Real Analysis

Chapter 1 Solutions

Jonathan Conder

3. (a) Let M be an infinite -algebra of subsets of some set X. There exists a countably infinite subcollection C M,
and we may choose C to be closed under taking complements (adding in missing complements if necessary).
For each x X, define Dx := {C C | x C}, so that Dx M. Let x, y X and suppose y Dx . Then
y C for all C C with x C. Moreover, if y C for some C C, then y
/ C c C, so x
/ C c and hence
x C. This implies that, if C C, then x C iff y C. In particular Dx = Dy . If x, y X and there exists
z Dx Dy , then Dx = Dz = Dy , so the collection D := {Dx | x X} is pairwise disjoint. If C C, then
C = {Dx | x C}, since x Dx C for all x C. Therefore, the image of the map : 2D 2X contains C,
so there exists a surjection from some subset of 2D onto C. If D were finite, then 2D would be as well, which is
a contradiction because C is infinite. Therefore D is an infinite, pairwise disjoint subcollection of M.
(b) Let M be an infinite -algebra of subsets of some set X. By the previous exercise, there exists an infinite, pairwise
disjoint subcollection D of M. Since Q is countable, there exists an injection q : Q D. Define r : 2Q M by
r(A) := aA q(a). Then r is well-defined because each A Q is countable, and injective because D is pairwise
disjoint. There exists an injection from R 2Q , for example the map x 7 (, x] Q (which is injective by
the least upper bound property of R). Composing these injections gives an injective map from R M, which
shows that card(M) c.
4. Let A be an algebra which is closed under countable increasing unions. To show that A is a -algebra, it suffices
to show that it is closed under arbitrary countable unions. To this end, let {En }nN be a countable collection of
members of A. For each n N define Fn := nk=1 Ek . Since A is an algebra it is clear that (Fn )nN is an increasing
sequence of members of A, so nN En = nN Fn A as required. Conversely, it is plain that every -algebra is
closed under countable increasing unions.
5. Let E be a collection of subsets of some set X, and let M be the -algebra generated by E. Define
N := {A | A is the -algebra generated by some countable subcollection of E}.
It is clear that , X N, E N and N is closed under taking complements. Let {En }nN be a countable collection
of members of N. For each n N there exists a countable subcollection En of E such that En is in the -algebra
generated by En . Since union of countably many countable sets is countable, F := nN En is a countable subcollection
of E. Let A be the -algebra generated by F, so that A N. For each n N the -algebra generated by En is a subset
of A, because A is a -algebra containing En . This implies that En A for all n N, and hence nN En A N.
Therefore N is closed under countable unions, so it is a -algebra containing E. This implies that M N.
Conversely, let E N. Then E belongs to the -algebra A generated by some countable subcollection of E. Since M
is a -algebra containing this subcollection, A M and hence E M. This shows that N M and hence N = M.
6. Note that () = ( ) = () = 0. Given a sequence (An )nN of disjoint sets in M, there exists a sequence
(En )nN of sets in M and a sequence (Fn )nN of subsets of measure zero sets from M such that An = En Fn for all
n N. Note that (En )nN is pairwise disjoint, and nN Fn is a subset of a measure zero set. Therefore
X
X
(nN An ) = ((nN En ) (nN Fn )) = (nN En ) =
(En ) =
(An ).
nN

nN

This shows that is a measure. Let A X, and suppose there exists B M such that A B and (B) = 0. Then
B = E F for some E M and F a subset of a measure zero set N M. It follows that A E N, where E N M
and (E N ) (E) + (N ) = (E) + 0 (B) = 0. Therefore A = A M, which shows that is complete.
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Jonathan Conder

Let : M [0, ] be another measure which extends , and let A M. Then A = E F for some E M and F a
subset of a measure zero set N M. It follows that
(E) = (E) (A) (E) + (F ) (E) + (N ) = (E) + (N ) = (E).
Therefore (A) = (E) = (A), so = . This shows that is the unique measure on M which extends .
7. Set :=

Pn

j=1 aj j ,

and note that () = 0. If {Ei }iN is a pairwise disjoint collection of members of M, then

