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Lebesgue Outer Measure on R · Tutorial 116 of 798

Common Errors in Countable Cover Arguments

A reliable countable-cover argument needs a summable error budget, careful use of infima, and a point-by-point coverage check.

Intermediate 10 min read

What You'll Learn

  • Distinguish an infimum of cover lengths from an attained minimum.
  • Identify why assigning errors proportional to one over the index can fail.
  • Construct a convergent geometric error budget for countably many choices.
  • Check that every point of the target set belongs to at least one proposed interval.
  • Repair a cover that misses endpoints and compute its total length exactly.

Three Checks for Countable Covers

A countable interval cover is a family of intervals whose union contains the entire target set. In arguments involving such covers, a small numerical error is not harmless unless the errors have a finite total, and a family that covers a dense subset need not cover the target set. A third issue is logical: an infimum of possible cover lengths need not be the length of any actual cover. These are separate checks, and passing one does not automatically pass the others.

We work on \(\mathbb{R}\). For any set \(E\subseteq\mathbb{R}\), its Lebesgue outer measure \(m^*(E)\) is the infimum of the sums of lengths of countable interval covers of \(E\). Outer measure is defined for every subset; \(E\) need not be measurable. We use the interval-cover convention from the earlier material, including degenerate intervals of length zero. A cover \((I_j)_{j\ge1}\) of \(E\) must satisfy \(E\subseteq\bigcup_{j\ge1} I_j\), and its total length is \(\sum_{j\ge1}|I_j|\), possibly \(+\infty\). By contrast, Lebesgue measure \(m\) is defined on the Lebesgue sigma-algebra \(\mathcal{L}\). We will use the established fact \(m^*([0,1])=1\), but no measurability assumption is needed for the cover checks below.

Definition (covering infimum): For a fixed set \(E\), the possible cover lengths form a set \(S_E\subseteq[0,\infty]\). The outer measure \(m^*(E)\) is \(\inf S_E\). Saying \(m^*(E)=a\) says that \(a\) is the greatest lower bound of the possible lengths; it does not, by itself, say that a cover of length \(a\) exists.

Infima Give Approximations, Not Necessarily Minimizers

The safe use of an infimum is to ask for a cover within a prescribed positive error. This is exactly what the definition guarantees when the infimum is finite.

Proposition (approximation from an infimum): Suppose \(E\subseteq\mathbb{R}\), \(S_E\neq\varnothing\), and \(m^*(E)<\infty\). For every \(\varepsilon>0\), there is a countable interval cover of \(E\) whose total length is less than \(m^*(E)+\varepsilon\).

Proof. Write \(\alpha=m^*(E)=\inf S_E\). Suppose, to the contrary, that no cover length is less than \(\alpha+\varepsilon\). Then every \(s\in S_E\) satisfies \(s\ge\alpha+\varepsilon\), so \(\alpha+\varepsilon\) is a lower bound for \(S_E\). This contradicts the fact that \(\alpha\) is the greatest lower bound, since \(\alpha+\varepsilon>\alpha\). Thus some \(s\in S_E\) satisfies \(s<\alpha+\varepsilon\), and the cover giving that length is the required cover. \(\square\)

The strict inequality matters: the proposition supplies a cover with length less than the requested threshold, not necessarily one with length equal to the infimum. If \(m^*(E)=\infty\), this finite approximation statement does not apply. Also, the proposition does not assert that the chosen cover is optimal. Earlier material on covering infima gives examples where the infimum is not attained.

Worked Example: Choosing a Cover Near an Unattained Infimum

For \(E=[0,1]\), the earlier result \(m^*([0,1])=1\) tells us the infimum. Consider the open intervals \(I_n=(-1/n,1+1/n)\), for positive integers \(n\). Each one covers \([0,1]\), and its length is \(1+2/n\).

