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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

Statement

Let a,bRa, b \in \mathbb{R} with aba \le b, let (ak)kN(a_k)_{k \in \mathbb{N}} and (bk)kN(b_k)_{k \in \mathbb{N}} be sequences of reals with akbka_k \le b_k for every kk, and suppose

[a,b]    kN[ak,bk].[a,b] \;\subseteq\; \bigcup_{k \in \mathbb{N}} [a_k, b_k] .

If MRM \in \mathbb{R} satisfies k<n(bkak)M\sum_{k < n} (b_k - a_k) \le M for every nNn \in \mathbb{N}, then

M    ba.M \;\ge\; b - a .

Consequently, if a<ba < b then no subset of R\mathbb{R} containing [a,b][a,b] has measure zero (Measure zero (a countable cover by intervals of total length below every ε\varepsilon) and content zero (a finite such cover)); in particular none of the four bounded intervals [a,b][a,b], (a,b)(a,b), [a,b)[a,b), (a,b](a,b] with a<ba < b has measure zero, so measure zero is not a vacuous notion.

This is the countable strengthening of If finitely many intervals cover a closed bounded interval [a,b][a,b], the sum of their lengths is at least bab - a, and it is what compactness is spent on: the countable cover is enlarged to an open one at an arbitrarily small cost in total length, and A subset of R\mathbb{R} is compact if and only if it is closed and bounded reduces it to a finite cover, where the finite lemma applies.

Facts & Assumptions

Given: Reals aba \le b, sequences (ak)(a_k) and (bk)(b_k) with akbka_k \le b_k for every kk and [a,b]k[ak,bk][a,b] \subseteq \bigcup_k [a_k,b_k], and a real MM with k<n(bkak)M\sum_{k<n}(b_k - a_k) \le M for every nNn \in \mathbb{N}. Throughout, θ:=21\theta := 2^{-1}.

[L1]

Measure zero: AA is null when for every real ε>0\varepsilon > 0 there is a sequence of closed intervals covering AA all of whose partial total lengths are ε\le \varepsilon; a subset of a null set is null (Measure zero (a countable cover by intervals of total length below every ε\varepsilon) and content zero (a finite such cover)).

[L2]

[c,d]={x:cxd}[c,d] = \{\, x : c \le x \le d \,\} has length dc0d - c \ge 0 when cdc \le d; (c,d)(c,d) is the open interval; a closed bounded interval is bounded (Intervals of R\mathbb{R}: the nine order-convex forms, nondegeneracy, and length, Lower bound, bounded below, bounded set).

[L4]

A subset of R\mathbb{R} is compact exactly when it is closed and bounded (A subset of R\mathbb{R} is compact if and only if it is closed and bounded); from every family of open sets whose union contains a compact set, either the set is empty and the empty subfamily covers it, or one can extract mNm \in \mathbb{N} and members U0,,UmU_0, \dots, U_m of the family whose union already contains it (Open cover, subcover, compact subset of R\mathbb{R} (every open cover has a finite subcover), and sequentially compact subset).

[L5]

If [a,b]jn[cj,dj][a,b] \subseteq \bigcup_{j \le n}[c_j,d_j] with cjdjc_j \le d_j and aba \le b, then jn(djcj)ba\sum_{j \le n}(d_j - c_j) \ge b - a; the same holds for covering intervals of any bounded form with those endpoints (If finitely many intervals cover a closed bounded interval [a,b][a,b], the sum of their lengths is at least bab - a).

[L6]

Powers and the geometric series: θ0=1\theta^0 = 1 and θk+1=θkθ\theta^{k+1} = \theta^k \theta, all θk>0\theta^k > 0 for θ>0\theta > 0, and k=0θk=1/(1θ)=2\sum_{k=0}^{\infty} \theta^k = 1/(1-\theta) = 2 for θ=21\theta = 2^{-1}; a series of nonnegative terms has all its partial sums at most its sum (Integer powers ama^m, For r<1|r| < 1, k0rk=1/(1r)\sum_{k \ge 0} r^k = 1/(1-r), and for r1|r| \ge 1 the series diverges, Series, partial sums, convergence and the sum, divergence, and the tail series, A series of nonnegative terms converges iff its partial sums are bounded, and then the sum is their supremum).

[L7]

Finite sums: additivity, scaling by a constant, splitting, and monotonicity in the terms (Finite sums and finite products, by recursion, Laws of finite sums and finite products).

[L8]

Every finite list k0,,kmk_0, \dots, k_m of naturals has an upper bound KNK \in \mathbb{N}: by induction on mm, taking K=0K = 0 for the empty case and replacing KK by whichever of KK and km+1k_{m+1} is the larger, the order of N\mathbb{N} being total (The principle of mathematical induction, Trichotomy of the order on N\mathbb{N}, Order on the natural numbers).

