[Math] On proof that the outer (Lebesgue)measure of an interval is its length

outer-measurereal-analysis

Begining the proof that the outer (Lebesgue) measure of an interval is its length, i'm little confused from the start.

i know what the outer measure is and the whole process of the proof (using Heine – Borel Theorem, infimum..etc)

but, at the start of the proof, let me write,,

**

it begins with the case of closed bounded interval, say, $[$a$,$b$]$. Since the open interval ($a$-$\epsilon$, $b$+$\epsilon$) contains [a,b] for each positive number $\epsilon$, we have m$^*$[a,b] $\le$ b-a +2$\epsilon$. but since this is true for each positive $\epsilon$, we must have m$^*$[a,b] $\le$ b-a.

**

i cannot understand from the phrase " but since this is true…….."

how can we say m$^*$[a,b] $\le$ b-a

from m$^*$[a,b] $\le$ b-a +2$\epsilon$ ?

please give me a hint . thanks


for $x$,$y$ in $R$ and for arbitrary $\epsilon$

$x$ $\lt$ $y+$$\epsilon$ implies $x$$\lt$ $y$

can this proposition explain my question??

(that proposition is contraposition of

"$x$ $\ge$ $y$ implies there exist $\epsilon$ $\gt$ $0$ s.t $x$ $\ge$ $y$ + $\epsilon$)

Best Answer

It is true when $\epsilon=1/2$: $m^\ast[a,b]\leq b-a+2\times 1/2$

It is true when $\epsilon=1/4$: $m^\ast[a,b]\leq b-a+2\times 1/4$

It is true when $\epsilon=1/10000000$: $m^\ast[a,b]\leq b-a+2\times 1/10000000$

Since we can make $\epsilon$ arbitrarily small, it must be true that $m^\ast[a,b]\leq b-a$. If $m^\ast[a,b]$ were even a little bit bigger than $b-a$, we could find a small enough value for $\epsilon$ so that $b-a<b-a+2\epsilon<m^\ast[a,b]$, which would be a contradiction.