To obtain a cover of length less than \(1+1/8\), choose \(n=32\). The endpoints are \(-1/32\) and \(33/32\), so

$$ |I_{32}|=\frac{33}{32}-\left(-\frac{1}{32}\right) =\frac{34}{32}=\frac{17}{16}=1+\frac{1}{16}<1+\frac{1}{8}. $$

Thus this particular cover meets the requested tolerance. As \(n\) increases, \(1+2/n\) tends to \(1\), but every interval in this family has length strictly greater than \(1\). Check: \(17/16=1.0625\), while \(1+1/8=9/8=1.125\), so the chosen length is indeed below the threshold. This calculation illustrates approximation; it does not turn the infimum into an attained minimum.

Errors Must Have a Finite Total

Suppose a construction makes one choice for each positive integer \(n\), with an error allowance \(\varepsilon_n>0\). To conclude that the total error is at most \(\varepsilon\), it is not enough that every individual allowance is small or that \(\varepsilon_n\to0\). The required condition is \(\sum_{n=1}^{\infty}\varepsilon_n\le\varepsilon\).

Lemma (summable error allocation): Given \(\varepsilon>0\), set \(\varepsilon_n=\varepsilon\,2^{-n}\) for \(n\ge1\). Then each \(\varepsilon_n>0\) and \(\sum_{n=1}^{\infty}\varepsilon_n=\varepsilon\). More generally, if choices indexed by \(n\) have costs at most \(c_n+\varepsilon_n\), where \(c_n\ge0\), \(\sum_n c_n<\infty\), and \(\sum_n\varepsilon_n\le\varepsilon\), then the total cost is at most \(\sum_n c_n+\varepsilon\).

Proof. For the geometric allocation, the partial sum is \(\sum_{n=1}^{N}\varepsilon 2^{-n}=\varepsilon(1-2^{-N})\). Since \(2^{-N}\to0\), the infinite sum is \(\varepsilon\). For the general assertion, add the cost bounds through index \(N\): \(\sum_{n=1}^{N}(c_n+\varepsilon_n)\le\sum_{n=1}^{N}c_n+\sum_{n=1}^{N}\varepsilon_n\le\sum_{n=1}^{\infty}c_n+\varepsilon\). The partial sums of the nonnegative costs increase to their infinite sum, so the same upper bound holds for the total cost. \(\square\)

In cover arguments, the choices may be intervals or whole interval covers. When each set \(E_n\) has finite outer measure, the approximation proposition lets us choose a cover of \(E_n\) with cost less than \(m^*(E_n)+\varepsilon_n\). If the errors are summable, the combined costs are controlled. The point of the lemma is the bookkeeping: each error must be chosen before summing, and the sum of all allowances—not just each allowance separately—must fit the budget.

Worked Example: A Divergent Budget and Its Repair

Let \((x_n)_{n\ge1}\) be any sequence of real numbers, and suppose we want intervals around its terms with total length below \(1/4\). A tempting assignment is to give the \(n\)-th interval length \(1/(4n)\). It fails as a budget: the partial sum is \(\frac14\sum_{n=1}^{N}1/n\), which is unbounded.

For an explicit divergence check, group terms in dyadic blocks. For \(j\ge1\), the block \(2^{j-1}+1\le n\le2^j\) has \(2^{j-1}\) terms, each at least \(1/2^j\). Its harmonic sum is therefore at least \(2^{j-1}/2^j=1/2\). The first \(k\) such blocks contribute at least \(k/2\) to \(\sum_{n=1}^{2^k}1/n\), so the proposed length sum is at least \(k/8\). It cannot stay below \(1/4\).

Instead, assign length \(2^{-(n+1)}\) to the \(n\)-th interval and set \(J_n=(x_n-2^{-(n+2)},x_n+2^{-(n+2)})\). The interval contains \(x_n\), and its length is \(2^{-(n+1)}\). Thus the family covers every point of the sequence, and

$$ \sum_{n=1}^{\infty}|J_n| =\sum_{n=1}^{\infty}2^{-(n+1)} =\frac{1/4}{1-1/2} =\frac{1}{2}. $$