[L9]

Ordered-field arithmetic: 0<10 < 1, so 2>02 > 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 · contradiction
1.1

Suppose, for contradiction, that M<baM < b - a. Since k<0(bkak)=0\sum_{k<0}(b_k - a_k) = 0 by [L7], we have M0M \ge 0, so ba>0b - a > 0 and a<ba < b. Put ε:=(baM)21\varepsilon := (b - a - M) \cdot 2^{-1}, a positive real by [L9].

assume-contragivenL7L9
2.1

For kNk \in \mathbb{N} put δk:=ε41θk\delta_k := \varepsilon \cdot 4^{-1} \cdot \theta^{k}, a positive real by [L6] and [L9], and Jk:=(akδk, bk+δk)J_k := (a_k - \delta_k,\ b_k + \delta_k). Each JkJ_k is an open set by [L3], and [ak,bk]Jk[a_k,b_k] \subseteq J_k because akδk<akxbk<bk+δka_k - \delta_k < a_k \le x \le b_k < b_k + \delta_k for x[ak,bk]x \in [a_k,b_k], by [L2] and [L9]. Hence [a,b]k[ak,bk]kJk[a,b] \subseteq \bigcup_k [a_k,b_k] \subseteq \bigcup_k J_k, so {Jk:kN}\{\, J_k : k \in \mathbb{N} \,\} is a family of open sets whose union contains [a,b][a,b]. The length of the interval with endpoints akδka_k - \delta_k and bk+δkb_k + \delta_k is (bkak)+2δk=(bkak)+ε21θk(b_k - a_k) + 2\delta_k = (b_k - a_k) + \varepsilon \cdot 2^{-1} \cdot \theta^{k}, by [L2] and [L9].

step 1.1givenL2L3L6L9
3.1

[a,b][a,b] is closed and bounded by [L2] and [L3], hence compact by [L4]; so there are mNm \in \mathbb{N} and members Jk0,,JkmJ_{k_0}, \dots, J_{k_m} of the family with [a,b]Jk0Jkm[a,b] \subseteq J_{k_0} \cup \dots \cup J_{k_m}. By [L8] fix KNK \in \mathbb{N} with ktKk_t \le K for every tmt \le m; then every JktJ_{k_t} occurs among J0,,JKJ_0, \dots, J_K, so [a,b]kKJk[a,b] \subseteq \bigcup_{k \le K} J_k.

step 2.1L2L3L4L8choose
4.1

By [L5], applied to the K+1K+1 intervals JkJ_k with endpoints akδkbk+δka_k - \delta_k \le b_k + \delta_k, one gets kK((bkak)+ε21θk)ba\sum_{k \le K} \big( (b_k - a_k) + \varepsilon \cdot 2^{-1} \cdot \theta^{k} \big) \ge b - a.

step 2.1step 3.1L5
5.1

The left-hand side is at most M+εM + \varepsilon: by [L7] it splits as k<K+1(bkak)+ε21k<K+1θk\sum_{k < K+1}(b_k - a_k) + \varepsilon \cdot 2^{-1} \sum_{k < K+1} \theta^{k}, the first sum is M\le M by hypothesis, and the second is ε212=ε\le \varepsilon \cdot 2^{-1} \cdot 2 = \varepsilon by [L6]. So baM+ε=(ba+M)21<bab - a \le M + \varepsilon = (b - a + M) \cdot 2^{-1} < b - a by [L9], which is impossible; the assumption of step 1.1 is untenable and MbaM \ge b - a. For the consequence, let a<ba < b and let A[a,b]A \supseteq [a,b] be null; taking ε1:=(ba)21>0\varepsilon_1 := (b-a) \cdot 2^{-1} > 0 in [L1] gives a sequence of closed intervals covering AA, hence covering [a,b][a,b], with every partial total length ε1\le \varepsilon_1, so what has just been proved gives (ba)21ba(b-a) \cdot 2^{-1} \ge b - a and hence ba0b - a \le 0 by [L9], contradicting a<ba < b. Finally each of (a,b)(a,b), [a,b)[a,b), (a,b](a,b] and [a,b][a,b] with a<ba < b contains [a,b][a', b'] for a:=a+(ba)41a' := a + (b-a) \cdot 4^{-1} and b:=b(ba)41b' := b - (b-a) \cdot 4^{-1}, which satisfy a<a<b<ba < a' < b' < b by [L9], so none of them is null.

step 1.1step 2.1step 4.1givenL1L6L7L9discharge-contradiction

Remarks

  • What the hypothesis k<n(bkak)M\sum_{k<n}(b_k - a_k) \le M says. It is the working form of "the total length is at most MM" recorded in Measure zero (a countable cover by intervals of total length below every ε\varepsilon) and content zero (a finite such cover): for nonnegative terms, having all partial sums below MM is the same as convergence with sum below MM. Stating the lemma with partial sums avoids assuming convergence, and the conclusion is therefore also the statement that a cover of [a,b][a,b] whose total length diverges is no counterexample.

  • The ε\varepsilon is spent on making the cover open, not on the estimate. Enlarging [ak,bk][a_k,b_k] to (akδk,bk+δk)(a_k - \delta_k, b_k + \delta_k) adds 2δk2\delta_k to the kk-th length, and the geometric choice δk=εθk/4\delta_k = \varepsilon \theta^k/4 makes the whole added amount at most ε\varepsilon, however many intervals are used. This is the standard device and it recurs in For a compact subset of R\mathbb{R}, measure zero and content zero coincide.

  • Compactness is not optional here. Without it the finite lemma cannot be reached, and the countable statement is genuinely stronger than the finite one: Q[0,1]\mathbb{Q} \cap [0,1] is covered by countably many intervals of total length below any ε\varepsilon, and by no finite family of total length below 11 (Q[0,1]\mathbb{Q} \cap [0,1] has measure zero and not content zero, although it is bounded ).

Depends on

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