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 2 X, define Dx := \{C 2 C | x 2 C}, so that Dx 2 M. Let x, y 2 X and suppose y 2 Dx . Then
y 2 C for all C 2 C with x 2 C. Moreover, if y 2 C for some C 2 C, then y 2 / C c 2 C, so x 2/ C c and hence
x 2 C. This implies that, if C 2 C, then x 2 C i↵ y 2 C. In particular Dx = Dy . If x, y 2 X and there exists
z 2 Dx \ Dy , then Dx = Dz = Dy , so the collection D := {Dx | x 2 X} is pairwise disjoint. If C 2 C, then
C = [{Dx | x 2 C}, since x 2 Dx ✓ C for all x 2 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) := [a2A 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! ( 1, 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 }n2N be a countable collection of
members of A. For each n 2 N define Fn := [nk=1 Ek . Since A is an algebra it is clear that (Fn )n2N is an increasing
sequence of members of A, so [n2N En = [n2N Fn 2 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 2 N, E ✓ N and N is closed under taking complements. Let {En }n2N be a countable collection
of members of N. For each n 2 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 := [n2N En is a countable subcollection
of E. Let A be the -algebra generated by F, so that A ✓ N. For each n 2 N the -algebra generated by En is a subset
of A, because A is a -algebra containing En . This implies that En 2 A for all n 2 N, and hence [n2N En 2 A ✓ N.
Therefore N is closed under countable unions, so it is a -algebra containing E. This implies that M ✓ N.
Conversely, let E 2 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 2 M. This shows that N ✓ M and hence N = M.

6. Note that µ(?) = µ(? [ ?) = µ(?) = 0. Given a sequence (An )n2N of disjoint sets in M, there exists a sequence
(En )n2N of sets in M and a sequence (Fn )n2N of subsets of measure zero sets from M such that An = En [ Fn for all
n 2 N. Note that (En )n2N is pairwise disjoint, and [n2N Fn is a subset of a measure zero set. Therefore
X X
µ([n2N An ) = µ(([n2N En ) [ ([n2N Fn )) = µ([n2N En ) = µ(En ) = µ(An ).
n2N n2N

This shows that µ is a measure. Let A ✓ X, and suppose there exists B 2 M such that A ✓ B and µ(B) = 0. Then
B = E [ F for some E 2 M and F a subset of a measure zero set N 2 M. It follows that A ✓ E [ N, where E [ N 2 M
and µ(E [ N )  µ(E) + µ(N ) = µ(E) + 0  µ(B) = 0. Therefore A = ? [ A 2 M, which shows that µ is complete.

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 Real Analysis Chapter 1 Solutions Jonathan Conder

Let : M ! [0, 1] be another measure which extends µ, and let A 2 M. Then A = E [ F for some E 2 M and F a
subset of a measure zero set N 2 M. It follows that

µ(E) = (E)  (A)  (E) + (F )  (E) + (N ) = µ(E) + µ(N ) = µ(E).

Therefore (A) = µ(E) = µ(A), so = µ. This shows that µ is the unique measure on M which extends µ.
Pn
7. Set µ := j=1 aj µj , and note that µ(?) = 0. If {Ei }i2N is a pairwise disjoint collection of members of M, then
n
X n
X X n
XX X
µ([i2N Ei ) = aj µj ([i2N Ei ) = aj µj (Ei ) = aj µj (Ei ) = µ(Ei )
j=1 j=1 i2N i2N j=1 i2N

(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 µ is a measure on (X, M).

8. Let (X, M, µ) be a measure space and {En }n2N a countable collection of measurable sets. Then (\1
k=n Ek )n2N is an
increasing sequence of measurable sets with µ(\1
k=n Ek )  µ(En ) for all n 2 N, so

µ(lim inf En ) = µ([n2N (\1 1 1

k=n Ek )) = lim µ(\k=n Ek ) = lim inf µ(\k=n Ek )  lim inf µ(En ).
n2N n!1 n!1 n!1

Moreover ([1 1
k=n Ek )n2N is a decreasing sequence of measurable sets with µ([k=n Ek ) µ(En ), so

µ(lim sup En ) = µ(\n2N ([1 1 1

k=n Ek )) = lim µ([k=n Ek ) = lim sup µ([k=n Ek ) lim sup µ(En )
n2N n!1 n!1 n!1

provided that the first term of the sequence has finite measure, i.e. µ([1
k=1 Ek ) < 1.

