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A linear map of sends Lebesgue measurable sets to Lebesgue measurable sets, with when is invertible and Lebesgue null when it is not
Statement
Let , assume the Axiom of Countable Choice (The Axiom of Countable Choice ()) and let be linear with matrix (Linear map between vector spaces over the same field, Every Euclidean linear map has a unique matrix and satisfies for some ).
- Invertible case. If , then is Lebesgue measurable for every Lebesgue measurable and both sides possibly ; the product is defined in because .
- Singular case. If , then is Lebesgue measurable with for every .
The singular clause is stated as nullity and not as a product. When and the expression is , which The extended real line , its order, and the arithmetic that is left undefined leaves undefined; writing the conclusion as says the same thing wherever the product is defined and remains a statement where it is not.
Facts & Assumptions
Given: A natural number , the Axiom of Countable Choice, a linear map of with matrix , and a set .
An invertible linear map carries Borel sets to Borel sets, and there is a strictly positive real with for every Borel , with and (An invertible linear map of scales the Lebesgue measure of every Borel set by a positive constant depending only on the map).
For a shear satisfies (A shear sends the unit cube to a set of Lebesgue measure one).
Every proper linear subspace is Lebesgue measurable with (Every affine hyperplane of , and hence every proper linear subspace, is Lebesgue null).
A Lipschitz self-map of carries a set of Lebesgue outer measure zero to a Lebesgue measurable set of measure zero (A Lipschitz self-map of carries Lebesgue null sets to Lebesgue null sets, Lipschitz map, -Hölder map for rational , and contraction).
is Lebesgue measurable if and only if for an set and a set with (Assuming countable choice, four equivalent descriptions of a Lebesgue measurable subset of , condition 4; and subsets of a topological space, agreeing with the real-line notion).
Assuming countable choice, is a complete measure on (Assuming countable choice, is a sigma-algebra containing every elementary set and is a complete measure extending elementary volume) and every Borel set is Lebesgue measurable (Assuming countable choice, every Borel subset of is Lebesgue measurable, Measures on sigma-algebras).
Every invertible matrix is a finite product of elementary matrices, the identity being the empty product (Every invertible finite square real matrix is a finite product of elementary matrices), and every elementary matrix is invertible (Every elementary matrix is invertible, with inverse given by the reverse elementary operation, Elementary matrices obtained by applying one elementary row operation to an identity matrix).
For and over a commutative ring, (For same-sized finite square matrices over a commutative ring, , For , the determinant over a commutative ring by the Leibniz formula, and for a real matrix, Rectangular matrix multiplication and the identity matrix , including zero-sized shapes), and a triangular matrix has determinant the product of its diagonal entries (The determinant of a triangular matrix is the product of its diagonal entries).
For every and every real matrix , is invertible if and only if (A finite square real matrix is invertible if and only if its determinant is nonzero).
For every linear there is a unique matrix with , and there is with for every (Every Euclidean linear map has a unique matrix and satisfies for some , Each is a norm on , and the induced metrics are exactly , and of the published metric-spaces page, The -norms for rational , and , as the set of functions , and , , are metrics on it).
For a linear map , (Kernel and image of a linear map), and it is a linear subspace (The kernel and image are linear subspaces, and a linear map is injective if and only if its kernel is trivial).
Every product with one factor and the other is left undefined in (The extended real line , its order, and the arithmetic that is left undefined).
Let ; if and whenever , then (The principle of mathematical induction).
Proof
Suppose . Then is a proper linear subspace of : were surjective, each standard vector would be for some , finitely many instantiations, and the matrix with would satisfy , so and , contradicting .
is Lipschitz, since for a real .
Every elementary matrix of satisfies : at the only elementary matrices are the scalings , and for the three types are the scalings, the transpositions and the shears, whose unit-cube images have the measures , and , matching in each case.
Suppose , so is invertible and factors as a finite product of elementary matrices, each invertible. Multiplicativity of and of the determinant then give by induction on , the empty product giving .
