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Consider the segment $[0,1]\subset\mathbb{R}$ and the standard Lebesgue measure $\mu$ on $\mathbb{R}$. I wonder

if we can find such decomposition $A\sqcup B=[0,1]$, that for any subsegment $[a,b]\subset[0,1]$ we'd have $\mu(A\cap [a,b])=\mu(B\cap [a,b])$?

More particular case is that for any $x\in[0,1]$ we have $\mu(A\cap [0,x])=\mu(B\cap [0,x])$ and hence $\mu(A\cap [0,x])=\frac{x}{2}$.

Metaphor. Such decomposition can be assosiated with mixture of liquids. Suppose we have two liquids of equal amount. We bottle them, shake them up and then pour some into the glass. No matter how much we pour, the glass will contain equal amount of both liquids.

Ideas. We can decompose $[0,1]$ as $X\sqcup Y$ where $X=[0,1]\setminus\mathbb{Q}$ and $Y=[0,1]\cap\mathbb{Q}$. Here we have $\mu(X)=1$ and $\mu(Y)=0$. Maybe it's possible to describe a procedure of moving points from $X$ to $Y$ (i.e. excluding them from $X$ and including in $Y$) that will lead to desired decomposition. Another thought is to set $A_n=\bigsqcup_{k=0}^{2^{n-1}-1}[2k\cdot2^{-n},\ (2k+1)\cdot2^{-n})$ and $B_n=[0,1]\setminus A_n$ for all $n\in\mathbb{N}$. Then for any $n\in\mathbb{N}$ we'll have

  • $A_n\sqcup B_n=[0,1]$

  • $\mu(A_n)=\mu(B_n)$

  • $|\mu(A\cap [a,b])-\mu(B\cap [a,b])|\leq 2^{-n}$ for any $[a,b]\subset[0,1]$

I wonder if we can take some kind of limit here raising $n\longrightarrow\infty$.

Origin. This question arose after I read this post. It's interesting whether the condition of Riemann integrability is crucial there or we could weaken it with Lebesgue integrability. In attempts to find counterexample I thought of above mentioned decomposition. If it exists then we could define $f(x)=1$ if $x\in A$ and $f(x)=-1$ if $x\in B$. That would be our counterexample because $\int_I f\,d\mu$ would be zero for any interval $I\in[0,1]$.

Generalization. Suppose $W\subset\mathbb{R}^n$ is a Lebesgue measurable set, and $\{r_i\}_{i=1}^k\subset\mathbb{R}_+$ such that $r_1+\ldots+r_k=\mu(W)$. Is it possible to choose such decomposition $A_1\sqcup\ldots\sqcup A_k=W$ that for any measurable $V\subset W$ we'd have $\mu(A_i \cap V)=r_i\cdot\frac{\mu(V)}{\mu(W)}$ for any $1\leq i\leq k$.

In other words, can we uniformly "blend" measurable subsets of a measurable set in any proportions? It seems to me like a very interesting result, provided it's true.

Glinka
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  • I never gave that suggestion, I originally suggested to work with continued fractions. Both $A$ and $B$ must have empty interior, and that is clearly not the case if we consider the parity of some digit. – Jack D'Aurizio Jun 29 '16 at 13:31
  • @JackD'Aurizio, sorry for that, I've removed that part – Glinka Jun 29 '16 at 13:51

1 Answers1

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The answer is that we cannot find such subsets $A$ and $B$. Of course, $A$ and $B$ need to be Lebesgue measurable so that $\mu (A)$ and $\mu(B)$ are well-defined.

Let us defined $\nu (C) = \mu (A \cap C)$ for all Lebesgue measurable subsets $C$. Then:

  • $\nu$ is a measure on Lebesgue-measurable sets, as it satisfies all axioms;
  • $\nu(C) = \mu(C)/2$ for all open intervals.

But open intervals generate the Borel sigma-algebra, so $\nu = \mu/2$ on Borel sets. Then their completion also satisfy this relation, so $\nu = \mu/2$ on Lebesgue measurable sets.

But then $\mu(A)/2 = \nu (A) = \mu (A \cap A) = \mu(A)$, so $\mu(A) = 0$, which contradicts our hypotheses.


If you want to describe a mixture of liquids exactly in proportion $1-1$, the most natural way is to define a function $f$ as the (local) proportion of the first liquid in the mixture. For a homogeneous mixing in equal parts, one would have $f \equiv 1/2$ almost everywhere, and indeed $\int_a^b f(t) dt = (b-a)/2$ is the quantity of the first liquid in the mix between points $a$ and $b$.

