Is the Intersection of Sets with Measure 1 Also Measure 1?

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SUMMARY

The problem discussed is to show that if sets \( A_n \subset [0,1] \) have measure \( m(A_n) = 1 \) for all \( n \), then the intersection \( m\left(\bigcap_{n=1}^{\infty} A_n\right) = 1 \). The solution involves defining the complements \( B_j = \overline{A_j} \) and demonstrating that the measure of their union is zero, leading to the conclusion that the measure of the intersection of the sets \( A_n \) is indeed one.

PREREQUISITES
  • Understanding of measure theory concepts, particularly Lebesgue measure.
  • Familiarity with set operations, including intersections and unions.
  • Knowledge of complements in the context of measure spaces.
  • Ability to work with sequences of sets and their measures.
NEXT STEPS
  • Study the properties of Lebesgue measure, focusing on countable additivity.
  • Learn about the implications of the Borel-Cantelli lemma in measure theory.
  • Explore the concept of null sets and their role in measure theory.
  • Investigate the relationship between measure and topology in metric spaces.
USEFUL FOR

Mathematicians, students of advanced calculus, and researchers in measure theory will benefit from this discussion, particularly those interested in the properties of measurable sets and their intersections.

Chris L T521
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Here's this week's problem!

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Problem
: Suppose that $A_n\subset[0,1]$ such that $m(A_n)=1$ for $n=1,2,3,\cdots$. Show that $\displaystyle m(\bigcap\limits_{n=1}^{\infty}A_n)=1.$

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Remember to read the http://www.mathhelpboards.com/showthread.php?772-Problem-of-the-Week-%28POTW%29-Procedure-and-Guidelines to find out how to http://www.mathhelpboards.com/forms.php?do=form&fid=2!
 
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This week's problem was correctly answered by Ackbach. You can find his solution below.

[sp]Let $S=[0,1]$ be the universe of discourse, so we define set complements in terms of $S$: for any set $C\subseteq S$, $\overline{C}:= S \setminus C$. For each $j=1,2,3,\dots$ define $B_{j}=\overline{A_{j}}$. Since $m(S)=1$, it follows that $m(B_{j})=0$ for all $j=1,2,3,\dots$. Now
$$m \left( \overline{ \bigcap_{j=1}^{ \infty} A_{j}} \right)=m \left( \bigcup_{j=1}^{ \infty} \overline{A_{j}} \right) = m \left( \bigcup_{j=1}^{ \infty} B_{j} \right).$$
Now then, define the following new sequence of sets based on the $B_{j}$:
\begin{align*}
C_{1}&=B_{1} \\
C_{2}&= B_{2} \setminus B_{1} \\
C_{3}&= B_{3} \setminus (B_{1} \cup B_{2}) \\
C_{4}&= B_{4} \setminus (B_{1} \cup B_{2} \cup B_{3}) \\
\vdots \\
C_{n}&= B_{n} \setminus \left( \bigcup_{j=1}^{n-1}B_{j} \right).
\end{align*}

Then the elements of the sequence $\{C_{j}\}$ are mutually disjoint, and
$$\bigcup_{j=1}^{ \infty}C_{j}= \bigcup_{j=1}^{ \infty}B_{j},$$
and therefore
$$m \left( \bigcup_{j=1}^{ \infty}C_{j} \right)=m \left( \bigcup_{j=1}^{ \infty}B_{j} \right).$$
But $m(C_{j}) \le m(B_{j})$, since $C_{j} \subseteq B_{j}$. It follows that $m(C_{j})=0$. However, since the $\{C_{j}\}$ are mutually disjoint, it must be that
$$m \left( \bigcup_{j=1}^{ \infty}C_{j} \right) = \sum_{j=1}^{ \infty}m(C_{j})=0.$$
Since
$$m \left( \overline{ \bigcap_{j=1}^{ \infty} A_{j}} \right) =0,$$
it follows that
$$m \left( \bigcap_{j=1}^{ \infty} A_{j} \right)=1.$$
QED.[/sp]
 

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