Non-measurable set

# Non-measurable set

Discussion

Encyclopedia
This page gives a general overview of the concept of non-measurable sets. For a precise definition of measure, see Measure (mathematics)
Measure (mathematics)
In mathematical analysis, a measure on a set is a systematic way to assign to each suitable subset a number, intuitively interpreted as the size of the subset. In this sense, a measure is a generalization of the concepts of length, area, and volume...

. For various constructions of non-measurable sets, see Vitali set
Vitali set
In mathematics, a Vitali set is an elementary example of a set of real numbers that is not Lebesgue measurable, found by . The Vitali theorem is the existence theorem that there are such sets. There are uncountably many Vitali sets, and their existence is proven on the assumption of the axiom of...

In mathematics, the Hausdorff paradox, named after Felix Hausdorff, states that if you remove a certain countable subset of the sphere S2, the remainder can be divided into three disjoint subsets A, B and C such that A, B, C and B ∪ C are all congruent...

The Banach–Tarski paradox is a theorem in set theoretic geometry which states the following: Given a solid ball in 3-dimensional space, there exists a decomposition of the ball into a finite number of non-overlapping pieces , which can then be put back together in a different way to yield two...

.

In mathematics
Mathematics
Mathematics is the study of quantity, space, structure, and change. Mathematicians seek out patterns and formulate new conjectures. Mathematicians resolve the truth or falsity of conjectures by mathematical proofs, which are arguments sufficient to convince other mathematicians of their validity...

, a non-measurable set is a set whose structure is so complicated that it cannot be assigned any meaningful measure. Such sets are constructed to shed light on the notions of length
Length
In geometric measurements, length most commonly refers to the longest dimension of an object.In certain contexts, the term "length" is reserved for a certain dimension of an object along which the length is measured. For example it is possible to cut a length of a wire which is shorter than wire...

, area
Area
Area is a quantity that expresses the extent of a two-dimensional surface or shape in the plane. Area can be understood as the amount of material with a given thickness that would be necessary to fashion a model of the shape, or the amount of paint necessary to cover the surface with a single coat...

and volume
Volume
Volume is the quantity of three-dimensional space enclosed by some closed boundary, for example, the space that a substance or shape occupies or contains....

in formal set theory.

The notion of a non-measurable set has been a source of great controversy since its introduction. Intuition suggests to many people that any subset S of the unit disk (or unit line) should have a measure, because one can throw darts at the disk (see Freiling's axiom of symmetry
Freiling's axiom of symmetry
Freiling's axiom of symmetry is a set-theoretic axiom proposed by Chris Freiling. It is based on intuition of Stuart Davidsonbut the mathematics behind it goes back to Wacław Sierpiński....

), and the probability of landing in S is the measure of the set.

Historically, this led Borel
Émile Borel
Félix Édouard Justin Émile Borel was a French mathematician and politician.Borel was born in Saint-Affrique, Aveyron. Along with René-Louis Baire and Henri Lebesgue, he was among the pioneers of measure theory and its application to probability theory. The concept of a Borel set is named in his...

and Kolmogorov to formulate probability theory on sets which are constrained to be measurable. The measurable sets on the line are iterated countable unions and intersections of intervals (called Borel set
Borel set
In mathematics, a Borel set is any set in a topological space that can be formed from open sets through the operations of countable union, countable intersection, and relative complement...

s) plus-minus null set
Null set
In mathematics, a null set is a set that is negligible in some sense. For different applications, the meaning of "negligible" varies. In measure theory, any set of measure 0 is called a null set...

s. These sets are rich enough to include every conceivable definition of a set that arises in standard mathematics, but they require a lot of formalism to prove that sets are measurable.

In 1965, Solovay
Robert M. Solovay
Robert Martin Solovay is an American mathematician specializing in set theory.Solovay earned his Ph.D. from the University of Chicago in 1964 under the direction of Saunders Mac Lane, with a dissertation on A Functorial Form of the Differentiable Riemann–Roch theorem...

constructed Solovay's model, which shows that it is consistent with standard set theory, excluding uncountable choice, that all subsets of the reals are measurable.

