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Analysis Lebesgue

1. The Lebesgue measure of the set of rational numbers Q is 0, because Q can be written as a countable set and covered by intervals with total measure less than any positive number. 2. The Lebesgue measure of the set [0,1]\(1/3,2/3) is 2/3, as it is the union of the two intervals [0,1/3] and [2/3,1], each with measure 1/3. 3. For a sequence of sets C0, C1, C2, etc. defined recursively by removing middle thirds, the Lebesgue measure decreases geometrically, with λ(Cn) =

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128 views2 pages

Analysis Lebesgue

1. The Lebesgue measure of the set of rational numbers Q is 0, because Q can be written as a countable set and covered by intervals with total measure less than any positive number. 2. The Lebesgue measure of the set [0,1]\(1/3,2/3) is 2/3, as it is the union of the two intervals [0,1/3] and [2/3,1], each with measure 1/3. 3. For a sequence of sets C0, C1, C2, etc. defined recursively by removing middle thirds, the Lebesgue measure decreases geometrically, with λ(Cn) =

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ramjmi
Copyright
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Solutions to Homework 6

FM 5011 Mathematical Background for Finance


1-1 Find the Lebesgue measure of Q.
Let denote the Lebesgue measure. The set of rational numbers Q is countable, so we can
write
Q = {a
1
, a
2
, a
3
, ...} ,
where each a
n
is a rational number. Let > 0. For each a
n
dene I
n
to be the open interval
I
n
=
_
a
n


2
n+1
, a
n
+

2
n+1
_
, for n = 1, 2, 3, ....
It is easily seen that
(I
n
) =

2
n
.
Then,
Q

_
n=1
I
n
= (Q) <
_

_
n=1
I
n
_

n=1
(I
n
) =

n=1

2
n
= .
Since we can take arbitrarily small, (Q) = 0.
1-2 Find the Lebesgue measure of [0, 1] \ (
1
3
,
2
3
).
Let denote the Lebesgue measure.
[0, 1] \
_
1
3
,
2
3
_
=
_
0,
1
3
_
_
_
2
3
, 1
_
,
so that

_
[0, 1] \
_
1
3
,
2
3
__
=
__
0,
1
3
_
_
_
2
3
, 1
__
=
__
0,
1
3
__
+
__
2
3
, 1
__
=
1
3
+
1
3
=
2
3
.
1-3 := Lebesgue measure on R. For any compact interval I = [a, b], let
C(I) := I \ (s, t), where s =
2a
3
+
b
3
and t =
a
3
+
2b
3
. If I
1
,..., I
n
are pairwise-disjoint
compact intervals, then we dene C(I
1
... I
n
) := (C(I
1
)) ... (C(I
n
)). Let
C
0
:= [0, 1]. Let C
1
:= C(C
0
), C
2
:= C(C
1
), C
3
:= C(C
2
), C
4
:= C(C
3
), etc.
1
1-3a Compute (C
0
), (C
1
), (C
2
), ...
(C
0
) = ([0, 1]) = 1
(C
1
) =
_
[0, 1] \
_
1
3
,
2
3
__
=
2
3
C
2
=
_
0,
1
9
_
_
_
2
9
,
1
3
_
_
_
2
3
,
7
9
_
_
_
8
9
, 1
_
Hence, C
2
is the union of 2
2
closed intervals of length
1
3
2
. Thus,
(C
2
) =
2
2
3
2
=
4
9
.
We can inductively prove that in general C
n
is the union of 2
n
closed intervals of length
1
3
n
each, so that
(C
n
) =
_
2
3
_
n
.
Assume that we have that C
k
consists of 2
k
closed intervals of length
1
3
k
. C
k+1
is obtained
by removing the middle third of each of the 2
k
intervals in C
k
, so that the number of
intervals doubles, i.e. it becomes 2 2
k
= 2
k+1
. The length of the intervals in C
k+1
is a
third of the length of the intervals in C
k
. Thus, C
k+1
consists of 2
k+1
intervals of length
1
3
k+1
, and this completes the proof.
1-3b Compute (C
0
C
1
C
2
...).
Let > 0. Then there exists an integer n such that
_
2
3
_
n
< .

i=0
C
i
C
n
=
_

i=0
C
i
_
< (C
n
) =
_
2
3
_
n
< .
Since we can take arbitrarily small,

i=0
C
i
_
= 0.
2

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