9. Let (X, M, µ) be a measure space and E, F 2 M. Then E = (E \ F ) t (E \ F ) and (E \ F ) t F = E [ F, so

µ(E) + µ(F ) = µ(E \ F ) + µ(E \ F ) + µ(F ) = µ(E \ F ) + µ(E [ F ).

10. Clearly µE (?) = µ(? \ E) = µ(?) = 0. If {En }n2N is a pairwise disjoint collection of members of M, then
X X
µE ([n2N En ) = µ(([n2N En ) \ E) = µ([n2N (En \ E)) = µ(En \ E) = µE (En ).
n2N n2N

Therefore µE is a measure.

11. Suppose that µ is continuous from below. Let {En }n2N be a pairwise disjoint collection of measurable sets, and for
each n 2 N define Fn := [ni=1 En . Since µ is continuous from below and finitely additive,
n
X 1
X
µ([i2N Ei ) = µ([n2N Fn ) = lim µ(Fn ) = lim µ(Ei ) = µ(Ei ).
n!1 n!1
i=1 i=1

This shows that µ is a measure. Conversely, if µ is a measure it is continuous from below by Theorem 1.8.
Now suppose that µ(X) < 1 and µ is continuous from above. If (En )n2N is an increasing sequence of measurable
sets, then (Enc )n2N is a decreasing sequence of measurable sets, which implies that

µ([n2N En ) = µ(X) µ(([n2N En )c ) = µ(X) µ(\n2N Enc ) = µ(X) lim µ(Enc ) = lim µ(En ).
n!1 n!1

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

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 Real Analysis Chapter 1 Solutions Jonathan Conder

14. Suppose for a contradiction that there exists C 2 (0, 1) such that every measurable subset F ✓ E satisfies µ(F )  C
or µ(F ) = 1. Set M := sup{µ(F ) | F ✓ E is measurable and µ(F ) < 1}, and note that 0  M  C. For each
n 2 N there exists a measurable subset En ✓ E such that M n 1  µ(En ) < 1. Set Fn := [ni=1 En for each n 2 N
P
and define F := [n2N Fn . Note that M n 1  µ(En )  µ(F ) and also µ(Fn )  ni=1 µ(En ) < 1 for all n 2 N, so
M  µ(F ) = limn!1 µ(Fn )  M. This shows that µ(F ) = M, so µ(E \ F ) = 1. Since µ is semifinite, there exists a
measurable subset A ✓ E \ F such that 0 < µ(A) < 1. This contradicts the definition of M, because A [ F ✓ E but
µ(F ) < µ(A) + µ(F ) = µ(A [ F ) < 1. Therefore, for any C 2 (0, 1) there exists a measurable subset F ✓ E such
that C < µ(F ) < 1.

17. Let A, B ✓ X be disjoint µ⇤ -measurable sets, and let E ✓ X. Then (A [ B) \ Ac = B and hence

µ⇤ (E \ (A [ B)) = µ⇤ (E \ (A [ B) \ A) + µ⇤ (E \ (A [ B) \ Ac ) = µ⇤ (E \ A) + µ⇤ (E \ B).
Pn ⇤ (E
It follows by induction that k=1 µ \ Ak ) = µ⇤ (E \ ([nk=1 Ak ))  µ⇤ (E \ ([1
k=1 Ak )) for all n 2 N. Therefore

1
X
µ⇤ (E \ Ak )  µ⇤ (E \ ([1
k=1 Ak )),
k=1
P1
which implies that µ⇤ (E \ ([1
k=1 Ak )) = k=1 µ
⇤ (E \ Ak ) because µ⇤ is subadditive.

