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Lebesgue Measure on R^n · Tutorial 170 of 798

Coordinate Permutations and Reflections

See why permuting or reflecting coordinates preserves Lebesgue measure, including how reflected half-open endpoints behave.

Advanced 9 min read

What You'll Learn

  • Define coordinate permutations and coordinate reflections as bijections of Euclidean space.
  • Track the image of a half-open box under a permutation or reflection.
  • Prove that these transformations preserve Lebesgue outer measure.
  • Use the Carathéodory criterion to prove preservation of Lebesgue measurability.
  • Compute measures of transformed boxes and countable unions of boxes.
  • Avoid endpoint errors when reflecting half-open intervals.

Coordinate Changes That Preserve Volume

A coordinate permutation changes the order in which coordinates are listed, while a coordinate reflection changes the sign of one or more coordinates. Neither operation stretches or compresses any coordinate interval, so the volume of a box should not change. To extend that observation from boxes to all Lebesgue measurable sets, we will first verify preservation of outer measure and then apply the Carathéodory criterion for measurability.

Throughout, \(n\ge1\), and we work in \((\mathbb{R}^n,\mathcal{L},m)\), where \(\mathcal{L}\) is the Lebesgue sigma-algebra and \(m\) is Lebesgue measure. This measure space is complete and sigma-finite, but not finite when \(n\ge1\). Sets considered in the main measure-preservation theorem are Lebesgue measurable; the outer-measure statement applies to every subset of \(\mathbb{R}^n\). We use the earlier construction of Lebesgue outer measure by countable covers with bounded half-open boxes. The volume of \(B=\prod_{i=1}^n[a_i,b_i)\), where each \(a_i<b_i\) is finite, is \(\prod_{i=1}^n(b_i-a_i)\).

Definition: Let \(\pi\) be a permutation of \(\{1,\ldots,n\}\), and let \(\varepsilon_1,\ldots,\varepsilon_n\in\{-1,1\}\). The coordinate permutation and reflection map \(T:\mathbb{R}^n\to\mathbb{R}^n\) is defined by \(T(x)_i=\varepsilon_i x_{\pi(i)}\) for \(i=1,\ldots,n\). It is a bijection: each output coordinate identifies one input coordinate, and each sign can be reversed.

Permutations and reflections can be combined in one map \(T\). The crucial fact about its action on a box is that every side length is preserved, although the endpoint inclusion can change. For example, reflection sends \([a,b)\) to \((-b,-a]\), not to \([-b,-a)\). Since the outer-measure construction uses half-open boxes, we account for this endpoint change in the proof below.

Outer Measure and Measurability

Proposition: For every subset \(A\subseteq\mathbb{R}^n\) and every coordinate permutation and reflection map \(T\), \(m^*(T(A))=m^*(A)\).

Proof. The map \(T\) is a bijection and sends a half-open box to a rectangle whose coordinate intervals have the same lengths as the original intervals, but may have different endpoint inclusions. Let \(B=\prod_{i=1}^n[a_i,b_i)\) be a box in a countable cover of \(A\). For any \(\delta>0\), each coordinate interval of \(T(B)\) is contained in a half-open interval of the form \([c_i-\delta,d_i+\delta)\), where \(d_i-c_i=b_{\pi(i)}-a_{\pi(i)}\). Thus \(T(B)\) is contained in a half-open box with volume \(\prod_{i=1}^n(b_{\pi(i)}-a_{\pi(i)}+2\delta)\). As \(\delta\) decreases to zero, this volume tends to \(\prod_{i=1}^n(b_i-a_i)\). Consequently, for every \(\eta>0\), \(T(B)\) can be covered by a half-open box whose volume is less than \(m^*(B)+\eta\), where \(m^*(B)=\prod_i(b_i-a_i)\).

Now let \(B_1,B_2,\ldots\) be any countable half-open box cover of \(A\) with finite total volume. For each \(j\ge1\), cover \(T(B_j)\) by a half-open box of volume less than \(m^*(B_j)+\eta 2^{-j}\). These boxes cover \(T(A)\), so the definition of outer measure gives \(m^*(T(A))\le\sum_{j=1}^\infty m^*(B_j)+\eta\). Taking the infimum over covers and then letting \(\eta\downarrow0\) gives \(m^*(T(A))\le m^*(A)\). If \(m^*(A)=\infty\), this inequality is automatic. The inverse \(T^{-1}\) is also a coordinate permutation and reflection map, so the same argument applied to \(T^{-1}\) gives \(m^*(A)\le m^*(T(A))\). Therefore the two outer measures are equal. \(\square\)

Theorem: For the measure space \((\mathbb{R}^n,\mathcal{L},m)\), a coordinate permutation and reflection map \(T\) sends every Lebesgue measurable set \(E\) to a Lebesgue measurable set \(T(E)\), and \(m(T(E))=m(E)\).

Proof. Let \(E\in\mathcal{L}\). By the Carathéodory criterion, for every set \(A\subseteq\mathbb{R}^n\), \(m^*(A)=m^*(A\cap E)+m^*(A\setminus E)\). To check the criterion for \(T(E)\), take any \(C\subseteq\mathbb{R}^n\) and put \(A=T^{-1}(C)\). Bijection gives \(T^{-1}(C\cap T(E))=A\cap E\) and \(T^{-1}(C\setminus T(E))=A\setminus E\). Outer-measure preservation, already proved for every subset, therefore gives \(m^*(C)=m^*(A)=m^*(A\cap E)+m^*(A\setminus E)=m^*(C\cap T(E))+m^*(C\setminus T(E))\). The Carathéodory criterion implies \(T(E)\in\mathcal{L}\). Applying outer-measure preservation to \(E\), and using that \(m=m^*\) on Lebesgue measurable sets, gives \(m(T(E))=m(E)\). \(\square\)

This theorem applies to sets of finite or infinite measure. In particular, it does not require a bounded set or a finite measure space. It also says that images and inverse images of Lebesgue measurable sets are measurable, since \(T^{-1}\) is another map of the same type.

