In measure theory, the Lebesgue measure, named after French mathematician Henri Lebesgue, is the standard way of assigning a measure to subsets of ndimensional Euclidean space. For n = 1, 2, or 3, it coincides with the standard measure of length, area, or volume. In general, it is also called ndimensional volume, nvolume, or simply volume.^{[1]} It is used throughout real analysis, in particular to define Lebesgue integration. Sets that can be assigned a Lebesgue measure are called Lebesguemeasurable; the measure of the Lebesguemeasurable set A is here denoted by λ(A).
Henri Lebesgue described this measure in the year 1901, followed the next year by his description of the Lebesgue integral. Both were published as part of his dissertation in 1902.^{[2]}
The Lebesgue measure is often denoted by dx, but this should not be confused with the distinct notion of a volume form.
YouTube Encyclopedic

1/5Views:36 7671 5409 3882 55859 332

✪ Mod01 Lec09 BOREL SETS AND LEBESGUE MEASURE1

✪ Lecture 06: The Lebesgue measure

✪ Mod09 Lec34 Lp  spaces

✪ Measure Spaces

✪ Measure Theory  Motivation
Transcription
Contents
Definition
Given a subset , with the length of interval given by , the Lebesgue outer measure ^{[3]} is defined as
 .
The Lebesgue measure is defined on the Lebesgue σalgebra, which is the collection of all sets which satisfy the "Carathéodory criterion" which requires that for every ,
For any set in the Lebesgue σalgebra, its Lebesgue measure is given by its Lebesgue outer measure .
Sets that are not included in the Lebesgue σalgebra are not Lebesguemeasurable. Such sets do exist, i.e., the Lebesgue σalgebra is strictly contained in the power set of .
Intuition
The first part of the definition states that the subset of the real numbers is reduced to its outer measure by coverage by sets of open intervals. Each of these sets of intervals covers in the sense that when the intervals are combined together by union, they contain . The total length of any covering interval set can easily overestimate the measure of , because is a subset of the union of the intervals, and so the intervals may include points which are not in . The Lebesgue outer measure emerges as the greatest lower bound (infimum) of the lengths from among all possible such sets. Intuitively, it is the total length of those interval sets which fit most tightly and do not overlap.
That characterizes the Lebesgue outer measure. Whether this outer measure translates to the Lebesgue measure proper depends on an additional condition. This condition is tested by taking subsets of the real numbers using as an instrument to split into two partitions: the part of which intersects with and the remaining part of which is not in : the set difference of and . These partitions of are subject to the outer measure. If for all possible such subsets of the real numbers, the partitions of cut apart by have outer measures whose sum is the outer measure of , then the outer Lebesgue measure of gives its Lebesgue measure. Intuitively, this condition means that the set must not have some curious properties which causes a discrepancy in the measure of another set when is used as a "mask" to "clip" that set, hinting at the existence of sets for which the Lebesgue outer measure does not give the Lebesgue measure. (Such sets are, in fact, not Lebesguemeasurable.)
Examples
 Any open or closed interval [a, b] of real numbers is Lebesguemeasurable, and its Lebesgue measure is the length b − a. The open interval (a, b) has the same measure, since the difference between the two sets consists only of the end points a and b and has measure zero.
 Any Cartesian product of intervals [a, b] and [c, d] is Lebesguemeasurable, and its Lebesgue measure is (b − a)(d − c), the area of the corresponding rectangle.
 Moreover, every Borel set is Lebesguemeasurable. However, there are Lebesguemeasurable sets which are not Borel sets.^{[4]}^{[5]}
 Any countable set of real numbers has Lebesgue measure 0.
 In particular, the Lebesgue measure of the set of rational numbers is 0, although the set is dense in R.
 The Cantor set is an example of an uncountable set that has Lebesgue measure zero.
 If the axiom of determinacy holds then all sets of reals are Lebesguemeasurable. Determinacy is however not compatible with the axiom of choice.
 Vitali sets are examples of sets that are not measurable with respect to the Lebesgue measure. Their existence relies on the axiom of choice.
 Osgood curves are simple plane curves with positive Lebesgue measure^{[6]} (it can be obtained by small variation of the Peano curve construction). The dragon curve is another unusual example.
 Any line in , for , has a zero Lebesgue measure. In general, every proper hyperplane has a zero Lebesgue measure in its ambient space.
Properties
The Lebesgue measure on R^{n} has the following properties:
 If A is a cartesian product of intervals I_{1} × I_{2} × ... × I_{n}, then A is Lebesguemeasurable and Here, I denotes the length of the interval I.
 If A is a disjoint union of countably many disjoint Lebesguemeasurable sets, then A is itself Lebesguemeasurable and λ(A) is equal to the sum (or infinite series) of the measures of the involved measurable sets.
 If A is Lebesguemeasurable, then so is its complement.
 λ(A) ≥ 0 for every Lebesguemeasurable set A.
 If A and B are Lebesguemeasurable and A is a subset of B, then λ(A) ≤ λ(B). (A consequence of 2, 3 and 4.)
 Countable unions and intersections of Lebesguemeasurable sets are Lebesguemeasurable. (Not a consequence of 2 and 3, because a family of sets that is closed under complements and disjoint countable unions does not need to be closed under countable unions: .)
 If A is an open or closed subset of R^{n} (or even Borel set, see metric space), then A is Lebesguemeasurable.
 If A is a Lebesguemeasurable set, then it is "approximately open" and "approximately closed" in the sense of Lebesgue measure (see the regularity theorem for Lebesgue measure).