(iN Ei ) =

n
X
j=1

aj j (iN Ei ) =

n
X

aj

j=1

j (Ei ) =

n
XX

aj j (Ei ) =

iN j=1

iN

(Ei )

iN

(note that we are allowed to change the order of summation because all the terms are non-negative; alternatively you
can consider the convergent/divergent cases separately). This shows that is a measure on (X, M).
8. Let (X, M, ) be a measure space and {En }nN a countable collection of measurable sets. Then (
k=n Ek )nN is an

increasing sequence of measurable sets with (k=n Ek ) (En ) for all n N, so

(lim inf En ) = (nN (

k=n Ek )) = lim (k=n Ek ) = lim inf (k=n Ek ) lim inf (En ).
n

nN

Moreover (
k=n Ek )nN is a decreasing sequence of measurable sets with (k=n Ek ) (En ), so

(lim sup En ) = (nN (

k=n Ek )) = lim (k=n Ek ) = lim sup (k=n Ek ) lim sup (En )
n

nN

provided that the first term of the sequence has finite measure, i.e. (
k=1 Ek ) < .
9. Let (X, M, ) be a measure space and E, F M. Then E = (E F ) t (E \ F ) and (E \ F ) t F = E F, so
(E) + (F ) = (E F ) + (E \ F ) + (F ) = (E F ) + (E F ).
10. Clearly E () = ( E) = () = 0. If {En }nN is a pairwise disjoint collection of members of M, then
X
X
E (nN En ) = ((nN En ) E) = (nN (En E)) =
(En E) =
E (En ).
nN

nN

Therefore E is a measure.
11. Suppose that is continuous from below. Let {En }nN be a pairwise disjoint collection of measurable sets, and for
each n N define Fn := ni=1 En . Since is continuous from below and finitely additive,
(iN Ei ) = (nN Fn ) = lim (Fn ) = lim
n

n
X
i=1

(Ei ) =

(Ei ).

i=1

This shows that is a measure. Conversely, if is a measure it is continuous from below by Theorem 1.8.
Now suppose that (X) < and is continuous from above. If (En )nN is an increasing sequence of measurable
sets, then (Enc )nN is a decreasing sequence of measurable sets, which implies that
(nN En ) = (X) ((nN En )c ) = (X) (nN Enc ) = (X) lim (Enc ) = lim (En ).
n

This shows that is continuous from below, so it is a measure by the previous paragraph. Conversely, if is a (finite)
measure it is continuous from above by Theorem 1.8.
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Jonathan Conder

14. Suppose for a contradiction that there exists C (0, ) such that every measurable subset F E satisfies (F ) C
or (F ) = . Set M := sup{(F ) | F E is measurable and (F ) < }, and note that 0 M C. For each
n N there exists a measurable subset En E such that M n1 (En ) < . Set Fn := ni=1 En for each n N
P
and define F := nN Fn . Note that M n1 (En ) (F ) and also (Fn ) ni=1 (En ) < for all n N, so
M (F ) = limn (Fn ) M. This shows that (F ) = M, so (E \ F ) = . Since is semifinite, there exists a
measurable subset A E \ F such that 0 < (A) < . This contradicts the definition of M, because A F E but
(F ) < (A) + (F ) = (A F ) < . Therefore, for any C (0, ) there exists a measurable subset F E such
that C < (F ) < .
17. Let A, B X be disjoint -measurable sets, and let E X. Then (A B) Ac = B and hence
(E (A B)) = (E (A B) A) + (E (A B) Ac ) = (E A) + (E B).
It follows by induction that

Pn

k=1

(E

Ak ) = (E (nk=1 Ak )) (E (
k=1 Ak )) for all n N. Therefore

(E Ak ) (E (
k=1 Ak )),

k=1

which implies that (E (

k=1 Ak )) =

k=1

(E

Ak ) because is subadditive.