Worked Images and Measures

Worked Example: Permuting a Half-Open Box

In \(\mathbb{R}^3\), let \(T(x_1,x_2,x_3)=(x_3,x_2,x_1)\), and let \(B=[1,3)\times[-2,1)\times[0,4)\). Find the image and its measure.

The first output coordinate ranges over the third input interval, the second over the second input interval, and the third over the first input interval. Therefore \(T(B)=[0,4)\times[-2,1)\times[1,3)\). The side lengths of \(B\) are \(3-1=2\), \(1-(-2)=3\), and \(4-0=4\), so \(m(B)=2\cdot3\cdot4=24\). The image has side lengths \(4-0=4\), \(1-(-2)=3\), and \(3-1=2\), so \(m(T(B))=4\cdot3\cdot2=24\).

Check: the formula for the image keeps each interval intact and only reorders them. Its volume is \(4\cdot3\cdot2=24\), the same product of lengths as \(2\cdot3\cdot4=24\).

Worked Example: Reflecting an Interval and a Rectangle

In \(\mathbb{R}^2\), reflect the first coordinate by \(T(x_1,x_2)=(-x_1,x_2)\). Apply \(T\) to \(B=[-1,2)\times[0,3)\).

The interval \([-1,2)\) maps to \((-2,1]\): its points \(x_1\) satisfy \(-1\le x_1<2\), so their negatives satisfy \(-2<-x_1\le1\). The second coordinate stays in \([0,3)\). Hence \(T(B)=(-2,1]\times[0,3)\). The original side lengths are \(2-(-1)=3\) and \(3-0=3\), giving \(m(B)=3\cdot3=9\). The image has lengths \(1-(-2)=3\) and \(3-0=3\), giving \(m(T(B))=3\cdot3=9\).

Check: the original endpoint \(-1\) belongs to its interval and maps to \(1\), so \(1\) belongs to the image interval. The original endpoint \(2\) does not belong to its interval, so \(-2\) does not belong to the image. This verifies the endpoint notation \((-2,1]\).

Worked Example: A Countable Union of Boxes

In \(\mathbb{R}^2\), let \(E=\bigcup_{k=1}^{\infty}[2k,2k+1)\times[0,2^{-k})\). Find its measure and the measure of its image under \(T(x_1,x_2)=(x_2,x_1)\).

The rectangles in \(E\) are pairwise disjoint: their first-coordinate intervals \([2k,2k+1)\) do not intersect for distinct positive integers \(k\). Each rectangle has area \((2k+1-2k)(2^{-k}-0)=2^{-k}\). By countable additivity, \(m(E)=\sum_{k=1}^{\infty}2^{-k}=1\); indeed, the partial sum through \(N\) is \(1-2^{-N}\), which tends to \(1\).

For each \(k\), the image rectangle is \([0,2^{-k})\times[2k,2k+1)\). These image rectangles are also pairwise disjoint, since their second-coordinate intervals are pairwise disjoint. Each has area \((2^{-k}-0)(2k+1-2k)=2^{-k}\), so \(m(T(E))=\sum_{k=1}^{\infty}2^{-k}=1\).

Check: the finite union through \(N\) has measure \(\sum_{k=1}^N2^{-k}=1-2^{-N}\), both before and after the coordinate swap. Its limit is \(1\) in both cases, in agreement with the theorem.

Endpoint Pitfall and Scope

A common mistake is to reflect \([a,b)\) and write \([-b,-a)\). This is not the image: it gets the endpoint inclusions wrong. For example, reflecting \([1,3)\) gives \((-3,-1]\), because \(1\) is included and maps to \(-1\), while \(3\) is excluded and maps to \(-3\). The incorrect interval \([-3,-1)\) includes a point that is not in the image and omits a point that is. The two intervals nevertheless have the same Lebesgue measure, since changing endpoints changes only a finite set of points of measure zero. Equality of measures does not make the sets themselves equal.

The preservation result concerns only coordinate permutations and reflections. It establishes their volume factor as \(1\), using box covers and the Carathéodory criterion. It does not establish a volume formula for coordinate scalings or for general linear maps; those transformations require additional arguments.

Check Your Understanding

For each question, track endpoint inclusion as well as interval length.

  1. In \(\mathbb{R}^2\), find the image of \([0,2)\times[-1,1)\) under \(T(x_1,x_2)=(x_2,x_1)\), and compute both measures.
  2. Reflect \([-2,1)\) by \(x\mapsto-x\). Which endpoint of the image interval is included?
  3. Explain why the outer-measure preservation proposition applies to a set that is not known to be Lebesgue measurable.
  4. State how the Carathéodory criterion proves that the image of a Lebesgue measurable set is measurable.
  5. For \(E=\bigcup_{k\ge1}[3k,3k+1)\times[0,4^{-k})\), compute \(m(E)\) and explain why swapping coordinates preserves that measure.