solutions MANUAL Principles of Analysis Measure, Integration, Functional Analysis, and Applications by Hugo D. Junghenn K29551_SM_Cover.indd 1 28/03/18 4:37 pm K29551_SM_Cover.indd 2 28/03/18 4:37 pm solutionS MANUAL Principles of Analysis Measure, Integration, Functional Analysis, and Applications by Hugo D. Junghenn Boca Raton London New York CRC Press is an imprint of the Taylor & Francis Group, an informa business K29551_SM_Cover.indd 3 28/03/18 4:37 pm CRC Press Taylor & Francis Group 6000 Broken Sound Parkway NW, Suite 300 Boca Raton, FL 33487-2742 © 2018 by Taylor & Francis Group, LLC CRC Press is an imprint of Taylor & Francis Group, an Informa business No claim to original U.S. Government works Printed on acid-free paper Version Date: 20180324 International Standard Book Number-13: 978-1-4987-7328-7 (Hardback) This book contains information obtained from authentic and highly regarded sources. Reasonable efforts have been made to publish reliable data and information, but the author and publisher cannot assume responsibility for the validity of all materials or the consequences of their use. The authors and publishers have attempted to trace the copyright holders of all material reproduced in this publication and apologize to copyright holders if permission to publish in this form has not been obtained. If any copyright material has not been acknowledged please write and let us know so we may rectify in any future reprint. Except as permitted under U.S. Copyright Law, no part of this book may be reprinted, reproduced, transmitted, or utilized in any form by any electronic, mechanical, or other means, now known or hereafter invented, including photocopying, microfilming, and recording, or in any information storage or retrieval system, without written permission from the publishers. For permission to photocopy or use material electronically from this work, please access www.copyright.com (http://www.copyright.com/) or contact the Copyright Clearance Center, Inc. (CCC), 222 Rosewood Drive, Danvers, MA 01923, 978-750-8400. CCC is a not-for-profit organization that provides licenses and registration for a variety of users. For organizations that have been granted a photocopy license by the CCC, a separate system of payment has been arranged. Trademark Notice: Product or corporate names may be trademarks or registered trademarks, and are used only for identification and explanation without intent to infringe. Library of Congress Cataloging-in-Publication Data Names: Junghenn, Hugo D. (Hugo Dietrich), 1939- author. Title: Principles of real analysis : measure, integration, functional analysis, and applications / Hugo D. Junghenn. Description: Boca Raton : CRC Press, Taylor & Francis Group, 2018. | Includes bibliographical references and index. Identifiers: LCCN 2017061660 | ISBN 9781498773287 Subjects: LCSH: Functions of real variables--Textbooks. | Mathematical analysis--Textbooks. Classification: LCC QA331.5 .J86 2018 | DDC 515/.8--dc23 LC record available at https://lccn.loc.gov/2017061660 Visit the e-resources at: https://www.crcpress.com/9781498773287 Visit the Taylor & Francis Web site at http://www.taylorandfrancis.com and the CRC Press Web site at http://www.crcpress.com K29551_SM_Cover.indd 4 28/03/18 4:37 pm Contents 1 Measurable Sets 1 2 Measurable Functions 15 3 Integration 21 4 Lp Spaces 37 5 Differentiation 43 6 Fourier Analysis on Rd 53 7 Measures on Locally Compact Spaces 59 8 Banach Spaces 65 9 Locally Convex Spaces 79 10 Weak Topologies on Normed Spaces 83 11 Hilbert Spaces 89 12 Operator Theory 95 13 Banach Algebras 101 3 K29551_SM_Cover.indd 5 28/03/18 4:37 pm K29551_SM_Cover.indd 6 28/03/18 4:37 pm Chapter 1 Measurable Sets 1.1 (a) Consider cases. (b) 1(A B)c = 1 − 1A B = 1 − |1A − 1B | = |1Ac − 1B )|, etc. (c) 1Ac B c = |1Ac − 1B c | = |1 − 1A − (1 − 1B )| = |1A − 1B )|. (d) 1(A∩C) (B∩C) = |1A∩C − 1B∩C | = |1C (1A − 1B )| = 1C∩(A B) . (e) By De Morgan’s law, the left side is ∞ ∞ ∞ ∞ An ∩ Bnc ∪ Bn ∩ Acn , n=1 n=1 n=1 n=1 which is contained in the right side. 1.2 Parts (a) and (b) follow directly from the definitions; (c) follows from (a) and (b); (d) and (e) follow from De Morgan’s laws; and (g) and (h) follow from set distributive laws. Parts (f) and (i) may be proved using (a) and (b). For strict inclusion in (c), let {rn } be an enumeration of the rationals in [0, 1] and An = [0, rn ). For strict inclusion in (f) define A2n = [−1/2n, 0), A2n+1 = (−1/(2n + 1), 0], B2n = [0, 1/2n) B2n+1 = (0, 1/(2n + 1)). For strict inclusion in (i) take complements. 