A measurable set from a sequence of sets
$begingroup$
Let (X,M, $mu$) be a measure space and $E_n$ be a sequence of measurable sets. Let k be a fixed integer and G be the set of all those points that belong to $E_n$ for at least k values of n.
a) Prove that G is measurable.
I am trying to find a way to rewrite G as a countable union of countable intersections. I have come up with the following:
For k = 2, $G_2 = (E_1 cap E_2) cup (E_1 cap E_3) cup...cup (E_2 cap E_3) cup (E_2 cap E_4) cup...cup (E_k cap E_{k+1}) cup (E_k cup E_{k+1})... $
$G_2 = bigcup_{n=2}^infty (E_1 cap E_n) cup bigcup_{n=3}^infty(E_2 cap E_n) cup...cup bigcup_{n=k+1}^infty(E_kcap E_n) cup....$
$G_2 = bigcap_{k=1}^infty bigcup_{n=k+1}^infty (E_k cap E_n)$
Since $G_2$ is a countable union of intersections it is in M and hence measurable.
I'm having trouble generalizing this approach for an arbitrary K...
b) Show $kmu(G)le sum_{n=1}^infty mu(E_n)$
One hint was to look at: $sum_{n=1}^infty int_G chi_{E_n}dmu$ however without the correct breakdown in part a) I'm not sure if I can proceed.
Edit:
Here's what I have:
$kmu(G) = int_G k dmu le int_G sum_{n=1}^infty chi_{E_n}dmu$ (not confident with the inequality here. Is this because if x is in g, it is in k or more of the En's?)
Continuing by MCT
$int_G sum_{n=1}^infty chi_{E_n}dmu = sum_{n=1}^infty int_G chi_{E_n} dmu = sum_{n=1}^infty int chi_G chi_{E_n}dmu = sum_{n=1}^infty int chi_{G cap E_n} dmu =sum_{n=1}^inftymu(Gcap E_n) le sum_{n=1}^infty mu(E_n)$
*I have not learned about Markov inequality. This is a qualifying exam question and Markov inequality is not on the syllabus.
analysis measure-theory
$endgroup$
add a comment |
$begingroup$
Let (X,M, $mu$) be a measure space and $E_n$ be a sequence of measurable sets. Let k be a fixed integer and G be the set of all those points that belong to $E_n$ for at least k values of n.
a) Prove that G is measurable.
I am trying to find a way to rewrite G as a countable union of countable intersections. I have come up with the following:
For k = 2, $G_2 = (E_1 cap E_2) cup (E_1 cap E_3) cup...cup (E_2 cap E_3) cup (E_2 cap E_4) cup...cup (E_k cap E_{k+1}) cup (E_k cup E_{k+1})... $
$G_2 = bigcup_{n=2}^infty (E_1 cap E_n) cup bigcup_{n=3}^infty(E_2 cap E_n) cup...cup bigcup_{n=k+1}^infty(E_kcap E_n) cup....$
$G_2 = bigcap_{k=1}^infty bigcup_{n=k+1}^infty (E_k cap E_n)$
Since $G_2$ is a countable union of intersections it is in M and hence measurable.
I'm having trouble generalizing this approach for an arbitrary K...
b) Show $kmu(G)le sum_{n=1}^infty mu(E_n)$
One hint was to look at: $sum_{n=1}^infty int_G chi_{E_n}dmu$ however without the correct breakdown in part a) I'm not sure if I can proceed.
Edit:
Here's what I have:
$kmu(G) = int_G k dmu le int_G sum_{n=1}^infty chi_{E_n}dmu$ (not confident with the inequality here. Is this because if x is in g, it is in k or more of the En's?)
Continuing by MCT
$int_G sum_{n=1}^infty chi_{E_n}dmu = sum_{n=1}^infty int_G chi_{E_n} dmu = sum_{n=1}^infty int chi_G chi_{E_n}dmu = sum_{n=1}^infty int chi_{G cap E_n} dmu =sum_{n=1}^inftymu(Gcap E_n) le sum_{n=1}^infty mu(E_n)$
*I have not learned about Markov inequality. This is a qualifying exam question and Markov inequality is not on the syllabus.
analysis measure-theory
$endgroup$
add a comment |
$begingroup$
Let (X,M, $mu$) be a measure space and $E_n$ be a sequence of measurable sets. Let k be a fixed integer and G be the set of all those points that belong to $E_n$ for at least k values of n.
a) Prove that G is measurable.
