ΘρϵηΠατπ

Length of an Open Interval
The length (I) of an open interval I is defined by (I)={baI=(a,b) with a<b,0I=,I=(,a) or I=(a,),I=(,).
Outer Measure
Suppose that A. The outer measure function, denoted outer_measure or omes, is defined by outer_measure(A):=omes(A):=inf{k=1(Ik):Ak=1Ik and each Ik is an open interval}. Here I1,I2, is a sequence of open intervals, and (Ik) is the length of an open interval.
Countable Sets Have Outer Measure Zero
Every countable subset of has outer measure 0.

Let A be countable. Write A={a1,a2,}, allowing repetitions if needed. Let ϵ+. For each k1, define the open interval Ik:=(akϵ2k,ak+ϵ2k). Then Ak=1Ik, so by the definition of outer measure, omes(A)k=1(Ik)=k=12ϵ2k=2ϵ. Since ϵ+ was arbitrary and outer measure is nonnegative by definition, omes(A)=0.

Outer Measure Preserves Order
Suppose that A,B and AB. Then omes(A)omes(B).

Let I1,I2, be any sequence of open intervals such that Bk=1Ik. Since AB, the same sequence also covers A. Hence by the definition of outer measure, omes(A)k=1(Ik). Taking the infimum over all such covers of B gives omes(A)omes(B).

Translation of a Set
Suppose that t and A. Define the translation of A by t as t+A:={t+a:aA}.
Outer Measure is Translation Invariant
Suppose that t and A. Then omes(t+A)=omes(A).

Suppose I1,I2, is a sequence of open intervals such that Ak=1Ik. Then t+I1,t+I2, is a sequence of open intervals whose union contains t+A. Translation does not change the length of an open interval, so omes(t+A)k=1(t+Ik)=k=1(Ik). Taking the infimum over all open-interval covers of A, we get omes(t+A)omes(A).

For the reverse inequality, note that A=t+(t+A). Applying the inequality already proved with t+A in place of A and t in place of t, we get omes(A)=omes(t+(t+A))omes(t+A). Therefore omes(t+A)=omes(A).

Countable Subadditivity of Outer Measure
Suppose that A1,A2,. Then omes(k=1Ak)k=1omes(Ak).

If omes(Ak)= for some k, then the right side is , so the inequality is immediate. Thus assume omes(Ak)< for every k.

Let ϵ+. For each k1, choose a sequence of open intervals I1,k,I2,k, whose union contains Ak and such that j=1(Ij,k)omes(Ak)+ϵ2k. The doubly indexed family {Ij,k:j,k1} can be listed as a single sequence, and its union contains k=1Ak. Hence by the definition of outer measure, omes(k=1Ak)k=1j=1(Ij,k)k=1omes(Ak)+ϵ. Since ϵ+ was arbitrary, we obtain omes(k=1Ak)k=1omes(Ak).

Open Cover
Suppose that A. A collection 𝒞 of open subsets of is an open cover of A if AG𝒞G.
Finite Subcover
Suppose that 𝒞 is an open cover of A. We say that 𝒞 has a finite subcover if there are G1,,Gn𝒞 such that AG1Gn.
Heine-Borel Theorem
Every open cover of a closed bounded subset of has a finite subcover.

First suppose F=[a,b] with a<b, and let 𝒞 be an open cover of [a,b]. Define D:={d[a,b]:[a,d] has a finite subcover from 𝒞}. Since a is contained in some member of 𝒞, we have aD, so D. Also D[a,b], so D is bounded above. Let s=supD, using the supremum.

Choose G𝒞 with sG. Since G is open, there exists δ+ such that (sδ,s+δ)G. By the definition of s=supD, some dD satisfies sδ<ds. Since dD, there are G1,,Gn𝒞 such that [a,d]G1Gn. Then for every d[s,s+δ)[a,b], [a,d]G1GnG. Thus every such d is in D. If s<b, this puts points of D larger than s, contradicting that s is an upper bound. Hence s=b, and the displayed containment with d=b gives a finite subcover of [a,b].

Now let F be closed and bounded, and let 𝒞 be an open cover of F. Choose a,b with F[a,b]. Since F is closed, F is open. Therefore 𝒞{F} is an open cover of [a,b]. By the interval case, finitely many of these sets cover [a,b]. Removing F, if it appears, leaves finitely many members of 𝒞 that cover F. Thus 𝒞 has a finite subcover.