1.3 Note that Cn → C iff C ⊆ limn Cn and limn Cn ⊆ C, which is equivalent to (i) x ∈ C ⇒ x ∈ Cn eventually and (ii) x ∈ Cn infinitely often ⇒ x ∈ C. Parts (a) and (b) are readily verified from this. Part (c) follows from Ex. 1.2(d,e)and part (d) follows from (a)–(c). 1.4 For (a), 1B (x) = 1 iff x ∈ Aj eventually iff inf j≥n 1Aj (x) = 1 for all large n iff limn 1An (x) = 1. For (b), 1C (x) = 1 iff x ∈ Aj for infinitely many j iff supj≥n 1Aj (x) = 1 for all n iff limn 1An (x) = 1. 1.5 (a) x ∈ lim An ⇒ x < an for infinitely many n ⇒ x ≤ limn an . (b) x < limn an ⇒ x < supk≥n ak for all n. By the approximation property of suprema, x < an for infinitely many n, that is, x ∈ lim An . (c), (d), and (e) are similar to (a) and (b). 1.6 (a), (b) P(X). (c) All unions of {1}, {2}, {3, 4}, {5}, and {6}. 1 K29551_SM_Cover.indd 7 28/03/18 4:37 pm 2 Principles of Analysis 1.7 Let G denote the collection of all such sets. Clearly, G ⊆ σ F ∪ {E} . Taking A = X and B = ∅ shows that E ∈ G. Similarly E c ∈ G. Since A = (A ∩ E) ∪ (A ∩ E c ), F ⊆ G. It therefore remains to show that G is a σ-field. Closure under countable unions follows from c c (An ∩ E) ∪ (Bn ∩ E ) = An ∩ E ∪ Bn ∩ E . n n n Closure under complements follows from c [(A ∩ E) ∪ (B ∩ E c )] = (Ac ∪ E c ) ∩ (B c ∪ E) = (Ac ∩ B c ) ∪ (Ac ∩ E) ∪ (B c ∩ E c ). 1.8 F is closed under complements, so A, B ∈ F ⇒ A ∪ B = (Ac ∩ B c )c = (Ac \ B)c ∈ F. 1.9 Let {xn : n ∈ N} be a set of distinct points in X and consider {x2n : n ∈ N}. 1.10 A, B ∈ F ⇒ A, Ac ∈ Fm and B ∈ Fn for some m, n ⇒ Ac , A ∪ B ∈ Fk , where k = max{m, n}. Therefore, F is a field. For the example, let Fn denote the field of all finite unions of members of the partition of [0, 1) consisting of the intervals [j/2n , (j + 1)/2n ), j = 0, 1, . . . , 2n − 1. ∞ Then for all n, Fn ⊆ Fn+1 and [0, 1/2n ) ∈ Fn but n=1 [0, 1/2n ) ∈ F. 1.11 Let F = {∅, X, {1}, {2, 3}}, G = {∅, X, {2}, {1, 3}}. Then F ∪ G is not closed under intersections. 1.12 F is σ-field of all subsets of (0, 1) that are either countable or cocountable. Since all singletons are closed they are Borel sets, hence F ⊆ B(0, 1). No proper open subinterval of (0, 1) is countable or cocountable. 1.13 F is clearly closed underfinite intersections and complements, hence also under finite unions. Since [0, 1/2] = n [0, 1/2 + 1/n), F is not a σ-field . 1.14 A ⊆ ϕ(A) ⇒ σ(A) ⊆ σ ϕ(A) , and A ⊆ σ(A) ⇒ ϕ(A) ⊆ σ(A) ⇒ σ ϕ(A) ⊆ σ(A). 1.15 Every countable set is a countable union of finite sets hence is a member of σ(Ff ). Therefore, Fc ⊆ σ(Ff ). Since Ff ⊆ Fc , σ(Ff ) ⊆ Fc . 1.16 (a) Every open set is a countable union of closed balls, hence O ⊆ σ(K) ⊆ B(Rd ). (b) Let F = σ(Ir ). Taking unions using xn ↓ a1 ∈ R, xn ∈ Q, we have (a1 , ∞)×R · · ·×R ∈ F. Taking complements and then intersections, (a1 , b1 ] × R · · · × R ∈ F. Similarly for the other coordinates. Taking intersections, (a1 , b1 ] × · · · × (ad , bd ] ∈ F. These generate B(R). ∞ ∞ 1.17 (a) ⇒ (b) is clear. For (b) ⇒ (c), n=1 Bn = n=1 An ∈ F, whereA1 = B1 and n A Bn−1 . For (c) ⇒ (a) and a sequence (Ak ) in F set Bn = k=1 Ak to get n∞= Bn \ ∞ k=1 Ak = n=1 Bn ∈ F. 1.18 Let F be the collection of all A ∈ σ(A) such that A ∩ E ∈ σ(A ∩ E). Then F is a σ-field containing A, hence by minimality F = σ(A), that is, σ(A) ∩ E ⊆ σ(A ∩ E). For the reverse inclusion, note that σ(A) ∩ E is a σ-field containing A ∩ E and use minimality. 1.19 This follows from Ex. 1.18, since the relative topology of E consists of all sets U ∩ E, where U is open in X. K29551_SM_Cover.indd 8 28/03/18 4:37 pm Measurable Sets 3 1.20 Let F denoted the collection of all the sets displayed in the statement of the exercise. Check that F is a σ-field . By Ex. 1.19, B(a, b) = B[a, b] ∩ (a, b) ⊆ B[a, b]. Therefore, F ⊆ B[a, b]. Let U ⊆ [a, b] be open. Then W := U ∩ (a, b) is open in (a, b) and hence is in B(a, b). Since U must be one of the sets W , W ∪ {a}, W ∪ {b}, or W ∪ {a, b}, U ∈ F. By minimality, F = B[a, b]. 1.21 By 1.2.4, the left side is σ (A1 ∩ E1 ) × · · · × (Ad ∩ Ed ) = σ (A1 × · · · × Ad ) ∩ E . Now apply Ex. 1.18. 