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If finitely many intervals cover a closed bounded interval [a,b][a,b], the sum of their lengths is at least bab - a

Statement

Let a,bRa, b \in \mathbb{R} with aba \le b, let nNn \in \mathbb{N}, and let c0d0, , cndnc_0 \le d_0, \ \dots, \ c_n \le d_n be reals such that

[a,b]    jn[cj,dj],[a,b] \;\subseteq\; \bigcup_{j \le n} [c_j, d_j] ,

the intervals being those of Intervals of R\mathbb{R}: the nine order-convex forms, nondegeneracy, and length. Then

j=0n(djcj)    ba.\sum_{j=0}^{n} (d_j - c_j) \;\ge\; b - a .

The same bound holds for a cover by bounded intervals of any of the four bounded forms, since an interval with endpoints cdc \le d is contained in [c,d][c,d] and has the same length dcd - c (Intervals of R\mathbb{R}: the nine order-convex forms, nondegeneracy, and length); replacing each covering interval by the closed interval on its endpoints changes no length and only enlarges the union. In particular a finite family of intervals of total length strictly below bab - a cannot cover [a,b][a,b], which is the form in which this lemma is used throughout the page.

This is the one quantitative fact underlying everything about measure zero here. Without it nothing forbids a set of measure zero from being all of [0,1][0,1]. Four items on this page rest on it: A sequence of intervals covering [a,b][a,b] has total length at least bab - a, so no interval of positive length has measure zero directly, and through that lemma The Cantor set is compact, perfect, uncountable, nowhere dense and of measure zero, and it contains no interval of positive length, so its only nonempty connected subsets are single points, The Smith-Volterra-Cantor set is compact, perfect and nowhere dense, and does not have measure zero and FALSE: every set of measure zero has content zero. Two of the worked items on the companion page rest on it as well.

Facts & Assumptions

Given: For nNn \in \mathbb{N} let P(n)P(n) be the assertion: for all reals aba \le b and all reals c0d0,,cndnc_0 \le d_0, \dots, c_n \le d_n with [a,b]jn[cj,dj][a,b] \subseteq \bigcup_{j \le n}[c_j,d_j], one has jn(djcj)ba\sum_{j \le n}(d_j - c_j) \ge b - a. The lemma is that P(n)P(n) holds for every nNn \in \mathbb{N}.

[L1]

[c,d]={x:cxd}[c,d] = \{\, x : c \le x \le d \,\}, its length is dc0d - c \ge 0 when cdc \le d, and [a,b][a,b] is nonempty exactly when aba \le b (Intervals of R\mathbb{R}: the nine order-convex forms, nondegeneracy, and length).

[L2]

Finite sums: jntj=j<n+1tj\sum_{j \le n} t_j = \sum_{j < n+1} t_j with j<0tj=0\sum_{j<0} t_j = 0 and j<m+1tj=j<mtj+tm\sum_{j<m+1} t_j = \sum_{j<m} t_j + t_m; sums split as j<mtj=j<itj+j=im1tj\sum_{j<m} t_j = \sum_{j<i} t_j + \sum_{j=i}^{m-1} t_j for imi \le m, where j=im1tj=l<miti+l\sum_{j=i}^{m-1} t_j = \sum_{l < m-i} t_{i+l}; a sum of nonnegative terms is nonnegative, and each single term is at most the whole sum (Finite sums and finite products, by recursion, Laws of finite sums and finite products).

[L3]

Induction on N\mathbb{N} (The principle of mathematical induction).

[L4]

Ordered-field arithmetic: 0<10 < 1, so 2:=1+1>02 := 1 + 1 > 0 and 0<t21<t0 < t \cdot 2^{-1} < t for t>0t > 0; adding a constant and multiplying by a positive preserve an inequality; the order is total and transitive (The multiplicative identity is positive, Order is preserved by adding a constant and by adding inequalities, Sign rules for products and monotonicity of multiplication, Ordered field, Complete ordered field (least-upper-bound property)). These order-arithmetic facts are stated by their sources for the strict order only; the nonstrict forms used below follow by adjoining the equality case, in which the two sides coincide.

Proof

technique · induction
1.1

The assertion to be proved is P(n)P(n) for every nNn \in \mathbb{N}, with PP as in the Given, and the argument is an induction on nn using [L3].

givenL3induction
1.2

Base, n=0n = 0. Let aba \le b and [a,b][c0,d0][a,b] \subseteq [c_0,d_0] with c0d0c_0 \le d_0. Then a[a,b]a \in [a,b] and b[a,b]b \in [a,b] by [L1], so c0ac_0 \le a and bd0b \le d_0, whence d0c0bad_0 - c_0 \ge b - a by [L4]; and j0(djcj)=d0c0\sum_{j \le 0}(d_j - c_j) = d_0 - c_0 by [L2]. So P(0)P(0) holds.

