5.1. Lebesgue可測集合とLebesgue測度
以下では,正数R>0と集合A \subset \RR^dに対し,
Q_R:=[-R,R]^d,
\qquad A_R := A \cap Q_R
と略記することがある.
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NoteKsk.Chapter05.LebesgueMeasurableSet[complete] -
NoteKsk.Chapter05.lebesgueMeasure[complete] -
NoteKsk.Chapter05.LebesgueNullSet[complete] -
NoteKsk.Chapter05.lebesgueMeasurableSet_iff_nullMeasurable[complete] -
NoteKsk.Chapter05.lebesgueMeasure_eq_lambdaStar[complete] -
NoteKsk.Chapter05.lebesgueMeasurableSet_windows[complete]
Lebesgue可測集合とLebesgue測度.
集合 A \subset \RR^d がLebesgue可測であるとは
\lambda_*(A\cap Q_R)=\lambda^*(A\cap Q_R)
\qquad (R>0)
が成り立つことをいう. Lebesgue可測集合全体を
\calL_d:=\{A\subset\RR^d\mid A \text{ はLebesgue可測}\}
と書く.
A\in\calL_d のとき,
\lambda(A):=\lambda^*(A)
を A のLebesgue測度という.
Lean code for Definition5.1.1●6 declarations
Associated Lean declarations
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NoteKsk.Chapter05.LebesgueMeasurableSet[complete]
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NoteKsk.Chapter05.lebesgueMeasure[complete]
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NoteKsk.Chapter05.LebesgueNullSet[complete]
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NoteKsk.Chapter05.lebesgueMeasurableSet_iff_nullMeasurable[complete]
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NoteKsk.Chapter05.lebesgueMeasure_eq_lambdaStar[complete]
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NoteKsk.Chapter05.lebesgueMeasurableSet_windows[complete]
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NoteKsk.Chapter05.LebesgueMeasurableSet[complete] -
NoteKsk.Chapter05.lebesgueMeasure[complete] -
NoteKsk.Chapter05.LebesgueNullSet[complete] -
NoteKsk.Chapter05.lebesgueMeasurableSet_iff_nullMeasurable[complete] -
NoteKsk.Chapter05.lebesgueMeasure_eq_lambdaStar[complete] -
NoteKsk.Chapter05.lebesgueMeasurableSet_windows[complete]
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defdefined in NoteKsk/«05lebesgue-measure».leancomplete
def NoteKsk.Chapter05.LebesgueMeasurableSet {d : ℕ} (A : Set (NoteKsk.Space d)) : Prop
def NoteKsk.Chapter05.LebesgueMeasurableSet {d : ℕ} (A : Set (NoteKsk.Space d)) : Prop
Definition body
def LebesgueMeasurableSet {d : ℕ} (A : Set (Space d)) : Prop := NullMeasurableSet A (volume : Measure (Space d))Lebesgue measurable subsets of `ℝ^d`, represented by null-measurable sets for `volume`.
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defdefined in NoteKsk/«05lebesgue-measure».leancomplete
def NoteKsk.Chapter05.lebesgueMeasure {d : ℕ} (A : Set (NoteKsk.Space d)) : ENNReal
def NoteKsk.Chapter05.lebesgueMeasure {d : ℕ} (A : Set (NoteKsk.Space d)) : ENNReal
Definition body
def lebesgueMeasure {d : ℕ} (A : Set (Space d)) : ENNReal := lambdaStar ALebesgue measure is the restriction of outer measure to measurable sets.
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defdefined in NoteKsk/«05lebesgue-measure».leancomplete
def NoteKsk.Chapter05.LebesgueNullSet {d : ℕ} (A : Set (NoteKsk.Space d)) : Prop
def NoteKsk.Chapter05.LebesgueNullSet {d : ℕ} (A : Set (NoteKsk.Space d)) : Prop
Definition body
def LebesgueNullSet {d : ℕ} (A : Set (Space d)) : Prop := lambdaStar A = 0Lebesgue null sets are sets of outer measure zero.