1.22 Let F denote the collection of all Borel sets B such that B + x is a Borel set. Then F is a σ-field containing all intervals, hence F = B(Rd ). A similar argument works for rB. 1.23 F is clearly a field and A ⊆ F ⊆ σ(A). Also, F is closed under countable unions, hence is a σ-field . Indeed, ifAn ∈ F, then there exists a countable family Cn ⊆ A such that An ∈ σ(Cn ). Let C = n Cn . Then C is countable and n An ∈ σ(C) ⊆ F. εm , where 1.24 For each m-tuple ε = (ε1 , . . . εm ) with εj = ±1, let B ε = B1ε1 ∩ · · · ∩ Bm Bj if εj = 1, εj Bj = Bjc if εj = −1. The sets B ε are disjoint since two distinct ε’s will differ in some coordinate j and the intersection of the corresponding B ε ’s will then be contained in Bj ∩ Bjc . Also, every Bj is a union of those B ε for which εj = 1. Denoting the nonempty B ε ’s by A1 , . . . , An , we see that F is generated by the partition {A1 , . . . , An }. 1.25 Let B1 , B2 , . . . be an infinite sequence of distinct members ∞ ofε F not in {∅, X}. For each sequence ε = (ε1 , ε2 , . . .) with εj = ±1, define B ε = j=1 Bj j , where ε Bj j = Bj Bjc if εj = 1, if εj = −1. The sets B ε are disjoint since two distinct ε’s will differ in some coordinate j and the intersection of the corresponding B ε ’s will then be contained in Bj ∩ Bjc . Denote the nonempty B ε ’s by A1 , A2 , . . . Since the Bj ’s are unions of the An ’s, the sequence (An ) must be infinite. Now let x ∈ (0, 1) have binary expansion x = .d1 d2 . . . and define T (x) to be the union of those An for which dn = 1. Removing superfluous expansions, T is one-to-one hence T (0, 1) has cardinality of the continuum. For the example, consider the field F consisting of subsets of N that are finite or cofinite. Each such set may be identified with a rational number, hence F is countable. n ∞ 1.26 (a) If Bn ∈ M, then An := j=1 Bj ∈ M and An ↑ j=1 Bj . An analogous argument holds for intersections. (b) Straightforward. (c) De Morgan’s laws and the monotonicity of m(F) imply that A is monotone. Since F is closed under complements, F ⊆ A, hence by minimality m(F) = A. (d) That B is monotone is straightforward. Since F is is closed under finite unions, F ⊆ B. By minimality, m(F) ⊆ B. (e) That C is monotone is straightforward. By (d), F ⊆ C. Therefore, by minimality, m(F) ⊆ C, which is the assertion that m(F) is closed under finite unions. (f) Follows from (e) and (a). K29551_SM_Cover.indd 9 28/03/18 4:37 pm 4 Principles of Analysis 1.27 Apply countable additivity to the constant sequence An = ∅. 1.28 For 1.3.3(c), let {An } be a disjoint sequence in F and A = n An . If An is countable for every n, then A is countable and µ(An ) = µ(A) = 0. If Am is cocountable for some m then A is cocountable and An , as a subset of Acm , is countable m, hence for n = µ(Am ) = µ(A) = 1 and µ(An ) = 0, n = m. In either case, µ(A) = n µ(An ). For 1.3.3(d), let {An } and A be as above. If x ∈ Am for some n, then µ(Am ) = µ(A) = 1 and µ(An ) = 0 for all n = m. If x ∈ An for every n, then µ(A) = µ(An ) = 0. In either case, µ(A) = n µ(An ). 1.29 Let µ be counting measure on N and An = {n, n + 1, . . .}. 1.30 (a) Finite additivity is easily established. If X = N then µ({1, 2, . . . , n}) = 0 does not converge to µ(N) = 1. (b) Suppose X is uncountable. Let An , A ∈ F and An ↑ A. If some Am is cofinite then A and An , n ≥ m, are cofinite hence µ(An ) ↑ µ(A). Now suppose every An is finite. Then Ac cannot be finite so A must be finite, hence again µ(An ) ↑ µ(A). 1.31 From A ⊆ (A B) ∪ B we have µ(A) ≤ µ(A B) + µ(B). 1.32 Since A ∪ B is the union of the pairwise disjoint sets A ∩ B c , A ∩ B, and B ∩ Ac , by additivity µ(A ∪ B) = µ(A ∩ B c ) + µ(A ∩ B) + µ(B ∩ Ac ). Similarly, µ(A) + µ(B) = µ(A ∩ B c ) + 2µ(B ∩ A) + µ(B ∩ Ac ). It follows that µ(A ∪ B) = ∞ iff µ(A) + µ(B) = ∞, which proves the assertion in the infinite case. For the finite case, subtract the above equations. 1.33 By monotonicity, µ(A ∩ B) = 0, hence, by inclusion-exclusion and monotonicity, µ(A∪B) = µ(A)+µ(B)−µ(A∩B) = µ(A) and µ(A) = µ(A\B)+µ(A∩B) = µ(A\B). 1.34 (By induction on n). The case n = 2 is given in Ex. 1.32. Assume the assertion holds for n ≥ 2 and set B = A1 ∪ · · · ∪ An . Then the following hold: µ(A1 ∪ · · · ∪ An+1 ) = µ(B ∪ An+1 ) = µ(B) + µ(An+1 ) − µ(B ∩ An+1 ), µ(B) + µ(An+1 ) = n+1 i=1 µ(B ∩ An+1 ) = n i=1 µ(Ai ) − n µ(Ai ∩ Aj ) + · · · + (−1)n−1 µ(A1 ∩ · · · ∩ An ), 1≤i<j≤n n µ(Ai ∩ An+1 ) − 1≤i<j≤n µ(Ai ∩ Aj ∩ An+1 ) + · · · + (−1)n−1 µ(A1 ∩ · · · ∩ An ∩ An+1 ). The assertion for n + 1 follows. 