The following solution is based on the hint given by Robert Israel
By $\sigma$ finite of $\mathbb{R}^{n}$ , wlog, we can assume $m(D)<\infty$ , so $f(x)=m(D \Delta(D+x))$ is a continuous function. This can be seen by $m(A \Delta B)=\int_{\mathbb{R}^{n}} |1_{A}-1_{B}| \ dm$ and for $f \in L^{1}$ , we have $\lim\limits_{h \to 0 } \int_{\mathbb{R}^{n}} |f(x+h)-f(x)| \ dx =0$
Then, suppose $m(D)>0$ and $m(D^{c})>0$ . We prove this is impossible by contradiction. Then since both of them have measure greater than zero, them have Lebesgue density point $x,y$ respectively. Let $I(x,\epsilon)$ be the interval centered at $x$ with radius $\epsilon$ ,so $m(I(x,\epsilon))=2\epsilon$ .
Then by Lebesgue density point theorem, we have $$\begin{align*}
m(D \cap I(x,\epsilon)) \geq \frac{2}{3} \cdot 2 \epsilon \iff m(D-x \cap I(0,\epsilon)) \geq \frac{4}{3} \epsilon
\\
\\ m(D^{c} \cap I(y, \epsilon)) \geq \frac{2}{3} \cdot 2 \epsilon \iff m(D^{c}-y \cap I(0,\epsilon)) \geq \frac{4}{3} \epsilon
\end{align*}$$ Then by $m(A)+m(B)- m(A\cup B)= m(A\cap B)$ , we have $$\begin{align*}
m(D^{c} -y \cap D-x) &\geq m(D^{c}-y \cap I(0,\epsilon) \cap D-x \cap I(0,\epsilon))
\\ &= m(D^{c}-y \cap I(0,\epsilon) )+ m( D-x \cap I(0,\epsilon)) \\&- m((D-x \cap I(0,\epsilon))\cup(D^{c}-y \cap I(0,\epsilon)) )
\\ & \geq \frac{4}{3} \epsilon + \frac{4}{3} \epsilon - m(I(0,\epsilon))
\\ & \geq \frac{8}{3}\epsilon - 2 \epsilon
\\ &= \frac{2}{3}\epsilon
\\ &>0
\end{align*}$$Then notice $$\begin{align*}
m(D^{c}-y \cap D-x) = m(D\cap(D^{c}+x-y))= m(D \backslash (D+x-y))\leq m(D \Delta (D^{}+x-y))
\end{align*}$$
Then by $\left\{ b_{n} \right\}\subset_{dense} \mathbb{R}^{n}$ , let $b_{n} \to x-y$ as $n\to \infty$, so by continuity, we have $$\begin{align*}
m(D \Delta(D^{}+x-y))=\lim\limits_{n\to \infty } m(D \Delta (D^{}+x-y)) =0
\end{align*}$$Thus, we have $0<m(D^{c}-y \cap D-x) \leq 0$ which gives the contradiction.
Let $A$ be Lebesgue measurable, with $m(A)>0$ (here $m$ denotes the Lebesgue measure). Then for any $0<\rho<1$, there exists an open interval $I$ such that $m(A \cap I)> \rho \cdot m(I)$. I was wondering if you would be up for offering some hints on how this argument might proceed.
– Vulcan Jan 29 '12 at 17:18