$mu$, a Borel measure on $mathbb{R}$ satisfies $mu(K)<infty$ for compact K, $mu(x+E)=mu(E)$. Then $mu(E)...












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I wish to show that any Borel measure which is finite over compact sets and is invariant under Euclidean isometrics, is in fact Lebesgue's measure multiplied by a positive factor. In other words: $forall E in mathcal{B_{mathbb{R}}} : mu(E) = ccdot lambda(E)$, when $lambda$ is Lebesgue's measure.



I proved that for $c = mu ([0,1])$ and for any open set in $mathbb{R}$. Now defining $mathcal{E} = {E : mu(E) = mu([0,1])cdot lambda(E) }$ I wish to demonstrate that $mathcal{E}$ is a $sigma$ algebra and then $mathcal{B}_{mathbb{R}}subseteqmathcal{E}$.



I don't succeed to show closure under complement, and I would like some help with that.



For non-emptiness and closure under countable unions:





  • $mathcal{E}$ is not empty , because it contains all open sets.


  • ${E_n}_1^infty$ a disjoint collection in $mathcal{E}$ : $mu(biguplus E_n) = sum_1^inftymu(E_n)=sum_1^infty mu([0,1])cdot lambda(E_n) = mu([0,1])cdot lambda(biguplus E_n)$. Thus $mathcal{E}$ is closed to countable unions (I am using here a lemma which promises it's enough to demonstrate it for disjoint collection).










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    1














    I wish to show that any Borel measure which is finite over compact sets and is invariant under Euclidean isometrics, is in fact Lebesgue's measure multiplied by a positive factor. In other words: $forall E in mathcal{B_{mathbb{R}}} : mu(E) = ccdot lambda(E)$, when $lambda$ is Lebesgue's measure.



    I proved that for $c = mu ([0,1])$ and for any open set in $mathbb{R}$. Now defining $mathcal{E} = {E : mu(E) = mu([0,1])cdot lambda(E) }$ I wish to demonstrate that $mathcal{E}$ is a $sigma$ algebra and then $mathcal{B}_{mathbb{R}}subseteqmathcal{E}$.



    I don't succeed to show closure under complement, and I would like some help with that.



    For non-emptiness and closure under countable unions:





    • $mathcal{E}$ is not empty , because it contains all open sets.


    • ${E_n}_1^infty$ a disjoint collection in $mathcal{E}$ : $mu(biguplus E_n) = sum_1^inftymu(E_n)=sum_1^infty mu([0,1])cdot lambda(E_n) = mu([0,1])cdot lambda(biguplus E_n)$. Thus $mathcal{E}$ is closed to countable unions (I am using here a lemma which promises it's enough to demonstrate it for disjoint collection).










    share|cite|improve this question



























      1












      1








      1







      I wish to show that any Borel measure which is finite over compact sets and is invariant under Euclidean isometrics, is in fact Lebesgue's measure multiplied by a positive factor. In other words: $forall E in mathcal{B_{mathbb{R}}} : mu(E) = ccdot lambda(E)$, when $lambda$ is Lebesgue's measure.



      I proved that for $c = mu ([0,1])$ and for any open set in $mathbb{R}$. Now defining $mathcal{E} = {E : mu(E) = mu([0,1])cdot lambda(E) }$ I wish to demonstrate that $mathcal{E}$ is a $sigma$ algebra and then $mathcal{B}_{mathbb{R}}subseteqmathcal{E}$.



      I don't succeed to show closure under complement, and I would like some help with that.



      For non-emptiness and closure under countable unions:





      • $mathcal{E}$ is not empty , because it contains all open sets.


      • ${E_n}_1^infty$ a disjoint collection in $mathcal{E}$ : $mu(biguplus E_n) = sum_1^inftymu(E_n)=sum_1^infty mu([0,1])cdot lambda(E_n) = mu([0,1])cdot lambda(biguplus E_n)$. Thus $mathcal{E}$ is closed to countable unions (I am using here a lemma which promises it's enough to demonstrate it for disjoint collection).










      share|cite|improve this question















      I wish to show that any Borel measure which is finite over compact sets and is invariant under Euclidean isometrics, is in fact Lebesgue's measure multiplied by a positive factor. In other words: $forall E in mathcal{B_{mathbb{R}}} : mu(E) = ccdot lambda(E)$, when $lambda$ is Lebesgue's measure.



      I proved that for $c = mu ([0,1])$ and for any open set in $mathbb{R}$. Now defining $mathcal{E} = {E : mu(E) = mu([0,1])cdot lambda(E) }$ I wish to demonstrate that $mathcal{E}$ is a $sigma$ algebra and then $mathcal{B}_{mathbb{R}}subseteqmathcal{E}$.



      I don't succeed to show closure under complement, and I would like some help with that.



      For non-emptiness and closure under countable unions:





      • $mathcal{E}$ is not empty , because it contains all open sets.


      • ${E_n}_1^infty$ a disjoint collection in $mathcal{E}$ : $mu(biguplus E_n) = sum_1^inftymu(E_n)=sum_1^infty mu([0,1])cdot lambda(E_n) = mu([0,1])cdot lambda(biguplus E_n)$. Thus $mathcal{E}$ is closed to countable unions (I am using here a lemma which promises it's enough to demonstrate it for disjoint collection).







      measure-theory lebesgue-measure






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      edited Nov 18 at 17:24

























      asked Nov 18 at 16:42









      dan

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