The “measure of symmetric difference” metric

Matija Vidmar
November 2, 2017

Let (X, A, µ) be a measure space. For (A, B) ∈ A × A define

ρ(A, B) := µ(A4B).

Then ρ : A×A → [0, ∞] is a (possibly infinite-valued) pseudometric on A. (The triangle inequality follows
from A4B ⊂ (A4C) ∪ (C4B) and from the monotonicity and finite subadditivity of µ.)
Now define
def
A ∼ B ⇔ ρ(A, B) = 0, (A, B) ∈ A × A.
Then ∼ is an equivalence relation on A. (Transitivity follows by the triangle inequality of ρ.)
Set now A0 := A/∼ , which is then “A mod µ-negligible sets”. Then ρ passes to a (possibly infinite-
valued) metric ρ0 on A0 via the canonical quotient map [·] : A → A0 induced by ∼:

ρ0 ([A], [B]) := ρ(A, B), (A, B) ∈ A × A.

(ρ0 is well defined, since A ∼ A0 and B ∼ B 0 implies ρ(A, A0 ) = ρ(B, B 0 ). This can be seen from
(A4B)\(A0 4B 0 ) ⊂ (A4A0 )4(B4B 0 ), so that one has by the monotonicity and finite subadditivity of
µ, µ((A4B)\(A0 4B 0 )) = 0, and hence by the finite additvity of µ, µ(A4B) = µ((A4B) ∩ (A0 4B 0 )) +
µ((A4B)\(A0 4B 0 )) = µ((A4B) ∩ (A0 4B 0 )) = µ(A0 4B 0 ).)
The map µ : A → [0, ∞] respects the quotient map [·]: [A] = [B] implies µ(A) = µ(A ∩ B) + µ(A\B) =
µ(A ∩ B) = µ(B). Hence it passes to a map µ0 : A0 → [0, ∞] via [·]:

µ0 ([A]) := µ(A), A ∈ A.

Assume now µ is finite. Then ρ0 is a bona fide (finite valued) metric on A0 . Moreover
Proposition 1. µ0 : A0 → [0, ∞) is continuous (with respect to the topology induced by the metric ρ0 on
A0 and the standard topology on [0, ∞)).
Proof. As a metric space, A0 is first countable, so we need only prove sequential continuity, i.e. for a
sequence (An )n∈N0 in A we should verify that

lim ρ0 ([An ], [A0 ]) = 0 ⇒ lim |µ0 ([An ]) − µ0 ([A0 ])| = 0

n→∞ n→∞

viz. that
lim µ(An 4A0 ) = 0 ⇒ lim |µ(An ) − µ(A0 )| = 0.
n→∞ n→∞

This follows from µ(C) = µ(D ∩ C) + µ(C\D) = µ(D) + µ(C\D) − µ(D\C), which implies

|µ(C) − µ(D)| = |µ(C\D) − µ(D\C)| ≤ µ(C4D), {C, D} ⊂ A.

Proposition 2. (A0 , ρ0 ) is a complete metric space. Moreover, if (An )n∈N is a sequence in A and
P ∞
n=1 µ(An 4An+1 ) < ∞, then

ρ0 - lim [An ] = [lim inf An ] = [lim sup An ].

n→∞ n→∞ n→∞

1
Remark 3. In order for the limit to be identified as the relevant lim sup/lim inf, some extra condition
on (An )n∈N beyond it being Cauchy/convergent is necessary in general, as the following example demon-
strates. Take X = [−1, 0) ∪ (0, 1] endowed with the Borel σ-field A and the restriction µ of the Lebesgue
measure to A. Set A2n +k := ([−1, 0)\[− k+1 k k k+1 n
2n , − 2n )) ∪ ( 2n , 2n ], k ∈ {0, . . . , 2 − 1}, n ∈ N0 . Then
0
lim supn→∞ An = X, lim inf n→∞ An = ∅ and ρ - limn→∞ An = [[−1, 0)], so that P [lim supn→∞ An ] = [X] 6=
∞
[∅] = [lim inf n→∞ An ] and neither is equal to ρ0 - limn→∞ An . (It must mean that n=1 µ(An 4An+1 ) = ∞,
which is true, of course.)
Proof. Let (An )n∈N be a sequence in A such that ([An ])n∈N is Cauchy wrt ρ0 .
To beginPwith, note that by passing to a subsequence, if necessary, we may assume without loss of gen-
∞
erality that n=1 µ(An 4An+1 ) < ∞ (a Cauchy sequence with a convergent subsequence is convergent).
Furthermore, if we have shown that ρ0 - limn→∞ [An ] = [lim inf n→∞ An ], then it will also follow that
ρ0 - limn→∞ [An ] = [lim supn→∞ An ]. This one sees as follows. The symmetric difference is invariant under
taking complements, viz. E4F = (X\E)4(X\F ). Therefore we will have that [X\ lim supn→∞ An ] =
[lim inf n→∞ X\An ] is the limit of the sequence ([X\An ])n∈N , and hence [lim supn→∞ An ] the limit of
([An ])n∈N (whilst limits in Hausdorff, and hence metric spaces, are unique).
So it remains to establish that limn→∞ µ(An 4 lim inf k→∞ Ak ) = 0.
Now, on the one hand, for n ∈ N, by the continuity from below and monotonicity of µ, one has
µ((lim inf k→∞ Ak )\An ) = limk→∞ µ((∩∞ l=k Al )\An ) ≤ lim inf k→∞ µ(Ak \An ) ≤ lim inf k→∞ µ(Ak 4An ).
But given  > 0, there is N ∈ N, such that µ(Ak 4Al ) ≤  whenever {l, k} ⊂ N≥N . In particular,
µ(lim inf k→∞ Ak \An ) ≤  for all n ∈ N≥N .
On the other hand, again for n ∈ N, by the continuity from above of µ, µ(An \ lim inf k→∞ Ak ) =
µ(lim supk→∞ An \Ak ) = limk→∞ µ(∪∞ ∞ ∞
l=k An \Al ) =: Gn . Since ∪l=k An \Al ⊂ (An \Ak ) ∪ ∪l=k (Al \Al+1 ),
P∞ the monotonocity and countable subadditivity of µ imply that Gn ≤ lim inf k→∞ µ(An 4Ak ) +
then
l=k µ(Al 4Al+1 ). Finally, for any  > 0 there is an P N ∈ N such that µ(Al 4Ak ) ≤  whenever
∞
{l, k} ⊂ N≥N . Since the tail of the convergent series n=1 µ(An 4An+1 ) tends to zero, we obtain
µ(An \ lim inf k→∞ Ak ) ≤  for all n ∈ N≥N , which concludes the proof.

Corollary 4. Let B ⊂ A be a sub-σ-field. Then [·](B), the image of B under the quotient map, is
sequentially closed, and hence closed in A0 with respect to the topology induced by ρ0 .
Remark 5. The topology induced by ρ0 on A0 depends on µ only through µ−1 ({0}), i.e. if ν is another
finite measure on A having the same negligible sets as µ, and if θ0 is the associated metric on A0 (as ρ0
is associated to µ), then the topology induced by θ0 conicides with the topology induced by ρ0 . Indeed,
since metric topologies are first countable, they are sequential, and so it suffices to check that convergence
of sequences under ρ0 coincides with convergence of sequences under θ0 . Let [A] = ρ0 - limn→∞ [An ],
i.e. limn→∞ µ(An 4A) = 0. By the R Radon-Nikodym theorem and a “grown-up version” of dominated
convergence we have ν(An 4A) = An 4A dµ dν
dµ → 0 as n → ∞, and so [A] = θ0 - limn→∞ [An ].