1.35 Let α = µ(X). From 1.34, n µ(Aci ) − α − µ A1 ∩ · · · ∩ An = µ Ac1 ∪ · · · ∪ Acn = i=1 + n n µ(Aci ∩ Acj ) 1≤i<j≤n µ(Aci ∩ Acj ∩ Ack ) − · · · + (−1)n−1 µ(Ac1 ∩ · · · ∩ Acn ). 1≤i<j<k≤n K29551_SM_Cover.indd 10 28/03/18 4:37 pm Measurable Sets 5 The general term on the right is n (−1)p−1 µ(Aci1 ∩ · · · ∩ Acip ) = (−1)p−1 1≤i1 <···<ip ≤n = (−1) p−1 n α − (−1)p−1 p n n [α − µ(Ai1 ∪ · · · ∪ Aip )] 1≤i1 <···<ip ≤n µ(Ai ∪ · · · ∪ Aip ). 1≤i1 <···<ip ≤n Summing, n n n α− (−1)p−1 (−1)p−1 α − µ A1 ∩ · · · ∩ An = p p=1 p=1 n µ(Ai ∪ · · · ∪ Aip ). 1≤i1 <···<ip ≤n Since n (−1)p−1 p=1 n n n n n =− =1− = 1 − (1 − 1)n = 1, (−1)p (−1)p p p p p=1 p=0 the result follows. 1.36 Set B1 := A1 , C1 := ∅, and for n ≥ 2 c Bn := An ∩ An−1 ∪ · · · ∪ A1 , Cn := An ∩ An−1 ∪ · · · ∪ A1 . The sets Bn are disjoint, n An = n Bn , µ(An ) = µ(Bn ) + µ(Cn ), and µ(Cn ) = 0, hence ∞ ∞ ∞ ∞ µ An = µ Bn = µ(Bn ) = µ(An ). n=1 ∞ n=1 n=1 n=1 ∞ 1.37 (a) Set Bk := j=k Aj , B := k=1 Bk = limk Ak . Then µ(Bk ) ≤ µ(Ak ) and Bk ↑ B, so µ(B) ≤ limk µ(Ak ). ∞ ∞ (b) Set Ck := j=k Aj , C := k=1 Ck = limk Ak . Then µ(Ck ) ≥ µ(Ak ) and Ck ↓ C, so µ(C) ≥ limk µ(Ak ). ∞ (c) By countable subadditivity, µ(Ck ) ≤ j=k µ(Aj ) → 0 as k → ∞. 1.38 Let An ↑ A. If {x1 , x2 } ⊆ An for some n, then µ(Am ) = 1 = µ(A) for all m ≥ n. If {x1 , x2 } ⊆ An for every n then µ(An ) = 0 = µ(A) for all n. But µ is not finitely additive: µ{x1 , x2 } = µ{x1 } + µ{x2 }. ∞ n 1.39 Let A = n=1 An be a disjoint union of members of F and set Bn = k=1 Ak . Then Bnc ↓ Ac , hence, by finite additivity and continuity from above, n k=1 µ(Ak ) = µ(Bn ) = µ(X) − µ(Bnc ) → µ(X) − µ(Ac ) = µ(A). 1.40 Since µ is clearly finitely additive, it suffices to show continuity from below. Let Aj ↑ A in F and choose any r < µ(A). Choose n so that r < µn (A), and then choose jn so that r < µn (Aj ) for all j ≥ jn . For such j, r < µn (Aj ) ≤ µ(Aj ) ≤ µ(A). Therefore, µ(Aj ) ↑ µ(A). 1.41 Apply Ex. 1.40 to partial sums. K29551_SM_Cover.indd 11 28/03/18 4:37 pm 6 Principles of Analysis 1.42 Let {Ai : i ∈ I} be any family of pairwise disjoint sets of positive measure. Since µ is finite, {i ∈ I : µ(Ai ) ≥ 1/n} is finite for every n ∈ N. Its union I is therefore countable. 1.43 Let Xn ↑ X with µ(Xn ) < ∞. Suppose first that µ(A) < ∞. Set Em = {E ∈ E : µ(A ∩ E) ≥ 1/m}. If E1 , E2 , . . . ∈ Em then 1 , µ(A ∩ Ek ) ≥ µ(A) ≥ m k k hence Em must be finite. Since E = m Em , E is countable. In the general case, for each n, µ(A ∩ Xn ∩ E) > 0 for at most countably many E ∈ E. 1.44 By monotonicity, µ0 (A) ≤ µ(A). Moreover, if µ(A) is finite, then A is one of the sets in the definition of µ0 (A), hence µ(A) = µ0 (A) To show finite additivity, let A1 , A2 ∈ F with A1 ∩A2 = ∅ and let B ∈ F with B ∈ A1 ∪A2 and µ(B) < ∞. Set Bi = Ai ∩ B. Then µ(Bi ) < ∞, hence µ(B) = µ(B1 ) + µ(B2 ) ≤ µ0 (A1 ) + µ0 (A2 ). Since B was arbitrary, µ0 (A1 ∪ A2 ) ≤ µ0 (A1 ) + µ0 (A2 ). For the reverse inequality, let Bi ∈ F, Bi ⊆ Ai , and µ(Bi ) < ∞. Then B1 ∪ B2 ⊆ A1 ∪ A2 and µ(B1 ∪ B2 ) = µ(B1 ) + µ(B2 ) < ∞, so µ(B1 ) + µ(B2 ) ≤ µ0 (A1 ∪ A2 ). Taking the supremum over all B1 and then over all B2 yields µ0 (A1 ) + µ0 (A2 ) ≤ µ0 (A1 ∪ A2 ). Therefore µ0 is finitely additive. Let An ∈ F and An ↑ A ∈ F. Since µ0 is monotone, α := limn µ0 (An ) exists in [0, ∞] and α ≤ µ0 (A). For the reverse inequality, let B ∈ F with B ⊆ A and µ(B) < ∞, and set Bn = B ∩ An . Then Bn ↑ B and µ(Bn ) ≤ µ0 (An ). Taking limits yields µ(B) ≤ α. Since B was arbitrary, µ0 (A) ≤ α. By 1.3.2, µ0 is a measure. Now assume the stated condition holds and let A ∈ F. To show that µ(A) = µ0 (A) it suffices to show that µ(A) ≤ µ0 (A), and for this we may assume µ0 (A) < ∞. Choose Bn ∈ F with Bn ⊆ A, µ(Bn ) < ∞, and µ(Bn ) → µ0 (A). Replacing Bn by B1 ∪ · · · ∪ Bn , we may assume that Bn is increasing, say Bn ↑ B. Then µ(B) = µ0 (A) < ∞. If µ(A) = ∞, then µ(A \ B) = ∞ and we may apply the condition to get a C ∈ F with C ⊆ A \ B and 0 < µ(C) < ∞. But then B ∪ C ⊆ A, µ(B ∪ C) < ∞, and µ(B ∪ C) > µ(B) = µ0 (A), contradicting the definition of µ0 (A). Therefore, µ(A) must be finite, so µ(A) = µ0 (A). Conversely, if µ(A) = ∞ and µ(B) = 0 for all B ⊆ A with finite measure, then µ0 (A) = 0, so µ0 (A) = µ(A). 