unions of measurable sets are measurable

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Statements

Single Unions

Proposition

If E1,E2 are measurable, then E1∪E2 are measurable

Proof

Let A⊂R. Since E2 is measurable, we know

m∗(A∩E1c)=m∗(A∩E1c∩E2)+m∗(A∩E1c∩E2c⏟(E1∪E2)c)

Then we also know

A∩(E1∪E2)=(A∩E1)∪(A∩E2)=(A∩E1)∪(A∩E2∩E1c)

Taking outer measure we get

⟹m∗(A∩(E1∪E2))≤m∗(A∩E1)+m∗(A∩E2∩E1c)E1measurable ⟹=m∗(A)−m∗(A∩E1c)+m∗(A∩E2∩E1c)=m∗(A)−m∗(A∩(E1∪E2)c)

And this gives us the desired result.

Countable Unions

Theorem

If E1,…,En are measurable, then ⋃k=1nEk is measurable

Proof

by induction.
n=1 is trivial. Suppose the statement holds for n=k. Then

⋃j=1k+1Ej=(⋃j=1kEj)∪Ek+1

And then since unions of measurable sets are measurable we get the desired result.

References

References

See Also

Mentions

Mentions

File Last Modified
Functional Analysis Lecture 7 2025-07-08
unions of measurable sets are measurable 2025-07-01

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Created 2025-07-01 ֍ Last Modified 2025-09-18