Paper 1, Section II, 26 K26 \mathrm{~K}

Probability and Measure
Part II, 2014

What is meant by the Borel σ\sigma-algebra on the real line R\mathbb{R} ?

Define the Lebesgue measure of a Borel subset of R\mathbb{R} using the concept of outer measure.

Let μ\mu be the Lebesgue measure on R\mathbb{R}. Show that, for any Borel set BB which is contained in the interval [0,1][0,1], and for any ε>0\varepsilon>0, there exist nNn \in \mathbb{N} and disjoint intervals I1,,InI_{1}, \ldots, I_{n} contained in [0,1][0,1] such that, for A=I1InA=I_{1} \cup \cdots \cup I_{n}, we have

μ(AB)ε\mu(A \triangle B) \leqslant \varepsilon

where ABA \triangle B denotes the symmetric difference (A\B)(B\A)(A \backslash B) \cup(B \backslash A).

Show that there does not exist a Borel set BB contained in [0,1][0,1] such that, for all intervals II contained in [0,1][0,1],

μ(BI)=μ(I)/2\mu(B \cap I)=\mu(I) / 2