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In mathematical analysis, a null set is a Lebesgue measurable set of real numbers that has zero. This can be characterized as a set that can be covered by a union of intervals of arbitrarily small total length.

The notion of null set should not be confused with the as defined in . Although the empty set has zero, there are also non-empty sets which are null. For example, any non-empty countable set of real numbers has Lebesgue measure zero and therefore is null.

More generally, on a given M = (X, \Sigma, \mu) a null set is a set S \in \Sigma such that \mu(S) = 0.


Examples
Every finite or countably infinite subset of the is a null set. For example, the set of , the set of and the set of algebraic numbers are all countably infinite and therefore are null sets when considered as subsets of the real numbers.

The is an example of an uncountable null set. It is uncountable because it contains all real numbers between 0 and 1 whose ternary expansion can be written using only 0s and 2s (see Cantor's diagonal argument), and it is null because it is constructed by beginning with the closed interval of real numbers from 0 to 1 and iteratively removing a third of the previous set, thereby multiplying the length by 2/3 with every step.


Definition for Lebesgue measure
The is the standard way of assigning a , or to subsets of .

A subset N of the \Reals has null Lebesgue measure and is considered to be a null set (also known as a set of zero-content) in \Reals if and only if:

(In terminology of mathematical analysis, this definition requires that there be a of of A for which the limit of the lengths of the covers is zero.)

This condition can be generalised to \Reals^n, using n-cubes instead of intervals. In fact, the idea can be made to make sense on any , even if there is no Lebesgue measure there.

For instance:

  • With respect to \Reals^n, all singleton sets are null, and therefore all are null. In particular, the set \Q of is a null set, despite being dense in \Reals.
  • The standard construction of the is an example of a null in \Reals; however other constructions are possible which assign the Cantor set any measure whatsoever.
  • All the subsets of \Reals^n whose is smaller than n have null Lebesgue measure in \Reals^n. For instance straight lines or circles are null sets in \Reals^2.
  • Sard's lemma: the set of critical values of a smooth function has measure zero.

If \lambda is Lebesgue measure for \Reals and π is Lebesgue measure for \Reals^2, then the \lambda \times \lambda = \pi. In terms of null sets, the following equivalence has been styled a Fubini's theorem:

  • For A \subset \Reals^2 and A_x = \{y : (x , y) \isin A\}, \pi(A) = 0 \iff \lambda \left(\left\{x : \lambda\left(A_x\right) > 0\right\}\right) = 0.


Measure-theoretic properties
Let (X,\Sigma,\mu) be a . We have:

  • \mu(\varnothing) = 0 (by definition of \mu).
  • Any union of null sets is itself a null set (by countable subadditivity of \mu).
  • Any (measurable) subset of a null set is itself a null set (by monotonicity of \mu).

Together, these facts show that the null sets of (X,\Sigma,\mu) form a of the \Sigma. Accordingly, null sets may be interpreted as , yielding a measure-theoretic notion of "almost everywhere".


Uses
Null sets play a key role in the definition of the Lebesgue integral: if functions f and g are equal except on a null set, then f is integrable if and only if g is, and their integrals are equal. This motivates the formal definition of as sets of equivalence classes of functions which differ only on null sets.

A measure in which all subsets of null sets are measurable is . Any non-complete measure can be completed to form a complete measure by asserting that subsets of null sets have measure zero. Lebesgue measure is an example of a complete measure; in some constructions, it is defined as the completion of a non-complete .


A subset of the Cantor set which is not Borel measurable
The Borel measure is not complete. One simple construction is to start with the standard K, which is closed hence Borel measurable, and which has measure zero, and to find a subset F of K which is not Borel measurable. (Since the Lebesgue measure is complete, this F is of course Lebesgue measurable.)

First, we have to know that every set of positive measure contains a nonmeasurable subset. Let f be the , a continuous function which is locally constant on K^c, and monotonically increasing on 0,, with f(0) = 0 and f(1) = 1. Obviously, f(K^c) is countable, since it contains one point per component of K^c. Hence f(K^c) has measure zero, so f(K) has measure one. We need a strictly monotonic function, so consider g(x) = f(x) + x. Since g is strictly monotonic and continuous, it is a . Furthermore, g(K) has measure one. Let E \subseteq g(K) be non-measurable, and let F = g^{-1}(E). Because g is injective, we have that F \subseteq K, and so F is a null set. However, if it were Borel measurable, then f(F) would also be Borel measurable (here we use the fact that the preimage of a Borel set by a continuous function is measurable; g(F) = (g^{-1})^{-1}(F) is the preimage of F through the continuous function h = g^{-1}). Therefore F is a null, but non-Borel measurable set.


Haar null
In a (X, \|\cdot\|), addition moves any subset A \subseteq X to the translates A + x for any x \in X. When there is a probability measure on the σ-algebra of of X, such that for all x, \mu(A + x) = 0, then A is a Haar null set.

The term refers to the null invariance of the measures of translates, associating it with the complete invariance found with .

Some algebraic properties of topological groups have been related to the size of subsets and Haar null sets. Haar null sets have been used in to show that when is not a then A^{-1} A contains an open neighborhood of the . This property is named for since it is the conclusion of the Steinhaus theorem.


Further reading

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