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Measure theory. Measure of a point set. Open covering. Exterior and interior measure. Theorems. Borel sets.

Point sets in one, two, three and n-dimensional space. Let us consider what we
mean by a point set. An example of
a point set in one-dimensional space
is the point set A shown in Fig. 1
which consists of constituent point
sets A_{1} thru A_{5}. Point sets in one-dimensional space consist of sets of
open, closed and half open /closed
intervals of real numbers. An
example of a point set in two-dimensional space is the point set B
shown in Fig. 2 which consists of
constituent point sets B_{1} thru B_{6}. Fig. 3 shows an example of a point set in three-dimensional
space and one can have similar point sets in n-dimensional space.

Concept of the measure of a set.
The concept of the measure of a set is
really very simple. In the case of a point
set in one-dimensional space the measure
of the set corresponds to the sum of the
lengths of the component intervals
defining the set. Thus the measure of
point set A in Fig. 1 is the sum of the
lengths of the intervals A_{1} thru A_{5}. In the
case of a point set in two-dimensional
space the measure of the set corresponds
to the sum of the areas of the component
point sets in the set. Thus the measure of
point set B in Fig. 2 is the sum of the areas
of the component point sets B_{1} thru B_{6}. In
the case of a point set in three-dimensional
space the measure of the set corresponds
to the sum of the volumes of the component point sets in the set. Thus the measure of point set
C in Fig. 3 is the sum of the volumes of the component point sets C_{1} thru C_{5}. In the case of a
point set in n-dimensional space the measure of the set corresponds to the sum of the n-dimensional volumes of the component point sets in the set.

Measure of a point set in one-dimensional space

Length of intervals. The unit of measurement is taken as the interval [0, 1]. The length of all the intervals (a, b), [a, b], [a, b), and (a, b] is defined as b - a. The length of an infinite interval such as (a, ) or (- , b) is defined as . In the case a = b, the interval [a, b] degenerates to a point and has length zero.

We now define the measures of open and closed sets.

Measure of an open set. Any open set can be expressed as a countable union of mutually disjoint open intervals. The measure of an open set S is defined as the sum of the lengths of its constituent open intervals. Thus if

and the intervals (a_{i}, b_{i}) are pairwise disjoint, the
measure of S is given as

Measure of a closed set. Let S be a closed point set contained within an interval [a, b]. See Fig. 4. Then the measure of S is given by

mS = b - a - m

where is the complement of S.

Def. Open Covering of a Set. A set C of open intervals is said to be an open covering of a set S if every point of S belongs to some member of C (overlapping of the constituent open intervals of C is allowed). See Fig. 5.

We shall now give a definition of the measure of a general point set on the real line (a set which may, in general, be neither open nor closed).

Def. Exterior measure of a general point set on the real line. The exterior
measure of a general point set S on the real line is defined as follows: Let C be an open
covering for S. The exterior measure m_{e}S of S is the greatest lower bound of the sum of the
measures of the constituent intervals of C for all possible coverings C. In other words, for each
covering C, there is a number m_{c} representing the sum of the measures of the constituent
intervals of C. Corresponding to the set of all possible coverings C, there is a corresponding set
of m_{c}’s, and the exterior measure m_{e}S of S is the greatest lower bound (g.l.b. is smallest number
in the set) of this set of m_{c}’s. This measure is called the Lebesgue exterior (or outer) measure
of S.

Def. Interior (or inner) measure of a general point set on the real line. Let S be a point set contained within an interval [a, b]. Then the interior (or inner) measure of S is defined as

m_{i}S = b - a - m_{e}

where is the complement of S.

Measurable sets. A point set is said to be measurable if and only if its interior measure is
equal to its exterior measure. If a point set S is measurable, then m_{e}S is its measure. Not all sets
are measurable. If a set is not measurable it is said to have no measure. Although most point
sets do have a measure and producing one that does not is difficult, point sets in the real line can
be exhibited that do not.

Properties of a measurable set. The exterior or outer measure of a set S has the following properties which can be considered as axioms.

1) m_{e}S is defined for each set S

2) m_{e}S > 0

for all sets S_{1}, S_{2}, .....disjoint or not.

4) Exterior measure is translation invariant (if the point set is translated as a rigid body its measure does not change)

Theorem 1. The measure of the set of all rational numbers in the interval [0, 1] is zero.

Theorem 2. The measure of Cantor’s perfect set is zero.

From this theorem we see that a set may have the cardinality of the continuum and yet have a measure of zero.

Measure of a point set in n-dimensional Euclidean space

Intervals in n-dimensional space. The concept of an open or closed interval, (a, b) or [a, b], on the real line has been generalized for two, three and n-dimensional space.