baseL1L2L4
1.3

Induction hypothesis. Fix nNn \in \mathbb{N} and assume P(n)P(n).

ihgiven
2.1

The induction step: the two easy cases. Let aba \le b and let c0d0,,cn+1dn+1c_0 \le d_0, \dots, c_{n+1} \le d_{n+1} satisfy [a,b]jn+1[cj,dj][a,b] \subseteq \bigcup_{j \le n+1}[c_j,d_j]; write S:=jn+1(djcj)S := \sum_{j \le n+1}(d_j - c_j), a sum of nonnegative terms by [L1]. If a=ba = b then ba=0Sb - a = 0 \le S by [L2]. Otherwise a<ba < b; then a[a,b]a \in [a,b] by [L1], so there is in+1i \le n+1 with a[ci,di]a \in [c_i,d_i], that is ciadic_i \le a \le d_i, and we fix one such ii. If dibd_i \ge b then dicibad_i - c_i \ge b - a by [L4], and diciSd_i - c_i \le S by [L2], so SbaS \ge b - a. There remains the case a<ba < b and di<bd_i < b.

step 1.1L1L2L4choose
3.1

The induction step: the remaining case, where the ii-th interval is deleted. Assume a<ba < b and di<bd_i < b, and define n+1n+1 pairs by (cl,dl):=(cl,dl)(c'_l, d'_l) := (c_l, d_l) for l<il < i and (cl,dl):=(cl+1,dl+1)(c'_l, d'_l) := (c_{l+1}, d_{l+1}) for ilni \le l \le n; by the splitting law and the index-shift convention of [L2], S:=ln(dlcl)=S(dici)S' := \sum_{l \le n}(d'_l - c'_l) = S - (d_i - c_i). Let η\eta be any real with 0<ηbdi0 < \eta \le b - d_i and put c:=di+ηc := d_i + \eta, so di<cbd_i < c \le b. Every x[c,b]x \in [c,b] satisfies xc>dix \ge c > d_i, hence x[ci,di]x \notin [c_i,d_i] by [L1], and satisfies adi<xba \le d_i < x \le b, hence x[a,b]x \in [a,b]; so xx lies in some [cj,dj][c_j,d_j] with jij \ne i, that is in some [cl,dl][c'_l,d'_l]. Thus [c,b]ln[cl,dl][c,b] \subseteq \bigcup_{l \le n}[c'_l,d'_l] with cbc \le b, and step 1.3 gives Sbc=bdiηS' \ge b - c = b - d_i - \eta.

step 1.3step 2.1L1L2L4
4.1

Passing to the limiting value of η\eta, and the conclusion. In the case of step 3.1 one has SbdiS' \ge b - d_i: were S<bdiS' < b - d_i, the real η0:=(bdiS)21\eta_0 := (b - d_i - S') \cdot 2^{-1} would satisfy 0<η0<bdi0 < \eta_0 < b - d_i by [L4], so step 3.1 would give Sbdiη0=(bdi+S)21>SS' \ge b - d_i - \eta_0 = (b - d_i + S') \cdot 2^{-1} > S', which is impossible. Hence S=(dici)+S(dia)+(bdi)=baS = (d_i - c_i) + S' \ge (d_i - a) + (b - d_i) = b - a by [L4], using ciac_i \le a from step 2.1. Together with the cases settled in step 2.1 this proves P(n+1)P(n+1), so by [L3] P(n)P(n) holds for every nNn \in \mathbb{N}.

step 2.1step 3.1L2L3L4discharge-induction

Remarks

  • Why the argument does not simply take [di,b][d_i, b]. The point did_i itself may be covered by the deleted interval and by nothing else, so the remaining intervals need not cover [di,b][d_i,b]. They do cover [di+η,b][d_i + \eta,\, b] for every positive η\eta, and that is enough: the bound bdiηb - d_i - \eta holds for all such η\eta, and step 4.1 removes the η\eta. Every attempt to shortcut this step by taking a closed left endpoint at did_i is false as stated.

  • Degenerate covering intervals are allowed and cost nothing. A pair with cj=djc_j = d_j contributes the single point cjc_j and the length 00, so a list may always be padded to a longer one, which is what A set of content zero has measure zero does.

  • The bound is sharp. The single interval [a,b][a,b] covers [a,b][a,b] with total length exactly bab - a, and no cover does better.

  • This is not the Heine-Borel theorem, and it does not use it. The lemma is a statement about finitely many intervals and is proved by counting alone; compactness enters only when a countable cover has to be reduced to a finite one, which is what A sequence of intervals covering [a,b][a,b] has total length at least bab - a, so no interval of positive length has measure zero does with it.

Depends on

Used by

Dependency tree · next 3 levels

Direct dependencies and their dependencies through the next three levels: 35 results over 11 levels. An arrow runs from a result to what uses it, and this result sits at the bottom with a heavier outline. Click the chart to enlarge it.

Sources