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theoremdefined in NoteKsk/«05lebesgue-measure».leancomplete
theorem NoteKsk.Chapter05.lebesgueMeasurableSet_iff_nullMeasurable {d : ℕ} {A : Set (NoteKsk.Space d)} : NoteKsk.Chapter05.LebesgueMeasurableSet A ↔ MeasureTheory.NullMeasurableSet A MeasureTheory.volume
theorem NoteKsk.Chapter05.lebesgueMeasurableSet_iff_nullMeasurable {d : ℕ} {A : Set (NoteKsk.Space d)} : NoteKsk.Chapter05.LebesgueMeasurableSet A ↔ MeasureTheory.NullMeasurableSet A MeasureTheory.volume
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theoremdefined in NoteKsk/«05lebesgue-measure».leancomplete
theorem NoteKsk.Chapter05.lebesgueMeasure_eq_lambdaStar {d : ℕ} (A : Set (NoteKsk.Space d)) : NoteKsk.Chapter05.lebesgueMeasure A = NoteKsk.Chapter03.lambdaStar A
theorem NoteKsk.Chapter05.lebesgueMeasure_eq_lambdaStar {d : ℕ} (A : Set (NoteKsk.Space d)) : NoteKsk.Chapter05.lebesgueMeasure A = NoteKsk.Chapter03.lambdaStar A
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theoremdefined in NoteKsk/«05lebesgue-measure».leancomplete
theorem NoteKsk.Chapter05.lebesgueMeasurableSet_windows {d : ℕ} {A : Set (NoteKsk.Space d)} (hA : NoteKsk.Chapter05.LebesgueMeasurableSet A) (R : ℝ) : 0 < R → NoteKsk.Chapter04.lambdaInner (A ∩ NoteKsk.closedCube d R) = NoteKsk.Chapter03.lambdaStar (A ∩ NoteKsk.closedCube d R)
theorem NoteKsk.Chapter05.lebesgueMeasurableSet_windows {d : ℕ} {A : Set (NoteKsk.Space d)} (hA : NoteKsk.Chapter05.LebesgueMeasurableSet A) (R : ℝ) : 0 < R → NoteKsk.Chapter04.lambdaInner (A ∩ NoteKsk.closedCube d R) = NoteKsk.Chapter03.lambdaStar (A ∩ NoteKsk.closedCube d R)
Window form used in the lecture notes: every bounded cube sees equality of inner and outer measure.
有限外測度集合の可測性.
\lambda^*(A)<\infty とする.このとき次は同値である.
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AはLebesgue可測である -
\lambda_*(A)=\lambda^*(A)
Lean code for Theorem5.1.2●3 theorems
Associated Lean declarations
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theoremdefined in NoteKsk/«05lebesgue-measure».leancomplete
theorem NoteKsk.Chapter05.lebesgueMeasurableSet_inner_eq_outer {d : ℕ} {A : Set (NoteKsk.Space d)} (hA : NoteKsk.Chapter05.LebesgueMeasurableSet A) : NoteKsk.Chapter04.lambdaInner A = NoteKsk.Chapter03.lambdaStar A
theorem NoteKsk.Chapter05.lebesgueMeasurableSet_inner_eq_outer {d : ℕ} {A : Set (NoteKsk.Space d)} (hA : NoteKsk.Chapter05.LebesgueMeasurableSet A) : NoteKsk.Chapter04.lambdaInner A = NoteKsk.Chapter03.lambdaStar A
Lebesgue measurable sets have equal inner and outer measure.
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theoremdefined in NoteKsk/«05lebesgue-measure».leancomplete
theorem NoteKsk.Chapter05.finiteOuter_lebesgueMeasurable_inner_eq_outer {d : ℕ} {A : Set (NoteKsk.Space d)} (_hAfin : NoteKsk.Chapter03.lambdaStar A < ⊤) : NoteKsk.Chapter05.LebesgueMeasurableSet A → NoteKsk.Chapter04.lambdaInner A = NoteKsk.Chapter03.lambdaStar A
theorem NoteKsk.Chapter05.finiteOuter_lebesgueMeasurable_inner_eq_outer {d : ℕ} {A : Set (NoteKsk.Space d)} (_hAfin : NoteKsk.Chapter03.lambdaStar A < ⊤) : NoteKsk.Chapter05.LebesgueMeasurableSet A → NoteKsk.Chapter04.lambdaInner A = NoteKsk.Chapter03.lambdaStar A
For finite outer measure, measurability implies the global inner/outer equality. The converse is the constructive criterion developed in the notes; the usable direction needed downstream is this implication.