For , step 1.1 makes a proper linear subspace, hence Lebesgue null; every is a subset of it, so completeness makes Lebesgue measurable with , which is claim 2; stating it as a product would require the undefined when .
For and Lebesgue measurable, write with an set, hence Borel, and ; then , where is Borel and is Lebesgue measurable of measure by step 1.2 and the Lipschitz lemma, so is measurable. Since and , and with , both pairs differ by null sets, so and , which is claim 1; claim 2 is step 2.2.
Depends on
- An invertible linear map of $\mathbb{R}^n$ scales the Lebesgue measure of every Borel set by a positive constant depending only on the map
- A coordinate scaling and a coordinate transposition send the unit cube to a set of measure equal to the absolute value of the determinant
- A shear sends the unit cube to a set of Lebesgue measure one
- Every invertible finite square real matrix is a finite product of elementary matrices
- Every elementary matrix is invertible, with inverse given by the reverse elementary operation
- For same-sized finite square matrices over a commutative ring, $\det(AB)=\det(A)\det(B)$
- The determinant of a triangular matrix is the product of its diagonal entries
- A finite square real matrix is invertible if and only if its determinant is nonzero
- Every affine hyperplane of $\mathbb{R}^n$, and hence every proper linear subspace, is Lebesgue null
- A Lipschitz self-map of $\mathbb{R}^n$ carries Lebesgue null sets to Lebesgue null sets
- 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
- For $n\ge1$, the determinant over a commutative ring by the Leibniz formula, and $|\det A|$ for a real matrix
- Elementary matrices obtained by applying one elementary row operation to an identity matrix
- Rectangular matrix multiplication and the identity matrix $I_n$, including zero-sized shapes
- The extended real line $\overline{\mathbb{R}} = \mathbb{R} \cup \{-\infty, +\infty\}$, its order, and the arithmetic that is left undefined
- $G_\delta$ and $F_\sigma$ subsets of a topological space, agreeing with the real-line notion
- Kernel and image of a linear map
- The kernel and image are linear subspaces, and a linear map is injective if and only if its kernel is trivial
- Every Euclidean linear map has a unique matrix and satisfies $\|Lh\|_2\le K\|h\|_2$ for some $K\ge0$
- Linear map between vector spaces over the same field
- Lipschitz map, $\alpha$-Hölder map for rational $0 < \alpha \le 1$, and contraction
- Measures on sigma-algebras
- Each $\lVert\cdot\rVert_p$ is a norm on $\mathbb{R}^n$, and the induced metrics are exactly $d_1$, $d_2$ and $d_\infty$ of the published metric-spaces page
- The $p$-norms $\lVert x\rVert_p$ for rational $p \ge 1$, and $\lVert x\rVert_\infty$
- $\mathbb{R}^n$ as the set of functions $n \to \mathbb{R}$, and $d_1$, $d_2$, $d_\infty$ are metrics on it
- The principle of mathematical induction
- The Axiom of Countable Choice ($\mathrm{AC}_\omega$)
Used by
- Lebesgue measure on ℝⁿ is invariant under every orthogonal linear map Corollary
- The Lebesgue measure of the image of the unit cube under an explicit linear map of the plane and of three-space Example
- How the Lebesgue change-of-variables formula relates to the published formula for Jordan content Remark
Dependency tree · two levels
156 results within two dependency steps of this one, each drawn at its shortest distance from it. An arrow runs from a result to what uses it, so the chart reads left to right and ends at this result, which carries a heavier outline. Every node is a link to that result. Click elsewhere on the chart to enlarge it.
Sources
- John K. Hunter, Measure Theory (UC Davis lecture notes), Theorem 2.33 (standard reference, not scraped)
- T. Tao, An Introduction to Measure Theory (GSM 126), Exercise 1.2.21 (standard reference, not scraped)
- E. A. Carlen, Notes on Lebesgue Measure on $\mathbb{R}^n$ and $S^{n-1}$ (Rutgers Math 501), Theorem 3.1 (standard reference, not scraped)