 A Lebesguemeasurable set can be "squeezed" between a containing open set and a contained closed set. This property has been used as an alternative definition of Lebesgue measurability. More precisely, is Lebesguemeasurable if and only if for every there exist an open set and a closed set such that and .^{[7]}
 A Lebesguemeasurable set can be "squeezed" between a containing G_{δ}set and a contained F_{σ}. I.e, if A is Lebesguemeasurable then there exist a G_{δ}set G and an F_{σ} F such that G ⊇ A ⊇ F and λ(G \ A) = λ(A \ F) = 0.
 Lebesgue measure is both locally finite and inner regular, and so it is a Radon measure.
 Lebesgue measure is strictly positive on nonempty open sets, and so its support is the whole of R^{n}.
 If A is a Lebesguemeasurable set with λ(A) = 0 (a null set), then every subset of A is also a null set. A fortiori, every subset of A is measurable.
 If A is Lebesguemeasurable and x is an element of R^{n}, then the translation of A by x, defined by A + x = {a + x : a ∈ A}, is also Lebesguemeasurable and has the same measure as A.
 If A is Lebesguemeasurable and , then the dilation of by defined by is also Lebesguemeasurable and has measure
 More generally, if T is a linear transformation and A is a measurable subset of R^{n}, then T(A) is also Lebesguemeasurable and has the measure .
All the above may be succinctly summarized as follows:
 The Lebesguemeasurable sets form a σalgebra containing all products of intervals, and λ is the unique complete translationinvariant measure on that σalgebra with
The Lebesgue measure also has the property of being σfinite.
Null sets
A subset of R^{n} is a null set if, for every ε > 0, it can be covered with countably many products of n intervals whose total volume is at most ε. All countable sets are null sets.
If a subset of R^{n} has Hausdorff dimension less than n then it is a null set with respect to ndimensional Lebesgue measure. Here Hausdorff dimension is relative to the Euclidean metric on R^{n} (or any metric Lipschitz equivalent to it). On the other hand, a set may have topological dimension less than n and have positive ndimensional Lebesgue measure. An example of this is the Smith–Volterra–Cantor set which has topological dimension 0 yet has positive 1dimensional Lebesgue measure.
In order to show that a given set A is Lebesguemeasurable, one usually tries to find a "nicer" set B which differs from A only by a null set (in the sense that the symmetric difference (A − B) (B − A) is a null set) and then show that B can be generated using countable unions and intersections from open or closed sets.
Construction of the Lebesgue measure
The modern construction of the Lebesgue measure is an application of Carathéodory's extension theorem. It proceeds as follows.
Fix n ∈ N. A box in R^{n} is a set of the form
where b_{i} ≥ a_{i}, and the product symbol here represents a Cartesian product. The volume of this box is defined to be
For any subset A of R^{n}, we can define its outer measure λ*(A) by:
We then define the set A to be Lebesguemeasurable if for every subset S of R^{n},
These Lebesguemeasurable sets form a σalgebra, and the Lebesgue measure is defined by λ(A) = λ*(A) for any Lebesguemeasurable set A.
The existence of sets that are not Lebesguemeasurable is a consequence of a certain settheoretical axiom, the axiom of choice, which is independent from many of the conventional systems of axioms for set theory. The Vitali theorem, which follows from the axiom, states that there exist subsets of R that are not Lebesguemeasurable. Assuming the axiom of choice, nonmeasurable sets with many surprising properties have been demonstrated, such as those of the Banach–Tarski paradox.
In 1970, Robert M. Solovay showed that the existence of sets that are not Lebesguemeasurable is not provable within the framework of Zermelo–Fraenkel set theory in the absence of the axiom of choice (see Solovay's model).^{[8]}
Relation to other measures
The Borel measure agrees with the Lebesgue measure on those sets for which it is defined; however, there are many more Lebesguemeasurable sets than there are Borel measurable sets. The Borel measure is translationinvariant, but not complete.
The Haar measure can be defined on any locally compact group and is a generalization of the Lebesgue measure (R^{n} with addition is a locally compact group).
The Hausdorff measure is a generalization of the Lebesgue measure that is useful for measuring the subsets of R^{n} of lower dimensions than n, like submanifolds, for example, surfaces or curves in R^{3} and fractal sets. The Hausdorff measure is not to be confused with the notion of Hausdorff dimension.
It can be shown that there is no infinitedimensional analogue of Lebesgue measure.
See also
References
 ^ The term volume is also used, more strictly, as a synonym of 3dimensional volume
 ^ Henri Lebesgue (1902). "Intégrale, longueur, aire". Université de Paris. Cite journal requires
journal=
(help)  ^ Royden, H. L. (1988). Real Analysis (3rd ed.). New York: Macmillan. p. 56. ISBN 0024041513.
 ^ Asaf Karagila. "What sets are Lebesguemeasurable?". math stack exchange. Retrieved 26 September 2015.
 ^ Asaf Karagila. "Is there a sigmaalgebra on R strictly between the Borel and Lebesgue algebras?". math stack exchange. Retrieved 26 September 2015.
 ^ Osgood, William F. (January 1903). "A Jordan Curve of Positive Area". Transactions of the American Mathematical Society. American Mathematical Society. 4 (1): 107–112. doi:10.2307/1986455. ISSN 00029947. JSTOR 1986455.
 ^ Carothers, N. L. (2000). Real Analysis. Cambridge: Cambridge University Press. p. 293. ISBN 9780521497565.
 ^ Solovay, Robert M. (1970). "A model of settheory in which every set of reals is Lebesguemeasurable". Annals of Mathematics. Second Series. 92 (1): 1–56. doi:10.2307/1970696. JSTOR 1970696.