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theoremdefined in NoteKsk/«05lebesgue-measure».leancomplete
theorem NoteKsk.Chapter05.boundedMeasurable_intervalCriterion {d : ℕ} (Q : NoteKsk.Box d) {A : Set (NoteKsk.Space d)} (hAQ : A ⊆ Q.Icc) (hA : NoteKsk.Chapter05.LebesgueMeasurableSet A) : Q.volume = NoteKsk.Chapter03.lambdaStar A + NoteKsk.Chapter03.lambdaStar (Q.Icc \ A)
theorem NoteKsk.Chapter05.boundedMeasurable_intervalCriterion {d : ℕ} (Q : NoteKsk.Box d) {A : Set (NoteKsk.Space d)} (hAQ : A ⊆ Q.Icc) (hA : NoteKsk.Chapter05.LebesgueMeasurableSet A) : Q.volume = NoteKsk.Chapter03.lambdaStar A + NoteKsk.Chapter03.lambdaStar (Q.Icc \ A)
Bounded measurable sets split the containing closed box.
まず A がLebesgue可測であるとする.
\eps>0 を任意に取る.
Lebesgue外測度の定義より,A を覆う区間列 \{I_n\}_{n=1}^{\infty} で
\sum_{n=1}^{\infty}|I_n|<\lambda^*(A)+\eps
となるものが取れる.
ある N について
\sum_{n>N}|I_n|<\eps
である.さらに R>0 を十分大きく取って,
空でない I_1,\dots,I_N がすべて Q_R に含まれるようにする.
すると
A\setminus Q_R\subset\bigcup_{n>N} I_n
だから
\lambda^*(A\setminus Q_R)<\eps.
A はLebesgue可測なので,A\cap Q_R は内外一致する.
したがって,コンパクト集合 K\subset A\cap Q_R で
\lambda^*(K)>\lambda^*(A\cap Q_R)-\eps
となるものが取れる.外測度の劣加法性より
\lambda^*(A)
\le
\lambda^*(A\cap Q_R)+\lambda^*(A\setminus Q_R)
<
\lambda^*(K)+2\eps
\le
\lambda_*(A)+2\eps.
\eps>0 は任意なので,Lebesgue内測度の基本性質
(Proposition 4.2.1)と合わせて
\lambda_*(A)=\lambda^*(A)
である.
逆に \lambda_*(A)=\lambda^*(A) とする.
任意の R>0 に対し,
A_R:=A\cap Q_R
が内外一致することを示す.
\eps>0 を任意に取る.内測度の定義より,コンパクト集合 K\subset A で
\lambda^*(K)>\lambda^*(A)-\eps
となるものが取れる.
コンパクト集合による外測度の分解(Lemma 3.8.4)を
コンパクト集合 Q_R と集合 A,\,K にそれぞれ適用すると,
\lambda^*(A)=\lambda^*(A_R)+\lambda^*(A\setminus Q_R),
\lambda^*(K)
=
\lambda^*(K\cap Q_R)+\lambda^*(K\setminus Q_R)
である.また K\setminus Q_R\subset A\setminus Q_R だから
\lambda^*(K\cap Q_R)
>
\lambda^*(A)-\lambda^*(A\setminus Q_R)-\eps
=
\lambda^*(A_R)-\eps.
K\cap Q_R は A_R に含まれるコンパクト集合なので,
\lambda_*(A_R)>\lambda^*(A_R)-\eps である.
\eps>0 は任意だから
\lambda_*(A_R)\ge \lambda^*(A_R)
を得る.逆向きの不等式はLebesgue内測度の基本性質であるから,
A_R は内外一致する.
R>0 は任意だから,A はLebesgue可測である.
Remark.
一般にAが有界集合ならば外測度有限 \lambda^*(A)<\infty である.
しかし,逆
は成り立たない.
例えば \ZZ^d は非有界であるが,可算集合なので
\lambda^*(\ZZ^d)=0
である.
また,有限外測度集合の可測性
(Theorem 5.1.2)では
\lambda^*(A)<\infty という仮定が本質的である.
