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Proof That The Outer (Lebesgue) Measure of An Interval Is Its Length

The document proves that the outer (Lebesgue) measure of an interval is equal to its length. It first considers closed bounded intervals [a,b] and shows that the measure is between b-a and b-a+2ε for any positive ε, and thus must equal b-a. It then extends this to any finite interval I by finding a closed subset J with measure greater than I's length minus ε. Finally, it shows unbounded intervals have infinite measure equal to their length.

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4K views2 pages

Proof That The Outer (Lebesgue) Measure of An Interval Is Its Length

The document proves that the outer (Lebesgue) measure of an interval is equal to its length. It first considers closed bounded intervals [a,b] and shows that the measure is between b-a and b-a+2ε for any positive ε, and thus must equal b-a. It then extends this to any finite interval I by finding a closed subset J with measure greater than I's length minus ε. Finally, it shows unbounded intervals have infinite measure equal to their length.

Uploaded by

ap021
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd

proof that the outer (Lebesgue)

measure of an interval is its length


Simone
2013-03-21 [Link]
We begin with the case in which we have a closed bounded interval, say [a, b].
Since the open interval (a , b + ) contains [a, b] for each positive number ,
we have m [a, b] b a + 2. But since this is true for each positive , we must
have m [a, b] b a. Thus we only have to show that m [a, b] b a; for this
it suffices to show that if {In } is a countable open cover by intervals of [a, b],
then
X
l(In ) b a.
By the Heine-Borel theorem, any collection of open intervals covering [a, b] contains a finite subcollection that also cover [a, b] and since the sum of the lengths
of the finite subcollection is no greater than the sum of the original one, it suffices to prove the
S inequality for finite collections {In } that cover [a, b]. Since a
is contained in In , there must be one of the In s that contains a. Let this be
the interval (a1 , b1 ). We then have a1 < a < b1 . If b1 b, then b1 [a, b], and
since b1 6 (a1 , b1 ), there must be an interval (a2 , b2 ) in the collection {In } such
that b1 (a2 , b2 ), that is a2 < b1 < b2 . Continuing in this fashion, we obtain a
sequence (a1 , b1 ), . . . , (ak , bk ) from the collection {In } such that ai < bi1 < bi .
Since {In } is a finite collection our process must terminate with some interval
(ak , bk ). But it terminates only if b (ak , bk ), that is if ak < b < bk . Thus
X
X
l(In )
l(ai , bi )
= (bk ak ) + (bk1 ak1 ) + + (b1 a1 )
= bk (ak bk1 ) (ak1 bk2 ) (a2 b1 ) a1
> bk a1 ,
since
P ai < bi1 . But bk > b and a1 < a and so we have bk a1 > b a, whence
l(In ) > b a. This shows that m [a, b] = b a.
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by: hSimonei version: h36435i Privacy setting: h1i hProofi h28A12i
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If I is any finite interval, then given > 0, there is a closed intervalJ I


such that l(J) > l(I) . Hence
l(I) < l(J) = m J m I m I = l(I) = l(I),
where by I we mean the topological closure of I. Thus for each > 0, we have
l(I) < m I l(I), and so m I = l(I).
If now I is an unbounded interval, then given any real number , there is
a closed interval J I with l(J) = . Hence m I m J = l(J) = . Since
m I for each , it follows m I = = l(I).

References
Royden, H. L. Real analysis. Third edition. Macmillan Publishing Company,
New York, 1988.

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