If $T:\mathbb R^k\to \mathbb R^k$ is linear and $\dim\operatorname{range}T < k$ then $m(\operatorname{range}T) = 0$

lebesgue-measurelinear algebrameasure-theoryreal-analysis

If $T:\mathbb R^k\to \mathbb R^k$ is linear and the range of $T$ is a subspace of lower dimension, i.e. $\dim\operatorname{range}T < k$ then prove that $m(\operatorname{range}T) = 0$, where $m$ is the Lebesgue measure on $\mathbb R^k$.

Rudin uses this in his proof of Theorem 2.20(e) of Real and Complex Analysis.


To prove this, I have two ideas in mind, but I haven't been able to complete any one of them. Following is my work, which I request you to help me complete (or suggest alternatives):

Attempt $1$ (Induction): I am trying to do induction on $k$. The base case $k=1$ is trivial since the only subspace of $\mathbb R$ of lower dimension is $\{0\}$ and $m(\{0\}) = 0$. Assume the statement holds for all $k < n$. To complete the induction step, we must prove it for $k = n$. Assume $\dim\operatorname{range}T < n$ for some linear $T:\mathbb R^n\to\mathbb R^n$. What do I do next?

Attempt $2$ (Direct Proof): I feel we can take arbitrarily thin sets (in the sense that their measure is small) which enclose the subspace $\operatorname{range}T$. By monotonicity of the Lebesgue measure, we should be able to arrange $m(\operatorname{range}T) < \epsilon$ for every $\epsilon > 0$, implying $m(\operatorname{range}T) = 0$. Some vague thoughts are about using cosets – which are essentially parallely-shifted copies of the subspace in consideration.

Attempt $3$ (Inner regularity of $m$): Let $Y = \operatorname{range} T$. It suffices to show that $m(K) = 0$ for every compact $K\subset Y$. Translation invariance of the Lebesgue measure has already been established (but not rotation yet, don't use that). Suppose $K\subset Y$ is compact. I want to cover $K$ by $\epsilon$-balls of full dimension, and use a monotonicity argument to deduce $m(K) = 0$. This seems hard to do without information on the exact form of $K$ (or $Y$).

Thank you!

Best Answer

Let $l<k$ be the dimension of $Y=T(\mathbb R^k).$ Then there exists a bijective linear map $S:\mathbb R^l\to Y.$ If $K\subset Y$ is compact, then $S^{-1}(K)$ is a compact subset of $\mathbb R^l.$ It thus suffices to show $m_k(S(E))=0$ for every compact subset $E$ of $\mathbb R^l.$

Let such an $E$ be given. Choose $a>0$ such that $E\subset [-a,a]^l.$ Let $N$ be a large positive integer. Subdivide $[-a,a]$ into $2N$ subintervals $I_j$, each of length $a/N.$ Then

$$\tag 1 [-a,a]^l = \bigcup I_{j_1}\times I_{j_2} \cdots \times I_{j_l},$$

where $j_1, \dots ,j_{l}$ each run independently through $1,\dots, 2N.$ There are exactly $(2N)^l$ cubes on the right of $(1).$

Now every linear map on $\mathbb R^l$ is Lipschitz, so $S$ is Lipschitz. Thus there exists $M>0$ such that $|S(y)-S(x)|\le M|y-x|$ for all $x,y \in \mathbb R^l.$

Let $C$ be any of the cubes in the union in $(1).$ Then $\text {diam }C=\sqrt la/N.$ The Lipschitz condition then implies $\text {diam }S(C) \le M\sqrt l a/N.$ Take any point $p\in S(C).$ Then $S(C)$ is contained in a regular $k$-cube centered at $p,$ of side length $2M\sqrt l a/N.$ The volume of this last cube equals $(2M\sqrt l a/N)^k.$

We're in good shape: $S(E)$ is contained in the union of $(2N)^l$ $k$-cubes whose $k$-measures are each $(2M\sqrt l a/N)^k.$ The volume of this union is thus bounded above by

$$(2N)^l \frac{(2M\sqrt l a)^k}{N^k} = (2M\sqrt l a)^kN^{l-k}.$$

This is true for every $N.$ Because $l<k,$ the right side $\to 0$ as $N\to\infty.$ This shows the $k$-volume of $S(E)$ is $0,$ and we're done.