Lebesgue measure

In measure theory, the Lebesgue measure, named after

French mathematician Henri Lebesgue, is the standard
way of assigning a measure to subsets of n-dimensional
Euclidean space. For n = 1, 2, or 3, it coincides with
the standard measure of length, area, or volume. In general, it is also called n-dimensional volume, n-volume,
or simply volume.[1] It is used throughout real analysis, in
particular to dene Lebesgue integration. Sets that can be
assigned a Lebesgue measure are called Lebesgue measurable; the measure of the Lebesgue measurable set A
is denoted by (A).

E , because E is a subset of the union of the intervals,

and so the intervals may include points which are not in
E . The Lebesgue outer measure emerges as the greatest
lower bound (inmum) of the lengths from among all possible such sets. Intuitively, it is the total length of those
interval sets which t E most tightly.
That characterizes the Lebesgue outer measure. Whether
this outer measure translates to the Lebesgue measure
proper depends on an additional condition. This condition is tested by taking subsets of the real numbers A
using E as an instrument to split A into two partitions:
the part of A which intersects with E and the remaining part of A which is not in E : the set dierence of
A and E . These partitions of A are subject to the outer
measure. If for all possible such subsets A of the real
numbers, the partitions of A cut apart by E have outer
measures which add up to the outer measure of A , then
the outer Lebesgue measure of E gives its Lebesgue measure. Intuitively, this condition means that the set E must
not have some curious properties which causes a discrepancy in the measure of another set when E is used as a
mask to clip that set, hinting at the existence of sets
for which the Lebesgue outer measure does not give the
Lebesgue measure. (Such sets are, in fact, not Lebesguemeasurable.)

Henri Lebesgue described this measure in the year 1901,

followed the next year by his description of the Lebesgue
integral. Both were published as part of his dissertation
in 1902.[2]
The Lebesgue measure is often denoted dx, but this
should not be confused with the distinct notion of a
volume form.

Denition

Given a subset E R , with the length of an (open,

closed, semi-open) interval I = [a, b] given by l(I) =
b a , the Lebesgue outer measure (E) is dened as
{

2 Examples

l(Ik ) : (Ik )kN with intervals open disjoint of sequence a is E

Ik
Any closed interval k=1
[a, b] of real numbers is
Lebesgue measurable, and its Lebesgue measure is
The Lebesgue measure of E is given by its Lebesgue outer
the length ba. The open interval (a, b) has the

measure (E) = (E) if, for every A R ,

same measure, since the dierence between the two
sets consists only of the end points a and b and has
measure zero.
(A) = (A E) + (A E c )
Any Cartesian product of intervals [a, b] and [c, d] is
Lebesgue measurable, and its Lebesgue measure is
1.1 Intuition
(ba)(dc), the area of the corresponding rectangle.
(E) = inf

k=1

The rst part of the denition states that the subset E

of the real numbers is reduced to its outer measure by
coverage by sets of intervals. Each of these sets of intervals I covers E in the sense that when the intervals
are combined together by union, they form a superset of
E . Moreover, the intervals in each set are disjoint, and
there is a countable innity of these intervals. For each
set, the total length is calculated by adding the lengths
of this innity of disjoint intervals. This total length of
any interval set can easily overestimate the measure of

The Lebesgue measure of the set of rational numbers in an interval of the line is 0, although the set is
dense in the interval.
The Cantor set is an example of an uncountable set
that has Lebesgue measure zero.
Vitali sets are examples of sets that are not measurable with respect to the Lebesgue measure. Their
existence relies on the axiom of choice.
1

4 NULL SETS

Properties

11. If A is a Lebesgue measurable set with (A) = 0 (a

null set), then every subset of A is also a null set. A
fortiori, every subset of A is measurable.
A={x+t | xA}

A
Translation invariance: The Lebesgue measure of A and A + t
are the same.

The Lebesgue measure on Rn has the following properties:

12. If A is Lebesgue measurable and x is an element of

Rn , then the translation of A by x, dened by A + x
= {a + x : a A}, is also Lebesgue measurable and
has the same measure as A.
13. If A is Lebesgue measurable and > 0 , then the
dilation of A by dened by A = {x : x
A} is also Lebesgue measurable and has measure
n (A).
14. More generally, if T is a linear transformation
and A is a measurable subset of Rn , then T(A)
is also Lebesgue measurable and has the measure
| det(T )| (A) .
All the above may be succinctly summarized as follows:

1. If A is a cartesian product of intervals I 1 I 2 ...

In, then A is Lebesgue measurable and (A) =
|I1 | |I2 | |In |. Here, |I| denotes the length of the
interval I.

The Lebesgue measurable sets form a algebra containing all products of intervals, and
is the unique complete translation-invariant
measure on that -algebra with ([0, 1]
[0, 1] [0, 1]) = 1.