18. (a) Let E ✓ X and " 2 (0, 1). If µ⇤ (E) = 1 then X 2 A ✓ A , E ✓ X and µ⇤ (X)  µ⇤ (E) + ". Otherwise
( )
X
µ⇤ (E) = inf µ0 (An ) An 2 A for all n 2 N and E ✓ [n2N An ,
n2N
P
so there exists a sequence (An )n2N in A such that E ✓ [n2N An and n2N µ0 (An )  µ⇤ (E) + ". If A := [n2N An ,
P
then A 2 A , E ✓ A and µ⇤ (A)  n2N µ0 (An )  µ⇤ (E) + ".
(b) Let E ✓ X such that µ⇤ (E) < 1. Suppose that E is µ⇤ -measurable. For each n 2 N there exists Bn 2 A such
that E ✓ Bn and µ⇤ (Bn )  µ⇤ (E) + n 1 . Define B := \n2N Bn , so that B 2 A and E ✓ B. Since µ⇤ (E) < 1,
it follows that µ⇤ (B \ E)  µ⇤ (Bn \ E c ) = µ⇤ (Bn ) µ⇤ (Bn \ E) = µ⇤ (Bn ) µ⇤ (E)  n 1 for all n 2 N. This
implies that µ⇤ (B \ E) = 0.
Conversely, suppose there exists B 2 A such that E ✓ B and µ⇤ (B \ E) = 0. If F ✓ X, then

µ⇤ (F \ E) + µ⇤ (F \ E c )  µ⇤ (F \ B) + µ⇤ (F \ B c ) + µ⇤ (F \ (B \ E))  µ⇤ (F \ B) + µ⇤ (F \ B c ) = µ⇤ (F )

because B 2 A is µ⇤ -measurable. Clearly µ⇤ (F )  µ⇤ (F \ E) + µ⇤ (F \ E c ), so E is µ⇤ -measurable.

19. If E ✓ X is µ⇤ -measurable, then µ⇤ (X) = µ⇤ (X \ E) + µ⇤ (X \ E c ) = µ⇤ (E) + µ⇤ (E c ) by definition, so µ⇤ (E) = µ⇤ (E).

Conversely, let E ✓ X and suppose that µ⇤ (E) = µ⇤ (E). By the previous exercise, for each n 2 N there exist
An , Bn 2 A such that E ✓ An , E c ✓ Bn , µ⇤ (An )  µ⇤ (E) + n 1 and µ⇤ (Bn )  µ⇤ (E c ) + n 1 . If A := \n2N An , then

µ⇤ (A \ E)  µ⇤ (An \ Bn ) = µ⇤ (An ) µ⇤ (An \ Bn )

= µ⇤ (An ) µ⇤ (Bnc )
= µ⇤ (An ) (µ⇤ (X) µ⇤ (Bn ))
 µ⇤ (E) + n 1
µ⇤ (X) + µ⇤ (E c ) + n 1

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 Real Analysis Chapter 1 Solutions Jonathan Conder

= µ⇤ (E) µ⇤ (E) + 2n 1

1
= 2n

for all n 2 N, and hence µ⇤ (A \ E) = 0. Moreover E ✓ A and A 2 A , so by the previous exercise E is µ⇤ -measurable.

20. (a) If (An )n2N is a sequence in M⇤ such that E ✓ [n2N An , then

X X
⇤ ⇤ ⇤
µ (E)  µ ([n2N An )  µ (An ) = µ(An ).
n2N n2N

Therefore µ⇤ (E)  µ+ (E), by definition. If there exists A 2 M⇤ such that E ✓ A and µ⇤ (A) = µ⇤ (E), then
1
X
µ+ (E)  µ(A) + µ(?) = µ⇤ (A) = µ⇤ (E),
n=2