18. (a) Let E X and (0, ). If (E) = then X A A , E X and (X) (E) + . Otherwise

(
)

X


0 (An )  An A for all n N and E nN An ,

(E) = inf

nN

so there exists a sequence (An )nN in A such that E nN An and

P
then A A , E A and (A) nN 0 (An ) (E) + .

nN 0 (An )

(E) + . If A := nN An ,

(b) Let E X such that (E) < . Suppose that E is -measurable. For each n N there exists Bn A such
that E Bn and (Bn ) (E) + n1 . Define B := nN Bn , so that B A and E B. Since (E) < ,
it follows that (B \ E) (Bn E c ) = (Bn ) (Bn E) = (Bn ) (E) n1 for all n N. This
implies that (B \ E) = 0.
Conversely, suppose there exists B A such that E B and (B \ E) = 0. If F X, then
(F E) + (F E c ) (F B) + (F B c ) + (F (B \ E)) (F B) + (F B c ) = (F )
because B A is -measurable. Clearly (F ) (F E) + (F E c ), so E is -measurable.
19. If E X is -measurable, then (X) = (X E) + (X E c ) = (E) + (E c ) by definition, so (E) = (E).
Conversely, let E X and suppose that (E) = (E). By the previous exercise, for each n N there exist
An , Bn A such that E An , E c Bn , (An ) (E) + n1 and (Bn ) (E c ) + n1 . If A := nN An , then
(A \ E) (An Bn ) = (An ) (An \ Bn )
= (An ) (Bnc )
= (An ) ( (X) (Bn ))
(E) + n1 (X) + (E c ) + n1
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Real Analysis

Chapter 1 Solutions

Jonathan Conder

= (E) (E) + 2n1

= 2n1
for all n N, and hence (A \ E) = 0. Moreover E A and A A , so by the previous exercise E is -measurable.
20. (a) If (An )nN is a sequence in M such that E nN An , then
X
X
(An ).
(E) (nN An )
(An ) =
nN

nN

Therefore (E) + (E), by definition. If there exists A M such that E A and (A) = (E), then
+ (E) (A) +

() = (A) = (E),

n=2

(E)

+ (E).

(E)

so
=
Conversely, suppose that
= + (E). By exercise 18 part (a), for each n N there
exists An M = M such that E An and + (An ) + (E) + n1 . Define A := nN An , so that A M
and E A. Moreover + (A) + (An ) + (E) + n1 for all n N, so + (A) + (E). It follows that
(A) = + (A) = + (E) = (E), because A M and E A.
(b) Let 0 be a premeasure on an algebra A M such that is induced by 0 , and let E X. By exercise 18
part (a), for each n N there exists An A M such that E An and (An ) (E) + n1 . Define
A := nN An , so that A M and E A. Moreover (A) (An ) (E) + n1 for all n N, so
(A) (E). It follows that (A) = (E), because E A. By the previous exercise, this implies that
(E) = + (E). Therefore = + .
(c) Define : 2X [0, ] by () = 0, ({0}) = 2, ({1}) = 2 and (X) = 3. Clearly (A) (B) for all
A B X. Moreover is subadditive, because (X) < ({0}) + ({1}). Therefore is an outer measure.
Note that {0} is not -measurable, because (X) = 3 < 2 + 2 = (X {0}) + (X {0}c ). This implies that
P
+ ({0}) = inf{ nN (An ) | An X for all n N and An = X for some n N} = (X) = 3 6= 2 = ({0}).
21. Let E X be locally -measurable, and let A X. If (A) = , then clearly (A E) + (A E c ) (A).
Otherwise, by exercise 18 part (a), for each n N there exists a -measurable set An X such that A An and
(An ) (A) + n1 . In particular, if n N then (An ) < , and hence An E and An E c = An (An E)c
are -measurable (because E is locally -measurable). It follows that
(A E) + (A E c ) (An E) + (An E c ) = (An E) + (An E c ) = (An ) = (An ) (A) + n1
for all n N, so (A E) + (A E c ) (A). Clearly (A) (A E) + (A E c ) in either case, so E is
-measurable. This shows that is saturated.
22. (a) Clearly |M = , so by exercise 6 from section 1.3 it suffices to show that M = M. To this end, let A M.
Then A = E F for some E M and F X such that F B for some B M with (B) = 0. Clearly
A E B M = M and ((E B) \ A) (B) = 0. By exercise 18 part (c), it follows that A M .
Conversely, let A M . By exercise 18 part (c) there exists B M = M such that A B and (B \ A) = 0.
Since B \ A M , exercise 18 part (b) implies that B \ A E and (E \ (B \ A)) = 0 for some E M. Note
that B \ E M and A E M . Moreover (A E) (E \ (B \ A)) = 0, so there exists F M such that
A E F and (F \ (A E)) = 0, by exercise 18 part (b). It follows that
(F ) = (F ) (F \ (A E)) + (A E) = 0.
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Chapter 1 Solutions

