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Chapter 9 Measure Theory

Now that we know that the intervals described in Theorem 9.1 exist, we can formally define them and give them a name.

Definition 9.2

If \(O\) is a bounded open set and \(p \in O\) then the open interval containing \(p\) which is a subset of \(O\) and whose endpoints are not in \(O\) is called the component of \(O\) containing \(p\).

Definition 9.4

If \(S\) is any interval (open, closed, or half-open), then we define \(L(S)\) to be the length of \(S\). For example, if \(S = [a,b],\) then \(L(S)= b-a\text{.}\) If \(G\) is a finite collection of mutually disjoint open intervals then \(L(G)\) denotes the sum of the lengths of the elements of \(G\text{.}\) If \(G = \{g_1, g_2, g_3, \dots \}\) is a countable collection of mutually disjoint open intervals lying in an open interval, then \(L(G) = \sum_{i=1}^\infty L(g_i)\text{.}\)

Definition 9.7

If \(G\) is a collection of point sets then \(G^*\) denotes the set which is the union of the members of \(G\text{;}\) that is, \(G^* = \bigcup_{g \in G} g\text{.}\)

Definition 9.9

A point set \(M\) is said to be closed if and only if no point not in \(M\) is a limit point of \(M\text{.}\)

Definition 9.11

The statement that the set \(G\) of open intervals properly covers the set \(M\) means that every point of \(M\) lies in a member of \(G\) and every member of \(G\) contains a point of \(M\text{.}\)

Definition 9.12

If \(M\) is a bounded point set then by the outer measure of \(M\), denoted \(m_o(M),\) is meant the greatest lower bound of the set of all \(L(G)\) where \(G\) is any collection of mutually disjoint open intervals which properly cover \(M\text{.}\)

Definition 9.18

If \(M\) is a bounded point set, then the inner measure of \(M\), denoted \(m_i(M),\) means \(m_o(I)-m_o(I-M)\) for some closed interval, \(I\text{,}\) containing \(M\text{.}\)

Definition 9.19

The statement that the point set \(M\) is measurable means that \(m_o(M) = m_i(M)\text{.}\) When \(M\) is measurable, \(m_o(M)\) is called the measure of \(M\) and denoted by \(m(M)\text{.}\)