Lebesgue積分講義ノート

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.

Definition5.1.1
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Definition 3.3.1
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L∃∀N

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)

A のLebesgue測度という.

Lean code for Definition5.1.16 declarations
  • defdefined in NoteKsk/«05lebesgue-measure».lean
    complete
    def NoteKsk.Chapter05.LebesgueMeasurableSet {d : }
      (A : Set (NoteKsk.Space d)) : Prop
    def NoteKsk.Chapter05.LebesgueMeasurableSet
      {d : } (A : Set (NoteKsk.Space d)) :
      Prop
    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`. 
  • defdefined in NoteKsk/«05lebesgue-measure».lean
    complete
    def NoteKsk.Chapter05.lebesgueMeasure {d : } (A : Set (NoteKsk.Space d)) :
      ENNReal
    def NoteKsk.Chapter05.lebesgueMeasure {d : }
      (A : Set (NoteKsk.Space d)) : ENNReal
    def lebesgueMeasure {d : ℕ} (A : Set (Space d)) : ENNReal :=
      lambdaStar A
    Lebesgue measure is the restriction of outer measure to measurable sets. 
  • defdefined in NoteKsk/«05lebesgue-measure».lean
    complete
    def NoteKsk.Chapter05.LebesgueNullSet {d : } (A : Set (NoteKsk.Space d)) :
      Prop
    def NoteKsk.Chapter05.LebesgueNullSet {d : }
      (A : Set (NoteKsk.Space d)) : Prop
    def LebesgueNullSet {d : ℕ} (A : Set (Space d)) : Prop :=
      lambdaStar A = 0
    Lebesgue null sets are sets of outer measure zero. 
  • theoremdefined in NoteKsk/«05lebesgue-measure».lean
    complete
    theorem NoteKsk.Chapter05.lebesgueMeasurableSet_iff_nullMeasurable {d : }
      {A : Set (NoteKsk.Space d)} :
      NoteKsk.Chapter05.LebesgueMeasurableSet A 
        MeasureTheory.NullMeasurableSet A MeasureTheory.volume
    theorem NoteKsk.Chapter05.lebesgueMeasurableSet_iff_nullMeasurable
      {d : } {A : Set (NoteKsk.Space d)} :
      NoteKsk.Chapter05.LebesgueMeasurableSet
          A 
        MeasureTheory.NullMeasurableSet A
          MeasureTheory.volume
  • theoremdefined in NoteKsk/«05lebesgue-measure».lean
    complete
    theorem NoteKsk.Chapter05.lebesgueMeasure_eq_lambdaStar {d : }
      (A : Set (NoteKsk.Space d)) :
      NoteKsk.Chapter05.lebesgueMeasure A = NoteKsk.Chapter03.lambdaStar A
    theorem NoteKsk.Chapter05.lebesgueMeasure_eq_lambdaStar
      {d : } (A : Set (NoteKsk.Space d)) :
      NoteKsk.Chapter05.lebesgueMeasure A =
        NoteKsk.Chapter03.lambdaStar A
  • theoremdefined in NoteKsk/«05lebesgue-measure».lean
    complete
    theorem NoteKsk.Chapter05.lebesgueMeasurableSet_windows {d : }
      {A : Set (NoteKsk.Space d)}
      (hA : NoteKsk.Chapter05.LebesgueMeasurableSet A) (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 : } {A : Set (NoteKsk.Space d)}
      (hA :
        NoteKsk.Chapter05.LebesgueMeasurableSet
          A)
      (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.
    
Theorem5.1.2
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Corollary 4.5.4
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L∃∀N

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.

  • A はLebesgue可測である

  • \lambda_*(A)=\lambda^*(A)

Lean code for Theorem5.1.23 theorems
  • theoremdefined in NoteKsk/«05lebesgue-measure».lean
    complete
    theorem NoteKsk.Chapter05.lebesgueMeasurableSet_inner_eq_outer {d : }
      {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 : } {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. 
  • theoremdefined in NoteKsk/«05lebesgue-measure».lean
    complete
    theorem NoteKsk.Chapter05.finiteOuter_lebesgueMeasurable_inner_eq_outer {d : }
      {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 : } {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.
    
  • theoremdefined in NoteKsk/«05lebesgue-measure».lean
    complete
    theorem NoteKsk.Chapter05.boundedMeasurable_intervalCriterion {d : }
      (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 : } (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. 
Proof for Theorem 5.1.2
uses 0

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}

\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

\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

\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_RA_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.