Open interval. In 2-space an open interval is the rectangular area consisting of all points (x_{1},
x_{2}) satisfying

a_{1} < x_{1} < b_{1}

a_{2} < x_{2} < b_{2}

where a_{1}, b_{1}, a_{2}, b_{2} are fixed constants. In 3-space it is the rectangular parallelepiped consisting
of all points (x_{1}, x_{2}, x_{3}) satisfying

a_{1} < x_{1} < b_{1}

a_{2} < x_{2} < b_{2}

a_{3} < x_{3} < b_{3}

and in n-space it is the “generalized rectangular parallelepiped” consisting of all points (x_{1}, x_{2},
....., x_{n}) satisfying

a_{1} < x_{1} < b_{1}

a_{2} < x_{2} < b_{2}

..................

..................

a_{n} < x_{n} < b_{n}

for fixed constants a_{i}, b_{i}, i = 1, 2, ..... , n.

Closed interval. Closed intervals are defined in a similar fashion. A closed interval in n-space
is the “generalized rectangular parallelepiped” consisting of all points (x_{1}, x_{2}, ....., x_{n}) satisfying

a_{1}
x_{1}
b_{1}

a_{2}
x_{2}
b_{2}

..................

..................

a_{n}
x_{n}
b_{n}

for fixed constants a_{i}, b_{i}, i = 1, 2, ..... , n.

Measure of an interval in n-dimensional space. The measure of an interval in n-dimensional space defined by

a_{1}
x_{1}
b_{1}

a_{2}
x_{2}
b_{2}

..................

..................

a_{n}
x_{n}
b_{n}

is the product

(b_{1} - a_{1})(b_{2} - a_{2}) .... (b_{n} - a_{n}),

the same definition being used if the interval is open, closed, or partly open and partly closed.

Exterior measure of a point set in n-dimensional space. Let S be a set of points and C be a finite or countably infinite set of intervals (generalized intervals of n-space, open or closed) such that each point of S belongs to at least one of the intervals. The exterior measure of S is the greatest lower bound (g.l.b. is smallest number in the set) of the sum of the measures of the intervals of C, for all such sets C.

Interior measure of a point set in n-dimensional space. Let set S be contained in an interval I and let be the complement of S in I . Then the interior measure of S is the difference between the measure of I and the exterior measure of .

Measurable set. A bounded point set of n-dimensional space is (Lebesgue) measurable if its exterior and interior measures are equal, the common value being called the (Lebesgue) measure of the set.

****************************************************************************

Theorems

1. If a set E is measurable, then is measurable and conversely.

2. If a set E has exterior measure zero, then E is measurable and m(E) = 0.

3. Any countable set has measure zero.

4. A countable sum of countable sets has measure zero.

5. A countable sum of measurable sets is measurable.

6. The intersection of a finite number of measurable sets is a measurable set.

7. The difference of two measurable sets is a measurable set.

8. If E_{1} and E_{2} are measurable sets, E_{1}
E_{2,} and E_{2} has finite measure, then E_{1} - E_{2} is measurable and
m(E_{2} - E_{1}) = mE_{2} - mE_{1.}

9. The intersection of a countable number of measurable sets is measurable.

10. If E_{1}, E_{2}, ..... are mutually disjoint measurable sets, then

m(E_{1}
E_{2}
) = mE_{1} + mE_{2} + ....

11. If E_{1}, E_{2}, E_{3}, ..... are measurable sets such that E_{1}
E_{2}
E_{3 }
, then E = E_{1}
E_{2}
E_{3 }
is
measurable.

12. If E_{1}, E_{2}, E_{3}, ..... are measurable sets such that E_{1}
E_{2}
E_{3 }
, then E = E_{1}
E_{2}
E_{3
}
_{ } is measurable and

13. If E_{1}, E_{2}, E_{3}, ..... are measurable sets such that E_{1}
E_{2}
E_{3 }
and at least one of the E_{k} has finite
measure, then E = E_{1}
E_{2}
E_{3 }
is measurable and

Almost everywhere properties. A property which is true except for a set of measure zero is said to hold almost everywhere.

Borel sets. The class of sets which can be obtained by taking countable unions or intersections of open or closed sets is called the class of Borel sets.

Theorem. Any Borel set is measurable.

Vitali’s covering theorem. Suppose that each point of a bounded, measurable set is
covered by a class J of intervals having arbitrarily small size (called a Vitali covering). Then
there exists a denumerable set of disjoint intervals *I _{1}, I_{2}*,

covers E except for a set of measure zero.

References

James and James. Mathematics Dictionary

Spiegel. Real Variables (Schaum)

Mathematics, Its Content, Methods and Meaning.

Natanson. Theory of Functions of a Real Variable

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