2. If A is a disjoint union of countably many disjoint

Lebesgue measurable sets, then A is itself Lebesgue
measurable and (A) is equal to the sum (or innite
series) of the measures of the involved measurable
The Lebesgue measure also has the property of being sets.
nite.
3. If A is Lebesgue measurable, then so is its
complement.
4. (A) 0 for every Lebesgue measurable set A.

4 Null sets

5. If A and B are Lebesgue measurable and A is a subset

of B, then (A) (B). (A consequence of 2, 3 and Main article: Null set
4.)
6. Countable unions and intersections of Lebesgue
measurable sets are Lebesgue measurable. (Not a
consequence of 2 and 3, because a family of sets that
is closed under complements and disjoint countable
unions need not be closed under countable unions:
{, {1, 2, 3, 4}, {1, 2}, {3, 4}, {1, 3}, {2, 4}} .)
7. If A is an open or closed subset of Rn (or even Borel
set, see metric space), then A is Lebesgue measurable.

A subset of Rn is a null set if, for every > 0, it can

be covered with countably many products of n intervals
whose total volume is at most . All countable sets are
null sets.
If a subset of Rn has Hausdor dimension less than n then
it is a null set with respect to n-dimensional Lebesgue
measure. Here Hausdor dimension is relative to the
Euclidean metric on Rn (or any metric Lipschitz equivalent to it). On the other hand a set may have topological
dimension less than n and have positive n-dimensional
Lebesgue measure. An example of this is the Smith
VolterraCantor set which has topological dimension 0
yet has positive 1-dimensional Lebesgue measure.

8. If A is a Lebesgue measurable set, then it is approximately open and approximately closed in

the sense of Lebesgue measure (see the regularity
theorem for Lebesgue measure).
In order to show that a given set A is Lebesgue measur9. Lebesgue measure is both locally nite and inner able, one usually tries to nd a nicer set B which diers
from A only by a null set (in the sense that the symmetric
regular, and so it is a Radon measure.
dierence (A B) (B A) is a null set) and then show
10. Lebesgue measure is strictly positive on non-empty that B can be generated using countable unions and interopen sets, and so its support is the whole of Rn .
sections from open or closed sets.

Construction of the Lebesgue

measure

more Lebesgue-measurable sets than there are Borel measurable sets. The Borel measure is translation-invariant,
but not complete.

The modern construction of the Lebesgue measure is an The Haar measure can be dened on any locally compact
and is a generalization of the Lebesgue measure
application of Carathodorys extension theorem. It pro- group
n
(R
with
addition is a locally compact group).
ceeds as follows.
The Hausdor measure is a generalization of the
Fix n N. A box in Rn is a set of the form
Lebesgue measure that is useful for measuring the subsets of Rn of lower dimensions than n, like submanifolds,
n
for example, surfaces or curves in R and fractal sets. The

Hausdor measure is not to be confused with the notion

B=
[ai , bi ] ,
i=1
of Hausdor dimension.
where bi ai, and the product symbol here represents a It can be shown that there is no innite-dimensional anaCartesian product. The volume of this box is dened to logue of Lebesgue measure.
be

vol(B) =

7 See also
(bi ai ) .

i=1

For any subset A of Rn , we can dene its outer measure

*(A) by:

(A) = inf

Lebesgues density theorem

8 References

} more strictly, as a synonym

[1] The term volume is also used,
vol(B) : C covers union whose boxes of collection
countable
a
is
A
of 3-dimensional volume .

BC

We then dene the set A to be Lebesgue measurable if for

every subset S of Rn ,

(S) = (S A) + (S \ A) .
These Lebesgue measurable sets form a -algebra, and
the Lebesgue measure is dened by (A) = *(A) for any
Lebesgue measurable set A.
The existence of sets that are not Lebesgue measurable
is a consequence of a certain set-theoretical axiom, the
axiom of choice, which is independent from many of the
conventional systems of axioms for set theory. The Vitali
theorem, which follows from the axiom, states that there
exist subsets of R that are not Lebesgue measurable. Assuming the axiom of choice, non-measurable sets with
many surprising properties have been demonstrated, such
as those of the BanachTarski paradox.
In 1970, Robert M. Solovay showed that the existence
of sets that are not Lebesgue measurable is not provable within the framework of ZermeloFraenkel set theory in the absence of the axiom of choice (see Solovays
model).[3]

Relation to other measures

The Borel measure agrees with the Lebesgue measure on

those sets for which it is dened; however, there are many

[2] Henri Lebesgue (1902). Intgrale, longueur, aire. Universit de Paris.

[3] Solovay, Robert M. (1970). A model of set-theory
in which every set of reals is Lebesgue measurable.
Annals of Mathematics. Second Series 92 (1): 156.
doi:10.2307/1970696. JSTOR 1970696.

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