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Lebesgue Outer Measure on R · Tutorial 115 of 798

Translating Explicit Interval Covers

Learn how to translate explicit interval covers without changing their total length, and use the covering infimum to prove translation invariance of outer measure.

Intermediate 9 min read

What You'll Learn

  • Translate open intervals by adding the same real number to both endpoints.
  • Verify that finite and countable cover lengths are unchanged.
  • Use translated covers to compare outer measures in both directions.
  • Handle finite outer measure and infinite outer measure in the invariance proof.
  • Distinguish a particular cover’s total length from the infimum defining outer measure.

Translating a Cover Without Changing Its Cost

A cover of a set is a collection of intervals whose union contains that set. If every interval is shifted by the same amount, the covered set shifts by that amount as well. The key calculation is that shifting both endpoints of an interval does not change the difference between them. This simple fact applies to finite covers and countable covers, and it allows us to compare the outer measures of a set and any translate of it.

Here \(E\) denotes an arbitrary subset of \(\mathbb{R}\), not necessarily a measurable set, and \(t\in\mathbb{R}\). Write \(E+t=\{x+t:x\in E\}\). We use Lebesgue outer measure \(m^*\) on all subsets of \(\mathbb{R}\), defined by taking the infimum of the total lengths of countable covers by bounded open intervals. Thus, if \(I_k=(a_k,b_k)\), its length is \(|I_k|=b_k-a_k\), and a cover \(E\subseteq\bigcup_{k=1}^{\infty} I_k\) has total length \(\sum_{k=1}^{\infty}(b_k-a_k)\). The sum and the outer measure may be \(+\infty\). The empty set has outer measure zero.

Definition: For an interval \(I=(a,b)\) and a real number \(t\), its translate is \(I+t=(a+t,b+t)\). Its length is unchanged, since \(|I+t|=(b+t)-(a+t)=b-a=|I|\). For a family of intervals, translating a cover means translating every interval by the same \(t\).

If \(E\subseteq\bigcup_k I_k\), then \(E+t\subseteq\bigcup_k(I_k+t)\): for \(x\in E\), choose an interval \(I_k\) containing \(x\); then \(x+t\in I_k+t\). This inclusion and the endpoint calculation are the two ingredients needed below. They do not require that the intervals be disjoint, that the cover be optimal, or that \(E\) be measurable.

Finite Covers: Track Each Interval

Worked Example: A Cover of a Two-Interval Set

Let \(E=[0,1]\cup[2,5/2]\). Consider the two open intervals \(I_1=(-1/4,5/4)\) and \(I_2=(7/4,11/4)\). The first contains every point of \([0,1]\), and the second contains every point of \([2,5/2]\). Their lengths are

$$ |I_1|=\frac54-\left(-\frac14\right)=\frac64=\frac32, \qquad |I_2|=\frac{11}{4}-\frac74=\frac44=1. $$

Thus this cover has total length \(3/2+1=5/2\). Translate by \(t=-3\). Then \(E-3=[-3,-2]\cup[-1,-1/2]\), and the translated intervals are \(I_1-3=(-13/4,-7/4)\) and \(I_2-3=(-5/4,-1/4)\). They cover the two respective components, and

$$ |I_1-3|=-\frac74-\left(-\frac{13}{4}\right)=\frac64=\frac32, \qquad |I_2-3|=-\frac14-\left(-\frac54\right)=\frac44=1. $$

The translated cover also has total length \(5/2\). As a check on the endpoints, \(I_1-3\) contains \([-3,-2]\), while \(I_2-3\) contains \([-1,-1/2]\). The cover’s length \(5/2\) is an upper bound, not the outer measure: the two components of \(E\) have lengths \(1\) and \(1/2\), so the previously established outer measure formula for finite unions of disjoint intervals gives \(m^*(E)=3/2\). The translate has the same outer measure, as the theorem below will show.