1.45 For finite subsets S of N define Ej ∩ Ejc and E = ES ES = j∈S j∈S c S Thus x ∈ ES iff x ∈ Ek for precisely the ∞indices k ∈ S. There are countably many such sets, they are pairwise disjoint, and k=1 Ek ⊇ E. Moreover, k ∈ S c ⇒ Ek ∩ ES = ∅, and k ∈ S ⇒ Ek ⊇ ES . Therefore, for D ⊆ E, s(D) = ∞ k=1 µ(Ek ∩ D) = = ∞ k=1 S S k∈S K29551_SM_Cover.indd 12 µ(Ek ∩ ES ∩ D) = µ(ES ∩ D) = S ∞ S k=1 µ(ES ∩ D ∩ Ek ) |S|µ(ES ∩ D), (†) 28/03/18 4:37 pm Measurable Sets 7 where |S| denotes the cardinality of S. Now take D to be the union of all ES with |S| = m. Then D = A and (a) follows from (†). Similarly for (b) and (c). 1.46 The σ-field generated by F and all subsets of X \ E. 1.47 A member of Gν is of the form B = A ∪ N , where A ∈ G, N ⊆ M and M ∈ G with ν(M ) = 0. Then B ∈ Fµ and ν(B) = ν(A) = µ(A) = µ(B). 1.48 For A, M ∈ F, N ⊆ M , and µ0 (M ) = 0 (= µ(M )), we have µ0 (A ∪ N ) = µ0 (A) = sup{µ(B) : B ∈ F, B ⊆ A, µ(B) < ∞}, and µ 0 (A ∪ N ) = sup{µ(C) : C ∈ Fµ , C ⊆ A ∪ N, µ(C) < ∞}. Let B ∈ F, B ⊆ A and µ(B) < ∞. Then B ⊆ A ∪ N , hence µ(B) ≤ µ 0 (A ∪ N ). Since B was arbitrary, µ0 (A ∪ N ) = µ0 (A) ≤ µ 0 (A ∪ N ). For the reverse inequality, let C ∈ Fµ , C ⊆ A ∪ N, and µ(C) < ∞. Then µ(C) = µ(D) for some D ∈ F, D ⊆ C. Set B = A ∩ D. Since D = B ∪ (Ac ∩ D) and Ac ∩ D ⊆ Ac ∩ C ⊆ Ac ∩ (A ∪ N ) ⊆ M , µ(B) = µ(D). Since B is a set in the definition of µ0 (A ∪ N ), µ(B) ≤ µ0 (A ∪ N ). Therefore, µ(C) ≤ µ0 (A ∪ N ). Since C was arbitrary, µ 0 (A ∪ N ) ≤ µ0 (A ∪ N ). 1.49 For fixed i, if A, M ∈ Fi , N ⊆ M , and µ(M ) = 0, then clearly, A ∪ N ∈ Gµ . Therefore, H ⊆ Gµ , hence Hµ ⊆ Gµ . Conversely, Fi ⊆ Hµ for every i, hence G ⊆ Hµ and so Gµ ⊆ Hµ . 1.50 Let B ∈ Fµ , say B = A ∪ N , where N ⊆ M , A, M ∈ F, µ(M ) = 0. Then ν(M ) = η(M ) = 0, hence B ∈ Fν ∩ Fη and ν(B) + η(B) = ν(A) + η(A) = µ(A) = µ(B). 1.51 Let B ∈ FµE , say B = A ∪ N, N ⊆ M, A, M ∈ F and µE (M ) = µ(M ∩ E) = 0. Then B ∩ E = (A ∩ E) ∪ (N ∩ E), N ∩ E ⊆ M ∩ E, hence B ∩ E ∈ Fµ and µE (B) = µ(B ∩ E) = µ(A ∩ E) = µE (A) = µE (B). Therefore, FµE ∩ E ⊆ Fµ ∩ E, and µE = µE on FµE . The reverse inclusion is similar. 1.52 Note first that µ∗ ≤ µ∗ , both set functions are monotone, and µ∗ = µ = µ∗ on F. Let G = {E ⊆ X : µ∗ (E) = µ∗ (E)}, A, M ∈ F, N ⊆ M , µ(M ) = 0. Then µ∗ (A ∪ N ) ≤ µ∗ (A ∪ M ) = µ(A ∪ M ) = µ(A) = µ∗ (A) ≤ µ∗ (A ∪ N ), hence A ∪ N ∈ G. Therefore, Fµ ⊆ G. Conversely, if E ∈ G, then there exist sequences {Bn } and {An } in F such that An ⊆ E ⊆ Bn with µ∗ (E) ≤ µ(Bn ) ≤ µ∗ (E) + 1/n and µ∗ (E) − 1/n ≤ µ(An ) ≤ nµ∗ (E). n The inequalities still hold if Bn is replaced by j=1 Bj and An is replaced by j=1 Aj , hence we may assume that Bn ↓ B ∈ F and An ↑ A ∈ F. Then A ⊆ E ⊆ B, µ∗ (E) = µ(B), and µ∗ (E) = µ(A). Set N = E \ A and M = B \ A. Then E = A ∪ N , N ⊆ M and µ(M ) = 0, so E ∈ Fµ . K29551_SM_Cover.indd 13 28/03/18 4:37 pm 8 Principles of Analysis 1.53 E measurable iff ∀ C = ∅: µ(E ∩ C) + µ(E c ∩ C) = 1; iff µ(E c ∩ C) = 0 and µ(E ∩ C) = 1 or µ(E c ∩ C) = 1 and µ(E ∩ C) = 0; iff C ⊆ E or C ⊆ E c . This is not possible if ∅ E X. Therefore, M = {∅, X}. 1.54 Let E ⊆ X. A typical sum in the definition of µ∗ (E) is s := δ0 (In ), In ∈ OI , E ⊆ In . n n Suppose 0 ∈ E. Then 0 ∈ In for some n, hence s ≥ 1 and so µ∗ (E) ≥ 1. Since the ∗ intervals (−∞, −1), (−2, 2), (1, ∞) cover E, µ that 0 ∈ E. Take (E) = 1. Now suppose I2n+1 = (−n, 0) and I2n = (0, n). Then E ⊆ n In and s = 0, so µ∗ (E) = 0. For any C ⊆ X, µ∗ (C) = µ∗ (C ∩ E) + µ∗ (C ∩ E c ) by considering the cases 0 ∈ C and 0 ∈ C. Therefore, M(µ∗ ) = P(R). 1.55 Let E ⊆ X. Then µ∗ (E) ≤ µ(X) = 1. A typical sum in the definition of µ∗ (E) is µ(An ), An ∈ F, E ⊆ An . s := n n If E is countable, then we may take as a cover the single set E hence µ∗ (E) = 0. If µ∗ (E) < 1, then there exists an s < 1, which implies that µ(An ) < 1 for every n and hence that E is countable. Therefore, if E uncountable, µ∗ (E) = 1. If µ∗ (C) = µ∗ (C ∩E)+µ∗ (C ∩E c ) for every C ⊆ X, then, in particular, µ∗ (E)+µ∗ (E c ) = 1, so E or E c is countable. Conversely, if E is cocountable, then for C countable both sides of µ∗ (C) = µ∗ (C ∩ E) + µ∗ (C ∩ E c ) are zero, and for C uncountable both sides are one. 1.56 By definition, for A ⊆ X, ∗ (µE ) (A) = inf ∗ n ∗ µ(E ∩ An ) : An ∈ F, A ⊆ (µ )E (A) = µ (E ∩ A) = inf n n An µ(Bn ) : Bn ∈ F, E ∩ A ⊆ and n Bn . A typical member of the first set may be written s := n µ(Bn ), where Bn∗:= E ∩ An . Since E ∩ A ⊆ n Bn , s is also a member of the second set. Therefore, (µ )E (A) ≤ s, and since s was arbitrary, (µ∗ )E (A) ≤ (µE )∗ (A). Now consider a typical member t := n µ(Bn ) of the second set. Then the sets E c and Bn cover A, hence µ(E ∩ Bn ) ≤ µ(Bn ) ≤ t. (µE )∗ (A) ≤ µ(E ∩ E c ) + n n Therefore, (µE )∗ (A) ≤ (µ∗ )E (A). 