so µ⇤ (E) = µ+ (E). Conversely, suppose that µ⇤ (E) = µ+ (E). By exercise 18 part (a), for each n 2 N there
exists An 2 M⇤ = M⇤ such that E ✓ An and µ+ (An )  µ+ (E) + n 1 . Define A := \n2N An , so that A 2 M⇤
and E ✓ A. Moreover µ+ (A)  µ+ (An )  µ+ (E) + n 1 for all n 2 N, so µ+ (A)  µ+ (E). It follows that
µ⇤ (A) = µ+ (A) = µ+ (E) = µ⇤ (E), because A 2 M⇤ and E ✓ A.
(b) Let µ0 be a premeasure on an algebra A ✓ M⇤ such that µ⇤ is induced by µ0 , and let E ✓ X. By exercise 18
part (a), for each n 2 N there exists An 2 A ✓ M⇤ such that E ✓ An and µ⇤ (An )  µ⇤ (E) + n 1 . Define
A := \n2N An , so that A 2 M⇤ and E ✓ A. Moreover µ⇤ (A)  µ⇤ (An )  µ⇤ (E) + n 1 for all n 2 N, so
µ⇤ (A)  µ⇤ (E). It follows that µ⇤ (A) = µ⇤ (E), because E ✓ A. By the previous exercise, this implies that
µ⇤ (E) = µ+ (E). Therefore µ⇤ = µ+ .
(c) Define µ⇤ : 2X ! [0, 1] by µ⇤ (?) = 0, µ⇤ ({0}) = 2, µ⇤ ({1}) = 2 and µ⇤ (X) = 3. Clearly µ⇤ (A)  µ⇤ (B) for all
A ✓ B ✓ X. Moreover µ⇤ is subadditive, because µ⇤ (X) < µ⇤ ({0}) + µ⇤ ({1}). Therefore µ⇤ is an outer measure.
Note that {0} is not µ⇤ -measurable, because µ⇤ (X) = 3 < 2 + 2 = µ⇤ (X \ {0}) + µ⇤ (X \ {0}c ). This implies that
P
µ+ ({0}) = inf{ n2N µ⇤ (An ) | An ✓ X for all n 2 N and An = X for some n 2 N} = µ⇤ (X) = 3 6= 2 = µ⇤ ({0}).

21. Let E ✓ X be locally µ⇤ -measurable, and let A ✓ X. If µ⇤ (A) = 1, then clearly µ⇤ (A \ E) + µ⇤ (A \ E c )  µ⇤ (A).
Otherwise, by exercise 18 part (a), for each n 2 N there exists a µ⇤ -measurable set An ✓ X such that A ✓ An and
µ⇤ (An )  µ⇤ (A) + n 1 . In particular, if n 2 N then µ⇤ (An ) < 1, and hence An \ E and An \ E c = An \ (An \ E)c
are µ⇤ -measurable (because E is locally µ⇤ -measurable). It follows that

µ⇤ (A \ E) + µ⇤ (A \ E c )  µ⇤ (An \ E) + µ⇤ (An \ E c ) = µ(An \ E) + µ(An \ E c ) = µ(An ) = µ⇤ (An )  µ⇤ (A) + n 1

for all n 2 N, so µ⇤ (A \ E) + µ⇤ (A \ E c )  µ⇤ (A). Clearly µ⇤ (A)  µ⇤ (A \ E) + µ⇤ (A \ E c ) in either case, so E is

µ⇤ -measurable. This shows that µ is saturated.

22. (a) Clearly µ|M = µ, so by exercise 6 from section 1.3 it suffices to show that M⇤ = M. To this end, let A 2 M.
Then A = E [ F for some E 2 M and F ✓ X such that F ✓ B for some B 2 M with µ(B) = 0. Clearly
A ✓ E [ B 2 M = M and µ⇤ ((E [ B) \ A)  µ⇤ (B) = 0. By exercise 18 part (c), it follows that A 2 M⇤ .
Conversely, let A 2 M⇤ . By exercise 18 part (c) there exists B 2 M = M such that A ✓ B and µ⇤ (B \ A) = 0.
Since B \ A 2 M⇤ , exercise 18 part (b) implies that B \ A ✓ E and µ⇤ (E \ (B \ A)) = 0 for some E 2 M. Note
that B \ E 2 M and A \ E 2 M⇤ . Moreover µ⇤ (A \ E)  µ⇤ (E \ (B \ A)) = 0, so there exists F 2 M such that
A \ E ✓ F and µ⇤ (F \ (A \ E)) = 0, by exercise 18 part (b). It follows that

µ(F ) = µ⇤ (F )  µ⇤ (F \ (A \ E)) + µ⇤ (A \ E) = 0.

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 Real Analysis Chapter 1 Solutions Jonathan Conder

Since A = (B \ E) [ (A \ E), it follows that A 2 M. Therefore M⇤ = M.

