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Assuming countable choice, the Lebesgue measure of a measurable set is the supremum of the measures of its compact subsets
Statement
Let and assume the Axiom of Countable Choice (The Axiom of Countable Choice ()). For every Lebesgue measurable ,
(Open cover, subcover, compact metric space, and compact subset of a metric space), the supremum being over a nonempty family since is compact.
The choice hypothesis is inherited, not decorative. The proof runs through Assuming countable choice, four equivalent descriptions of a Lebesgue measurable subset of , which is itself stated under countable choice, so the conclusion carries the same hypothesis and says so.
Facts & Assumptions
Given: A natural number , the Axiom of Countable Choice, and a Lebesgue measurable set .
Assuming countable choice, is Lebesgue measurable if and only if for every real there is a closed with (Assuming countable choice, four equivalent descriptions of a Lebesgue measurable subset of , condition 3).
Assuming countable choice, is a sigma-algebra and is a complete measure on it, and is the restriction of (Assuming countable choice, is a sigma-algebra containing every elementary set and is a complete measure extending elementary volume).
Assuming countable choice, every Borel subset of is Lebesgue measurable (Assuming countable choice, every Borel subset of is Lebesgue measurable).
Every bounded Lebesgue measurable subset of has finite measure, and every compact subset of is Lebesgue measurable of finite measure (Lebesgue measure is sigma-finite, and every metrically bounded subset of has finite outer measure).
Every set with is Lebesgue measurable with (A box in with parameters is Lebesgue measurable of measure , whichever of its faces are included), and (Half-open boxes in and their volume).
A subset is compact if and only if is closed in and bounded (Heine-Borel in : with the Euclidean metric a subset of is compact if and only if it is closed and bounded, and the proof by bisection uses no choice principle; the same holds on the real line, claim 2), and a compact subset of a metric space is closed and bounded (A compact subset of a metric space is closed and bounded, Bounded subset, diameter, distance from a point to a set, and distance between two sets in a metric space, The metric topology: a set is open when every one of its points has a ball around it inside the set; closed means open complement).
Closed balls are closed, for every and every (Arbitrary unions and finite intersections of open sets are open, open balls are open and closed balls are closed, claim 4), where (Open ball, closed ball and sphere in a metric space).
Let be an increasing sequence of measurable sets for a measure ; then (Continuity from below for measures).
Let be a measure and let be measurable with ; then (Measure of a set difference when the smaller set has finite measure).
If and , then (Measures are monotone).
Every complete ordered field is Archimedean: for every there is a natural number with (Every complete ordered field is Archimedean).
The Axiom of Countable Choice says that for every family of nonempty sets indexed by there is a function with domain such that for every (The Axiom of Countable Choice ()).
Proof
Every compact is Lebesgue measurable of finite measure and satisfies by monotonicity, and the empty set is compact, so the displayed family is nonempty and its supremum is at most .
Suppose and let be real. Applying the closed-deficit condition with gives a closed with ; is Borel, hence measurable, of finite measure, and the difference formula gives , so .
The sets for are closed and bounded, hence compact subsets of , they increase with , and their union is because the Archimedean property puts every point of inside some ; continuity from below therefore gives , so some has .
Suppose instead and let be any real. The sets are measurable, bounded and hence of finite measure, they increase with and their union is , so continuity from below gives and some has ; steps 1.2 and 2.1 applied to that set of finite measure produce a compact subset of it, hence of , of measure above .
In both cases every real below is below the measure of some compact subset of , so the supremum is at least , and step 1.1 gives the reverse inequality.
Depends on
- Assuming countable choice, four equivalent descriptions of a Lebesgue measurable subset of $\mathbb{R}^n$
- Assuming countable choice, $\mathcal{L}(\mathbb{R}^n)$ is a sigma-algebra containing every elementary set and $\lambda_n$ is a complete measure extending elementary volume
- Assuming countable choice, every Borel subset of $\mathbb{R}^n$ is Lebesgue measurable
- Heine-Borel in $\mathbb{R}^n$: with the Euclidean metric a subset of $\mathbb{R}^n$ is compact if and only if it is closed and bounded, and the proof by bisection uses no choice principle; the same holds on the real line
- A compact subset of a metric space is closed and bounded
- Continuity from below for measures
- Lebesgue measure is sigma-finite, and every metrically bounded subset of $\mathbb{R}^n$ has finite outer measure
- Measure of a set difference when the smaller set has finite measure
- Measures are monotone
- Arbitrary unions and finite intersections of open sets are open, open balls are open and closed balls are closed
- Open ball, closed ball and sphere in a metric space
- Bounded subset, diameter, distance from a point to a set, and distance between two sets in a metric space
- The metric topology: a set is open when every one of its points has a ball around it inside the set; closed means open complement
- Open cover, subcover, compact metric space, and compact subset of a metric space
- Half-open boxes in $\mathbb{R}^n$ and their volume
- A box in $\mathbb{R}^n$ with parameters $a_i\le b_i$ is Lebesgue measurable of measure $\prod_{i<n}(b_i-a_i)$, whichever of its faces are included
- Every complete ordered field is Archimedean
- The Axiom of Countable Choice ($\mathrm{AC}_\omega$)
Used by
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Sources
- T. Tao, An Introduction to Measure Theory (GSM 126), Exercise 1.2.15 (standard reference, not scraped)
- E. A. Carlen, Notes on Lebesgue Measure on $\mathbb{R}^n$ and $S^{n-1}$ (Rutgers Math 501), Theorem 1.5 (standard reference, not scraped)
- John K. Hunter, Measure Theory (UC Davis lecture notes), Chapter 2 (standard reference, not scraped)