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For bounded subsets of R, Lebesgue measurability is equivalent to equality of inner and outer measure

Statement

Assume the Axiom of Countable Choice. Let ER be bounded. Then E is Lebesgue measurable if and only if

λ(E)=λ(E),

where λ(E) is the inner measure of Lebesgue inner measure on the real line and λ(E) is the Lebesgue outer measure.

Facts & Assumptions

Given: The Axiom of Countable Choice and a bounded set ER.

[F1]

λ(E)=sup{λ(K):KE and K is compact} (Lebesgue inner measure on the real line).

[L1]

Assuming countable choice, a subset of R is Lebesgue measurable if and only if for every real ε>0 there is an open UE with λ(UE)<ε, and if and only if for every real ε>0 there is a closed FE with λ(EF)<ε (Assuming countable choice, four equivalent descriptions of a Lebesgue measurable subset of Rn, clauses 1 and 3).

[L2]

Assuming countable choice, λ(E)=inf{λ(U):UR open and EU} (Assuming countable choice, the Lebesgue outer measure of an arbitrary subset of Rn is the infimum of the measures of the open sets containing it).

[L3]

A subset of R is compact if and only if it is closed and bounded (A subset of R is compact if and only if it is closed and bounded).

[L4]

Assuming countable choice, every Borel subset of R is Lebesgue measurable (Assuming countable choice, every Borel subset of Rn is Lebesgue measurable).

Proof

technique · direct
1.1

For the forward implication, assume E is Lebesgue measurable and fix a real ε>0. By [L1] choose a closed FE with λ(EF)<ε; since E is bounded, so is F, hence [L3] makes F compact. The set F is Borel and therefore measurable by [L4], so λ(F)λ(E)λ(E) by [F1]; and E=F(EF) with both pieces measurable by [L4] and [L5], so λ(E)=λ(E)=λ(F)+λ(EF)<λ(E)+ε. As ε>0 was arbitrary, λ(E)λ(E); together with λ(E)λ(E) from [F1], this gives λ(E)=λ(E).

F1L1L3L4L5
1.2

For the converse implication, assume λ(E)=λ(E) and fix a real ε>0. By [F1] choose a compact KE with λ(K)>λ(E)ε/2, and by [L2] choose an open UE with λ(U)<λ(E)+ε/2. The compact set K is Borel by [L3], hence measurable by [L4], and KEU; therefore UEUK, so [L5] gives λ(UE)λ(UK)=λ(U)λ(K)<λ(E)λ(E)+ε=ε.

F1L2L3L4L5choose
2.1

Step 1.2 gives open supersets of arbitrarily small outer excess, so [L1] makes E Lebesgue measurable. This is the reverse implication.

step 1.2L1

Remarks

  • The boundedness hypothesis is used only to turn the closed set F of step 1.1 into a compact set, which is what allows the inner measure to see it.

  • On an unbounded measurable set the equality λ(E)=λ(E) can be vacuous, since both sides may be +.

Depends on

Used by

Dependency tree · two levels

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Sources