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Chapter 2. Lebesgue Measure: Section 2.1. Introduction

The document introduces Lebesgue measure and its properties. It discusses wanting a function m that maps subsets of the reals to nonnegative reals or infinity, satisfying properties like being the length of intervals, translation invariant, and countably additive. However, there is no function satisfying all the desired properties. The document also introduces concepts like monotonicity and countable subadditivity for measures.

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Lakshmi Narayan
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26 views2 pages

Chapter 2. Lebesgue Measure: Section 2.1. Introduction

The document introduces Lebesgue measure and its properties. It discusses wanting a function m that maps subsets of the reals to nonnegative reals or infinity, satisfying properties like being the length of intervals, translation invariant, and countably additive. However, there is no function satisfying all the desired properties. The document also introduces concepts like monotonicity and countable subadditivity for measures.

Uploaded by

Lakshmi Narayan
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
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2.1.

Introduction to Lebesgue Measure 1

Chapter 2. Lebesgue Measure


Section 2.1. Introduction

Note. We “weigh” an interval by its length when setting up the Riemann integral.
So to generalize the Riemann integral, we desire a way to weigh sets other than
intervals. This weight should be a generalization of the length of an interval.

Note. Since we know an open set is a countable union of disjoint open intervals,
we would define its “weight” (or “measure”) to be the sum of the lengths of the
open intervals which compose it.

Note. We want a function m which maps the collection of all subsets of R, that
is the power set of the reals P(R), into R+ ∪ {0, ∞} = [0, ∞]. We would like m to
satisfy:

1. For any interval I, m(I) = `(I) (where `(I) is the length of I).

2. For all E on which m is defined and for all y ∈ R, m(E + y) = m(E). That
is, m is translation invariant.

3. If {Ek }∞
k=1 is a sequence of disjoint sets (on each of which, m is defined), then
P
m(∪·Ek ) = m(Ek ). That is, m is countably additive.

4. m is defined on P(R).

Here, and throughout, we use the symbol ∪· to indicate disjoint union.


2.1. Introduction to Lebesgue Measure 2

Note. We will see in Section 2.6 that there is not a function satisfying all four
properties. In fact, there is not even a set function satisfying (1), (2), and (4)
Xn
n
for which m (∪·k=1 Ek ) = m(Ek ) for disjoint Ek (this property is called finite
k=1
additivity). See Theorem 2.18 for details.

Note. It is “unknown” whether m exists satisfying properties (1), (3), and (4) (if
we assume the Continuum Hypothesis, then there is not such a function).

Note. We will weaken Property (4) and try to find a function defined on as large
a set as possible. We will require (by (3)) that our collection of sets, M, on which
m is defined, be countably additive and therefore M will be a σ-algebra.

Problem 2.1. Let m0 be a set function defined on a σ-algebra A with values in


[0, ∞]. Assume m0 is countably additive over countable disjoint collections in A.
If A and B are two sets in A with A ⊂ B, then m0 (A) ≤ m0 (B). This is called
monotonicity.

Note. Another property of measure is the following.

Problem 2.3. Let {Ek }∞ k=1 be a countable collection of sets in a σ-algebra A on


X∞
0 ∞
0
which a countably additive measure m is defined. Then m (∪k=1 Ek ) ≤ m0 (Ek ).
k=1
This is called countable subadditivity.

Revised: 8/28/2020

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