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Exercise 1.2.8 (Lebesgue measure supercedes Jordan measure)
Every Jordan measurable set is Lebesgue measurable.
Answers
By the Jordan measurability criteria, we can find disjoint boxes with and disjoint boxes with such that
where we disregard the difference between the elementary and the Lebesgue outer measure by Lemma 1.2.6. In other words, since , and since both are Lebesgue measurable, we have
Thus, we have found an elementary set which covers at a total cost which does not exceed in measure. It is easy to make open by extending it a little bit, but equivalent criteria for measurability Exercise 1.2.7. Part (vi) assures us that being Lebesgue-measurable (as an elementary set) is already enough.