Let A⊂R be a (Lebesgue) measurable set of finite measure. Using the fact that the function f:R→R, f(x)=λ(A∩[−x,x])
is continuous, we can find a bounded subset K⊂A such that λ(K)=λ(A)/2.
Is it possible to choose K to be compact as well?
(λ denotes the Lebesgue measure)
Answer
Assume λ(A)>0 (otherwise just take K=∅). By the inner regularity of Lebesgue measure, there is a compact set K0⊆A with λ(K0)>λ(A)/2. Define
g(x)=λ(K0∩[−x,x])
By the Intermediate Value Theorem, there exists an x such that g(x)=λ(A)/2, and then K:=K0∩[−x,x] will be a compact set satisfying λ(K)=λ(A)/2, as desired.
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