(b) Let E e and µ
e 2 M, b be the completion of µ. Given A 2 M⇤ with µ(A) < 1, the converse of the previous exercise
implies that A 2 M (using exercise 18 part (b) instead of part (c)). Hence A = E [ F for some E 2 M and
F ✓ X such that F ✓ B for some B 2 M with µ(B) = 0. In particular µ b(A) = µ(E) = µ⇤ (E)  µ⇤ (A) < 1.
Therefore Ee \ A 2 M, as E e is locally µ e \ A) < 1 the previous exercise implies that
b-measurable. Since µ⇤ (E
Ee \ A 2 M⇤ (again using exercise 18 part (b) instead of part (c)). This shows that E
e is locally µ⇤ -measurable,
so Ee 2 M⇤ by exercise 21.
e 2 M⇤ and A 2 M be such that µ
Conversely, let E b(A) < 1. Then A = E [ F for some E 2 M and F ✓ X such
that F ✓ B for some B 2 M with µ(B) = 0. It follows that
e \ A)  µ⇤ (A)  µ⇤ (E) + µ⇤ (F ) = µ(E) + 0 = µ
µ⇤ ( E b(A) < 1.
e \ A 2 M⇤ and hence
This implies that A 2 M⇤ (by the previous exercise using part (b) instead of part (c)), so E
Ee \ A 2 M (again by the previous exercise). This shows that E e is locally µ
b-measurable, so E e
e 2 M.
Therefore M e = M⇤ . By exercise 6 from section 1.3, µe
b and µ agree on M. If E 2 M e \ M, then µ e
b(E) = 1 by
definition. Moreover, if E 2 M e = M⇤ and µ(E) < 1, then E 2 M by the previous exercise (using part (b)
e e \ M.
b and µ also agree on M
instead of part (c)). This implies that µ

23. (a) Let E := {(a, b] \ Q | a, b 2 R}. Clearly ? = (0, 0] \ Q 2 E. If (a1 , b1 ] \ Q 2 E and (a2 , b2 ] \ Q 2 E then their
intersection is (max{a1 , a2 }, min{b1 , b2 }] \ Q 2 E. Moreover, the complement of (a, b] \ Q 2 E is (( 1, a] \ Q) [
((b, 1] \ 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 ( 1, 1] \ Q 2 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 2 E and (a2 , b2 ] \ Q 2 E are not disjoint,
then their union is (min{a1 , a2 }, max{b1 , b2 }] \ Q 2 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} 2 M for all x 2 Q. Given x 2 Q and n 2 N, it is clear that (x n1 , x] \ Q 2 M. Therefore
{x} = \n2N ((x n1 , x] \ Q) 2 M, as required.
(c) By definition µ0 (?) = 0. Let (En )n2N be a sequence of disjoint members of A whose union lies in A. If En = ?
P
for all n 2 N, then [n2N En = ? and hence µ0 ([n2N En ) = 0 = n2N µ0 (En ). Otherwise [n2N En 6= ?, and
P
Em 6= ? for some m 2 N, so µ0 ([n2N ) = 1 and n2N µ0 (En ) µ0 (Em ) = 1. Therefore µ0 is a premeasure on
A. Define µ1 , µ2 : 2Q ! [0, 1] by
8 8
<1, E 6= ? <1, E contains 2 n m for some m 2 Z and n 2 N
µ1 (E) = and µ1 (E) =
:0, E=? :0, otherwise.

Clearly µ1 |A = µ0 = µ2 |A , because every non-empty interval contains a rational of the form 2 n m for some
m 2 Z and n 2 N. For the same reason that µ0 is a premeasure, µ1 is a measure. A very similar argument
implies that µ2 is a measure. But µ1 6= µ2 because µ1 ({3 1 }) = 1 whereas µ2 ({3 1 }) = 0.

24. (a) Since µ(A) + µ(Ac \ B) = µ(A [ B) = µ(B) + µ(B c \ A), by symmetry it suffices to show that µ(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

µ(X) = µ⇤ (X) = µ⇤ (E)  µ⇤ ((Ac \ B)c ) = µ((Ac \ B)c ) = µ(X) µ(Ac \ B),

and hence µ(Ac \ B) = 0 as required.

