∈
 and  ⊂  . If 
  ∞ then 
 ≦ 
 . If 
  ∞ then ∈  .
Hence,    ∩ ∈  and 
    ≦   
 .
(iii) If    is a sequence of disjoint sets from   and there is an index  with

   ∞ then    ∞ , but by (ii), 


∪     ≧ 
  and so 
∪     is also finite.

If 
   ∞ for all  then for each ,   ∈  . Hence ∪    ∈  and


∪     ∪     

  

.

So   . To show that it's saturated we need to check that 

 is a measure on  ⊂ 
.

Let  ∈  with   ∞ , then  ∈  with      ∞ . Now if  ∈  then
 ∩  ∈
 and hence  ∩    ∩  ∩  ∈  , that is,  ∈
.

d. If  is complete, so is 
.

Answer )

Suppose that  is a 
 null set and  ⊂  . Since   
 then  ∈  and   .
Since  is complete then ∈  and 
    .

e. Suppose that  is semifinite.

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17. If  is an outer measure on  and  ∞


is a sequence of disjoint -measurable
∞
sets, then   ∩ ∪ ∞
       ∩  

 for any  ⊂  .

Answer )

Let  be an outer measure on  , and  ∞


a sequence of disjoint 
measurable sets.

        ∩ ≦   ∩ 

∞ ∞ ∞
  ∩   
    

Since  is subadditive.

To prove the opposite inequality, we slightly modify the argument on page 30.

∞
Let     .
 
 Then the   form an increasing sequence of -measurable sets.

∞ ∞
Let   
 
  

. Then

  ∩      ∩   ∩      ∩   ∩   

  ∩       ∩     


So by induction  ∩       ∩  . This gives
 


     ∩      ∩   


≧  ∩      ∩      ∩     ∩  




Then taking the limit as →∞ we have

∞
  ≧   ∩     ∩  
 



So

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∞
    ∩   ≧   ∩  
 


but     ∩     ∩   since  is -measurable. So this gives

 
∞ ∞
  ∩ 
 
     ∩   ≧    ∩  



       ∩  
∞ ∞
Which gives us that   ∩  
  

18. Let  ⊂    be an algebra,   the collection of countable unions of sets in  , and

  the collection of countable intersections of sets in   . Let  be a premeasure on 
and  the induced outer measure.

a. For any  ⊂  and    there exists  ∈   with  ⊂  and   ≦    

Answer )

Let  ⊂  then

  
∞ ∞
          ∈  ⊂ 
   

∞
So for any   , we can find sets  ∈ with  ⊂ 
 
 and

    ≦    

 

∞
Then letting     ∈ , we have

 

∞ ∞
  ≦ 
 
        ≦     
 
 

b. If    ∞ , then  is -measurable iff there exists  ∈   with  ⊂  and

  ╲    .

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Answer )

Suppose    ∞ , then

if  is -measurable, we have, for each ,   ⊃  ,   ∈   with


  ≦    ≦     


∞
Letting   

 , we have  ∈   ,  ⊂  and

  ≦   ≦  .

Using the measurability of  , we have

    ∩     ∩        ╲  

so, subtracting, we conclude that  ╲    .

To show the converse, assume we have an   set  with  ⊂  , and

    . Then for  ⊂ 

  ≦  ∩     ∩  

by the subadditivity of . We know that  is -measurable because  ∈   which

is contained in the -algebra generated by  , and all sets in the -algebra
generated by  are -measurable.

This gives

    ∩     ∩   ≧  ∩      ∩  

  ∩     ∩     ╲  ∩   ≧  ∩     ∪  ╲  ∩  

  ∩     ∩  

So  is -measurable.

c. If  is -finite, the restriction    ∞ in (b) is superfluous.

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Answer)

∞
Suppose  is -finite. Then there exist  ∈  with      ∞ and 

   . By

part (a), we have that for each  ∩   there exists an   set   with  ∩   ⊂  
and

 
   ≦  ∩     


∞
Let    
 
 . Then   ∈   ,  ⊂   and


  ≦     


∞
Then letting   

, we have that  ∈   ,  ⊂  and     .

