2

I think the measure is zero but I'm not sure. I'm pretty sure the set is measurable because its construction does not require Axiom of Choice. I don't know where to begin.

Edit: It was shown to be 1 by Kolmogorov's three series theorem.

A further question: Consider the function $f:(0,1)\rightarrow\mathbb{R}$ mapping $x$ values to the value of the corresponding series, and to $0$ otherwise. This function maps every open set to the whole real line. Does it map every set of positive measure to the whole real line?

Adam
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  • With regard to which measure? For the trivial measure it has measure 0 and for the counting measure it has infinity. You probably mean with respect to the Lebesque measure, right? – Konstruktor Jun 08 '24 at 12:36
  • It has measure $1$. See https://en.wikipedia.org/wiki/Harmonic_series_(mathematics)#Random_harmonic_series – David Gao Jun 08 '24 at 13:04
  • @DavidGao Thank you! I have updated the question with another query that I had. Can you help me with this one also? – Adam Jun 08 '24 at 22:26
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    The answer to your further question is no for kinda the same reason as your other question: either $\mu(f\geq 0)$ or $\mu(f<0)$ is strictly positive. – Jonathan Hole Jun 08 '24 at 23:23
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    @Adam As Jonathan mentioned, the answer is no. In fact, as the series converges a.s., $\mu(f \geq 0) = \mu(f < 0) = 1/2$, so in particular the set of numbers $x$ for which $f(x) \geq 0$ is a positive measure set that is mapped by $f$ only to the positive half of the real line. – David Gao Jun 09 '24 at 00:53
  • @JonathanHole How do we know ${x: f(x)\geq 0}$ and ${x:f(x)<0}$ are even measurable? – Adam Jun 09 '24 at 01:56
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    @Adam Heuristically, as you said, the construction never uses the axiom of choice, so it has to be measurable. Rigorously, the partial sum $S_k = \sum_{n=1}^k \frac{(-1)^{x_n}}{n}$ up to the $k$-th term is clearly measurable. Now, $f(x) \geq 0$ is the same as saying for all $n > 0$, there exists $m > 0$, s.t. for all $k \geq m$, $S_k < 1/n$. So ${x: f(x) \geq 0}$ is a countable intersection of countable unions of countable intersections of measurable sets, whence measurable itself. ${x: f(x) < 0}$ is its complement, so it’s also measurable. – David Gao Jun 09 '24 at 02:27
  • I see, but is it not possible to construct a non-measurable function mapping every set of positive measure to the whole real line without using the axiom of choice? The existence of non-principal ultrafilters is strictly weaker than Axiom of Choice, but it implies the existence of non-measurable sets. – Adam Jun 09 '24 at 02:39
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    @Adam I mean, such a function is necessarily non-measurable, per the same reason as in Jonathan’s comment, so some axiom of choice is necessary at some point. Does such a function even exist though? If it does (under the axiom of choice), I doubt you need the full axiom of choice to prove that. But I can’t see how to construct it in the first place. – David Gao Jun 09 '24 at 03:15
  • @DavidGao How about the following: Take any function $f:\mathbb{Q}\rightarrow\mathbb{Q}$ that maps any open interval in $\mathbb{Q}$ to the whole of $\mathbb{Q}$. Choose $r_\theta$, representatives of $\mathbb{R}/\mathbb{Q}$ using Ax of Choice. Extend this $f$ to a function $F:\mathbb{R}\rightarrow\mathbb{R}$ by letting $F(\theta)=f(\theta - r_\theta) + r_\theta$. – Adam Jun 09 '24 at 03:27
  • @Adam This won’t work. Fix any $\theta$. Then $\mathbb{R} \setminus (r_\theta + \mathbb{Q})$ is of positive (indeed, infinite) measure, but it’s mapped onto itself, not the entire $\mathbb{R}$. – David Gao Jun 09 '24 at 03:51

1 Answers1

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The OP’s main question has already been resolved in the comments. The following is a long comment addressing OP’s follow-up question in comments, namely, we show that under AC, we can construct a function $f: \mathbb{R} \to \mathbb{R}$ s.t. $f(A) = \mathbb{R}$ for any $A \subset \mathbb{R}$ with positive measure.