I am trying to find a way to rewrite G as a countable union of countable intersections. I have come up with the following:
For k = 2, $G_2 = (E_1 cap E_2) cup (E_1 cap E_3) cup...cup (E_2 cap E_3) cup (E_2 cap E_4) cup...cup (E_k cap E_{k+1}) cup (E_k cup E_{k+1})... $
$G_2 = bigcup_{n=2}^infty (E_1 cap E_n) cup bigcup_{n=3}^infty(E_2 cap E_n) cup...cup bigcup_{n=k+1}^infty(E_kcap E_n) cup....$
$G_2 = bigcap_{k=1}^infty bigcup_{n=k+1}^infty (E_k cap E_n)$
Since $G_2$ is a countable union of intersections it is in M and hence measurable.
I'm having trouble generalizing this approach for an arbitrary K...
b) Show $kmu(G)le sum_{n=1}^infty mu(E_n)$
One hint was to look at: $sum_{n=1}^infty int_G chi_{E_n}dmu$ however without the correct breakdown in part a) I'm not sure if I can proceed.
Edit:
Here's what I have:
$kmu(G) = int_G k dmu le int_G sum_{n=1}^infty chi_{E_n}dmu$ (not confident with the inequality here. Is this because if x is in g, it is in k or more of the En's?)
Continuing by MCT
$int_G sum_{n=1}^infty chi_{E_n}dmu = sum_{n=1}^infty int_G chi_{E_n} dmu = sum_{n=1}^infty int chi_G chi_{E_n}dmu = sum_{n=1}^infty int chi_{G cap E_n} dmu =sum_{n=1}^inftymu(Gcap E_n) le sum_{n=1}^infty mu(E_n)$
*I have not learned about Markov inequality. This is a qualifying exam question and Markov inequality is not on the syllabus.
analysis measure-theory
$endgroup$
Let (X,M, $mu$) be a measure space and $E_n$ be a sequence of measurable sets. Let k be a fixed integer and G be the set of all those points that belong to $E_n$ for at least k values of n.
a) Prove that G is measurable.
I am trying to find a way to rewrite G as a countable union of countable intersections. I have come up with the following:
For k = 2, $G_2 = (E_1 cap E_2) cup (E_1 cap E_3) cup...cup (E_2 cap E_3) cup (E_2 cap E_4) cup...cup (E_k cap E_{k+1}) cup (E_k cup E_{k+1})... $
$G_2 = bigcup_{n=2}^infty (E_1 cap E_n) cup bigcup_{n=3}^infty(E_2 cap E_n) cup...cup bigcup_{n=k+1}^infty(E_kcap E_n) cup....$
$G_2 = bigcap_{k=1}^infty bigcup_{n=k+1}^infty (E_k cap E_n)$
Since $G_2$ is a countable union of intersections it is in M and hence measurable.
I'm having trouble generalizing this approach for an arbitrary K...
b) Show $kmu(G)le sum_{n=1}^infty mu(E_n)$
One hint was to look at: $sum_{n=1}^infty int_G chi_{E_n}dmu$ however without the correct breakdown in part a) I'm not sure if I can proceed.
Edit:
Here's what I have:
$kmu(G) = int_G k dmu le int_G sum_{n=1}^infty chi_{E_n}dmu$ (not confident with the inequality here. Is this because if x is in g, it is in k or more of the En's?)
Continuing by MCT
$int_G sum_{n=1}^infty chi_{E_n}dmu = sum_{n=1}^infty int_G chi_{E_n} dmu = sum_{n=1}^infty int chi_G chi_{E_n}dmu = sum_{n=1}^infty int chi_{G cap E_n} dmu =sum_{n=1}^inftymu(Gcap E_n) le sum_{n=1}^infty mu(E_n)$
*I have not learned about Markov inequality. This is a qualifying exam question and Markov inequality is not on the syllabus.
analysis measure-theory
analysis measure-theory
edited Jan 6 at 14:36
Math Lady
asked Jan 6 at 13:45
Math LadyMath Lady
1196
1196
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add a comment |
2 Answers
2
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oldest
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$begingroup$
Let $mathscr F$ be the set of all intersections of $k$ $E_n$'s. Then $mathscr F$ is countable and $G$ is the union of all elements of $mathscr F$.
$endgroup$
$begingroup$
How would I write this out? $F = {bigcap_I E_n : |I| = k}$ is countable since there are countable many $E_n$ so there are only a countable number of ways to pick k of them to intersect. Then $G = bigcup_{n=1}^infty F_n$ is in M because it is a union of finite intersections?
$endgroup$
– Math Lady
Jan 6 at 14:13
$begingroup$
Yes, that would be correct.
$endgroup$
– José Carlos Santos
Jan 6 at 14:27
add a comment |
$begingroup$
Hint: Express $G$ as an upper level set of the measurable function
$$
F:xmapstosum_{n=1}^infty 1_{E_n}(x).
$$ (What does $F(x)$ mean?) For (b), apply Markov's inequality.
