Paper 3, Section II, J

Probability and Measure
Part II, 2016

(a) Define the Borel σ\sigma-algebra B\mathcal{B} and the Borel functions.

(b) Give an example with proof of a set in [0,1][0,1] which is not Lebesgue measurable.

(c) The Cantor set C\mathcal{C} is given by

C={k=1ak3k:(ak) is a sequence with ak{0,2} for all k}\mathcal{C}=\left\{\sum_{k=1}^{\infty} \frac{a_{k}}{3^{k}}:\left(a_{k}\right) \text { is a sequence with } a_{k} \in\{0,2\} \text { for all } k\right\}

(i) Explain why C\mathcal{C} is Lebesgue measurable.

(ii) Compute the Lebesgue measure of C\mathcal{C}.

(iii) Is every subset of C\mathcal{C} Lebesgue measurable?

(iv) Let f:[0,1]Cf:[0,1] \rightarrow \mathcal{C} be the function given by

f(x)=k=12ak3k where ak=2kx22k1xf(x)=\sum_{k=1}^{\infty} \frac{2 a_{k}}{3^{k}} \quad \text { where } \quad a_{k}=\left\lfloor 2^{k} x\right\rfloor-2\left\lfloor 2^{k-1} x\right\rfloor

Explain why ff is a Borel function.

(v) Using the previous parts, prove the existence of a Lebesgue measurable set which is not Borel.