Paper 3, Section II, J

Probability and Measure | Part II, 2018

Let mm be the Lebesgue measure on the real line. Recall that if E⊆RE \subseteq \mathbb{R} is a Borel subset, then

m(E)=inf⁡{∑n⩾1∣In∣,E⊆⋃n⩾1In},m(E)=\inf \left\{\sum_{n \geqslant 1}\left|I_{n}\right|, E \subseteq \bigcup_{n \geqslant 1} I_{n}\right\},

where the infimum is taken over all covers of EE by countably many intervals, and ∣I∣|I| denotes the length of an interval II.

(a) State the definition of a Borel subset of R\mathbb{R}.

(b) State a definition of a Lebesgue measurable subset of R\mathbb{R}.

(c) Explain why the following sets are Borel and compute their Lebesgue measure:

Q,R\Q,⋂n⩾2[1n,n].\mathbb{Q}, \quad \mathbb{R} \backslash \mathbb{Q}, \quad \bigcap_{n \geqslant 2}\left[\frac{1}{n}, n\right] .

(d) State the definition of a Borel measurable function f:R→Rf: \mathbb{R} \rightarrow \mathbb{R}.

(e) Let ff be a Borel measurable function f:R→Rf: \mathbb{R} \rightarrow \mathbb{R}. Is it true that the subset of all x∈Rx \in \mathbb{R} where ff is continuous at xx is a Borel subset? Justify your answer.

(f) Let E⊆[0,1]E \subseteq[0,1] be a Borel subset with m(E)=1/2+α,α>0m(E)=1 / 2+\alpha, \alpha>0. Show that

E−E:={x−y:x,y∈E}E-E:=\{x-y: x, y \in E\}

contains the interval (−2α,2α)(-2 \alpha, 2 \alpha).

(g) Let E⊆RE \subseteq \mathbb{R} be a Borel subset such that m(E)>0m(E)>0. Show that for every ε>0\varepsilon>0, there exists a<ba<b in R\mathbb{R} such that

m(E∩(a,b))>(1−ε)m((a,b)).m(E \cap(a, b))>(1-\varepsilon) m((a, b)) .

Deduce that E−EE-E contains an open interval around 0 .

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