EDIT: Since $F(x)$ is the number of $n$ for which $xin E_n$, we have
$$
G = {x;|;F(x)ge k}
$$ is measurable. Now, observe that $k 1_G(x) le F(x)$ since $kle F(x)$ on $G$. Integrate both sides with respect to $mu$ to get
$$
kmu(G) = int k1_G(x)dmu(x) le int F(x)dmu(x) = sum_{n=1}^infty mu(E_n)
$$ by monotone convergence thereom.
$endgroup$
$begingroup$
Could you please look at the edit above and tell me if it is valid? My class did not cover Markov's Inequality.
$endgroup$
– Math Lady
Jan 6 at 14:37
$begingroup$
Yes, it's correct. Indeed that's what exactly Markov's inequality says!
$endgroup$
– Song
Jan 6 at 14:39
add a comment |
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2 Answers
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2 Answers
2
active
oldest
votes
active
oldest
votes
active
oldest
votes
$begingroup$
Let $mathscr F$ be the set of all intersections of $k$ $E_n$'s. Then $mathscr F$ is countable and $G$ is the union of all elements of $mathscr F$.
$endgroup$
$begingroup$
How would I write this out? $F = {bigcap_I E_n : |I| = k}$ is countable since there are countable many $E_n$ so there are only a countable number of ways to pick k of them to intersect. Then $G = bigcup_{n=1}^infty F_n$ is in M because it is a union of finite intersections?
$endgroup$
– Math Lady
Jan 6 at 14:13
$begingroup$
Yes, that would be correct.
$endgroup$
– José Carlos Santos
Jan 6 at 14:27
add a comment |
$begingroup$
Let $mathscr F$ be the set of all intersections of $k$ $E_n$'s. Then $mathscr F$ is countable and $G$ is the union of all elements of $mathscr F$.
$endgroup$
$begingroup$
How would I write this out? $F = {bigcap_I E_n : |I| = k}$ is countable since there are countable many $E_n$ so there are only a countable number of ways to pick k of them to intersect. Then $G = bigcup_{n=1}^infty F_n$ is in M because it is a union of finite intersections?
$endgroup$
– Math Lady
Jan 6 at 14:13
$begingroup$
Yes, that would be correct.
$endgroup$
– José Carlos Santos
Jan 6 at 14:27
add a comment |
$begingroup$
Let $mathscr F$ be the set of all intersections of $k$ $E_n$'s. Then $mathscr F$ is countable and $G$ is the union of all elements of $mathscr F$.
$endgroup$
Let $mathscr F$ be the set of all intersections of $k$ $E_n$'s. Then $mathscr F$ is countable and $G$ is the union of all elements of $mathscr F$.
answered Jan 6 at 13:54


José Carlos SantosJosé Carlos Santos
156k22126227
156k22126227
$begingroup$
How would I write this out? $F = {bigcap_I E_n : |I| = k}$ is countable since there are countable many $E_n$ so there are only a countable number of ways to pick k of them to intersect. Then $G = bigcup_{n=1}^infty F_n$ is in M because it is a union of finite intersections?
$endgroup$
– Math Lady
Jan 6 at 14:13
$begingroup$
Yes, that would be correct.
$endgroup$
– José Carlos Santos
Jan 6 at 14:27
add a comment |
$begingroup$
How would I write this out? $F = {bigcap_I E_n : |I| = k}$ is countable since there are countable many $E_n$ so there are only a countable number of ways to pick k of them to intersect. Then $G = bigcup_{n=1}^infty F_n$ is in M because it is a union of finite intersections?
$endgroup$
– Math Lady
Jan 6 at 14:13
$begingroup$
Yes, that would be correct.
$endgroup$
– José Carlos Santos
Jan 6 at 14:27
$begingroup$
How would I write this out? $F = {bigcap_I E_n : |I| = k}$ is countable since there are countable many $E_n$ so there are only a countable number of ways to pick k of them to intersect. Then $G = bigcup_{n=1}^infty F_n$ is in M because it is a union of finite intersections?
$endgroup$
– Math Lady
Jan 6 at 14:13
$begingroup$
How would I write this out? $F = {bigcap_I E_n : |I| = k}$ is countable since there are countable many $E_n$ so there are only a countable number of ways to pick k of them to intersect. Then $G = bigcup_{n=1}^infty F_n$ is in M because it is a union of finite intersections?
$endgroup$
– Math Lady
Jan 6 at 14:13
$begingroup$
Yes, that would be correct.
$endgroup$
– José Carlos Santos
Jan 6 at 14:27
$begingroup$
Yes, that would be correct.
$endgroup$
– José Carlos Santos
Jan 6 at 14:27
add a comment |
$begingroup$
Hint: Express $G$ as an upper level set of the measurable function
$$
F:xmapstosum_{n=1}^infty 1_{E_n}(x).
$$ (What does $F(x)$ mean?) For (b), apply Markov's inequality.