Jonathan Conder

Since A = (B \ E) (A E), it follows that A M. Therefore M = M.

e and
e M,
b be the completion of . Given A M with (A) < , the converse of the previous exercise
(b) Let E
implies that A M (using exercise 18 part (b) instead of part (c)). Hence A = E F for some E M and
F X such that F B for some B M with (B) = 0. In particular
b(A) = (E) = (E) (A) < .
e is locally
e A) < the previous exercise implies that
e A M, as E
b-measurable. Since (E
Therefore E
e A M (again using exercise 18 part (b) instead of part (c)). This shows that E
e is locally -measurable,
E
e M by exercise 21.
so E
e M and A M be such that
Conversely, let E
b(A) < . Then A = E F for some E M and F X such
that F B for some B M with (B) = 0. It follows that

e A) (A) (E) + (F ) = (E) + 0 =

(E
b(A) < .
e A M and hence
This implies that A M (by the previous exercise using part (b) instead of part (c)), so E
e
e A M (again by the previous exercise). This shows that E
e is locally
e M.
E
b-measurable, so E
e \ M, then
e = M . By exercise 6 from section 1.3,
e
e
Therefore M
b and agree on M. If E M
b(E) = by
e

definition. Moreover, if E M = M and (E) < , then E M by the previous exercise (using part (b)
e \ M.
e
instead of part (c)). This implies that
b and also agree on M
23. (a) Let E := {(a, b] Q | a, b R}. Clearly = (0, 0] Q E. If (a1 , b1 ] Q E and (a2 , b2 ] Q E then their
intersection is (max{a1 , a2 }, min{b1 , b2 }] Q E. Moreover, the complement of (a, b] Q E is ((, a] Q)
((b, ] Q), which is a disjoint union of elements of E provided that a b. If a > b then the complement of
(a, b] Q is just (, ] Q E. This shows that E is an elementary family of subsets of Q, so the collection
of finite disjoint unions of members of E is an algebra. If (a1 , b1 ] Q E and (a2 , b2 ] Q E are not disjoint,
then their union is (min{a1 , a2 }, max{b1 , b2 }] Q E. Therefore A is the collection of finite disjoint unions of
members of E, so A is an algebra.
(b) Let M be the -algebra generated by A. Since Q is countable and M is closed under countable unions, it suffices
to show that {x} M for all x Q. Given x Q and n N, it is clear that (x n1 , x] Q M. Therefore
{x} = nN ((x n1 , x] Q) M, as required.
(c) By definition 0 () = 0. Let (En )nN be a sequence of disjoint members of A whose union lies in A. If En =
P
for all n N, then nN En = and hence 0 (nN En ) = 0 = nN 0 (En ). Otherwise nN En 6= , and
P
Em 6= for some m N, so 0 (nN ) = and nN 0 (En ) 0 (Em ) = . Therefore 0 is a premeasure on
A. Define 1 , 2 : 2Q [0, ] by

, E 6=
, E contains 2n m for some m Z and n N
1 (E) =
and 1 (E) =
0, otherwise.
0,
E=
Clearly 1 |A = 0 = 2 |A , because every non-empty interval contains a rational of the form 2n m for some
m Z and n N. For the same reason that 0 is a premeasure, 1 is a measure. A very similar argument
implies that 2 is a measure. But 1 6= 2 because 1 ({31 }) = whereas 2 ({31 }) = 0.
24. (a) Since (A) + (Ac B) = (A B) = (B) + (B c A), by symmetry it suffices to show that (Ac B) = 0.
To this end, note that E A B c = (Ac B)c (if a member of E is not in B c , it is in B E = A E A). So
(X) = (X) = (E) ((Ac B)c ) = ((Ac B)c ) = (X) (Ac B),
and hence (Ac B) = 0 as required.
5

Real Analysis

Chapter 1 Solutions

Jonathan Conder

(b) It is clear that ME is a -algebra on E and that () = 0. Let {En }nN be a pairwise disjoint subset of ME . For
each n N there exists An M such that En = An E. Set A := iN
j=i+1 (Ai Aj ) and define Bn := An \ A
for each n N. It is easily checked that {Bn }nN is a pairwise disjoint subset of M and that En = Bn E for
all n N. Therefore
(nN En ) = (nN (Bn E)) = ((nN Bn ) E) = (nN Bn ) =

(Bn ) =

nN

(En ),

nN

which shows that is a measure on ME .

