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Measure Theory ‫ ا &س‬$+

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Sequences Of Sets……‫ت‬3 ‫'ت ا‬4
Let {x n } be a sequence of real numbers. Define
lim sup x n = inf{sup{x m : m ≥ n} : n ≥ 1} and lim inf x n = sup{inf{x m : m ≥ n} : n ≥ 1}
n →∞ n →∞

If lim sup x n = lim inf x n , we say that the limit exists and write lim x n
n →∞ n →∞ n →∞

Definition(1)
Let { An} be a sequence of subsets of a set Ω . The set of all points which
belong to infinitely many sets of the sequence { An } is called the upper limit (or limit
superior) of { An } and is denoted by A∗ and defined by
∞ ∞ ∞
A∗ = lim supn An = {x ∈ An : for infinitely many n} = IU Ak = lim U Ak
n →∞ n →∞
n =1 k = n k =n

Thus
x ∈ A ∗ iff for all n , then x ∈ Ak for some k ≥ n
The lower limit (or limit inferior) of { An } , denoted by A∗ is the set of all points which
belong to almost all sets of the sequence { An } , and defined by
∞ ∞ ∞
A∗ = lim inf n An = {x ∈ An : for all but finitely many n} = UI Ak = lim I Ak
n →∞ n →∞
n =1 k = n k =n

Thus
x ∈ A∗ iff for some n , then x ∈ Ak for all k ≥ n

Example(2)
A , n even
(1) If An =  , then lim supn An = A ∪ B and lim inf n An = A ∩ B
n→∞ n→∞
B , n odd
 1
(− n ,1] , n odd
(2) If Ω = R and An =  , then lim supn An = (−1,1] and lim inf n An = {0}
n→∞ n→∞
(−1, 1 ] , n even
 n

Ans:

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(1)
∞ ∞
U Ak = A ∪ B, I Ak = A ∩ B
k =n k =n

∞ ∞
U Ak = A ∪ B, I Ak = A ∩ B
k =n k =n
∞ ∞ ∞ ∞
I ( U Ak ) = A ∪ B, U ( I Ak ) = A ∩ B
n =1 k = n n =1 k = n

lim sup n An = A ∪ B, lim inf n An = A ∩ B

n→∞ n→∞

Theorem(3)
(1) Let ℜ be a σ -ring on a set Ω , if An ∈ ℜ, n = 1,2,L , then
lim sup n An ∈ ℜ and lim inf n An ∈ ℜ
n→∞ n→∞

(2) Let F be a σ -field on a set Ω , if An ∈ F , n = 1,2, L , then

lim sup n An ∈ F and lim inf n An ∈ F
n→∞ n→∞

Proof:
(1)

Theorem(4)
Let { An} be a sequence of subsets of a set Ω .
(1) (lim sup n An ) c = lim inf n Anc
n →∞ n→n

(2) ( lim inf n An ) = lim sup n Anc

c
n →∞ n →∞

(3) lim inf n An ⊆ lim sup n An

n→∞ n→∞

Proof:
(1)
∞ ∞
Since lim supn An = I U Ak
n →∞ n =1k = n

∞ ∞ c ∞ ∞
( lim supn An) = ( I ( U Ak )) = U ( I Akc ) = lim inf n Anc
c
n →∞ n =1 k = n n =1 k =n n →∞

Definition(5)
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A sequence { An} of subsets of a set Ω is said to converge if

lim sup n An = lim inf n An = A (say)
n→∞ n→∞

And A is said to be the limit of { An} , we write A = lim An or An → A

n →∞

Definition(6)
A sequence { An} of subsets of a set Ω is said to be increasing if An ⊂ An+1
for n = 1,2,L . It is said to be decreasing if An +1 ⊂ An for n = 1,2,L . A monotone sequence
of sets is one which either increasing or decreasing.

Theorem(7)
Any monotone sequence is converge. But the converse is not true.
Proof:
Let { An} be a monotone sequence of subsets of a set Ω .

