Let {An}
be a sequence of sets that Lebesgue measurable on R
such that μ(An)<∞
for all n
(integer). Let
A=∞⋃m=1(∞⋂k≥mAk)
Do we have the following inequality:
μ(A)≤lim inf
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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