Construct a Borel subset E of the real line R such that for all intervals [a,b] we have
0<m(E∩[a,b])<b−a
where m denotes Lebesgue measure.
Solution.
Let {rn}n be an enumeration of Q. Define In=(rn−2−n,rn+2−n),
Gn=k≥n⋃Ik.
Gn is open since it is a union of open sets. Also Gn contains all but possibly finitely many rational numbers, so it is dense. By construction, Gn+1⊆Gn and
m(Gn)≤k=n∑∞2⋅2−k=4⋅2−nn→∞0.
Fix k≥1. We will construct disjoint sets which remove a small, positive measure portion of Ik.
By density of Q again, for any n≥1, there exists j≥n such that qj∈Ik⟹Ij∩Ik=∅. Since Ij⊆Gn,
m(Ik∩Gn)≥m(Ik∩Ij)>0.
Thus, since m(Gℓ)→0 as ℓ→∞, there exists ℓ>n such that
0<m(Gℓ)<m(Ik∩Gn)⟹m(Ik∩Gn∖Gℓ)>0,
since Gℓ⊆Gn. Intuitively, any interval Ik will intersect with Gn with positive measure. To get infinitely many of these, we can remove the tail Gℓ of Gn and continue inductively.
Let n1=1, and inductively pick n1<n2<⋯ as follows: Given n2k−1,
∃∃n2kn2k+1>n2k−1>n2k such that m(Ik∩Gn2k−1∖Gn2k) such that m(Ik∩Gn2k∖Gn2k+1)>0, and>0.
Moreover, because n⊆m⟹Gm⊆Gn, it follows that the Gn2k−1∖Gn2k are pairwise disjoint. Set
E=k=1⋃∞Gn2k−1∖Gn2k.
Now let I=[a,b]⊆R be such that a<b. If n is large enough, then [a+2−n,b−2−n]=∅. Thus, by density, there exists k≥n such that qk∈[a+2−n,b−2−n], and so
a+2−n≤qk≤b−2−n⟹a≤qk−2−n≤qk+2−n≤b,
which means Ik⊆I.
Notice that E∩(Gn2k∖Gn2k+1)=∅ by construction. Indeed, Gn2ℓ−1 is always odd, whereas Gn2k is even, and the Gnm∖Gnm+1 are pairwise disjoint. Consequently, Gn2k∖Gn2k+1⊆Ec, which means