If { An} is an increasing ⇒ An ⊂ An +1 for n = 1,2,L

∞ ∞ ∞
⇒ U Ak = U An and I Ak = An for n = 1,2,L
k =n n =1 k =n
∞ ∞ ∞ ∞ ∞
lim supn An = I (U Ak ) = I (U An ) = U An
n→∞
n =1 k = n n =1 n =1 n =1

∞ ∞ ∞
lim inf n An = U (I Ak ) = U An
n→∞
n =1 k = n n =1

∞
Thus lim supn An = lim inf n An = U An
n→∞ n →∞
n =1

Therefore the sequence { An} is converge, while, if { An} is decreasing

⇒ An +1 ⊂ An for n = 1,2,L
∞ ∞ ∞
⇒ UA k = An and IA =IA k n for n = 1,2,L
k =n k =n n =1

∞ ∞ ∞ ∞ ∞
lim supn An = I (U Ak ) = I (U An ) = I An
n→∞
n =1 k = n n =1 n =1 n =1

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∞ ∞ ∞
lim inf n An = U (I Ak ) = I An
n→∞
n =1 k = n n =1

∞
Thus lim supn An = lim inf n An = I An
n→∞ n →∞
n =1

Therefore the sequence { An} is converge

• Example
 1
(0,1 − n ] , n odd
Let Ω = R and An =  , then the { An} is converge but not monotone.
[ 1 ,1) , n even
 n
Remark
∞
If { An} is an increasing sequence of subsets of a set Ω and UA n = A , we say that
n =1

the An from an increasing sequence of a set with limit A , or that the An increase to A ,
we write An ↑ A . Also If { An} is a decreasing sequence of subsets of a set Ω and
∞

IA n = A , we say that the An from a decreasing sequence of a set with limit A , or that
n =1

the An decrease to A , we write An ↓ A . .

Theorem(8)
Let { An} be a sequence of subsets of a set Ω and let A ⊂ Ω
(1) If An ↑ A , then Acn ↓ Ac
(2) If An ↓ A , then Acn ↑ Ac
Proof:
(1)
∞
Since An ↑ A ⇒ An ⊂ An +1 for n = 1,2,L and U An = A
n =1
∞ ∞
⇒ Anc+1 ⊂ Anc for n = 1,2,L and I Anc = ( U An ) c = Ac ⇒ An ↓ Ac
c

n =1 n =1
Definition(9)
A non empty family F of subsets of a set Ω is called a monotone family
if for every monotone sequence { An} of sets in F , we have lim An ∈ F
n→∞
It is clear to show that
(1) The family of all subsets of a set Ω is a monotone family.
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(2) The intersection of any collection of monotone families is a monotone family.

(3) Any σ -field is a monotone family.

Definition(10)
Let G be family of subsets of a set Ω .The smallest monotone family F
containing G is called the monotone family generated by G , and it is denoted by M (G )

Theorem(11)
(1) A σ -ring is a monotone Family.
(2) A monotone Family which is a ring is also a σ -ring.
Proof:
(1) let ℜ be a σ -ring
If { An } is a monotone sequence of sets in ℜ
⇒ lim An is either ∪ An or ∩ An
n →∞

Since ℜ is a σ -ring and An ∈ ℜ for all n ≥ 1

∪ An ∈ ℜ and ∩ An ∈ ℜ
⇒ lim An ∈ ℜ ⇒ ℜ is a monotone Family ⇒ lim An
n →∞ n →∞

(2) Let ℜ is a monotone ring

We want to show that ℜ is closed under the countable union.
Family ⇒ lim An
n →∞

Let An ∈ ℜ for all n = 1,2,L

m
Since ℜ is ring, then U A ∈ℜ ,
i m = 1,2,L ∪ An ∈ ℜ
i =1
m n
Since {U Ai } is an increasing sequence of sets whose union is UA n , the fact that
i =1 i =1
∞
M is a monotone family implies that UA n ∈ℜ.
n =1

Theorem(12)
If ℜ is any ring, the monotone family M (ℜ) generated by ℜ is the same as
the σ -ring σ (ℜ) generated by ℜ , i.e. M (ℜ) = σ (ℜ) .