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 Real Analysis Chapter 1 Solutions Jonathan Conder

(b) It is clear that ME is a -algebra on E and that ⌫(?) = 0. Let {En }n2N be a pairwise disjoint subset of ME . For
each n 2 N there exists An 2 M such that En = An \ E. Set A := [i2N [1 j=i+1 (Ai \ Aj ) and define Bn := An \ A
for each n 2 N. It is easily checked that {Bn }n2N is a pairwise disjoint subset of M and that En = Bn \ E for
all n 2 N. Therefore
X X
⌫([n2N En ) = ⌫([n2N (Bn \ E)) = ⌫(([n2N Bn ) \ E) = µ([n2N Bn ) = µ(Bn ) = ⌫(En ),
n2N n2N

which shows that ⌫ is a measure on ME .

25. Let (Cn )n2N be a sequence of compact intervals covering R, and fix n 2 N. There exists a G set Vn 2 Mµ and a null
set Nn 2 Mµ such that E \ Cn = Vn \ Nn . Let (Vnk )k2N be a sequence of open sets such that Vn = \k2N Vnk . For each
k 2 N define an open set Unk := Vnk [ Cnc , and set U := \n,k2N Unk . Then U is a G set and U \ E ✓ [n2N Nn . Indeed,
if x 2 U \ E there exists n 2 N such that x 2 Cn , which implies that x 2 Vnk for all k 2 N and hence x 2 Vn but
x2 / E \ Cn = Vn \ Nn . Moreover E ✓ U, because E ✓ Unk for all n, k 2 N. It follows that E = U \ (U \ E), where
U \ E is a null set.
If n 2 N, then E \ Cn = Hn [ Nn for some F set Hn 2 Mµ and some null set Nn 2 Mµ . Clearly [n2N Hn and [n2N Nn
are respectively F and null sets. Moreover E = [n2N (E \ Cn ) = ([n2N Hn ) [ ([n2N Nn ).

26. Let E 2 Mµ and suppose that µ(E) < 1. Given " 2 (0, 1), there exists an open set U 2 Mµ such that E ✓ U and
µ(U ) < µ(E) + 2" . Let (Un )n2N be a sequence of disjoint open intervals such that [n2N Un = U. Then
X
µ(Un ) = µ(U ) < 1,
n2N
P1
so there exists N 2 N such that n=N +1 µ(Un ) < 2" . Define A := [N
n=1 Un . It follows that

1
X
µ(E4A)  µ(E \ A) + µ(A \ E)  µ(E \ U ) + µ(U \ A) + µ(U \ E) = 0 + µ(Un ) + µ(U ) µ(E) < ".
n=N +1

28. Let a, b 2 R. Since µF is continuous from above,

1 1 1
µF ([a, b]) = µF (\n2N (a n , b]) = lim µF ((a n , b]) = lim (F (b) F (a n )) = F (b) F (a ).
n!1 n!1

It follows that µF ({a}) = µF ([a, a]) = F (a) F (a ), in which case µF ([a, b)) = µF ([a, b]) µF ({b}) = F (b ) F (a )
and µF ((a, b)) = µF ([a, b)) µF ({a}) = F (b ) F (a).

29. (a) Suppose that E ✓ N but m(E) > 0. Define R := Q \ [0, 1), and for each r 2 R set Er := E + r. Clearly each Er
is measurable with m(Er ) = m(E), and [r2R Er ✓ [0, 2). Let r, s 2 R and suppose that Er intersects Es . Then
there exists t 2 Er \ Es , so that t r, t s 2 E ✓ N. Since t r = (t s) + (s r) and s r 2 Q, the definition
of N implies that t s = t r. Therefore r = s, which shows that {Er }r2R is pairwise disjoint. Hence
X X
1= m(E) = m(Er ) = m([r2R Er )  m([0, 2)) = 2,
r2R r2R

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

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 Real Analysis Chapter 1 Solutions Jonathan Conder

(b) Suppose that m(E) > 0, but every subset of E is measurable. Since E = [n2Z (E \ [n, n + 1)), there exists
n 2 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 2 R set Nr := N + r. It is clear that
[0, 1) ✓ [r2R Nr , and hence F = [r2R (F \ Nr ). If r 2 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 )  r2R m(F \ Nr ) = r2R 0 = 0, which
is a contradiction so not every subset of E is measurable.