## Historical constructions

The first indication that there might be a problem in defining length for an arbitrary set came from Vitali's theorem
Vitali set
In mathematics, a Vitali set is an elementary example of a set of real numbers that is not Lebesgue measurable, found by . The Vitali theorem is the existence theorem that there are such sets. There are uncountably many Vitali sets, and their existence is proven on the assumption of the axiom of...

.

When you form the union of two disjoint sets, one would expect the measure of the result to be the sum of the measure of the two sets. A measure with this natural property is called finitely additive. While a finitely additive measure is sufficient for most intuition of area, and is analogous to Riemann integration, it is considered insufficient for probability
Probability
Probability is ordinarily used to describe an attitude of mind towards some proposition of whose truth we arenot certain. The proposition of interest is usually of the form "Will a specific event occur?" The attitude of mind is of the form "How certain are we that the event will occur?" The...

, because conventional modern treatments of sequences of events or random variables demand countable additivity.

In this respect, the plane is similar to the line; there is a finitely additive measure, extending Lebesgue measure, which is invariant under all isometries. When you increase in dimension
Dimension
In physics and mathematics, the dimension of a space or object is informally defined as the minimum number of coordinates needed to specify any point within it. Thus a line has a dimension of one because only one coordinate is needed to specify a point on it...

the picture gets worse. The Hausdorff paradox
In mathematics, the Hausdorff paradox, named after Felix Hausdorff, states that if you remove a certain countable subset of the sphere S2, the remainder can be divided into three disjoint subsets A, B and C such that A, B, C and B ∪ C are all congruent...

The Banach–Tarski paradox is a theorem in set theoretic geometry which states the following: Given a solid ball in 3-dimensional space, there exists a decomposition of the ball into a finite number of non-overlapping pieces , which can then be put back together in a different way to yield two...

show that you can take a three dimensional ball
Ball (mathematics)
In mathematics, a ball is the space inside a sphere. It may be a closed ball or an open ball ....

of radius 1, dissect it into 5 parts, move and rotate the parts and get two balls of radius 1. Obviously this construction has no meaning in the physical world. In 1989, A. K. Dewdney published a letter from his friend Arlo Lipof in the Computer Recreations column of the Scientific American
Scientific American
Scientific American is a popular science magazine. It is notable for its long history of presenting science monthly to an educated but not necessarily scientific public, through its careful attention to the clarity of its text as well as the quality of its specially commissioned color graphics...

where he describes an underground operation "in a South American country" of doubling gold balls using the Banach–Tarski paradox
The Banach–Tarski paradox is a theorem in set theoretic geometry which states the following: Given a solid ball in 3-dimensional space, there exists a decomposition of the ball into a finite number of non-overlapping pieces , which can then be put back together in a different way to yield two...

. Naturally, this was in the April issue, and "Arlo Lipof" is an anagram
Anagram
An anagram is a type of word play, the result of rearranging the letters of a word or phrase to produce a new word or phrase, using all the original letters exactly once; e.g., orchestra = carthorse, A decimal point = I'm a dot in place, Tom Marvolo Riddle = I am Lord Voldemort. Someone who...

of "April Fool
April Fools' Day
April Fools' Day is celebrated in different countries around the world on April 1 every year. Sometimes referred to as All Fools' Day, April 1 is not a national holiday, but is widely recognized and celebrated as a day when many people play all kinds of jokes and foolishness...

".

## Example

Consider the unit circle S, and the action on S by a group G consisting of all rational rotations. Namely, these are rotations by angles which are rational multiples of π. Here G is countable (more specifically, G is isomorphic to ) while S is uncountable. Hence S breaks up into uncountably many orbits under G. Using the axiom of choice, we could pick a single point from each orbit, obtaining an uncountable subset with the property that all of its translates by G are disjoint from X and from each other. In other words, the circle gets partitioned into a countable collection of disjoint sets, which are all pairwise congruent (by rational rotations). The set X will be non-measurable if the measure is assumed to be a countably additive probability measure. Namely, if X has zero measure, countable additivity would imply that the whole circle has zero measure. If X has positive measure, countable additivity would show that the circle has infinite measure.

