Non - Measurable Sets

Does there exist a function $\mu \ $(called a measure),

MATH0MATH

such that

  1. 0 MATH0,1MATH1

  2. For all MATH and MATH , MATH

  3. If MATH is a countable, pairwise disjoint, Set of subsets of MATH then

    MATH

?

The answer is no! We will show this by producing MATH a countable, pairwise disjoint Set of subsets such that

MATH0,1MATH

and

MATH for all MATH

Hence 1. and 3. cannot hold simultaneously.

The construction of MATH

All contructions will be assumed to take place in $\QTR{Large}{[}$0,1$\QTR{Large}{)}$. In particular,

Exercise: Verify that

If $\QTR{Large}{\mu }$ is translation invariant, it is also translation

invariant with respect to addition $\func{mod}$ 1.

It suffices to show that there is a Set MATH0,1$\QTR{Large}{).}$

such that

MATH for any MATHand MATH.

and

$\QTR{Large}{[}$0,1MATH

The construction of $\QTR{Large}{C.}$

Define and equivalence relation on $\QTR{Large}{[}$0,1$\QTR{Large}{)}$ by setting MATH if MATH

Let MATH0,1$\QTR{Large}{))}$ be the Set of equivalence classes.

Invoking the Axiom of Choice on $\QTR{Large}{I}$ , Let MATH0,1$\QTR{Large}{)}$ be any "Choice Set."

Specifically for any MATH , MATH contains a single member.

Note that

MATH for any MATHand MATH

since if MATH for MATHand MATH

then

MATH in particular $\QTR{Large}{x}\ $and $\QTR{Large}{y}\ $are in the same equivalence class so $\QTR{Large}{x=y}$ .