1.57 Let E ⊆ X. A typical sum in the definition of µ∗b (E) is µ(Bn ), where Bn ∈ B and E ⊆ Bn . s := n n We show that µ∗a (E) ≤ s, and for assume that s < ∞. Let ε > 0 and for each this we may n choose Aj,n such that Bn ⊆ j Aj,n and j µ(Aj,n ) < µ∗a (Bn ) + ε/2n = µ(Bn ) + ε/2n . K29551_SM_Cover.indd 14 28/03/18 4:37 pm Measurable Sets 9 Then E ⊆ j,n Aj,n hence µ∗a (E) ≤ j,n µ(Aj,n ) ≤ s + ε. Therefore, µ∗a (E) ≤ s, hence µ∗a (E) ≤ µ∗b (E). Similarly, µ∗a (E) ≥ µ∗b (E). Counterexample: Take X = {1, 2}, A := P(X), B := {X, ∅}, and µ = counting measure. Then µ∗a {1} = 1 and µ∗b {1} = 2. 1.58 By measurability of A, µ∗ (E ∪ A) = µ∗ [(E ∪ A) ∩ A] + µ∗ [(E ∪ A) ∩ Ac ] = µ(A) + µ∗ (E). 1.59 By measurability of A, µ∗ E ∩ (A ∪ B) = µ∗ [E ∩ (A ∪ B)] ∩ A + µ∗ [E ∩ (A ∪ B)] ∩ Ac = µ∗ (E ∩ A) + µ∗ (E ∩ B). Now let (An ) be a disjoint sequence in M(µ∗ ) with union A. By countable subadditivity, monotonicity, and induction ∞ n n ∗ ∗ ∗ µ (E ∩ Ak ) ≥ µ (E ∩ A) ≥ µ E ∩ Ak = µ∗ (E ∩ Ak ). k=1 k=1 k=1 1.60 Let C ⊆ X, and An ∈ A with C ⊆ n An . By monotonicity, countable subadditivity, and the hypothesis, µ∗ (An ∩ E) + µ∗ (An ∩ E c ) = µ∗ (An ). µ∗ (C ∩ E) + µ∗ (C ∩ E c ) ≤ n n n Therefore, µ∗ (C ∩ E) + µ∗ (C ∩ E c ) ≤ µ∗ (C), hence E is measurable. 1.61 A1 × A2 is clearly a π system. Let Ai , Bi ∈ Ai withB1 × B2 ⊆ A1 × A2 , and let ni Ci,j ∈ Ai , j = 1, . . . , ni be disjoint such that Ai \ Bi = j=1 Ci,j , i = 1, 2. Then (A1 × A2 ) \ (B1 × B2 ) = [(A1 \ B1 ) × B2 ] ∪ [A1 × (A2 \ B2 )] ∪ [(A1 \ B1 ) × (A2 \ B2 )], and (A1 \ B1 ) × B2 = ni j=1 C1,j × B2 , a disjoint union of members of A1 × A2 , etc. 1.62 (a) Clearly A ∩ E is a π-system. Let A, B, Cj ∈ A such that A \ B = Then n (A ∩ E) \ (B ∩ E) = (A \ B) ∩ E = Cj ∩ E. n j=1 Cj (disjoint). j=1 (b) Let F ⊆ E. A typical sum in the definition of µ∗ (F ) is of the form s := µ(An ), where An ∈ A and F ⊆ An . n n ∗ Then F ⊆ n (An ∩ E), hence s ≥ n µ(An ∩ E) ≥ ν (F ). Therefore, µ∗ (F ) ≥ ν ∗ (F ). For the reverse inequality, note that a typical sum in the definition of ν ∗ (F ) is of the form µ(Bn ), where Bn ∈ A ∩ E and F ⊆ Bn . t := n ∗ n ∗ ∗ Since Bn ∈ A, t ≥ µ (F ). Therefore, ν (F ) ≥ µ (F ). (c) follows from (b). K29551_SM_Cover.indd 15 28/03/18 4:37 pm 10 Principles of Analysis 1.63 (a) Let E ⊆ n An , An ∈ A. Then ν(E) ≤ n ν(An ) = n µ(An ), hence ν(E) ≤ µ∗ (E) = µ(E). (b) We may assume A is a ring. Choose disjoint An ∈ A such that E ⊆ A := n An and n µ(An ) < µ(E) + ε. Then µ(E) ≤ µ(A) = ν(A) = ν(E) + ν(A \ E) ≤ ν(E) + µ(A \ E) ≤ ν(E) + ε. take A = X. Now let µ∗ (E) < ∞ and for each 1.64 If µ∗ (E) = ∞, then µ∗ (X) = ∞, hence ∞ k ∈ N choose Aj,k ∈ A such that E ⊆ j=1 Aj,k and j µ(Aj,k ) < µ∗ (E) + 1/k. Define n ∞ An = k=1 j=1 Aj,k . Then E ⊆ An , µ(Aj,n ) < µ∗ (E) + 1/n, µ∗ (E) ≤ µ(An ) ≤ j ∗ and An ↓ A ∈ σ(A), hence µ (E) = µ(A). 1.65 Choose A, B ∈ σ(A) such that E ⊆ A, F ⊆ B, µ∗ (E) = µ(A), and µ∗ (F ) = µ(B) (Ex. 1.64). Then, by monotonicity and inclusion-exclusion, µ∗ (E ∪ F ) + µ∗ (E ∩ F ) ≤ µ(A ∪ B) + µ(A ∩ B) = µ(A) + µ(B) = µ∗ (E) + µ∗ (F ). 1.66 Let E ⊆ n An , An ∈ A. Then µ(An ) + ν(An ) = (µ + ν)(An ). µ∗ (E) + ν ∗ (E) ≤ n n ∗ ∗ n ∗ Since the An were arbitrary, µ (E) + ν (E) ≤ (µ + ν) (E). Now let A, B ∈ σ(A) such that E ⊆ A ∩ B, µ∗ (E) = µ(A), and ν ∗ (E) = ν(B) (Ex. 1.64). Then µ∗ (E) + ν ∗ (E) = µ(A ∩ B) + ν(A ∩ B) = (µ + ν)(A ∩ B) ≥ (µ + ν)∗ (E). Therefore, µ∗ (E) + ν ∗ (E) = (µ + ν)∗ (E). For the inclusion, let C ⊆ X. Since µ∗ (C) = µ∗ (C ∩ E) + µ∗ (C ∩ E c ) and ν ∗ (C) = ν ∗ (C ∩ E) + ν ∗ (C ∩ E c ), we have (µ∗ + ν ∗ )(C) = (µ∗ + ν ∗ )(C ∩ E) + (µ∗ + ν ∗ )(C ∩ E c ). The inclusion may be strict. For example, let (X, F, µ) be as in 1.3.3(c) and let ν be the measure on F that assigns ∞ to every nonempty set. Then M(µ∗ ) ∩ M(ν ∗ ) = F and M(µ∗ + ν ∗ ) = P(X). α ≤ µ∗ (E). Now let 1.67 Let E ⊆ X. By monotonicity, α := limn µ∗n (E) exists in [0, ∞] and ∗ An ∈ σ(A) with E ⊆ An and µn (An ) = µn (E) (Ex. 1.64). Set A = n An . Then E ⊆ A and µn (A) = µ∗n (E) for every n, so α = limn µn (A) = µ(A) ≥ µ∗ (E). 