Section 3.10

A Correspondence Theorem

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Problem 3.10.1

Let μ:Bk→R‾\mu : \mathcal{B}^{k} \rightarrow \overline{\mathbb {R}} denote a measure that assigns finite measure to all bounded Bk\mathcal{B}^{k}-sets. There does not exist an F:Rk→RF: \mathbb {R}^{k} \rightarrow \mathbb {R} such that F∉SkF \notin \mathfrak {S}_{k} and μ=ΔF\mu =\Delta_{F} on Ak\mathcal{A}_{k}.

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Problem 3.10.2

Let μ:Bk→R‾\mu : \mathcal{B}^{k} \rightarrow \overline{\mathbb {R}} denote a measure such that μ(Rk)=1\mu \left(\mathbb {R}^{k}\right)=1. There is a unique F∈SkF \in \mathfrak {S}_{k} that simultaneously has the following properties:

  1. lim⁡x→−∞F(x)=0\lim_{\boldsymbol {x} \rightarrow -\infty } F(\boldsymbol {x})=0,

  2. lim⁡x→+∞F(x)=1\lim_{\boldsymbol {x} \rightarrow +\infty } F(\boldsymbol {x})=1, and

  3. μ\mu is the unique measure extension of ΔF\Delta_{F} from Ak\mathcal{A}_{k} to Bk\mathcal{B}^{k}.

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Remark.
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Such a result is foundational to mathematical statistics and probability.

Problem 3.10.3

There exists a set B⊆RB \subseteq \mathbb {R} that fails to be in M(ΔF∗)\mathcal{M}\left(\Delta_{F}^{*}\right) for every F∈SF \in \mathfrak {S} that is continuous. Follow this outline.

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(a)

The cardinality of the collection of uncountable closed subsets of R\mathbb {R} is c\mathrm{c}.

(b)

Let ω\omega denote the smallest uncountable ordinal number. From (a), we can form a well-ordering {Fη:η≺ω}\left\{ F_{\eta }: \eta \prec \omega \right\} of the uncountable closed subsets of R\mathbb {R}.

(c)

Let x0x_{0} and y0y_{0} denote two distinct points of F0F_{0}. Observe that A1={x0,y0}A_{1}=\left\{ x_{0}, y_{0}\right\} has cardinal number less than c\mathrm{c}, hence card⁡(F1−A1)=c\operatorname {card}\left(F_{1}-A_{1}\right)=\mathrm{c}. Therefore, we may select distinct x1x_{1} and y1y_{1} from F1−A1F_{1}-A_{1}. Observe that A2={x0,y0,x1,y1}A_{2}=\left\{ x_{0}, y_{0}, x_{1}, y_{1}\right\} has cardinal number less than c\mathrm{c}, hence card⁡(F2−A2)=c\operatorname {card}\left(F_{2}-A_{2}\right)=\mathrm{c}. Pick two distinct points x2,y2∈F2−A2x_{2}, y_{2} \in F_{2}-A_{2}, and continue. Employ the following transfinite recursion scheme: let η≺ω\eta \prec \omega denote an infinite ordinal, and suppose that xγx_{\gamma } and yγy_{\gamma } have been defined for all γ≺η\gamma \prec \eta. The set Aη={xγ:γ≺η}∪{yγ:γ≺η}A_{\eta }=\left\{ x_{\gamma }: \gamma \prec \eta \right\} \cup \left\{ y_{\gamma }: \gamma \prec \eta \right\} has cardinality less than c\mathrm{c} [prove!], and thus card⁡(Fη−Aη)=c\operatorname {card}\left(F_{\eta }-A_{\eta }\right)=\mathrm{c}, hence we may choose distinct xη,yη∈Fη−Aηx_{\eta }, y_{\eta } \in F_{\eta }-A_{\eta }. Let B={xη:η≺ω}B=\left\{ x_{\eta }: \eta \prec \omega \right\}. Then B∩FηB \cap F_{\eta } and Bc∩FηB^{c} \cap F_{\eta } are nonempty for each η≺ω\eta \prec \omega.

(d)

Let F∈SF \in \mathfrak {S} be continuous and nonconstant. Then ΔF(A)>0\Delta_{F}(A)>0 for some A=(a,b]A=(a, b].

