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Measure, Integration & Real Analysis, 2021a

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114 Chapter 4 Differentiation<br />

Proof<br />

We use the following fact in our construction:<br />

4.26 Suppose G is a nonempty open subset of R. Then there exists a closed set<br />

F ⊂ G \ Q such that |F| > 0.<br />

To prove 4.26, let J be a closed interval contained in G such that 0 < |J |. Let<br />

r 1 , r 2 ,...be a list of all the rational numbers. Let<br />

∞⋃ (<br />

F = J \ r k − |J |<br />

2 k+2 , r k + |J | )<br />

2 k+2 .<br />

k=1<br />

Then F is a closed subset of R and F ⊂ J \ Q ⊂ G \ Q. Also, |J \ F| ≤ 1 2 |J |<br />

because J \ F ⊂ ⋃ (<br />

)<br />

∞<br />

k=1<br />

r k − |J | , r<br />

2 k+2 k + |J | . Thus<br />

2 k+2<br />

|F| = |J |−|J \ F| ≥ 1 2<br />

|J | > 0,<br />

completing the proof of 4.26.<br />

To construct the set E with the desired properties, let I 1 , I 2 ,... be a sequence<br />

consisting of all nonempty bounded open intervals of R with rational endpoints. Let<br />

F 0 = ̂F 0 = ∅, and inductively construct sequences F 1 , F 2 ,...and ̂F 1 , ̂F 2 ,...of closed<br />

subsets of R as follows: Suppose n ∈ Z + and F 0 ,...,F n−1 and ̂F 0 ,...,̂F n−1 have<br />

been chosen as closed sets that contain no rational numbers. Thus<br />

I n \ ( ̂F 0 ∪ ...∪ ̂F n−1 )<br />

is a nonempty open set (nonempty because it contains all rational numbers in I n ).<br />

Applying 4.26 to the open set above, we see that there is a closed set F n contained in<br />

the set above such that F n contains no rational numbers and |F n | > 0. Applying 4.26<br />

again, but this time to the open set<br />

I n \ (F 0 ∪ ...∪ F n ),<br />

which is nonempty because it contains all rational numbers in I n , we see that there is<br />

a closed set ̂F n contained in the set above such that ̂F n contains no rational numbers<br />

and |̂F n | > 0.<br />

Now let<br />

∞⋃<br />

E = F k .<br />

k=1<br />

Our construction implies that F k ∩ ̂F n = ∅ for all k, n ∈ Z + . Thus E ∩ ̂F n = ∅ for<br />

all n ∈ Z + . Hence ̂F n ⊂ I n \ E for all n ∈ Z + .<br />

Suppose I is a nonempty bounded open interval. Then I n ⊂ I for some n ∈ Z + .<br />

Thus<br />

0 < |F n |≤|E ∩ I n |≤|E ∩ I|.<br />

Also,<br />

completing the proof.<br />

|E ∩ I| = |I|−|I \ E| ≤|I|−|I n \ E| ≤|I|−|̂F n | < |I|,<br />

<strong>Measure</strong>, <strong>Integration</strong> & <strong>Real</strong> <strong>Analysis</strong>, by Sheldon Axler

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