2 K.S.

MALLIKARJUNA RAO

§ 1. Banach-Tarski Paradox

In the following, we prove a wimpy version of Banach-Tarski paradox due to Terence Tao.
(1.1). Theorem. It is possible to take a subset of the interval r0, 2s, cut it up into a countable
number of disjoint pieces, and then translate each of these pieces so that their union is the entire
real line.

Proof. We define a relation on the interval r0, 1s by the following: x „ y if and only if x ´ y is a
rational number. It is easy to verify that this define an equivalence relation and hence breaks the
unit interval into an uncountable number of equivalence classes, each of which is countable. In
fact, for each x P r0, 1s, the equivalence containing x is given by pQ ` xq X r0, 1s. Using the axiom
of choice, we can find a subset X of r0, 1s which contains exactly one element of each equivalence
class. (Intuitively speaking, we are taking each equivalence class in turn and picking one element
from each, and throwing it into the set X). This set is what logicians call “non-constructive”;
there is no recipe or formula for this set, because we can’t specify exactly how we pick an element
from each equivalence class. All we know is that such a set exists by this abstract axiom.
Since X does not contain two or more elements from any equivalence class, we see that the
translates X ` q are all disjoint for all rational numbers q. Let Y be the union of X ` q for all
q P Q X r0, 1s.
Since the sets Q X r0, 1s and Q are both countably infinite, there is some (constructive!)
one-to-one correspondence q fi݄ f pqq between them.
Now consider X ` f pqq for each q P Q X r0, 1s. Verify that the union of X ` f pqq for each
q P Q X r0, 1s is the entire real line R. Indeed, let r P R and choose n P Z such that r ` n P r0, 1s.
Now there exists x P X such that r ` n ´ x is a rational number and hence r ´ x is a rational
number. Now choose q P Q X r0, 1s such that r ´ x “ f pqq P r0, 1s. Thus r “ x ` f pqq P X ` f pqq
for some q P Q X r0, 1s.
It remains to see that X ` f pqq for different q are disjoint. Let q, q 1 P Q X r0, 1s such that
x ` f pqq “ x1 ` f pq 1 q for some x, x1 P X. Thus x ´ x1 is a rational number. By the property of
X, x “ x1 and hence q “ q 1 , proving the disjointness of the sets.
Thus, we have constructed a set X Ñ r0, 1s and a set Y Ñ r0, 2s such that
§ §
Y “ pX ` qq and R “ pX ` f pqqq.
qPQXr0,1s qPQXr0,1s

This comletes the proof of the theorem. ⇤

The actual version of Banach-Tarski paradox states that a solid ball in 3-dimensional space
can be split into a finite number of non-overlapping pieces, which can then be put back together
in a different way to yield two identical copies of the original ball. The stronger version states
that given any two subsets A, B P R3 , it is possible to “cut” A into a finite number of pieces
which can be moved by rigid motions (translations and rotations) to form exactly B. However,
for our purpose, the above wimpy version due to Terence Tao is sufficient. See Stanley Wagon,
The Banach-Tarski Paradox, Cambridge University Press, Cambridge, 1985, for more details on
this topic.
Let µ ba (probability) measure on R which is translation invariant i.e., µpAq “ µpA ` xq for
any x P R. Intuitively this means that the measure of a set depends only on the length. Now
note that ÿ ÿ
µpY q “ µpX ` qq “ µpXq.
qPQXr0,1s qPQXr0,1s

The first equality is due to the countable additivity of the (probability) measure. The second
equality is due to the translation invance. Clearly 0 § µpY q § 2. The only possible way, then,
is to have µpXq “ 0 “ µpY q. But
ÿ ÿ
µpRq “ µpX ` f pqqq “ µpXq “ 0,
qPQXr0,1s qPQXr0,1s
 SOME TOPICS IN MEASURE THEORY 3

giving us a contradiction to the fact that µpRq ‰ 0. This difficulty arose mainly because we
assumed that every set can be measured. Thus, whenever we introduce measure, we have to
restrict the set of measurable sets. In the case of finite and countable infinite sets, one can
consider every subset. However, for uncountable sets, it is necessary to restrict. Note that, in
the above, the set X is not (Lebesgue) measurable.
Note that the set X as constructed above is uncountable. Now we make a slight modification
to the above construction to retains the sets in r0, 1s. Now consider X ‘ q Ñ r0, 1s for each
q P Q X r0, 1s. Here the addition is taken modulo 1. To be precise,
#
x`q if x ` q § 1
x‘q “
1 ´ px ` qq if x ` q ° 1,
and X ‘ q “ tx ‘ q : x P Xu.
As earlier, we can see that these sets are disjoint and they cover r0, 1s. Further it is not hard
to see that ÿ ÿ
1 “ µpr0, 1sq “ µpX ‘ qq “ µpXq
qPQXr0,1s qPQXr0,1s
giving a contradiction. Thus X is not measurable. This construction of non-measurable set is
due to Vitali.

§ 2. Lebesgue Integration

§ 3. Lebesgue Decomposition Theorem

This section is based on “Titkos, The singular part as fixed point, American Math Monthly,
2018”. All the measures in this section are assumed to be finite. The results can be extended to
‡-finite measures.
Let µ and ‹ be two measures. Define
µ ^ ‹pAq “ inftµpA X P q ` ‹pAzP q : P P F u
and
µ _ ‹pAq “ suptµpA X P q ` ‹pAzP q : P P F u
It is straightforward to verify that
µ ^ ‹pAq “ inftµpBq ` ‹pCq : A “ B Y C and B, C P F u
and
µ _ ‹pAq “ suptµpBq ` ‹pCq : A “ B Y C and B, C P F u
Also note that for each A P F , µ ^ ‹pAq § µpAq as well as µ ^ ‹pAq § ‹pAq.

(3.1). Lemma. Both µ ^ ‹ and µ _ ‹ are measures.

Proof. We will only prove the countable additivity. ⇤

(3.2). Exercise. If µ and ‹ are probability measures, then does it imply that µ^‹ is a probability
measure?

(3.3). Exercise. Let µ and ‹ be measures on R defined by

ª ª
µpAq “ f pxqdx and ‹pAq “ gpxqdx,
A A
where f and g are non-negative functions whose integral over entire R is finite. Then show that
ª
µ ^ ‹pAq “ pf ^ gqpxqdx,
A
for each A Ñ R.

(3.4). Lemma. Let µn be (finite) measures such that µm pAq § µn pAq for each A P F and n § m.
Then there exists a measure µ such taht µn pAq Ñ µpAq as n Ñ 8 for each A P F . Moreover,
for each (finite) measure ‹, µn ^ ‹ Ñ µ ^ ‹.