1.68 Follows from Ex. 1.66 and 1.67 applied to the partial sums. 1.69 Let En ⊆ X and En ↑ E. By Ex. 1.6.4, there exist An , A ∈ σ(A) such that En ⊆ An , µ∗ (En ) = µ(An ), E ⊆ A, and µ∗ (E) = µ(A). Since En ⊆ Ej ⊆ A ∩ Aj for j ≥ n, En ⊆ Bn := A ∩ j≥n Aj ⊆ A ∩ An . Then Bn ↑ B ∈ σ(A), E ⊆ B, µ∗ (En ) = µ(Bn ) and µ(A) = µ∗ (E) ≤ µ(B) ≤ µ(A), so lim µ∗ (En ) = lim µ(Bn ) = µ(B) = µ∗ (E). n K29551_SM_Cover.indd 16 n 28/03/18 4:37 pm Measurable Sets 11 1.70 By 1.64, choose A, B ∈ σ(A) such that E ⊆ A, µ∗ (E) = µ(A), and E c ⊆ B, µ∗ (E c ) = µ(B). Then A ∪ B = X, hence, by inclusion-exclusion, µ(A ∩ B) = µ(A) + µ(B) − µ(A ∪ B) = µ∗ (E) + µ∗ (E c ) − µ(X) = 0. Since E ∩ B ⊆ A ∩ B we have µ∗ (E ∩ B) = 0 and so E ∩ B ∈ M(µ∗ ). Therefore, E = B c ∪ (E ∩ B) ∈ M(µ∗ ). 1.71 If I = (a, b] := (a1 , b1 ] × · · · ×(ad , bd ], then int(I) = n In , In := j (aj , bj − 1/n] hence λ(int I) = limn λ(In ) = limn j (bj − 1/n − aj ) = |I|. Similarly, λ(cl I) = |I|. It follows that ∞ ∞ ∗ (†) λ (E) = inf λ(An ) : An ∈ A and E ⊆ An n=1 n=1 for A = OI or CI . Since OI ⊆ O and each open set is a union of open intervals, (†) holds for A = O. Since CI ⊆ K and K ∈ K is contained in Un = {x : d(x, K) < 1/n}, which is open and ↓ K, (†) holds for A = K. 1.72 N can contain no open d-dimensional interval, hence every such interval must contain a point of N c . of length, λ(x+I) = λ(I) for all I ∈ H 1.73 (a) By properties I . A typical sum in the definition of λ∗ (E) is s := n λ (In ), where In ∈ HI and E ⊆ n In . Then Jn := In + x ∈ HI , E + x ⊆ n Jn , and n λ(Jn ) = s, hence s ≥ λ∗ (E + x). Therefore λ∗ (E + x) ≥ λ∗ (E). Replacing x by −x and E by E + x yields the reverse inequality. (b) Let C ⊆ Rd and D = C − x. Then C ∩ (x + E) = x + D ∩ E and C ∩ (x + E)c = x + D ∩ E c , hence, by (a) and measurability of E, λ∗ C ∩ (x + E) + λ∗ C ∩ (x + E)c = λ∗ (D ∩ E) + λ∗ (D ∩ E c ) = λ∗ (D) = λ∗ (C). Therefore, x + E ∈ M(λ). 1.74 Both assertions are clear if r = 0. Consider next r = −1. By properties of length, ∗ λ(−I) = λ(I) for all d-dimensional intervals I. A typical sum in the definition of λ (E) is s =: (In ), where In ∈ OI andE ⊆ n In (using Ex. 1.71 with A = OI ). n λ Then −E ⊆ n (−In ), −In ∈ OI , and n λ(−In ) = s, hence s ≥ λ∗ (−E). Therefore, λ∗ (E) ≥ λ∗ (−E). Replacing E by −E yields the reverse inequality. Let C ⊆ Rd , D := −C, and F := −E. Then C ∩ F = −[D ∩ E] and C ∩ F c = −[D ∩ E c ], hence, by measurability of E and the first part, λ∗ C ∩ F + λ∗ C ∩ F c = λ∗ (D ∩ E) + λ∗ (D ∩ E c ) = λ∗ (D) = λ∗ (C). Therefore, F ∈ M(λ). This proves (a) and (b) for r = −1. K29551_SM_Cover.indd 17 28/03/18 4:37 pm 12 Principles of Analysis It remains to treat the case r > 0. If I = (a1 , b1 ] × · · · × (ad , bd ], then rI = (ra1 , rb1 ] × · · · × (rad , rbd ] hence λ(rI) = d j=1 (rbj − raj ) = rd d (bj − aj ) = rd λ(I). j=1 Now let E ⊆ Rd and Ij ∈ HI such that E ⊆ j Ij . Then rE ⊆ r−d λ∗ (rE) ≤ r−d λ(rIj ) = λ(Ij ). j j rIj hence j Since the Ij ’s were arbitrary, r−d λ∗ (rE) ≤ λ∗ (E) or λ∗ (rE) ≤ rd λ∗ (E). Write E = r−1 (rE) to get the reverse inequality. Therefore, (a) holds for all r. Now let C ⊆ Rd and set D := r−1 C. Then r−1 [C ∩ (rE)] = D ∩ E and r−1 [C ∩ (rE)c ] = D ∩ E c , hence r−d λ∗ C ∩ (rE) + r−d λ∗ C ∩ (rE)c = λ∗ (D ∩ E) + λ∗ (D ∩ E c ) = λ∗ (D) = r−d λ∗ (C). Therefore, rE ∈ M(λ), so (b) holds for all r. ∞ 1.75 For d = 1, take U = n=1 (rn − ε/2n+1 , rn + ε/2n+1 ), where {r1 , r2 , . . . , } is an enumeration of the rationals. A similar argument proves the case d > 1. 1.76 λ∗ (A ∩ B c ) ≤ λ([0, 1] ∩ B c ) = λ([0, 1]) − λ(B) = 0, hence λ∗ (A) ≤ λ∗ (A ∩ B) + λ∗ (A ∩ B c ) = λ∗ (A ∩ B) ≤ λ∗ (A). 1.77 Since λ(E)/r > λ(E), there exists a cover of E by be closed bounded intervals In such that λ(In ) < λ∗ (E)/r ≤ λ∗ (In ∩ E)/r. n n Therefore, λ(In ) ≤ λ (E ∩ In )/r for some n. ∗ 1.78 Let g(x, y) = f (x) − y. Then g is continuous and G = g −1 ({0}), hence G is a Borel set. For the second assertion, let a < b and set Ga,b := {(x, y) : y = f (x), a ≤ x ≤ b} By uniform continuity, given ε > 0, there exists δ > 0 such that u, v ∈ [a, b] and |u − v| < δ imply |f (u) − f (v)| < ε/2(b − a). Set aj = a + j(b − a)/k, j = 0, 1, . . . , k, where k > (b − a)/δ. Then the intervals [aj−1 , aj ] × [f (aj−1 ) − ε/2(b − a), f (aj−1 ) + ε/2(b − a)] cover Ga,b and the measure of their union is ε. Since ε was arbitrary, λ(Ga,b ) = 0. Since G is a countable union of such sets, λ(G) = 0. 