On translation and dilation invariant Lebesgue measure: Folland's text

  • #1
psie
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TL;DR Summary
I am stuck at a claim made in Theorem 1.21 in Folland's real analysis text on the translation and invariant Lebesgue measure on ##\mathbb R##.
Let ##m## be Lebesgue measure and ##\mathcal L## the Lebesgue ##\sigma##-algebra (the complete ##\sigma##-algebra that includes the Borel ##\sigma##-algebra). Consider,

Theorem 1.21. If ##E\in\mathcal L##, then ##E+s\in\mathcal L## and ##rE\in \mathcal L## for all ##s,r\in \mathbb R##. Moreover, ##m(E+s)=m(E)## and ##m(rE)=|r|m(E)##.

Folland starts off by saying that the collection of open intervals is invariant under translations and dilations, so the same is true for ##\mathcal B_\mathbb{R}##. I understand that claim; basically consider ##\mathcal B'=\{E\in\mathcal B_\mathbb{R}:E+t\in\mathcal B_\mathbb{R},t\in\mathbb R\}## and show it's a ##\sigma##-algebra that contains all the open intervals and hence ##\mathcal B_\mathbb{R}##, and by definition, ##\mathcal B'\subset \mathcal B_\mathbb{R}##. So ##\mathcal B'=\mathcal B_\mathbb{R}##. Same for dilations.

However, then he goes on to say that if we let ##m_s(E)=m(E+s)## and ##m^r(E)=m(rE)## for ##E\in \mathcal B_\mathbb{R}##, then they "clearly" agree with ##m## and ##|r|m## on finite unions of intervals. This claim I don't understand. If we define ##\phi_t(x)=x+t## as the translation by ##t##, and if ##A## is a finite union of intervals, then $$\phi_t(A)=\phi_t\left(\bigcup_{n=1}^N E_n\right) = \bigcup_{n=1}^N \phi_t(E_n).$$ But how do I show ##m_s(A)=m(A)##? The thing that's confusing me is that up until now, he has only talked about finite disjoint union of h-intervals, where an h-interval is a set of the form ##(a,b]##, ##(a,\infty)## or ##\varnothing## for ##-\infty\leq a<b<\infty##. I'm sure his statement is correct as it stands, but I don't know how to show ##m_s(A)=m(A)##.
 
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  • #2
What's the measure of [itex](a,b] + s = (a + s, b+ s][/itex]?
What's the measure of [tex]r(a,b] = \begin{cases}
(ra, rb] & r > 0 \\
(0,0] & r = 0 \\
[rb, ra) & r < 0 \end{cases}[/tex]
 
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  • #3
Thanks @pasmith! I'll just add this here as an answer to my question.

The author notes prior to the theorem that the Lebesgue measure of an interval is just its length, so if ##I## is an interval with endpoints ##a,b## with ##a<b##, its measure is ##b-a##. Clearly ##m_s(I)=m(I)## and ##m^r(I)=|r|m(I)##. And if ##A=\bigcup_1^n I_i## where ##I_i## are intervals, then first observe that we can make them disjoint and obtain ##A=\bigcup_1^k J_j##. Disjoint is preserved under translation and dilation, so if ##\phi_s(x)=x+s## (the very same argument applies to ##\phi_r(x)=rx##), it follows that \begin{align*}m_s(A)&=m(\phi_s(A))=m\left(\phi_s\left(\bigcup_{j=1}^k J_j\right)\right)= m\left(\bigcup_{j=1}^k \phi_s(J_j)\right)=\sum_1^k m(\phi_s(J_j))\\ &=\sum_1^k m_s(J_j)=\sum_1^k m(J_j)=m\left(\bigcup_{j=1}^kJ_j\right)=m(A).\end{align*} Thus ##m_s(E)=m(E)## and ##m^r(E)=|r|m(E)## for ##E## being a finite union of intervals.
 

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