Measure Theory: Prove Set is Measurable Question

In summary, the problem asks for a set of measures that differ from each other by a constant measure, so if the caratheodory criterion holds then the set is measurable. However, proving that the criterion holds is not as straightforward as it seems.
  • #1
frogs11
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Homework Statement



The question is from Stein, "Analysis 2", Chapter 1, Problem 5:

Suppose E is measurable with m(E) < ∞, and E = E1 ∪ E2, E1 ∩ E2 = ∅.

Prove:

a) If m(E) = m∗(E1) + m∗(E2), then E1 and E2 are measurable.

b) In particular, if E ⊂ Q, where Q is a finite cube, then E is measurable if and only if m(Q) = m∗(E) + m∗(Q − E).

Homework Equations



The definition of a 'measurable set' given in the book is that for any ε > 0 there exists an open set O with E ⊂ O and m∗(O − E) ≤ ε, so I'm looking for a set of implications that lead me back to this definition.

The Attempt at a Solution



The problem seems suspiciously similar to the definition of a measurable set as one that satisfies the 'caratheodory criterion'. My attempt at a solution has been to try to show that what we are given in the problem must imply that the caratheodory criterion holds and from there show that if the caratheodory criterion holds then the set is measurable in the above sense. I'm having trouble knowing where to start filling in the details.

I also wonder though, if there is a simpler and neater way to solve the problem?

Thanks in advance for any help you can give me - it's very much appreciated. This one is doing my head in!
 
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  • #2
One way that I have looked to prove (a) is to use the lemma that:

If E ⊂ Rd, then m∗(E) = inf m∗(O), where the infimum is taken over all open sets O containing E.

To construct an open set O1 that encompasses E1 and such that m∗(E1) = inf m∗(O1). And likewise and open set that encompasses E2 such that m∗(E2) = inf m∗(O2).

Then if I can show that m*(O1-E1)=0 and m*(O2-E2)=0, then E1 and E2 differ from an open set by measure 0 and so by a theorem they are also measurable.

However, I'm unsure about how to do this and get to m*(O1-E1)=0 and m*(O2-E2)=0?
 
  • #3
...Anyone out there?
 
  • #4
Hey, still stuck on this one. Let me know if you need me to clarify anything.

Thanks!
 

FAQ: Measure Theory: Prove Set is Measurable Question

1. What is the definition of a measurable set?

A measurable set is a set that can be assigned a measure, which is a function that assigns a non-negative real number to each subset of the set. This measure must satisfy certain properties, such as being non-negative, countably additive, and translation invariant.

2. How do you prove that a set is measurable?

To prove that a set is measurable, one must show that it satisfies the definition of a measurable set. This typically involves showing that the set can be assigned a measure that satisfies the necessary properties, such as being non-negative, countably additive, and translation invariant.

3. What are some examples of measurable sets?

Some common examples of measurable sets include intervals on the real line, rectangles in the plane, and cubes in higher dimensions. Any set that can be assigned a measure that satisfies the necessary properties is considered measurable.

4. What is the importance of measurable sets in measure theory?

Measurable sets play a crucial role in measure theory as they form the basis for defining measures, which are essential for studying the size or extent of sets. These sets also allow for the development of a rigorous framework for integrating functions and studying probability distributions.

5. Are all sets measurable?

No, not all sets are measurable. While many common sets are measurable, such as intervals and rectangles, there are also non-measurable sets that cannot be assigned a measure that satisfies the necessary properties. These sets are often considered "pathological" and are not typically encountered in practical applications.

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