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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,
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)##.
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)##.