For a finite family \(I_1,\ldots,I_N\), the verification is term by term: \(|I_k+t|=|I_k|\) for every \(k\), so \(\sum_{k=1}^N|I_k+t|=\sum_{k=1}^N|I_k|\). The same conclusion holds for a countable family. Indeed, each finite partial sum of the translated lengths equals the corresponding original partial sum; taking the limit of these nondecreasing partial sums gives equal total sums, including when the value is infinite.

Countable Covers: The Same Calculation at Every Index

Worked Example: A Cover of a Sequence and Its Translate

Let \(A=\{1/n:n\ge1\}\). For each positive integer \(n\), take the interval centered at \(1/n\) with radius \(2^{-n-2}\):

$$ I_n=\left(\frac1n-2^{-n-2},\frac1n+2^{-n-2}\right). $$

The point \(1/n\) is the center of \(I_n\), so \(A\subseteq\bigcup_{n=1}^{\infty}I_n\). The length of the \(n\)-th interval is \(2\cdot2^{-n-2}=2^{-n-1}\). Hence the total cover length is the geometric series

$$ \sum_{n=1}^{\infty}|I_n| =\sum_{n=1}^{\infty}2^{-n-1} =\frac{1/4}{1-1/2} =\frac12. $$

For example, \(I_1=(7/8,9/8)\) has length \(9/8-7/8=2/8=1/4\), agreeing with \(2^{-1-1}=1/4\). Now translate by \(t=2\). The set becomes \(A+2=\{2+1/n:n\ge1\}\), and the intervals become \(I_n+2=(2+1/n-2^{-n-2},\,2+1/n+2^{-n-2})\). Each translated interval still has length \(2^{-n-1}\), so the translated cover also has total length \(1/2\). For \(n=1\), its interval is \((23/8,25/8)\), whose length is \(25/8-23/8=2/8=1/4\).

Consequently, these particular covers show \(m^*(A)\le1/2\) and \(m^*(A+2)\le1/2\). Since \(A\) and \(A+2\) are countable, the earlier result that countable sets have outer measure zero gives \(m^*(A)=m^*(A+2)=0\). The cover calculation is consistent with that exact value, but it is not itself an optimality argument: it only supplies an upper bound.

It is important not to confuse the cost of a displayed cover with the outer measure. A cover can overlap, include space outside the set, or simply fail to be close to optimal. Translation preserves the cost of each chosen cover; the outer measure is obtained only after taking the infimum over all covers.

Proposition: If \((I_k)\) is a finite or countable family of bounded open intervals, then its translated family \((I_k+t)\) has the same total length. If \((I_k)\) covers \(E\), then \((I_k+t)\) covers \(E+t\).

Proof. Write \(I_k=(a_k,b_k)\). For each index \(k\), \(|I_k+t|=(b_k+t)-(a_k+t)=b_k-a_k=|I_k|\). For a finite family, summing these equalities gives equality of total lengths. For a countable family, the sums are the limits of their nondecreasing finite partial sums; corresponding partial sums are equal, so their limits are equal, whether finite or infinite. If \(x\in E\), the cover assumption gives some index \(k\) with \(x\in I_k\). Adding \(t\) yields \(x+t\in I_k+t\), and therefore \(E+t\subseteq\bigcup_k(I_k+t)\). \(\square\)

Translation Invariance of Lebesgue Outer Measure

Theorem: For every subset \(E\subseteq\mathbb{R}\) and every \(t\in\mathbb{R}\), \(m^*(E+t)=m^*(E)\). The values may be finite or infinite. No measurability assumption on \(E\) is required.

Proof. First suppose \(E=\varnothing\). Then \(E+t=\varnothing\), so both outer measures are zero. Now suppose \(E\ne\varnothing\) and \(m^*(E)<\infty\). For every \(\varepsilon>0\), the definition of an infimum gives a countable interval cover \((I_k)\) of \(E\) whose total length is less than \(m^*(E)+\varepsilon\). By the proposition, \((I_k+t)\) covers \(E+t\) and has the same total length. Therefore \(m^*(E+t)\le m^*(E)+\varepsilon\) for every \(\varepsilon>0\), which implies \(m^*(E+t)\le m^*(E)\).

