Paper 3, Section II, J

Probability and Measure
Part II, 2018

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

m(E)=inf{n1In,En1In},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,n2[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:RRf: \mathbb{R} \rightarrow \mathbb{R}.

(e) Let ff be a Borel measurable function f:RRf: \mathbb{R} \rightarrow \mathbb{R}. Is it true that the subset of all xRx \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

EE:={xy:x,yE}E-E:=\{x-y: x, y \in E\}

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

(g) Let ERE \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))>(1ε)m((a,b)).m(E \cap(a, b))>(1-\varepsilon) m((a, b)) .

Deduce that EEE-E contains an open interval around 0 .