Homepage Solution manuals Terence Tao An Introduction to Measure Theory Exercise 1.2.8 (Lebesgue measure supercedes Jordan measure)

Exercise 1.2.8 (Lebesgue measure supercedes Jordan measure)

Every Jordan measurable set is Lebesgue measurable.

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By the Jordan measurability criteria, we can find disjoint boxes B 1 , , B N with i = 1 N B i E and disjoint boxes C 1 , , C n with i = 1 n C i E such that

m ( i = 1 N B i ) m ( i = 1 n C i ) = i = 1 N | B i | i = 1 n | C i | 𝜖

where we disregard the difference between the elementary and the Lebesgue outer measure by Lemma 1.2.6. In other words, since i = 1 n C i i = 1 N B i , and since both are Lebesgue measurable, we have

m ( i = 1 N B i E ) m ( i = 1 N B i i = 1 n C i ) = m ( i = 1 N B i i = 1 n C i ) = m ( i = 1 N B i ) m ( i = 1 n C i ) 𝜖

Thus, we have found an elementary set which covers E at a total cost which does not exceed 𝜖 in measure. It is easy to make i = 1 N B i open by extending it a little bit, but equivalent criteria for measurability Exercise 1.2.7. Part (vi) assures us that i = 1 N B i being Lebesgue-measurable (as an elementary set) is already enough.

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2020-05-30 00:00
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