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Proof:
Since σ -ring is a monotone family and ℜ ⊂ σ (ℜ) , we have M (ℜ) ⊂ σ (ℜ)
Hence it is sufficient to show that M (ℜ) is a σ -ring, and this will follow if we can prove
that M (ℜ) is a ring. For any set D , let ℑ( D) be the family of sets A for which
A | D , D | A , A ∪ B are all in M (ℜ) .
For
{ An } is a monotone sequence of sets in ℑ( D) ,then
(lim An ) | D = lim( D | An ) ∈ ℑ( D)
n →∞ n →∞

D | (lim An ) = lim( D | lim An ) ∈ ℑ( D)

n →∞ n →∞ n →∞

D ∪ (lim An ) = lim ( D ∪ An ) ∈ ℑ( D)
n→∞ n →∞

If D ∈ ℜ , and A ∈ ℜ , then by definition of a ring, A ∈ ℑ( D) , so that ℜ ⊂ ℑ( D) for any

D ∈ℜ.
Since M (ℜ) is the smallest monotone family containing ℜ , that M (ℜ) ⊂ σ (ℜ)
Hence, if A ∈ M (ℜ) and D ∈ ℜ , then A ∈ ℑ( D) , and therefore D ∈ ℑ( A)
Since this true for every D ∈ ℜ , it follows as before that M (ℜ) ⊂ ℑ( A)
The validity of this relation for every A ∈ M (ℜ) is equivalent to the assertion that
M (ℜ) is a ring.

Corollary(13)
Any monotone family F which contains a ring ℜ contains the σ -ring σ (ℜ)
generated by ℜ .

Exercises
(−1) n
(1) Let Ω = R 2 , An the interior of the circle with center at ( ,0) and radius 1.
n
Find lim sup n An and lim inf n An
n →∞ n →∞

(2) Show that any sequence of disjoint sets converges to φ .

(3) Let { An } be a sequence of subsets of a sets Ω . Show that { An } is a convergent iff there
is no point x ∈ Ω such that each x ∈ An , x ∈ Ω | An holds for infinitely many.
(4) Let { An } be a sequence of subsets of a sets Ω . Prove that
(a) A | (lim sup n An ) = lim inf n ( A | An )
n →∞ n →∞

(b) A | (lim inf n An ) = lim sup n ( A | An )

n →∞ n →∞

(5) If { An } is a sequence of a sets and B1 = A1 , Bn = Bn −1 ∆An for n = 1,2,L . Show that the

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sequence {Bn } convergent iff lim An = φ .

n →∞

(6) If A is a Borel subsets of R , show that the smallest σ -field of subsets of A

Containing the sets open in A is {B ∈ β ( R) : B ∈ A}
(7)Let A1 , A2 , L, An be arbitrary subsets of a set Ω .Define the smallest σ -field F
Containing A1 , A2 , L, An . How many sets are there in F ?.

References ‫در‬6 ‫ا‬

(1) Fundamental Real analysis. By Gupa. S.L. and Rani.N., 1970.

(2) Introduction to Measure and Integration. By Taylor,S.J.1966
(3) Introductory to Real Analysis. By Kolomogorov. A.N and Fomin .S.V,
1970.
(4) Lecture Notes Measure Theory and Probability By Banuelos. R, 2003.
(5) Mathematical Analysis. By Apostol. T.M, 1974.
(5 Measure and Integration By Berberian.S.B,1965
(6) Measure and Integration By Sattinger.D.H,2004.
(7) Measure Theory By Gupta.K.P, 1976
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(10)Probability and Measure. By Billingsley., 1979
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