1.79 (a) µ(B) = ν(B ∩ Z), where ν is counting measure on Z. (b) µ(B) = λ(B ∩ [0, 1]). 1.80 The sum and product of right continuous functions is right continuous. If F, G are nonnegative distribution functions and a < b, then F G(b) − F G(a) = [F (b) − F (a)]G(b) + [G(b) − G(a)]F (a) ≥ 0. K29551_SM_Cover.indd 18 28/03/18 4:37 pm Measurable Sets 13 1.81 Let a ∈ R and ε > 0. Choose N so that n>N pn < ε, then choose δ > 0 so that (a, a + δ) contains none of the numbers c1 , c2 , . . . , cN . If a < x < a + δ, then pn ≤ pn < ε. 0 ≤ F (x) − F (a) = n:a<cn ≤x n>N Therefore, F is right continuous at a. If a = cn for every n, we may choose δ so that (a − δ, a] contains none of the numbers c1 , c2 , . . . , cN . If a − δ < x < a, then, as before, 0 ≤ F (a) − F (x) = pn < ε. n:x<cn ≤a Therefore, F is left continuous at a. On the other hand, if x < ck then F (ck ) − F (x) = pn ≥ pk , n:x<cn ≤ck so F is not left continuous at ck . 1.82 For example, for (a) use µ(a, b) = limn µ(a, b − 1/n] (continuity from below), and for (c) use µ[a, b) = limn µ(a − 1/n, b] (continuity from above). 1.83 F is continuous and the limits limx→±∞ F (x) are finite. 1.84 For each t at which f is discontinuous, choose a rational number rt in (at , bt ). Since the correspondence t → rt is one-to-one, the set of discontinuities of f is countable. 1.85 Choose n such that µ A ∩ [−n, n] > b. Define G(x) = µ A ∩ [−n, x] . Then G is continuous, G(−n) = 0 and G(n) > b, so by the intermediate value theorem, G(x) = b for some x ∈ [−n, n]. Take B = A ∩ [−n, x]. 1.86 The Cantor set is Borel measurable, has measure 0, and contains a set that is not Borel measurable. 1.87 (a) By 1.8.1, there exists a compact set K ⊆ A such that λ(A \ K) = λ(A) − λ(K) < λ(A)/2, hence λ(K) > λ(A)/2 > 0. Thus if the result holds for K it holds for A. (b) By 1.8.1, there exists an open set U ⊇ A such that λ(U ) − λ(A) < λ(A). For any a, b ∈ U and y ∈ U c , |a − b| + |b − y| ≥ |a − y| ≥ d(a). Taking the infimum over y yields |a − b| + d(b) ≥ d(a) or |a − b| ≥ d(a) − d(b). Therefore, |a − b| ≥ |d(a) − d(b)|, hence d is continuous. That d is positive on U follows from the fact that U c is closed. (c) If x + a ∈ U c for some a ∈ A, then |x| = |(x + a) − a| ≥ r. Therefore, |x| < r ⇒ x + A ⊆ U . Moreover, A cannot be disjoint from A + x, otherwise, by translation invariance, 2λ(A) = λ(A) + λ(A + x) = λ A ∪ (A + x) ≤ λ(U ), contradicting the choice of U in part (b). Thus (x + A) ∩ A = ∅ for all x with |x| < r, hence (−r, r) ∈ A − A. 1.88 If A is such a subgroup, then (−r, r) ⊆ A − A ⊆ A for some r > 0, hence (−nr, nr) ∈ A for all n. K29551_SM_Cover.indd 19 28/03/18 4:37 pm 14 Principles of Analysis 1.89 (a) By induction, λ(En ) = n j=1 bj . (b) If I is an open interval contained in En then, because I is connected, I must be contained in one of the intervals comprising En , hence λ(I) < 1/2n . Therefore, E can contain no open interval. (c) Then bn < 1 − r < 1, hence λ(En ) < (1 − r)n → 0. n n (d) Use the hint with an = 1 − a1/2 , so that bn = a1/2 and so ln ∞ n=1 ∞ bn = ln bn = ln a. n=1 1.90 Set A0 = [0, 1]. Since d1 = 3, A must be contained in the set A1 obtained by removing from A0 the interval [.3, .4). Similarly, since d2 = 3, A is contained in the set A2 obtained by removing from A1 the nine intervals of the form [.d1 3, .d1 4), d1 = 3. Having obtained An−1 in this way, we see that A must be contained in the set An gotten by removing from An−1 the 9n−1 intervals of the form [.d1 d2 . . . dn−1 3, .d1 d2 . . . dn−1 4), dj = 3. Since each of these intervals has length 10−n , λ(An ) = λ(An−1 ) − 9n−1 10−n , hence λ(Am ) = 1 + m n=1 λ(An ) − λ(An−1 ) = 1 − (.1) m n=1 (.9)n−1 → 0 as m → 0. By construction A ⊆ n An . But since every member of the intersection has a decimal expansion of the required type, equality holds. Therefore, A is a Borel set and λ(A) = limn λ(An ) = 0. To show that A is uncountable, note that A ⊇ B, where B consists of all x ∈ [0, 1] having a decimal expansion .d1 d2 . . . with no digit dj odd. The mapping which takes such an x to .e1 e2 . . .(base 5), where en = dn /2 may be used to show that B is uncountable. K29551_SM_Cover.indd 20 28/03/18 4:37 pm