Proving Null Sets: Lebesgue Measure and Lipschitz Functions

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SUMMARY

This discussion focuses on proving properties of null sets in relation to Lebesgue measure and Lipschitz functions. The first question establishes that if a set \( E \subset \mathbb{R} \) has Lebesgue outer measure \( m^*(E) = 0 \), then \( m^*(E^2) = 0 \) can be proven by constructing a collection of open intervals whose lengths can be made arbitrarily small. The second question demonstrates that for a K-Lipschitz function \( f:\mathbb{R} \rightarrow \mathbb{R} \), the inequality \( m^*(f(E)) \leq K m^*(E) \) holds for all subsets \( E \subset \mathbb{R} \). The proofs involve careful manipulation of interval lengths and properties of Lipschitz continuity.

PREREQUISITES
  • Understanding of Lebesgue outer measure \( m^* \)
  • Familiarity with Lipschitz functions and their properties
  • Knowledge of basic real analysis concepts, including intervals and measure theory
  • Ability to manipulate inequalities and limits in mathematical proofs
NEXT STEPS
  • Study the properties of Lebesgue measure in detail, focusing on null sets
  • Learn about Lipschitz continuity and its implications in analysis
  • Explore the concept of covering sets and their applications in measure theory
  • Investigate advanced topics in real analysis, such as the Borel and Lebesgue sigma-algebras
USEFUL FOR

Mathematics students, particularly those studying real analysis, measure theory, and functional analysis, will benefit from this discussion. It is also relevant for educators and researchers interested in the properties of null sets and Lipschitz functions.

TheBigBadBen
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I have a final coming up, so I thought I'd post some of my review questions as a way of checking my work. I think I have a working answer for this one, but I'm not sure it's totally right. I'll post it upon request.

At any rate, two related questions:

(1)
Suppose that $$E \subset \mathbb{R}$$ is a set such that $$m^*(E)=0$$. Prove that $$m^*(E^2)=0$$, where $$E^2 = \{x^2|x\in E\}$$

(2)
Suppose that $$f:\mathbb{R}\rightarrow\mathbb{R}$$ is a K-Lipschitz function. Show that $$m^*(E^2)≤Km^*(E)$$ for all $$E\subset\mathbb{R}$$

Note that $$m^*$$ refers to the Lebesgue outer-measure.
 
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I think it would be better if you post your work, and then our helpers can give you a critique.

You are more likely to get help this way rather than to request proofs be given to which you can compare your work. :D
 
MarkFL said:
I think it would be better if you post your work, and then our helpers can give you a critique.

You are more likely to get help this way rather than to request proofs be given to which you can compare your work. :D

Fair enough. My proof for the first:

We define the outer measure by

$$m^*(E)=inf \left\{ \sum_{n=1}^{∞}\ell(I_n):E\subset \cup_{n=1}^{∞} I_n \right\}$$

Where each $$I_n$$ is an open interval. Since the outer measure of E is 0, we can state that for any $$\epsilon >0$$, we can equivalently find a collection of sets {I_n} so that the sum of their lengths is less than $$\epsilon$$ and such that E is contained in their union.

We begin with the case that $$E\subset [0,\infty)$$

Consider any $$\epsilon>0$$. There exists a collection of sets {I_n} so that the sum of their lengths is less than $$\sqrt{\epsilon}$$ and such that E is contained in their union. We note that for any $$x\in I_n$$, we have $$x^2 \in I_n^2$$. It follows that $$E^2\subset \cup_{n=1}^{∞} I_n^2$$.

Now, for $$I_n=(a_n,b_n)$$, we note that $$I_n^2=(a_n^2,b_n^2)$$, from which it follows that
$$\ell(I_n^2)=b^2-a^2 = (b - a)(b + a) \geq (b - a)^2 = \ell(I_n)^2$$
^^^^
Not as useful as I thought...It follows that$$\sum_{n=1}^{\infty}\ell(I_n^2)≤$$
$$\sum_{n=1}^{\infty}\ell(I_n)^2≤$$ <--- this is wrong
$$ \left[ \sum_{n=1}^{\infty}\ell(I_n) \right]^2<$$
$$\left[ \sqrt{\epsilon} \right]^2=\epsilon$$We conclude that for $$E\subset [0,\infty)$$, $$m^*(E^2)=0$$.

Takes a while to type up...
Any critique so-far? Nit-picking is welcome here!
I think I should be able to generalize this relatively easily to the entire real line, but if anybody has a cleverer method I readily welcome that.

**So I found a flaw in my own proof, where I try to establish the inequality. Ends up, I have it going the wrong way. I need to find a way to fix that.**
 
Last edited:
My idea for the proof for the other one is similar. The idea is that if f is Lipschitz, then for any interval I, we should have
$$m^*(f(I))≤K\ell(I)$$
Still not sure how to put it all together.
 
Figured out the solution to my problem. I had tried to come up with some sort of inequality, and wrote:

TheBigBadBen said:
We begin with the case that $$E\subset [0,\infty)$$...

Now, for $$I_n=(a_n,b_n)$$, we note that $$I_n^2=(a_n^2,b_n^2)$$, from which it follows that
$$\ell(I_n^2)=b^2-a^2 = (b - a)(b + a) \geq (b - a)^2 = \ell(I_n)^2$$

Which, as you can see later, is the wrong sort of inequality for what I wanted to do. As it ends up, the easier thing to do is to start by looking at bounded intervals, eventually noting that the arbitrary union of null sets is a null set. So, I'd have something like:

Define $$E_N = E \cap [0,N], N\in \mathbb{N}$$. We note that
$$I_n^2=(a^2,b^2)$$, and
$$\ell(I_n^2)=b^2-a^2 = (b - a)(b + a) \leq 2N(b-a) = 2N\ell(I_n)$$

From there, it's easy enough to use cascading inequalities to show that an interval covering $$\{I_n\}_{n\geq 1}^2$$ of $$E_N^2$$ can be made arbitrarily small. Following a similar logic, we can do this for an integer $$-N$$, defining

$$E_{-N} = E \cap [-N,0], N\in \mathbb{N}$$

And producing the same result. Since $$E^2$$ is the union of all sets $$E_N^2$$, we deduce that $$E^2$$ is the countable union of null sets, and hence is itself a null set.

I'm pretty happy with this proof, but if someone can offer something better, I'm listening.
 

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