(e)

Let F∈SF \in \mathfrak {S} be continuous and nonconstant, so that ΔF\Delta_{F} and ΔF∗\Delta_{F}^{*} are nontrivial [that is, they are not identically zero]. If B∈M(ΔF∗)B \in \mathcal{M}\left(\Delta_{F}^{*}\right), then

ΔF,M(ΔF∗)∗(B)=sup⁡{ΔF,M(ΔF∗)∗(F):F⊆B,F compact}, \Delta _{F, \mathcal{M}\left(\Delta _{F}^{*}\right)}^{*}(B)=\sup \left\{ \Delta _{F, \mathcal{M}\left(\Delta _{F}^{*}\right)}^{*}(F): F \subseteq B, F \text{ compact}\right\} ,

where ΔF,M(ΔF∗)∗\Delta_{F, \mathcal{M}\left(\Delta_{F}^{*}\right)}^{*} is the restriction of the outer measure ΔF∗\Delta_{F}^{*} to M(ΔF∗)\mathcal{M}\left(\Delta_{F}^{*}\right).

(f)

Given how BB was defined, the only compact subsets of BB are amc.

(g)

For each x∈Rx \in \mathbb {R}, ΔF,M(ΔF∗)∗({x})=0\Delta_{F, \mathcal{M}\left(\Delta_{F}^{*}\right)}^{*}\left(\left\{ x\right\} \right)=0. [FF is of course continuous in this and all subsequent parts.]

(h)

By (e)-(g), ΔF,M(ΔF∗)∗(B)=0\Delta_{F, \mathcal{M}\left(\Delta_{F}^{*}\right)}^{*}(B)=0.

(i)

ΔF,M(ΔF∗)∗(Bc)=0\Delta_{F, \mathcal{M}\left(\Delta_{F}^{*}\right)}^{*}\left(B^{c}\right)=0.

(j)

The results of (h) and (i) force FF to be constant, and hence a contradiction ensues. Conclude that B∉M(ΔF∗)B \notin \mathcal{M}\left(\Delta_{F}^{*}\right) for any continuous nonconstant F∈SF \in \mathfrak {S}.

Problem 3.10.4

In the same spirit as the previous exercise, the Continuum Hypothesis (CH) and the Axiom of Choice (AC) imply that there exists a set S⊆RS \subseteq \mathbb {R} with card⁡(S)=c\operatorname {card}(S)=\mathrm{c} and ΔF,M(ΔF∗)∗(S)=0\Delta_{F, \mathcal{M}\left(\Delta_{F}^{*}\right)}^{*}(S)=0 for every continuous F∈SF \in \mathfrak {S}. Follow this outline.

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(a)

There exists an indexing {Cη:η≺ω}\left\{ C_{\eta }: \eta \prec \omega \right\} of the collection of nowhere dense closed subsets of [0,1][0,1], where ω\omega again denotes the smallest uncountable ordinal.

(b)

Employ a transfinitely recursive scheme to obtain a set {xη:η≺ω}\left\{ x_{\eta }: \eta \prec \omega \right\} by the following: let x0∈[0,1]−C0x_{0} \in [0,1]-C_{0}; suppose that for each η≺ω\eta \prec \omega the number xγx_{\gamma } is defined for each γ≺η\gamma \prec \eta. Pick xη∈[0,1]−⋃γ≺η(Cγ∪{xγ})x_{\eta } \in [0,1]-\bigcup_{\gamma \prec \eta }\left(C_{\gamma } \cup \left\{ x_{\gamma }\right\} \right). This construction requires (AC). [Precisely where?]

(c)

Let S={xη:η≺ω}S=\left\{ x_{\eta }: \eta \prec \omega \right\}. Then (CH) forces card⁡(S)=c\operatorname {card}(S)=\mathrm{c}.

(d)

For every η≺ω\eta \prec \omega, we have that S∩CηS \cap C_{\eta } is amc.

(e)

ΔF,M(ΔF∗)∗(S)=0\Delta_{F, \mathcal{M}\left(\Delta_{F}^{*}\right)}^{*}(S)=0 for every continuous F∈SF \in \mathfrak {S}.