## Consistent definitions of measure and probability

The Banach–Tarski paradox is a theorem in set theoretic geometry which states the following: Given a solid ball in 3-dimensional space, there exists a decomposition of the ball into a finite number of non-overlapping pieces , which can then be put back together in a different way to yield two...

shows that there is no way to define volume in three dimensions unless one of the following four concessions is made:
1. The volume of a set might change when it is rotated
2. The volume of the union of two disjoint sets might be different from the sum of their volumes
3. Some sets might be tagged "non-measurable" and one would need to check if a set is "measurable" before talking about its volume
4. The axioms of ZFC (Zermelo–Fraenkel set theory
Zermelo–Fraenkel set theory
In mathematics, Zermelo–Fraenkel set theory with the axiom of choice, named after mathematicians Ernst Zermelo and Abraham Fraenkel and commonly abbreviated ZFC, is one of several axiomatic systems that were proposed in the early twentieth century to formulate a theory of sets without the paradoxes...

with the axiom of Choice) might have to be altered

Standard measure theory takes the third option. One defines a family of measurable sets which is very rich, and almost any set explicitly defined in most branches of mathematics will be among this family. It is usually very easy to prove that a given specific subset of the geometric plane is measurable. The fundamental assumption is that a countably infinite sequence of disjoint sets satisfies the sum formula, a property called σ-additivity
In mathematics, additivity and sigma additivity of a function defined on subsets of a given set are abstractions of the intuitive properties of size of a set.- Additive set functions :...

.

In 1970, Solovay
Robert M. Solovay
Robert Martin Solovay is an American mathematician specializing in set theory.Solovay earned his Ph.D. from the University of Chicago in 1964 under the direction of Saunders Mac Lane, with a dissertation on A Functorial Form of the Differentiable Riemann–Roch theorem...

demonstrated that the existence of a non-measurable set for Lebesgue measure
Lebesgue measure
In measure theory, the Lebesgue measure, named after French mathematician Henri Lebesgue, is the standard way of assigning a measure to subsets of n-dimensional Euclidean space. For n = 1, 2, or 3, it coincides with the standard measure of length, area, or volume. In general, it is also called...

is not provable within the framework of Zermelo–Fraenkel set theory in the absence of the Axiom of Choice, by showing that (assuming the consistency of an inaccessible cardinal
Inaccessible cardinal
In set theory, an uncountable regular cardinal number is called weakly inaccessible if it is a weak limit cardinal, and strongly inaccessible, or just inaccessible, if it is a strong limit cardinal. Some authors do not require weakly and strongly inaccessible cardinals to be uncountable...

) there is a model of ZF, called Solovay's model, in which countable choice holds, every set is Lebesgue measurable and in which the full axiom of choice fails.

The Axiom of Choice is equivalent to a fundamental result of point-set topology, Tychonoff's theorem
Tychonoff's theorem
In mathematics, Tychonoff's theorem states that the product of any collection of compact topological spaces is compact. The theorem is named after Andrey Nikolayevich Tychonoff, who proved it first in 1930 for powers of the closed unit interval and in 1935 stated the full theorem along with the...

, and also to the conjunction of two fundamental results of functional analysis, the Banach–Alaoglu theorem and the Krein–Milman theorem. It also affects the study of infinite groups to a large extent, as well as ring and order theory (see Boolean prime ideal theorem
Boolean prime ideal theorem
In mathematics, a prime ideal theorem guarantees the existence of certain types of subsets in a given abstract algebra. A common example is the Boolean prime ideal theorem, which states that ideals in a Boolean algebra can be extended to prime ideals. A variation of this statement for filters on...

). However the axioms of determinacy
Determinacy
In set theory, a branch of mathematics, determinacy is the study of under what circumstances one or the other player of a game must have a winning strategy, and the consequences of the existence of such strategies.-Games:...

and dependent choice, together, are sufficient for most geometric measure theory
Geometric measure theory
In mathematics, geometric measure theory is the study of the geometric properties of the measures of sets , including such things as arc lengths and areas. It uses measure theory to generalize differential geometry to surfaces with mild singularities called rectifiable sets...

, potential theory
Potential theory
In mathematics and mathematical physics, potential theory may be defined as the study of harmonic functions.- Definition and comments :The term "potential theory" was coined in 19th-century physics, when it was realized that the fundamental forces of nature could be modeled using potentials which...

, Fourier series
Fourier series
In mathematics, a Fourier series decomposes periodic functions or periodic signals into the sum of a set of simple oscillating functions, namely sines and cosines...

and Fourier transforms, while making all subsets of the real line Lebesgue measurable.