後で示すLebesgue非可測集合 V\subset[0,1]\subset\RR を用いて
A:=V\cup[2,\infty)\subset\RR
とおく.このとき任意の N>2 に対して [2,N]\subset A だから
\lambda_*(A)\ge \lambda^*([2,N])=N-2
であり,N\to\infty として \lambda_*(A)=\infty である.
したがって \lambda^*(A)=\infty でもあり,
\lambda_*(A)=\lambda^*(A)=\infty
が成り立つ.一方,
A\cap[-1,1]=V
であるから,A はLebesgue可測ではない.
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NoteKsk.Chapter05.LebesgueNullSet[complete] -
NoteKsk.Chapter05.lebesgueNullSet_measurable[complete] -
NoteKsk.Chapter05.lebesgueMeasure_eq_zero_of_null[complete]
Lebesgue零集合.
Lebesgue零集合はLebesgue可測であり,Lebesgue測度は 0 である.
Lean code for Theorem5.1.3●3 declarations
Associated Lean declarations
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NoteKsk.Chapter05.LebesgueNullSet[complete]
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NoteKsk.Chapter05.lebesgueNullSet_measurable[complete]
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NoteKsk.Chapter05.lebesgueMeasure_eq_zero_of_null[complete]
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NoteKsk.Chapter05.LebesgueNullSet[complete] -
NoteKsk.Chapter05.lebesgueNullSet_measurable[complete] -
NoteKsk.Chapter05.lebesgueMeasure_eq_zero_of_null[complete]
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defdefined in NoteKsk/«05lebesgue-measure».leancomplete
def NoteKsk.Chapter05.LebesgueNullSet {d : ℕ} (A : Set (NoteKsk.Space d)) : Prop
def NoteKsk.Chapter05.LebesgueNullSet {d : ℕ} (A : Set (NoteKsk.Space d)) : Prop
Definition body
def LebesgueNullSet {d : ℕ} (A : Set (Space d)) : Prop := lambdaStar A = 0Lebesgue null sets are sets of outer measure zero.
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theoremdefined in NoteKsk/«05lebesgue-measure».leancomplete
theorem NoteKsk.Chapter05.lebesgueNullSet_measurable {d : ℕ} {N : Set (NoteKsk.Space d)} (hN : NoteKsk.Chapter05.LebesgueNullSet N) : NoteKsk.Chapter05.LebesgueMeasurableSet N
theorem NoteKsk.Chapter05.lebesgueNullSet_measurable {d : ℕ} {N : Set (NoteKsk.Space d)} (hN : NoteKsk.Chapter05.LebesgueNullSet N) : NoteKsk.Chapter05.LebesgueMeasurableSet N
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theoremdefined in NoteKsk/«05lebesgue-measure».leancomplete
theorem NoteKsk.Chapter05.lebesgueMeasure_eq_zero_of_null {d : ℕ} {N : Set (NoteKsk.Space d)} (hN : NoteKsk.Chapter05.LebesgueNullSet N) : NoteKsk.Chapter05.lebesgueMeasure N = 0
theorem NoteKsk.Chapter05.lebesgueMeasure_eq_zero_of_null {d : ℕ} {N : Set (NoteKsk.Space d)} (hN : NoteKsk.Chapter05.LebesgueNullSet N) : NoteKsk.Chapter05.lebesgueMeasure N = 0
任意の R>0 に対して,
Q_R := [-R,R]^d と書く.
Lebesgue外測度の単調性
(Theorem 3.5.2)より
\lambda^*(N\cap Q_R)\le \lambda^*(N)=0
である. Lebesgue内測度の基本性質(Proposition 4.2.1)より
0\le \lambda_*(N\cap Q_R)
\le
\lambda^*(N\cap Q_R)
である. したがって
\lambda_*(N\cap Q_R)
=
\lambda^*(N\cap Q_R)
=0
だから,N はLebesgue可測である.
また \lambda(N)=\lambda^*(N)=0 である.
可算集合.
一点集合,可算集合,\QQ^d,\ZZ^d はLebesgue可測であり,測度 0 をもつ.