This is a valid finite budget, though it is \(1/2\), not the desired \(1/4\). To meet \(1/4\), halve each length: take \(K_n=(x_n-2^{-(n+3)},x_n+2^{-(n+3)})\). Then \(x_n\in K_n\), its length is \(2^{-(n+2)}\), and

$$ \sum_{n=1}^{\infty}|K_n| =\sum_{n=1}^{\infty}2^{-(n+2)} =\frac{1/8}{1-1/2} =\frac{1}{4}. $$

Check: the first interval has radius \(1/16\) and length \(1/8\); the second has length \(1/16\). The geometric-series formula gives \(1/8+1/16+\cdots=1/4\), as required. The original harmonic assignment fails because its total diverges; the repaired assignment succeeds because its total is computed and finite.

A Cover Must Include Every Point

Length estimates only concern a family that actually covers the set in question. Covering many points, a dense subset, or all but a few endpoints is not enough. The definition requires the set inclusion \(E\subseteq\bigcup_n I_n\), so the check is pointwise: take an arbitrary \(x\in E\) and identify an interval that contains it.

Worked Example: Repairing a Cover That Misses Both Endpoints

Consider the proposed cover \(\{(0,1)\}\) for \(E=[0,1]\). It does not cover \(E\): \(0\notin(0,1)\) and \(1\notin(0,1)\). Its length is \(1\), but that length is irrelevant to a claim about covering \([0,1]\), because it is not a cover of \([0,1]\).

For a concrete repair, use the three open intervals \((-1/20,1/20)\), \((0,1)\), and \((19/20,21/20)\). The first contains \(0\); the middle contains every \(x\) with \(0<x<1\); and the last contains \(1\). Hence their union contains every point of \([0,1]\). Their lengths are respectively \(1/10\), \(1\), and \(1/10\), so the total is

$$ \frac{1}{10}+1+\frac{1}{10}=\frac{6}{5}. $$

Check: the left interval reaches from \(-0.05\) to \(0.05\), and the right interval from \(0.95\) to \(1.05\); thus both endpoints are included in the union. The total length is \(6/5=1.2\), which is greater than \(m^*([0,1])=1\), as expected for this non-optimal cover.

Common Mistakes and a Practical Audit

A common wrong calculation is to set \(\varepsilon_n=\varepsilon/n\) and then write \(\sum_n\varepsilon_n=\varepsilon\). This incorrectly treats the divergent harmonic series as though it summed to \(1\). For example, with \(\varepsilon=1\), the first four allowances total \(1+1/2+1/3+1/4=25/12>1\), and the full series diverges. The correction is to choose a genuinely summable sequence, such as \(\varepsilon_n=\varepsilon 2^{-n}\), and verify its sum before using it.

Two other invalid shortcuts are “choose a cover whose length equals the infimum” and “these intervals cover the points I have been considering, so they cover \(E\).” The first needs an attainment result that the definition of infimum does not provide; the second needs an inclusion proof for every point of \(E\). Before accepting a countable-cover argument, check the following:

  • Target: Is the set being covered stated precisely?
  • Coverage: For each \(x\) in that set, which interval contains \(x\)? Are endpoints included?
  • Infimum: Is the claim only an approximation within \(\varepsilon\), or is attainment separately justified?
  • Budget: Are the individual errors positive and does their series have the claimed finite sum?
  • Total: Are the interval lengths summed with the correct indexing and no omitted intervals?

These checks separate the geometric claim from the numerical estimate. A valid proof needs both: a family that covers the whole target and a correct bound on the total length of that family.

Check Your Understanding

For each question, distinguish the coverage claim from the length calculation.

  1. Why does the assignment \(\varepsilon_n=\varepsilon/(3n)\) fail to provide a finite total error budget?
  2. State precisely what the definition of \(m^*(E)\) guarantees when \(m^*(E)<\infty\) and \(\varepsilon>0\).
  3. For \(E=[0,1]\), which points are missed by the single interval \((0,1)\)?
  4. Find a geometric sequence of positive errors with total \(\varepsilon/2\), and verify its sum.
  5. In a proposed cover, what pointwise inclusion must be checked before its total length can be used as a bound for \(m^*(E)\)?