This point of view also behaves very well with respect to your "limiting process". Let $f_n = 1_{A_n}$ be the repartition of the first liquid. Then, for any measurable and bounded function $g$,

$$\lim_{n \to + \infty} \int_0^1 f_n (x) \cdot g(x) dx = \int_0^1 \frac{1}{2} \cdot g(t) dt,$$

which is to say, the sequence of functions $(f_n)$ converges weakly in $\mathbb{L}^1 ([0,1],\mu)$ to the function $f \equiv 1/2$. So, in this sense at least, the function $f$ is indeed what you get as a limit of your mixing process.

N.B.: If you want to prove the convergence above, and elementary way if to prove it when $g = 1_{[a,b]}$ for some $a<b$, then when $g$ is simple, and finally use and approximation argument - for instance in $\mathbb{L}^2$ - to extend it to all measurable and bounded $g$.

D. Thomine
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  • Thank you for your answer and for such simple and elegant proof! And examples with functions are very explanatory. I see now why the case with arbitary subsegments doesn't work. What do you think about the second case when one end of each segment is always $0$? These segments (I mean corresponding open intervals) don't generate the Borel sigma-algebra, so we can't apply your argument straightforwardly. – Glinka Jun 29 '16 at 22:31
  • I wonder: how can we prove that if $(C_n)_{n\geq1}$ is a sequence of Borel measurable sets such that $\nu(C_n)=\mu(C_n)/2$ for each $n$, then $\nu\bigl(\cup_n C_n\bigr)=\mu\bigl(\cup_n C_n\bigr)/2$? – Matemáticos Chibchas Jun 30 '16 at 23:08
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    @MatemáticosChibchas: We already know that $\nu$ and $\mu/2$ are measures. Then we use the countable additivity. Put $D_n := C_n \setminus \bigcup_{k=1}^{n-1} C_k$. Then $\bigcup_n C_n = \bigcup_n D_n$, so $\nu (\bigcup_n C_n) = \sum_n \nu(D_n) = \sum_n \mu(D_n)/2 = \mu (\bigcup_n C_n)/2$. – D. Thomine Jul 01 '16 at 08:15
  • @Glinka: the family $\mathcal{C} := {[0,a):a>0}$ still generate the $\sigma$-algebra, though. Indeed, $[a,b)=[0,b) \setminus[0,a) \in \mathcal{C}$ for all $a<b$. Then $(a,b) = \bigcup (a_n,b)$, where $a<a_n<b$ and $(a_n)$ converges to $a$. So all open intervals are in $\sigma(\mathcal{C})$. – D. Thomine Jul 01 '16 at 08:19
  • I see. But such $\mathcal{C}$ is not even a semiring, so I don't understand how we go from $\nu(C)=\mu(C)/2$ for all $C\in\mathcal{C}$ to the same equality for any Borel $C$. – Glinka Jul 01 '16 at 08:33
  • @GLinka: You don't need semi-rings to make measure theory work... If two finite measures coincide on open sets (or left-closed, right-open sets), then they coincide on Borel sets. That's an application of the monotone class theorem. Another way of seeing this is that finite measures on $\mathbb{R}$ are characterized by their distribution function. – D. Thomine Jul 01 '16 at 09:23
  • But for now $\mu$ and $\nu$ coincide only on $\mathcal{C}$ (from your comment above). Why does it imply that $\mu$ and $\nu$ coincide on any open set? – Glinka Jul 01 '16 at 09:36
  • @Glinka: open sets generate the $\sigma$-algebra. ${[a,b):a<b}$ also generates the $\sigma$-algebra. ${[0,a):a>0}$ also generates the $\sigma$-algebra. As long as $\nu$ and $\mu/2$ coincide on either of these families, then they are equal on all Borel sets. – D. Thomine Jul 01 '16 at 10:00
  • I know a theorem that establishes the uniqueness of the extension of the measure from semiring to generated by this semiring $\sigma$-algebra. But I don't know the same result for arbitary family of sets that generates $\sigma$-algebra. Could you give a reference where to look up this fact? – Glinka Jul 01 '16 at 12:29
  • Ok, I figured this out. Value $m\big((x,y]\big)$ plus $m\big([0,x]\big)$ should equals $m\big([0,y]\big)$, so we don't have much freedom here. And intervals $(x,y]$ forms semiring that generates Borel sigma-algebra, so here we are. Thank you for your patience. – Glinka Jul 01 '16 at 13:36
  • @D.Thomine Thanks, I had forgotten the "union=disjoint union" trick. – Matemáticos Chibchas Jul 01 '16 at 20:39