25. Let (Cn )nN be a sequence of compact intervals covering R, and fix n N. There exists a G set Vn M and a null
set Nn M such that E Cn = Vn \ Nn . Let (Vnk )kN be a sequence of open sets such that Vn = kN Vnk . For each
k N define an open set Unk := Vnk Cnc , and set U := n,kN Unk . Then U is a G set and U \ E nN Nn . Indeed,
if x U \ E there exists n N such that x Cn , which implies that x Vnk for all k N and hence x Vn but
x
/ E Cn = Vn \ Nn . Moreover E U, because E Unk for all n, k N. It follows that E = U \ (U \ E), where
U \ E is a null set.
If n N, then E Cn = Hn Nn for some F set Hn M and some null set Nn M . Clearly nN Hn and nN Nn
are respectively F and null sets. Moreover E = nN (E Cn ) = (nN Hn ) (nN Nn ).
26. Let E M and suppose that (E) < . Given (0, ), there exists an open set U M such that E U and
(U ) < (E) + 2 . Let (Un )nN be a sequence of disjoint open intervals such that nN Un = U. Then
X

(Un ) = (U ) < ,

nN

so there exists N N such that

n=N +1 (Un )

< 2 . Define A := N
n=1 Un . It follows that

(E4A) (E \ A) + (A \ E) (E \ U ) + (U \ A) + (U \ E) = 0 +

(Un ) + (U ) (E) < .

n=N +1

28. Let a, b R. Since F is continuous from above,

F ([a, b]) = F (nN (a n1 , b]) = lim F ((a n1 , b]) = lim (F (b) F (a n1 )) = F (b) F (a).
n

It follows that F ({a}) = F ([a, a]) = F (a) F (a), in which case F ([a, b)) = F ([a, b]) F ({b}) = F (b) F (a)
and F ((a, b)) = F ([a, b)) F ({a}) = F (b) F (a).
29. (a) Suppose that E N but m(E) > 0. Define R := Q [0, 1), and for each r R set Er := E + r. Clearly each Er
is measurable with m(Er ) = m(E), and rR Er [0, 2). Let r, s R and suppose that Er intersects Es . Then
there exists t Er Es , so that t r, t s E N. Since t r = (t s) + (s r) and s r Q, the definition
of N implies that t s = t r. Therefore r = s, which shows that {Er }rR is pairwise disjoint. Hence
=

X
rR

m(E) =

m(Er ) = m(rR Er ) m([0, 2)) = 2,

rR

which is a contradiction. Therefore m(E) = 0.

Real Analysis

Chapter 1 Solutions

Jonathan Conder

(b) Suppose that m(E) > 0, but every subset of E is measurable. Since E = nZ (E [n, n + 1)), there exists
n Z such that m(E [n, n + 1)) > 0. Define F := (E [n, n + 1)) n, so that F [0, 1), m(F ) > 0 and every
subset of F is measurable. Also define R := Q [1, 1], and for each r R set Nr := N + r. It is clear that
[0, 1) rR Nr , and hence F = rR (F Nr ). If r R then F Nr F and (F Nr ) r N, which implies
that both subsets are measurable (by containment in F and translational invariance) and have measure zero (by
P
P
the previous exercise and translational invariance). Therefore m(F ) rR m(F Nr ) = rR 0 = 0, which
is a contradiction so not every subset of E is measurable.
30. Let E L with m(E) > 0, and suppose there exists (0, 1) such that m(E I) m(I) for all open intervals I.
Without loss of generality m(E) < (since m is semifinite, we may replace E by a subset of finite positive measure).
Define := m(E)(1 ), so that > 0. Since E L and m is outer regular, there exists an open set U R such
that E U and m(U ) < m(E) + . As U is open, there exists a pairwise disjoint collection {Ii }iN of open intervals
such that U = iN Ii , and these intervals are bounded because m(U ) < . If if i N then
m(Ii ) = m(Ii \ E) + m(E Ii ) m(Ii \ E) + m(Ii )
and hence (1 )m(Ii ) m(Ii \ E). Since iN (Ii \ E) = U \ E has measure m(U ) m(E), it follows that
(1 )m(U ) = (1 )

