Let $\left\{ A_{n}\right\} $
be a sequence of sets that Lebesgue measurable on $\mathbb{R}$
such that $\mu\left(A_{n}\right)<\infty$
for all $n$
(integer). Let
$$A={ \bigcup_{m=1}^{\infty}}{ \left(\bigcap_{k\geq m}^{\infty}A_{k}\right)}$$
Do we have the following inequality:
$$ \mu(A) \leq \liminf_{n\to\infty} \mu(A_n) ?$$
And can
$$\mu(A) < \liminf_{n\to\infty}\mu(A_n)?$$
My question is the second inequality (the first is well-known).
Thank you in advance.
Answer
$A$ is the set of points which are in infinitely many of the $A_k$. This gives us an idea: Make $A$ very small, but keep the $A_k$ at a fixed size.
In particular we can take
$\displaystyle\qquad
A_k = \begin{cases}
[0,1] & k \text{ odd} \cr
[1,2] & k \text{ even}
\end{cases}$
Now $A = \{1\}$ and $\mu(A_k) = 1$ for all $k$ giving us the desired sharp inequality.
You can make all kinds of variations on this theme. For example $A_k = [k,k+1]$.
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