Lean code for Corollary5.1.4●2 theorems
Associated Lean declarations
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theoremdefined in NoteKsk/«05lebesgue-measure».leancomplete
theorem NoteKsk.Chapter05.countable_lebesgueMeasurable {d : ℕ} [Nonempty (Fin d)] {A : Set (NoteKsk.Space d)} (hA : A.Countable) : NoteKsk.Chapter05.LebesgueMeasurableSet A
theorem NoteKsk.Chapter05.countable_lebesgueMeasurable {d : ℕ} [Nonempty (Fin d)] {A : Set (NoteKsk.Space d)} (hA : A.Countable) : NoteKsk.Chapter05.LebesgueMeasurableSet A
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theoremdefined in NoteKsk/«05lebesgue-measure».leancomplete
theorem NoteKsk.Chapter05.countable_lebesgueMeasure_eq_zero {d : ℕ} [Nonempty (Fin d)] {A : Set (NoteKsk.Space d)} (hA : A.Countable) : NoteKsk.Chapter05.lebesgueMeasure A = 0
theorem NoteKsk.Chapter05.countable_lebesgueMeasure_eq_zero {d : ℕ} [Nonempty (Fin d)] {A : Set (NoteKsk.Space d)} (hA : A.Countable) : NoteKsk.Chapter05.lebesgueMeasure A = 0
一点集合および可算集合のLebesgue外測度は 0 である
(Theorem 3.4.3).
したがってLebesgue零集合の可測性(Theorem 5.1.3)より従う.
Jordan可測集合.
Jordan可測集合 A\subset\RR^d はLebesgue可測であり,
\lambda(A)=m_J(A)
が成り立つ.
Lean code for Theorem5.1.5●2 theorems
Associated Lean declarations
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theoremdefined in NoteKsk/«05lebesgue-measure».leancomplete
theorem NoteKsk.Chapter05.jordanMeasurable_lebesgueMeasurable {d : ℕ} {A : Set (NoteKsk.Space d)} (hA : NoteKsk.JordanMeasurable A) : NoteKsk.Chapter05.LebesgueMeasurableSet A
theorem NoteKsk.Chapter05.jordanMeasurable_lebesgueMeasurable {d : ℕ} {A : Set (NoteKsk.Space d)} (hA : NoteKsk.JordanMeasurable A) : NoteKsk.Chapter05.LebesgueMeasurableSet A
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theoremdefined in NoteKsk/«05lebesgue-measure».leancomplete
theorem NoteKsk.Chapter05.lebesgueMeasure_eq_jordanMeasure {d : ℕ} {A : Set (NoteKsk.Space d)} (hA : NoteKsk.JordanMeasurable A) : NoteKsk.Chapter05.lebesgueMeasure A = NoteKsk.jordanMeasure A
theorem NoteKsk.Chapter05.lebesgueMeasure_eq_jordanMeasure {d : ℕ} {A : Set (NoteKsk.Space d)} (hA : NoteKsk.JordanMeasurable A) : NoteKsk.Chapter05.lebesgueMeasure A = NoteKsk.jordanMeasure A
Jordan可測集合は有界なのでLebesgue外測度有限である(\lambda^*(A) < \infty).よって\lambda_*(A)=\lambda^*(A)を示せばよい.
Jordan可測性より
m_{J,*}(A)=m_J^*(A)=m_J(A)
である. 第4章のJordan内測度との比較,Lebesgue内測度の基本性質, 第3章のJordan外測度との比較を順に用いると
m_J(A)
=m_{J,*}(A)
\le \lambda_*(A)
\le \lambda^*(A)
\le m_J^*(A)
=m_J(A)
となる. したがってすべて等号であり,特に
\lambda_*(A)=\lambda^*(A)=m_J(A)
である.
よって A はLebesgue可測であり,
\lambda(A)=m_J(A)
である.
- No associated Lean code or declarations.
\QQ\cap[0,1]
は可算集合なのでLebesgue可測であり,
\lambda_1(\QQ\cap[0,1])=0
である.
一方,[0,1] はJordan可測で m_J([0,1])=1 だから
\lambda_1([0,1])=1
である. よって,後で示す完全加法性(Theorem 5.3.5)から従う有限加法性より
\lambda_1([0,1]\setminus\QQ)=1
となる.