# Tao T.'s An introduction to measure theory PDF

By Tao T.

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Iii) From this, one defined the inner and Jordan outer measures m∗,(J) (E), m∗,(J) (E) of an arbitrary bounded set E ⊂ Rd . If those measures match, we say that E is Jordan measurable, 18 1. Measure theory and call m(E) = m∗,(J) (E) = m∗,(J) (E) the Jordan measure of E. As long as one is lucky enough to only have to deal with Jordan measurable sets, the theory of Jordan measure works well enough. However, as noted previously, not all sets are Jordan measurable, even if one restricts attention to bounded sets.

Covering E ∪F have diameter at most r. In particular, we may assume that all such boxes have diameter strictly less than dist(E, F ). Once we do this, then it is no longer possible for any box to intersect both E and F , and then the previous argument now applies. g. E = [0, 1) and F = [1, 2]). But the situation improves when E, F are closed, and at least one of E, F is compact: 11The diameter of a set B is defined as sup{|x − y| : x, y ∈ B}. 2. 4. Let E, F ⊂ Rd be disjoint closed sets, with at least one of E, F being compact.

Informally, the above lemma asserts (among other things) that if one starts with such basic subsets of Rd as open or closed sets and then takes at most countably many boolean operations, one will always end up with a Lebesgue measurable set. This is already enough to ensure that the majority of sets that one actually encounters in real analysis will be Lebesgue measurable. (Nevertheless, using the axiom of choice one can construct sets that are not Lebesgue measurable; we will see an example of this later.