EDIT: Since $F(x)$ is the number of $n$ for which $xin E_n$, we have
$$
G = {x;|;F(x)ge k}
$$ is measurable. Now, observe that $k 1_G(x) le F(x)$ since $kle F(x)$ on $G$. Integrate both sides with respect to $mu$ to get
$$
kmu(G) = int k1_G(x)dmu(x) le int F(x)dmu(x) = sum_{n=1}^infty mu(E_n)
$$ by monotone convergence thereom.
$endgroup$
$begingroup$
Could you please look at the edit above and tell me if it is valid? My class did not cover Markov's Inequality.
$endgroup$
– Math Lady
Jan 6 at 14:37
$begingroup$
Yes, it's correct. Indeed that's what exactly Markov's inequality says!
$endgroup$
– Song
Jan 6 at 14:39
add a comment |
$begingroup$
Hint: Express $G$ as an upper level set of the measurable function
$$
F:xmapstosum_{n=1}^infty 1_{E_n}(x).
$$ (What does $F(x)$ mean?) For (b), apply Markov's inequality.
EDIT: Since $F(x)$ is the number of $n$ for which $xin E_n$, we have
$$
G = {x;|;F(x)ge k}
$$ is measurable. Now, observe that $k 1_G(x) le F(x)$ since $kle F(x)$ on $G$. Integrate both sides with respect to $mu$ to get
$$
kmu(G) = int k1_G(x)dmu(x) le int F(x)dmu(x) = sum_{n=1}^infty mu(E_n)
$$ by monotone convergence thereom.
$endgroup$
$begingroup$
Could you please look at the edit above and tell me if it is valid? My class did not cover Markov's Inequality.
$endgroup$
– Math Lady
Jan 6 at 14:37
$begingroup$
Yes, it's correct. Indeed that's what exactly Markov's inequality says!
$endgroup$
– Song
Jan 6 at 14:39
add a comment |
$begingroup$
Hint: Express $G$ as an upper level set of the measurable function
$$
F:xmapstosum_{n=1}^infty 1_{E_n}(x).
$$ (What does $F(x)$ mean?) For (b), apply Markov's inequality.
EDIT: Since $F(x)$ is the number of $n$ for which $xin E_n$, we have
$$
G = {x;|;F(x)ge k}
$$ is measurable. Now, observe that $k 1_G(x) le F(x)$ since $kle F(x)$ on $G$. Integrate both sides with respect to $mu$ to get
$$
kmu(G) = int k1_G(x)dmu(x) le int F(x)dmu(x) = sum_{n=1}^infty mu(E_n)
$$ by monotone convergence thereom.
$endgroup$
Hint: Express $G$ as an upper level set of the measurable function
$$
F:xmapstosum_{n=1}^infty 1_{E_n}(x).
$$ (What does $F(x)$ mean?) For (b), apply Markov's inequality.
EDIT: Since $F(x)$ is the number of $n$ for which $xin E_n$, we have
$$
G = {x;|;F(x)ge k}
$$ is measurable. Now, observe that $k 1_G(x) le F(x)$ since $kle F(x)$ on $G$. Integrate both sides with respect to $mu$ to get
$$
kmu(G) = int k1_G(x)dmu(x) le int F(x)dmu(x) = sum_{n=1}^infty mu(E_n)
$$ by monotone convergence thereom.
edited Jan 6 at 14:44
answered Jan 6 at 13:53
SongSong
10.1k627
10.1k627
$begingroup$
Could you please look at the edit above and tell me if it is valid? My class did not cover Markov's Inequality.
$endgroup$
– Math Lady
Jan 6 at 14:37
$begingroup$
Yes, it's correct. Indeed that's what exactly Markov's inequality says!
$endgroup$
– Song
Jan 6 at 14:39
add a comment |
$begingroup$
Could you please look at the edit above and tell me if it is valid? My class did not cover Markov's Inequality.
$endgroup$
– Math Lady
Jan 6 at 14:37
$begingroup$
Yes, it's correct. Indeed that's what exactly Markov's inequality says!
$endgroup$
– Song
Jan 6 at 14:39
$begingroup$
Could you please look at the edit above and tell me if it is valid? My class did not cover Markov's Inequality.
$endgroup$
– Math Lady
Jan 6 at 14:37
$begingroup$
Could you please look at the edit above and tell me if it is valid? My class did not cover Markov's Inequality.
$endgroup$
– Math Lady
Jan 6 at 14:37
$begingroup$
Yes, it's correct. Indeed that's what exactly Markov's inequality says!
$endgroup$
– Song
Jan 6 at 14:39
$begingroup$
Yes, it's correct. Indeed that's what exactly Markov's inequality says!
$endgroup$
– Song
Jan 6 at 14:39
add a comment |
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