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- In my lecture notes, there is a geometrically intuitive result that seems to require more advanced tools, but the author has omitted a proof. I'm looking for a proof sketch of the result, or perhaps even a reference to where this is proved in more detail.
I am reading these notes on measure theory. On page 27, in chapter 2 on the construction of the Lebesgue measure, in section 2.8 on linear transformations, the author presents a lemma which is not proved. I wonder, how can one prove this?
The author uses the following terminology; a (closed) rectangle ##R \in \mathbb R^n## is parallel if it is parallel to the coordinate axes, and a (closed) rectangle ##\tilde{R}\in\mathbb R^n## is oblique if it isn't parallel (a parallel rectangle is an ##n##-fold Cartesian product of compact intervals, and an oblique rectangle is the image under an orthogonal transformation of a parallel rectangle). An almost disjoint collection of sets means that the sets intersect each other at most along their boundary. ##v(\cdot)## is the volume of a rectangle, i.e. the product of the length of its sides (where length of say ##[a,b]## is simply ##b-a##). Note, that since an orthogonal transformation preserves lengths and angles, we have ##v(\tilde{R})=v(R)##.
Here's the lemma:
The author uses the following terminology; a (closed) rectangle ##R \in \mathbb R^n## is parallel if it is parallel to the coordinate axes, and a (closed) rectangle ##\tilde{R}\in\mathbb R^n## is oblique if it isn't parallel (a parallel rectangle is an ##n##-fold Cartesian product of compact intervals, and an oblique rectangle is the image under an orthogonal transformation of a parallel rectangle). An almost disjoint collection of sets means that the sets intersect each other at most along their boundary. ##v(\cdot)## is the volume of a rectangle, i.e. the product of the length of its sides (where length of say ##[a,b]## is simply ##b-a##). Note, that since an orthogonal transformation preserves lengths and angles, we have ##v(\tilde{R})=v(R)##.
Here's the lemma:
And the motivation that follows the Lemma is the following:Lemma 2.29. If an oblique rectangle ##\tilde{R}## contains a finite almost disjoint collection of parallel rectangles ##\{R_1, R_2 \dots, R_N\}## then
$$\sum_{i=1}^N v(R_i) \leq v(\tilde{R}).$$
Do you know what the author could mean by "fuller discussion of the volume function"? If you do know a proof, I'd be grateful for a sketch.This result is geometrically obvious, but a formal proof seems to require a fuller discussion of the volume function on elementary geometrical sets, which is included in the theory of valuations in convex geometry. We omit the details.