Theorem5.1.3
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Theorem 3.4.3
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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 Theorem5.1.33 declarations
  • defdefined in NoteKsk/«05lebesgue-measure».lean
    complete
    def NoteKsk.Chapter05.LebesgueNullSet {d : } (A : Set (NoteKsk.Space d)) :
      Prop
    def NoteKsk.Chapter05.LebesgueNullSet {d : }
      (A : Set (NoteKsk.Space d)) : Prop
    def LebesgueNullSet {d : ℕ} (A : Set (Space d)) : Prop :=
      lambdaStar A = 0
    Lebesgue null sets are sets of outer measure zero. 
  • theoremdefined in NoteKsk/«05lebesgue-measure».lean
    complete
    theorem NoteKsk.Chapter05.lebesgueNullSet_measurable {d : }
      {N : Set (NoteKsk.Space d)}
      (hN : NoteKsk.Chapter05.LebesgueNullSet N) :
      NoteKsk.Chapter05.LebesgueMeasurableSet N
    theorem NoteKsk.Chapter05.lebesgueNullSet_measurable
      {d : } {N : Set (NoteKsk.Space d)}
      (hN :
        NoteKsk.Chapter05.LebesgueNullSet N) :
      NoteKsk.Chapter05.LebesgueMeasurableSet
        N
  • theoremdefined in NoteKsk/«05lebesgue-measure».lean
    complete
    theorem NoteKsk.Chapter05.lebesgueMeasure_eq_zero_of_null {d : }
      {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 : Set (NoteKsk.Space d)}
      (hN :
        NoteKsk.Chapter05.LebesgueNullSet N) :
      NoteKsk.Chapter05.lebesgueMeasure N = 0
Proof for Theorem 5.1.3
uses 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.

Corollary5.1.4
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Theorem 3.4.3
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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 Corollary5.1.42 theorems
  • theoremdefined in NoteKsk/«05lebesgue-measure».lean
    complete
    theorem NoteKsk.Chapter05.countable_lebesgueMeasurable {d : }
      [Nonempty (Fin d)] {A : Set (NoteKsk.Space d)} (hA : A.Countable) :
      NoteKsk.Chapter05.LebesgueMeasurableSet A
    theorem NoteKsk.Chapter05.countable_lebesgueMeasurable
      {d : } [Nonempty (Fin d)]
      {A : Set (NoteKsk.Space d)}
      (hA : A.Countable) :
      NoteKsk.Chapter05.LebesgueMeasurableSet
        A
  • theoremdefined in NoteKsk/«05lebesgue-measure».lean
    complete
    theorem NoteKsk.Chapter05.countable_lebesgueMeasure_eq_zero {d : }
      [Nonempty (Fin d)] {A : Set (NoteKsk.Space d)} (hA : A.Countable) :
      NoteKsk.Chapter05.lebesgueMeasure A = 0
    theorem NoteKsk.Chapter05.countable_lebesgueMeasure_eq_zero
      {d : } [Nonempty (Fin d)]
      {A : Set (NoteKsk.Space d)}
      (hA : A.Countable) :
      NoteKsk.Chapter05.lebesgueMeasure A = 0
Proof for Corollary 5.1.4
uses 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.

Theorem5.1.5
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Proposition 3.3.2
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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 Theorem5.1.52 theorems
  • theoremdefined in NoteKsk/«05lebesgue-measure».lean
    complete
    theorem NoteKsk.Chapter05.jordanMeasurable_lebesgueMeasurable {d : }
      {A : Set (NoteKsk.Space d)} (hA : NoteKsk.JordanMeasurable A) :
      NoteKsk.Chapter05.LebesgueMeasurableSet A
    theorem NoteKsk.Chapter05.jordanMeasurable_lebesgueMeasurable
      {d : } {A : Set (NoteKsk.Space d)}
      (hA : NoteKsk.JordanMeasurable A) :
      NoteKsk.Chapter05.LebesgueMeasurableSet
        A
  • theoremdefined in NoteKsk/«05lebesgue-measure».lean
    complete
    theorem NoteKsk.Chapter05.lebesgueMeasure_eq_jordanMeasure {d : }
      {A : Set (NoteKsk.Space d)} (hA : NoteKsk.JordanMeasurable A) :
      NoteKsk.Chapter05.lebesgueMeasure A = NoteKsk.jordanMeasure A
    theorem NoteKsk.Chapter05.lebesgueMeasure_eq_jordanMeasure
      {d : } {A : Set (NoteKsk.Space d)}
      (hA : NoteKsk.JordanMeasurable A) :
      NoteKsk.Chapter05.lebesgueMeasure A =
        NoteKsk.jordanMeasure A
Proof for Theorem 5.1.5
uses 0

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.

Proposition5.1.6
uses 0used by 0XL∃∀N

\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.