19. Let  be an outer measure on  induced from a finite premeasure  . IF  ⊂  ,

define the inner measure of  to be          . Then  is -measurable iff
      . (Use Exercise 18.)

Answer )

Suppose  is  measurable, then

    ∩      ∩  

But       and   ∩     , so we have

             

For the converse, suppose      . By problem 18a, there exists  ∈   with
  ⊂  and   ≦     for any   . Consider   . We have

  ≧             

≧                           

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Taking  as the union of all such  , we have  ⊂  ,  ∈   and     , so

 ╲    . So by parts (b) and (c) of problem 18, we have that  is 
measurable.

20. Let  be an outer measure on     the -algebra of -measurable sets,


   , and  the outer measure induced by 
 as in (1.12) (with 
 and  
replacing  and  ).

a. If  ⊂  , we have   ≦   , with equality iff there exists  ∈   with  ⊃ 

and     .

b. If  is induced from a premeasure, then   . (use Exercise 18a).

c. If   , there exists an outer measure  on  such that ≠  .

21. Let  be an outer measure induced from a premeasure and 

 the restriction of 
to the -measurable sets. Then 
 is saturated. (Use Exercise 18.)

Answer )

Let   denote the -measurable subsets of  . We need to check that   ⊂  .

Let ∈     and  ⊂  with    ∞ . From problem 18(a) there exists  ∈  
(hence,  ∈  ) such that  ⊂  and        . Thus    ∞ and ∈ 
implies that ∩  ∈  . Since  ⊂ 

         ∩ ∩     ∩ ∩   

  ∩     ∩   ≧  ∩     ∩  

And since    is arbitrary the above estimate shows

  ≧  ∩     ∩  

for all  ⊂  with    ∞ . Thus ∈  

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22. Let     be a measure space,  the outer measure induced by  according to
(1.12),   the -algebra of -measurable sets, and 
   .

a. If  is -finite, then 
 is the completion of .

Answer )

 denote the completion of  and 

Let   the completion of  with respect to .
Recall


   ∪    ⊂    ⊂      ∈      (1)

and 
 ∪     (cf. Thm 1.9 and surrounding discussion).

It needs to be checked that    

 and that    
. Note that 
 and  are both
extensions of  to larger -algebras and so agree on  . And since  is complete
and extends  then it is clear from (1) that 
 ⊂  .

To show  ⊂ 
 we need to show that, for each  ∈  ,    ∪  with  ∈  and
 a subset of an -measurable null set. If  ∈   then  ∈   and Exercise 1.18
gives a set  ∈  with   ⊂  and  ╲      ∩   . Thus,   ⊂  and
   ∪  ∩  . Exercise 1.18 again gives a set  ∈   with  ∩  ⊂  and
 ╲  ∩    . Hence    ∩        and  ∈
.

 on   
It remains to check that    . Thus, if  ∈  and  is a subset of a 
-null set then  ∪     ∪ ╲       ╲         
 ∪  

b. In general, 
 is the saturation of the completion of .

Answer )

 
We need to check that    on  . Since 
   and then      (Exercise 21)
then arguing that a set  is locally 
-measurable iff it is locally -measurable will

prove 
   . The following is helpful in this regard :

Lemma 
 ⊂   with  
  and, if  ∈   with    ∞ , then  ∈
 .

Assume the lemma for the moment and suppose that  is locally 
-measurable, i.e.,

 . If  ∈   with    ∞ then, by the lemma,  ∈
that  ∈  with 
    . So

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
  ∞ , hence  ∩  ∈
 since 
and
 ⊂   then  ∩  ∈  . This shows

 ∈
    and, consequently, that    . On the other hand, if  ∈   and

 ∈  with  
  ∞ then, since  ⊂  ,  ∩  ∈   with  ∩   ≦    
  ∞ .
The lemma then implies  ∩  ∈ . This shows that  ∈  and, hence, that  ⊂  .