X
iN

m(Ii ) =

(1 )m(Ii )

iN

m(Ii \ E) = m(iN (Ii \ E)) < = (1 )m(E)

iN

and hence m(U ) < m(E) m(U ), which is impossible. Thus, for each (0, 1) there exists an open interval I such
that m(E I) > m(I). The same clearly holds for (, 0].
31. Let E L with m(E) > 0, and set := 34 . By the previous exercise there exists a open interval I R with endpoints
a, b R such that m(E I) > m(I). Suppose there exists x ( 12 m(I), 12 m(I)) such that x
/ E E. Then
x
/ E E, and clearly 0 E E, so we may assume x > 0. Moreover E (E c + x) (E c x). Note that
(a, a + 2x] I, because 2x < m(I) = b a. Define n := max{k N | a + 2kx < b}, so that
m(E (a, a + 2nx]) =

n
X
k=1
n
X

(m(E (a + 2(k 1)x, a + (2k 1)x]) + m(E (a + (2k 1)x, a + 2kx]))

(m((E c x) (a + 2(k 1)x, a + (2k 1)x]) + m((E c + x) (a + (2k 1)x, a + 2kx]))

k=1

n
X
k=1
n
X

(m(E c (a + (2k 1)x, a + 2kx] x) + m(E c (a + 2(k 1)x, a + (2k 1)x] + x))
(m(E c (a + (2k 1)x, a + 2kx]) + m(E c (a + 2(k 1)x, a + (2k 1)x]))

k=1

m(E c (a, a + 2nx]).

This implies that m(E (a, a + 2nx]) 12 (m(E (a, a + 2nx]) + 21 m(E c (a, a + 2nx])) = 21 m((a, a + 2nx]) = nx.
Note that 4nx m(I), since otherwise k := 2n satisfies a + 2kx < b (but k > n). It follows that
m(E I) m(E (a, a + 2nx]) + m((a + 2nx, b)) m(I) nx m(I)

3m(I)
m(I)
=
= m(I).
4
4

This is a contradiction, so there does not exist x ( 12 m(I), 12 m(I)) such that x
/ E E.
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Chapter 1 Solutions

Jonathan Conder

33. Choose a surjection q : N Q [0, 1], and for each n N define In := (q(n) 3n , q(n) + 3n ). For each n N,

define Dn = In \ (
k=n+1 Ik ). If m, n N and m < n, then Dm Dn = because Dn In k=m+1 Ik . Moreover
23

= m(In ) m(Dn ) +

m(
k=n+1 Ik )

m(Dn ) +

k=n+1

m(Ik ) = m(Dn ) +

2 3k = m(Dn ) + 3n ,

k=n+1

and hence m(Dn ) 3n , for all n N. For each n N there exists a Borel set An Dn such that 0 < m(An ) < 3n ,
which can be found by intersecting Dn with an interval of the form [3n1 k, 3n1 (k + 1)] for some k Z (not all
of the intersections can have zero measure). Define A := [0, 1] (nN An ), and let I be a subinterval of [0, 1] with
midpoint c. There exists n N such that 4 3n < m(I), and there are infinitely many rationals in (c 3n , c + 3n ),
so there exists k N with k n and q(k) (c 3n , c + 3n ). It follows that Ik (c 2 3n , c + 2 3n ) I.
Therefore Ak A I (since Ak Ik [0, 1]), so m(A I) m(Ak ) > 0. Moreover
m(A I) = m((nN An ) I) = m(Ak ) + m((nN\{k} An ) I) < m(Dk ) + m(I \ Dk ) = m(I),
because m(Ak ) < m(Dk ) and nN\{k} An nN\{k} Dn Dkc .