Let $\mathfrak{c}$ be the cardinality of $\mathbb{R}$. Let $(r_\lambda)_{\lambda < \mathfrak{c}}$ be an enumeration of $\mathbb{R}$ in which every element appears $\mathfrak{c}$ many times. (This can be arranged, for example, by fixing a bijection $\iota: \mathfrak{c} \to \mathbb{R} \times \mathbb{R}$ and let $r_\lambda$ be the first coordinate of $\iota(\lambda)$.) Recall that the collection of all Borel sets has cardinality $\mathfrak{c}$, so the same holds for the collection of all Borel sets with positive measure. Let $(A_\lambda)_{\lambda < \mathfrak{c}}$ be an enumeration of such sets.

We now construct, through transfinite induction, a function $f_\lambda$ for each $\lambda < \mathfrak{c}$ s.t., for each $\lambda$, $f_\lambda$ is a function defined on a subset of $\mathbb{R}$ of cardinality smaller than or equal to $\max\{\aleph_0, |\lambda|\}$, and has codomain $\mathbb{R}$. Furthermore, $f_\lambda \subset f_\kappa$ whenever $\lambda \leq \kappa < \mathfrak{c}$.

Assume for some $\lambda < \mathfrak{c}$, all $f_\kappa$ for $\kappa < \lambda$ have been constructed. We observe that $\cup_{\kappa < \lambda} f_\kappa$ is a function defined on a subset of $\mathbb{R}$ with cardinality smaller than or equal to $\max\{\aleph_0, |\lambda|\} < \mathfrak{c}$. Recall that any Borel set of positive measure must have cardinality $\mathfrak{c}$, whence we may choose (by another transfinite induction), $x_{\lambda, \eta} \in A_\eta$ for each $\eta \leq \lambda$, s.t. $x_{\lambda, \eta_1} \neq x_{\lambda, \eta_2}$ for any $\eta_1 \neq \eta_2$ and $x_{\lambda, \eta} \notin \text{dom}(\cup_{\kappa < \lambda} f_\kappa)$. Let,

$$f_\lambda = (\bigcup_{\kappa < \lambda} f_\kappa) \cup \{(x_{\lambda, \eta}, r_\lambda): \eta \leq \lambda\}$$

Now, having finished the inductive construction, we note that $\cup_{\lambda < \mathfrak{c}} f_\lambda$ is a partially defined function from $\mathbb{R}$ to $\mathbb{R}$. Extend it arbitrarily to a fully defined function $f: \mathbb{R} \to \mathbb{R}$. We claim that $f$ satisfies the requisite property. Indeed, for any $A \subset \mathbb{R}$ of positive measure, it must contain a Borel set of positive measure as a subset, say, $A_\eta \subset A$ for some $\eta < \mathfrak{c}$. Let $r \in \mathbb{R}$. Since each real number appears in the enumeration $(r_\lambda)_{\lambda < \mathfrak{c}}$ $\mathfrak{c}$ many times, there exists $\kappa \geq \eta$ s.t. $r_\kappa = r$. But then by definition of $f_\kappa$, we see that $x_{\kappa, \eta} \in A_\eta$ and,

$$f(x_{\kappa, \eta}) = f_\kappa(x_{\kappa, \eta}) = r_\kappa = r$$

So $r \in f(A_\eta) \subset f(A)$. Since $r \in \mathbb{R}$ is arbitrary, this shows $f(A) = \mathbb{R}$.

Remark 1: The construction of such an $f$ necessarily depends on some AC. Indeed, any such $f$ satisfies the following strong non-measurability property: for any $K \subset \mathbb{R}$ that is neither empty nor the entire $\mathbb{R}$, $f^{-1}(K)$ cannot be measurable, regardless of whether $K$ is measurable or not. Indeed, if $f^{-1}(K)$ were to be measurable, then so is $\mathbb{R} \setminus f^{-1}(K) = f^{—1}(\mathbb{R} \setminus K)$. Thus, either $f^{-1}(K)$ or $f^{-1}(\mathbb{R} \setminus K)$ has to have positive measure, contradicting the assumption on $f$. However, if I’m not mistaken, the above proof only used AC to the extent that $\mathbb{R}$ is well-orderable. That is definitely far weaker than the full AC.

Remark 2: The above proof shows that, given any collection $\Sigma$ of at most $\mathfrak{c}$ subsets of $\mathbb{R}$, each of cardinality $\mathfrak{c}$, one may construct an $f: \mathbb{R} \to \mathbb{R}$ s.t. $f(A) = \mathbb{R}$ for all $A \in \Sigma$. Note that this stands in contrast to the case where we require $f(A) = \mathbb{R}$ for all $A \subset \mathbb{R}$ of cardinality $\mathfrak{c}$, which is impossible to arrange, as has been demonstrated in this answer to another question of the OP’s.

David Gao
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