MTH404: Measure Theory
Homework: These will be periodically updated. Odd Semester, 2025/26
1. Show that [0, 1] is not Lebesgue null.
2. Show that the ternary Cantor set is Lebesgue null.
3. Show that the ternary Cantor set is nowhere dense in R.
4. Let (X, d) be a metric space and D ⊆ X. Show that the following are equivalent.
(a) D is nowhere dense in X.
(b) cl(D) (closure of D) is nowhere dense in X.
(c) X \ D contains an open dense subset of X.
5. Let A be the set of all x ∈ [0, 1] whose decimal expansion contains only two digits
1, 2. Show that A is uncountable and nowhere dense in R.
6. Let f : R → R. Define
osc(f, x) = lim sup({|f (a) − f (b)| : a, b ∈ (x − h, x + h)})
h→0
(a) Show that f is continuous at x iff osc(f, x) = 0.
(b) Show that for each a > 0, the set {x ∈ R : osc(f, x) < a} is open in R.
(c) A subset E ⊆ R is a Gδ (G-delta) set if it is the intersection of some
countable family of open sets. Show that {x ∈ R : f is continuous at x} is a Gδ set.
(d) Show that Q is not a Gδ set.
(e) Show that there is no function f : R → R that is continuous at every rational
and discontinuous at every irrational.
7. Call X ⊆ R strongly null iff for every sequence hεn : n ≥ 1i of positive
S reals, there
exists a sequence hJn : n ≥ 1i of open intervals such that X ⊆ n≥1 Jn and
length(Jn ) < εn for every n ≥ 1.
(a) Show that the family of all strongly null sets is a σ-ideal on R.
(b) Show that every strongly null set is also Lebesgue null.
(c) Show that the ternary Cantor set is not strongly null.
(d) Is there an uncountable strongly null set?
8. Let A be a family of subsets of X such that ∅, X ∈ A. Assume f : A → [0, ∞] and
f (∅) = 0. Define m : P(X) → [0, ∞] by
( )
X [
m(A) = inf f (An ) : hAn : n ≥ 1i is a sequence of members of A and A ⊆ An
n≥1 n≥1
Show that m is an outer measure on X.
9. Let F be a σ-algebra on X. Show that F is either finite or uncountable.
10. Suppose X is a nonempty set and A is a collection of subsets of X. Show that there
is a smallest (under inclusion) σ-algebra on X that contains every set in A.
11. Let (X, F, m) be a measure space. Show the following.
(a) Assume A, B ∈ F and A ⊆ B. Then m(A) ≤ m(B).
(b) Assume A, B ∈ F, B ⊆ A and m(B) < ∞. Then m(A \ B) = m(A) − m(B).
[
(c) Suppose An ∈ F and An ⊆ An+1 for every n ≥ 1. Put A = An . Then
n≥1
m(A) = lim m(An ).
n→∞
\
(d) Suppose An ∈ F and An ⊇ An+1 for every n ≥ 1. Put A = An . Assume
n≥1
m(A1 ) < ∞. Then m(A) = lim m(An ).
n→∞
(e) Suppose An ∈ F. Define
A = {y ∈ X : y ∈ An for infinitely many n ≥ 1}.
X
Show that A ∈ F. If m(An ) < ∞, then m(A) = 0.
n≥1
12. Let E ⊆ Rn be Lebesgue measurable. Show the following.
(a) µ(E) = inf{µ(U ) : E ⊆ U and U is open}.
(b) µ(E) = sup{µ(K) : K ⊆ E and K is compact}.
(c) For every ε > 0, there are C ⊆ E ⊆ U such that C is closed, U is open and
µ(U \ E) < ε.
(d) There exists a Gδ -set G such that E ⊆ G and µ(G \ E) = 0.
(e) There exists an Fσ -set F such that F ⊆ E and µ(E \ F ) = 0.
13. Show that there is no Lebesgue measurable E ⊆ R such that for every open interval
J, µ(J ∩ E) = 0.5µ(J).
14. Show that there exists a Lebesgue measurable E ⊆ R such that for every open
interval J, 0 < µ(J ∩ E) < µ(J).
15. Let U ⊆ R be open. Show that the characteristic function of U is a Baire class one
function.
16. Show that 1Q ∈ FBaire2 (R) \ FBaire1 (R) where 1Q : R → R is the characteristic
function of the rationals.
17. Let f : Rn → R. Show that f is Lebesgue measurable iff there exists a Borel function
g : Rn → R such that f and g agree almost everywhere (this means
µ({x ∈ Rn : f (x) 6= g(x)}) = 0).
18. Suppose f : R → R is Lebesgue measurable and ε > 0. Show that there is a
continuous functions g : R → R such that µ({x : f (x) 6= g(x)}) < ε.
19. Show that there is a Lebesgue measurable function f : R → R such that for every
continuous g : R → R, we have µ({x : f (x) 6= g(x)}) > 0.
20. Let f : R → R satisfy f (x + y) = f (x) + f (y) for every x, y ∈ R. Show that if f is
Lebesgue measurable, then f (x) = ax for svery x ∈ R where a = f (1).
21. Let (X, F) be a measurable space. Suppose f, g : X → R are F-measurable,
h : R → R is Borel and a, b ∈ R. Then |f |, af + bg, f g and h ◦ f are F-measurable. If
0∈/ range(f ), then 1/f is F-measurable.
22. Let (X, F) be a measurable space. Assume fk : X → R is F-measurable for each
k ≥ 1.
(a) Assume that for each x ∈ X, {fk (x) : k ≥ 1} is bounded from above in R.
Show that lim sup fk is F-measurable.
k
(a) Assume that for each x ∈ X, {fk (x) : k ≥ 1} is bounded from below in R.
Show that lim inf fk is F-measurable.
k