If \(m^*(E)=+\infty\), the inequality \(m^*(E+t)\le m^*(E)\) holds in the extended order, since every outer measure is at most \(+\infty\). Thus this inequality holds in all cases. Apply the same argument to \(E+t\) with translation \(-t\). Since \((E+t)-t=E\), it gives \(m^*(E)\le m^*(E+t)\). The two inequalities yield \(m^*(E+t)=m^*(E)\), including the case where the common value is infinite. \(\square\)

The infimum in the definition need not be attained. The proof therefore does not assume that a shortest cover exists: when the outer measure is finite, it uses a cover within an arbitrary \(\varepsilon\) of the infimum, and then lets \(\varepsilon\) decrease to zero. The reverse inequality is essential; a translated cover alone gives only one direction.

Worked Example: Near-Length Covers of a Finite Union

Let \(F=[0,1]\cup[2,3]\), and use \(\varepsilon=1/10\). The open intervals \(J_1=(-1/10,11/10)\) and \(J_2=(19/10,31/10)\) cover the two components. Their lengths are

$$ |J_1|=\frac{11}{10}-\left(-\frac1{10}\right)=\frac{12}{10}=\frac65, \qquad |J_2|=\frac{31}{10}-\frac{19}{10}=\frac{12}{10}=\frac65. $$

The total length is \(12/5\), which exceeds the sum \(2\) of the component lengths by \(12/5-2=2/5\). Translate by \(t=1/2\). Then \(F+1/2=[1/2,3/2]\cup[5/2,7/2]\), and the intervals are \(J_1+1/2=(2/5,8/5)\) and \(J_2+1/2=(12/5,18/5)\). Their lengths, calculated from the new endpoints, are \(8/5-2/5=6/5\) and \(18/5-12/5=6/5\), so the total remains \(12/5\). The finite-disjoint-interval formula gives \(m^*(F)=2\) and \(m^*(F+1/2)=2\); translation invariance gives the same conclusion without needing that formula for each translated set separately.

A Common Endpoint-Translation Mistake

A frequent error is to add \(t\) to only one endpoint when calculating a translated interval’s length. For example, \(I=(1/2,5/2)\) has length \(5/2-1/2=2\). Translating by \(3\) gives \(I+3=(7/2,11/2)\). The incorrect calculation \((11/2)-(1/2)=5\) leaves the original left endpoint in place. The correct calculation uses both translated endpoints: \((11/2)-(7/2)=4/2=2\). The interval has moved, but its length has not changed.

A second mistake is to infer equality of outer measures from just one cover. A cover of \(E\) gives an upper bound for \(m^*(E)\), and its translate gives the same upper bound for \(m^*(E+t)\). To prove equality, one must compare the infima in both directions. Translating covers by \(t\) gives one inequality; translating covers of \(E+t\) by \(-t\) gives the other. This argument works for arbitrary sets and does not claim that any particular cover realizes the infimum.

Check Your Understanding

For each question, keep track of both endpoints and distinguish a cover’s total length from the outer measure.

  1. Translate \(I=(-2,1/3)\) by \(t=5/3\). Write the translated interval and calculate its length directly from its new endpoints.
  2. If three intervals have lengths \(1/2\), \(3/4\), and \(2\), what is the total length after all three are translated by the same real number? Explain why.
  3. Suppose \(E\subseteq\bigcup_{k=1}^{\infty}I_k\), where each \(I_k\) is a bounded open interval. Explain why \((I_k+t)\) covers \(E+t\).
  4. Why does a cover of \(E\) with total length \(7\) not, by itself, prove that \(m^*(E)=7\)?
  5. In the translation-invariance proof, which translation gives the inequality \(m^*(E)\le m^*(E+t)\), and why is it needed?