30. Let E 2 L with m(E) > 0, and suppose there exists ↵ 2 (0, 1) such that m(E \ I)  ↵m(I) for all open intervals I.
Without loss of generality m(E) < 1 (since m is semifinite, we may replace E by a subset of finite positive measure).
Define " := m(E)(1 ↵), so that " > 0. Since E 2 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 }i2N of open intervals
such that U = [i2N Ii , and these intervals are bounded because m(U ) < 1. If if i 2 N then

m(Ii ) = m(Ii \ E) + m(E \ Ii )  m(Ii \ E) + ↵m(Ii )

and hence (1 ↵)m(Ii )  m(Ii \ E). Since [i2N (Ii \ E) = U \ E has measure m(U ) m(E), it follows that
X X X
(1 ↵)m(U ) = (1 ↵) m(Ii ) = (1 ↵)m(Ii )  m(Ii \ E) = m([i2N (Ii \ E)) < " = (1 ↵)m(E)
i2N i2N i2N

and hence m(U ) < m(E)  m(U ), which is impossible. Thus, for each ↵ 2 (0, 1) there exists an open interval I such
that m(E \ I) > ↵m(I). The same clearly holds for ↵ 2 ( 1, 0].

31. Let E 2 L with m(E) > 0, and set ↵ := 34 . By the previous exercise there exists a open interval I ✓ R with endpoints
a, b 2 R such that m(E \ I) > ↵m(I). Suppose there exists x 2 ( 12 m(I), 12 m(I)) such that x 2 / E E. Then
x 2/ E E, and clearly 0 2 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 2 N | a + 2kx < b}, so that
n
X
m(E \ (a, a + 2nx]) = (m(E \ (a + 2(k 1)x, a + (2k 1)x]) + m(E \ (a + (2k 1)x, a + 2kx]))
k=1
Xn
 (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
Xn
 (m(E c \ (a + (2k 1)x, a + 2kx] x) + m(E c \ (a + 2(k 1)x, a + (2k 1)x] + x))
k=1
Xn
 (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]) + 12 m(E c \ (a, a + 2nx])) = 12 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(I) 3m(I)
m(E \ I)  m(E \ (a, a + 2nx]) + m((a + 2nx, b))  m(I) nx  m(I) = = ↵m(I).
4 4
1 1
This is a contradiction, so there does not exist x 2 ( 2 m(I), 2 m(I)) such that x 2
/E E.

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 Real Analysis Chapter 1 Solutions Jonathan Conder

33. Choose a surjection q : N ! Q \ [0, 1], and for each n 2 N define In := (q(n) 3 n , q(n) + 3 n ). For each n 2 N,
define Dn = In \ ([1 1
k=n+1 Ik ). If m, n 2 N and m < n, then Dm \ Dn = ? because Dn ✓ In ✓ [k=m+1 Ik . Moreover

1
X 1
X
2·3 n
= m(In )  m(Dn ) + m([1
k=n+1 Ik )  m(Dn ) + m(Ik ) = m(Dn ) + 2·3 k
= m(Dn ) + 3 n
,
k=n+1 k=n+1

and hence m(Dn ) 3 n , for all n 2 N. For each n 2 N there exists a Borel set An ✓ Dn such that 0 < m(An ) < 3 n ,
which can be found by intersecting Dn with an interval of the form [3 n 1 k, 3 n 1 (k + 1)] for some k 2 Z (not all
of the intersections can have zero measure). Define A := [0, 1] \ ([n2N An ), and let I be a subinterval of [0, 1] with
midpoint c. There exists n 2 N such that 4 · 3 n < m(I), and there are infinitely many rationals in (c 3 n , c + 3 n ),
so there exists k 2 N with k n and q(k) 2 (c 3 n , c + 3 n ). It follows that Ik ✓ (c 2 · 3 n , 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(([n2N An ) \ I) = m(Ak ) + m(([n2N\{k} An ) \ I) < m(Dk ) + m(I \ Dk ) = m(I),

because m(Ak ) < m(Dk ) and [n2N\{k} An ✓ [n2N\{k} Dn ✓ Dkc .