If follows that    
.


 agree on 
Finally, both  and   and if  ∈   but  ∉ 
 then, by definition


  ∞ and, by the lemma,    ∞

Here is the proof of the lemma :

In the proof of part (a) we've already noted that 

 ⊂   and that  


.

If  ∈   with    ∞ then there is a set  ∈  with  ⊂  and  ╲    .

Applying Exercise 1.18b again to  ╲  shows it to be a subset of a -null set.
Since     ∪  ╲   then   , and hence  , belong to 
.

25. Complete the proof of Theorem 1.19

Theorem 1.19. If  ⊂ , the following are equivalent.

a.  ∈  
b.    ╲   where  is a   set and     .
c.    ∪   where  is an  set and     .

Answer )

Obviously (b) and (c) each imply (a) since  is complete on   . Suppose  ∈  
and    ∞ . By Theorem 1.18, for ∈ we can choose an opin   ⊃  and a
compact   ⊂  such that

      ≦   ≦      

∞ ∞
Let   
 
 and    .
 
 Then  ⊂  ⊂  and          ∞ , so

 ╲     ╲    . The result is thus proved when    ∞ .

The extension to the general case.

Edited by KC Jung, School of Economics, Yonsei University, Republic of Korea - E-mail : [email protected]
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∞
Let  ∈   , with    ∞ .  is -finite so let   with     ∞ and 
 
  .

By Theorem 1.18, for each    and each  ∩   we can find an open set    with
∞
 ∩   ⊂    and       ∩       . Let    
 
  .

   ╲ ∩ ≦   ╲ ∩ 

∞ ∞
 ╲        
   

∞ ∞
≦  
 
 ╲  ∩    ≦  





Then taking  as the union of the   as    for all   , we have that  is a

  set,  ⊂  and  ╲    .

The other part is simpler using what the book has proven. The book shows that for
each  ∩   there is an  set   with  ∩   ⊂   and  ╲  ∩     . Taking
∞
  ,
 
 we have that  is an  set because it is the countable union of

countable unions of closed sets,  ⊂  , and

 
∞ ∞ ∞ ∞
 ╲    

 ╲  ∩    

 ╲  ∩     
 
 ╲  ∩       
 

26. Prove Proposition 1.20. (Use Theorem 1.18).

Proposition 1.20 If  ∈   and    ∞ , then for every    there is a set  that is a
finite union of open intervals such that  ∆     .

Answer )

Let  ∈   ,    ∞ . By Theorem 1.18, there is a compact set  ⊂  , with


  ≦     . Then applying Theorem 1.18 to  , we find there is an open set


 with  ⊂  and     ≦  .  is open, so it can be written as the union of

open intervals (one method for doing this would be to choose the connected
components of  as the intervals). So ∪    where each  is an open interval.
Then ∪  form an open cover for the compact set  , so we have a finite subcover

⊂ 
 
 ⊂  . This gives us the string of inequalities

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20

   ≦   ≦    


  ≦  


By the definition of  we have


  ≦   ≦    



Let     . So
 
  is the finite union of open intervals and

 ∆     ╲  ∪  ╲     ╲     ╲  

 
≦  ╲     ╲   ≦     
 

27. Prove Proposition 1.22a. (Show that if ∈  and   , ther exists ∈
 such that
    .)

Answer )

Let  be the Cantor set.  is clearly closed because it can be written as the

countable intersection of closed sets. To do this take  

    ╲    ,
 

       
   ╲    ∪   
   
etc. Then  is compact because it is a closed and

bounded subset of . Suppose ∈  and ,  are their ternary expansions,
further, suppose   . Then, as noted in the text, there exists an  such that
   for    and    . Since   ∈  we must have   ,   . Let
∈   with    for    and    for  ≧ . Then     , and ∈
 . This
gives us that  is totally disconnected. The interior of  must therefore be 
because if the interior were non-empty it would contain an interval, and  contains
no intervals as we have just shown. Since  is a limit point of  because the ball
of radius   centered at the point    ⋯ will contain the infinite number of
points of  that match  up to the th ternary digit and are then different.
Summarizing, we have shown that  is a compact, nowhere dense, totally
disconnected subset of , and every point of  is a limit point.

