On translation and dilation invariant Lebesgue measure: Folland's text

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SUMMARY

The discussion centers on the properties of Lebesgue measure and its invariance under translations and dilations as presented in Folland's text. Theorem 1.21 establishes that if \(E \in \mathcal{L}\), then both \(E+s\) and \(rE\) also belong to \(\mathcal{L}\) for all \(s, r \in \mathbb{R}\), with measures satisfying \(m(E+s) = m(E)\) and \(m(rE) = |r|m(E)\). The participants clarify the proof of these properties, particularly for finite unions of intervals, demonstrating that the measure of translated and dilated sets remains consistent with the original measure. The discussion emphasizes the importance of understanding the definitions and properties of Lebesgue measure in this context.

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  • Understanding of Lebesgue measure and \(\sigma\)-algebras
  • Familiarity with the concepts of translations and dilations in measure theory
  • Knowledge of finite unions of intervals and their properties
  • Basic proficiency in mathematical notation and proofs
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  • Study Folland's "Real Analysis" for a deeper understanding of Lebesgue measure
  • Explore the properties of \(\sigma\)-algebras in measure theory
  • Learn about the implications of translation and dilation invariance in other measures
  • Investigate the concept of disjoint unions and their role in measure preservation
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psie
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I am stuck at a claim made in Theorem 1.21 in Folland's real analysis text on the translation and invariant Lebesgue measure on ##\mathbb R##.
Let ##m## be Lebesgue measure and ##\mathcal L## the Lebesgue ##\sigma##-algebra (the complete ##\sigma##-algebra that includes the Borel ##\sigma##-algebra). Consider,

Theorem 1.21. If ##E\in\mathcal L##, then ##E+s\in\mathcal L## and ##rE\in \mathcal L## for all ##s,r\in \mathbb R##. Moreover, ##m(E+s)=m(E)## and ##m(rE)=|r|m(E)##.

Folland starts off by saying that the collection of open intervals is invariant under translations and dilations, so the same is true for ##\mathcal B_\mathbb{R}##. I understand that claim; basically consider ##\mathcal B'=\{E\in\mathcal B_\mathbb{R}:E+t\in\mathcal B_\mathbb{R},t\in\mathbb R\}## and show it's a ##\sigma##-algebra that contains all the open intervals and hence ##\mathcal B_\mathbb{R}##, and by definition, ##\mathcal B'\subset \mathcal B_\mathbb{R}##. So ##\mathcal B'=\mathcal B_\mathbb{R}##. Same for dilations.

However, then he goes on to say that if we let ##m_s(E)=m(E+s)## and ##m^r(E)=m(rE)## for ##E\in \mathcal B_\mathbb{R}##, then they "clearly" agree with ##m## and ##|r|m## on finite unions of intervals. This claim I don't understand. If we define ##\phi_t(x)=x+t## as the translation by ##t##, and if ##A## is a finite union of intervals, then $$\phi_t(A)=\phi_t\left(\bigcup_{n=1}^N E_n\right) = \bigcup_{n=1}^N \phi_t(E_n).$$ But how do I show ##m_s(A)=m(A)##? The thing that's confusing me is that up until now, he has only talked about finite disjoint union of h-intervals, where an h-interval is a set of the form ##(a,b]##, ##(a,\infty)## or ##\varnothing## for ##-\infty\leq a<b<\infty##. I'm sure his statement is correct as it stands, but I don't know how to show ##m_s(A)=m(A)##.
 
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Thanks @pasmith! I'll just add this here as an answer to my question.

The author notes prior to the theorem that the Lebesgue measure of an interval is just its length, so if ##I## is an interval with endpoints ##a,b## with ##a<b##, its measure is ##b-a##. Clearly ##m_s(I)=m(I)## and ##m^r(I)=|r|m(I)##. And if ##A=\bigcup_1^n I_i## where ##I_i## are intervals, then first observe that we can make them disjoint and obtain ##A=\bigcup_1^k J_j##. Disjoint is preserved under translation and dilation, so if ##\phi_s(x)=x+s## (the very same argument applies to ##\phi_r(x)=rx##), it follows that \begin{align*}m_s(A)&=m(\phi_s(A))=m\left(\phi_s\left(\bigcup_{j=1}^k J_j\right)\right)= m\left(\bigcup_{j=1}^k \phi_s(J_j)\right)=\sum_1^k m(\phi_s(J_j))\\ &=\sum_1^k m_s(J_j)=\sum_1^k m(J_j)=m\left(\bigcup_{j=1}^kJ_j\right)=m(A).\end{align*} Thus ##m_s(E)=m(E)## and ##m^r(E)=|r|m(E)## for ##E## being a finite union of intervals.
 

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