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n(A) — ¢; and since Fis compact, we have
Fea Udy
for some N. Hence
WA) < WF) 46S (A, UU AS) EES Y MA,) + 6S HMA) + De.
In conjunction with (20), this proves (a).
Next, suppose £ = UE,. and assume that °(E,) < + 99 for all m.
Given ¢>0, there are coverings {Aq}, k = 1.2,3,..-. of £, by open
elementary sets such that
en Y WAw) SHE) + 27%.
Then
WES Y ¥ WAws Ee 5
and (19) follows. In the excluded case, ic.. if p1°(E,) = +2 for some 1m,
(19) is of course trivial,
11.9 Definition For any 4 R?. Bc R?, we define
(22) S(A, B) = (A ~ BU (B~ A),
3) (KA, B) = (SUA, B)).
We write A, -+ 4 if
lim (A. A,) = 0.
If there is a sequence {4,} of elementary sets such that 4, -» 4. we say
that A is finitely pemeasurable and write A&W, (1).
If A is the union of a countable collection of finitely -measurable sets.
we say that A is jemeasurable and write A © 3(y0).
‘S(A_ B) is the so-called “symmetric difference” of A and B. We shall see
that d(A, B) is essentially a distance function ;
The following theorem will enable us to obtain the desired extension of
11.10 Theorem Wj.) is a a-ring, and y* is countably additive on Q(H),
Before we turn to the proof of this theorem. we develop some of the
properties of S(A, B) and d(A, B). We have306 PRINCIPLES OF MATHEMATICAL ANALYSIS:
(24) S(A. B) = S(B, A), S(A, A) = 0.
(25) S(A, B) < S(A, C) uv S(C, B).
S(Ay U Ag, By U Ba)
(26) SUA, 0 Ap. By 0 By)} © S(Ay, By) U SCA; By),
S(Ay ~ Az, By ~ B2)
(24) is clear, and (25) follows from
(A~B)c(A—-C)u(C~B), (BAe (C— ANU (B- ©).
The first formula of (26) is obtained from
(Ay U Ad) = (By, U Ba) < (Ay — By) U (Ay — By).
Next, writing E° for the complement of E, we have
S(A, 9 Az, B, 0B) = SUAS WAS. BYU BS)
© SUAG, BA U SUAS. BS) = S(A,. B,) U S(A2, By):
and the last formula of (26) is obtained if we note that
AA, =A OAS
By (23), (19), and (18), these properties of S(4, B) imply
ey dA, B)= M(B, A). dA, A) =0,
(28) (A, B) < d(A, C) + KC. B),
dA, Az, By B,))
(29) A, 0 A, By OB) < dtAy, By) + Ay, By):
MA, ~ Az, By — By}
The relations (27) and (28) show that d(4, B) satisfies the requirements,
of Definition 2.15, except that d(A, B) = 0 does not imply A
if 1 =m, Ais countable, and B is empty, we have
B. For instance,
A, B) = m*(A) =
to see this, cover the th point of A by an interval J, such that
0;
my) < 27%.
But if we define two sets A and B to be equivalent, provided
d(A, B)=0.
we divide the subsets of R? into equivalence classes, and d(A, B) makes the set
of these equivalence classes into a metric space. ‘Dt,(j!) is then obtained as the
closure of &. This interpretation is not essential for the proof, but it explains
the underlying idea.
EEE EE
We need one more property of d(4, B), namely,
G0) |u*(A) — #*(B)| s d(A, BD,
if at least one of *(A), n*(B) is finite. For suppose 0 < n*(B) < p*(4).
‘Then (28) shows that
d(A,0) A, U +" U Ay, (61) implies
©) oA) 2 Yd,
and (58) follows from (59) and (62).
Corollary If A € Wt, Bc A, and p(A — B)=
=f sau
J fan= | fae
Since A = Bu (A — B), this follows from Remark 11.23(e).
, then
11.25 Remarks The preceding corollary shows that sets of measure zero are
negligible in integration.
Let us write f~ g on E if the set
(x1f@) ¥ g()} OE
has measure zero.
Then f~ f;f~g implies g~fy-and.f~g, g~h implies f~ h. That is,
the relation ~ is an equivalence relation.
If f~g on E, we clearly have
J fan= J odu,
provided the integrals exist, for every measurable subset A of E.
Ifa property P holds for every x ¢ E — A, and if (A) = 0, it is customary
to say that P holds for almost all x € E, or that P holds almost everywhere on
E. (This concept of “almost everywhere” depends of course on the particular
measure under consideration. In the literature, unless something is said to the
contrary, it usually refers to Lebesgue measure.)
Iffe P(u) on E, itis clear that f(x) must be finite almost everywhere on E.
In most cases we therefore do not lose any generality if we assume the given
functions to be fini alued from the outset.
11.26 Theorem If fe L(y) on E, then |f| € L(y) on E, and
3) Ife au positwe tolstank kK Auch thak
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X(o = _@ has a solution & (HY)
define on Lab) wheek dalisdes .
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Let YEA (%) wd tet (ey
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motnimat.’
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