28. Let  be increasing and right continuous, and let  be the associated measure.

Edited by KC Jung, School of Economics, Yonsei University, Republic of Korea - E-mail : [email protected]
21

Then         ,          ,         , and
        .

Answer )

(1)         


    

so

  
   lim    lim             




(2)         

    ╲       
                   

(3)          
    ∪      
                     

(4)         

    ∪      
                   

29. Let  be a Lebesgue measurable set.

a. If  ⊂  where  is the nonmeasurable set described in &1.1, then    .

Answer )

Suppose  ⊂  where  is the nonmeasurable set described in &1.1.

Since the Lebesgue measure is translation invariant, we have       where
         ∈  . Then   ⊂   because  ⊂  . Since 
∈
  , we

have 
∈
 ⊂ . This gives


   ≦        ≦   
∈ 

∈ 

∈

Since   ∩  is an infinite set, we see that   must be equal to zero.

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22

b. If    , then  contains a nonmeasurable set. (If suffices to assume  ⊂ . In

the notation of &1.1,     ∩ .)
∈


Answer )

Suppose  ⊂  with    . Consider the sets  ∩   for ∈  . If  ∩   is not

measurable for some ∈  , we are done. Otherwise  ∩   is measurable for all .
Since  ∩   is measurable, by part (a)  ∩     . So

   
   ∩ ≦   ∩      
∈ 

∈

∈

But this contradicts the fact that    . So we conclude that  contains a
nonmeasurable set.

30. If  ∈ℒ and    , for any    there is an open interval  such that
 ∩     .

Answer )

Let  be a Lebesgue measurable set with    . Let   . Then by Theorem

1.18, there exists an open set  ⊂  and

  ≦    

 
Taking       we have



     


∞
Since  is an open set in , we have that   
 
 where each  is an open

interval in . Suppose  ∩   ≦   for each , then

∞ ∞
  ≦ 
 
∩   ≦          



Which is a contradiction, so there exists an interval  with ∩     .

Edited by KC Jung, School of Economics, Yonsei University, Republic of Korea - E-mail : [email protected]
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31. If  ∈ℒ and    , the set         ∈   contains an interval centered







at 0. (If  is as in Exercise 30 with    , then    contains        . )
 
Answer )

Let  be Lebesgue measurable with    . Let         ∈  .

Let  be an interval with  ∩     . If    , then ∈    . Suppose
not, then   ∩   . This gives

∩     ∪ ∩    ∩    ∩    ∩     

Since    , we have ∪          . This gives us a contradiction

   ∩  ∪ ∩              

32. Suppose ∞


⊂ 

∞ ∞ ∞
a. 

       iff    ∞ . (compare     

 to  )


∞
b. Given ∈ , exhibit a sequence  such that      



33. There exists a Borel set  ⊂  such that    ∩      for every subinterval
 of . (Hint : Every subinterval of [0,1] contains Cantor-type sets of positive
measure.)

Answer )

First note that there are countable many intervals with rational endpoints, since
 ×  is countable. Now, let   be the set of all such intervals in . For any
interval we can find a generalized Cantor set in that interval. We will construct
disjoint sequences of generalized Cantor sets inductively as follows. Let      ⊂  ,
with     ,     , and  ∩    . Suppose we have constructed sequences
  ⋯     and  ⋯     , with     ⊂  , each     are closed, have positive

Edited by KC Jung, School of Economics, Yonsei University, Republic of Korea - E-mail : [email protected]
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measure, and  ∩     for each   . Then consider the open set

 ╲   ∪ ,
 
  in this set we can find disjoint generalized Cantor sets      with

positive measure. So, continuing in this way we can construct sequences    and
∞
  . Let   

. For any open interval  ⊂ , there exists an  such that

 ⊂  . Then

     ≦  ∩   ≦  ∩  ≦  ∩       ≦  

So in particular we have

   ∩     

Edited by KC Jung, School of Economics, Yonsei University, Republic of Korea - E-mail : [email protected]