Outer Measure of a Closed Interval
Suppose that a,b and a<b. Then omes([a,b])=ba.

For every ϵ+, the open interval (aϵ,b+ϵ) covers [a,b]. Hence by the definition of outer measure, omes([a,b])((aϵ,b+ϵ))=ba+2ϵ. Since ϵ+ was arbitrary, omes([a,b])ba.

For the reverse inequality, let I1,I2, be any sequence of open intervals with [a,b]k=1Ik. By the Heine-Borel theorem, finitely many of these intervals cover [a,b]. Thus there is n1 such that [a,b]I1In after relabeling if needed.

We claim that k=1n(Ik)ba. This is proved by induction on n. For n=1, one open interval covering [a,b] must have length at least ba. For the induction step, suppose I1,,In+1 cover [a,b]. Relabel so bIn+1=(c,d). If ca, then (In+1)ba. Otherwise a<c<b, and I1,,In cover [a,c]. By the induction hypothesis, k=1n(Ik)ca. Therefore k=1n+1(Ik)(ca)+(dc)=daba. Hence every open-interval cover of [a,b] has total length at least ba, so taking the infimum gives baomes([a,b]). Combining the two inequalities proves the result.

Nontrivial Intervals are Uncountable
Every interval in that contains at least two distinct elements is uncountable.

Let I be an interval containing two distinct elements a<b. Then [a,b]I. If I were countable, then [a,b] would be countable as a subset of a countable set. By countable sets have outer measure zero, this would imply omes([a,b])=0. But by the outer measure of a closed interval, omes([a,b])=ba>0, a contradiction. Therefore I is uncountable.

Outer Measure is Not Additive
There exist disjoint subsets A,B such that omes(AB)omes(A)+omes(B).

Define a relation on [0,1] by xy if and only if xy. This is an equivalence relation. Choose a set V[0,1] containing exactly one representative from each equivalence class. Let Q0:=[1,1]. For each qQ0, consider the translate q+V.

If q,rQ0 and qr, then (q+V)(r+V)=. Indeed, if q+v=r+w, then vw=rq, so vw. Since V contains only one representative from each equivalence class, v=w, and then q=r, a contradiction.

Also, [0,1]qQ0(q+V)[1,2]. The left inclusion holds because every x[0,1] is equivalent to some vV, so xv[1,1]. The right inclusion holds because q[1,1] and V[0,1].

Suppose, for contradiction, that outer measure were additive for every pair of disjoint subsets of . Then it would be additive for every finite disjoint union. By translation invariance, each q+V has outer measure omes(V). Since every finite union of these disjoint translates is contained in [1,2], order preservation and the outer measure of a closed interval give nomes(V)3 for every n1. Hence omes(V)=0.

Because Q0 is countable, countable subadditivity gives omes(qQ0(q+V))qQ0omes(q+V)=0. But this union contains [0,1], so by order preservation and the closed interval computation, its outer measure is at least 1, a contradiction. Therefore outer measure cannot be additive on all disjoint pairs of subsets of .

No Countably Additive Translation Invariant Extension of Length to All Subsets
There is no function μ:𝒫()[0,] such that
  • μ(I)=(I) for every open interval I,
  • μ(k=1Ak)=k=1μ(Ak) for every pairwise disjoint sequence A1,A2,,
  • μ(t+A)=μ(A) for every t and every A.

Assume, for contradiction, that such a function μ exists. Use the same representative set V[0,1] and the same countable set Q0=[1,1] from the proof of outer measure is not additive. The sets q+V, for qQ0, are pairwise disjoint, their union contains [0,1], and their union is contained in [1,2].

By translation invariance of μ, each set q+V has the same μ-value as V. Since every finite union of these sets is contained in [1,2](2,3), countable additivity, monotonicity, and the extension-of-length property imply nμ(V)=μ(j=1n(qj+V))μ((2,3))=5 for every finite list q1,,qn of distinct elements of Q0. Hence μ(V)=0.

Now use countable additivity on the disjoint sequence of all translates q+V, qQ0. We get μ(qQ0(q+V))=qQ0μ(q+V)=0. But (0,1) is contained in that union, so monotonicity, which follows from countable additivity, gives 1=μ((0,1))μ(qQ0(q+V))=0, a contradiction. Therefore no countably additive translation-invariant extension of interval length can be defined on all subsets of .