In my module notes, if $A$ is a Borel and $m(A)=0$, then it is not necessarily true that any subset $B$ of $A$ (with $m(B=0)$) is Borel.
So I am wondering if there is a null set that is not a Borel set?
In my module notes, if $A$ is a Borel and $m(A)=0$, then it is not necessarily true that any subset $B$ of $A$ (with $m(B=0)$) is Borel.
So I am wondering if there is a null set that is not a Borel set?
We can guarantee the existence of one, but I do not know if one can be found in a direct way.
Let $\phi$ be the Cantor Lebesgue function and define $\psi(x)=\phi(x)+x$. Then $\psi$ is a strictly increasing continuous function mapping $[0,1]$ to $[0,2]$, and moreover, maps the Cantor set onto a set of positive measure.
Let $C$ be the Cantor set. Then since every set that has positive outer measure contains a non-measurable set, $\psi(C)$ contains an non-measurable set, $A$. Then $\psi^{-1}(A)$ is a subset of $C$ so it is measurable with measure zero, and it is not Borel, because the image of a Borel set through a continuous function is measurable.
See this enlightening Wikipedia discussion.