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The standard proof that the sum of measurable functions is measurable uses countable choice, via the countable subadditivity of outer measure ($\implies$ measurable sets are closed under countable union). I've been trying to puzzle out whether this usage is required, using a few standard counterexample models:

  • It is consistent with $\sf ZF$ that $\Bbb R=\bigcup_{n\in\Bbb N}R_n$ is a countable union of countable sets.
  • It is consistent with $\sf ZF$ that there is a Lebesgue nonmeasurable set $A=\bigcup_{n\in\Bbb N}A_n$ that is a countable union of countable sets.

(I actually made the second statement up, but given the results in this area it seems plausible. It is of course sufficient to have a model of the first statement, in which there exists a nonmeasurable set, to satisfy the second.)

Clearly, countable subadditivity of $\lambda^*$ is violated in these models: compare $\lambda^*(\bigcup_{n\in\Bbb N}R_n)=\infty$ to $\sum_{n\in\Bbb N}\lambda^*(R_n)=0$, where the $R_n$ are assumed disjoint. Measurable sets are also not closed under countable union in the second model, with $A$ as the counterexample.

What I haven't managed to show is whether it is false that measurable functions are closed under addition. (Here a measurable function is one such that $f^{-1}(O)$ is measurable for every open set $O$, not just the intervals.) Is there a function $f(x)$ defined in terms of the $A_n$'s such that $f(x)+x$ or something similar is not measurable?

I would also be interested in the following special case: A function of bounded variation / difference of two monotone functions is measurable.

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  • $\begingroup$ Define "Lebesgue measurable" in the case countable additivity fails badly. $\endgroup$ Commented May 20, 2016 at 7:33
  • $\begingroup$ @AsafKaragila Unchanged from the standard definition: the Lebesgue outer measure is the infimum of the lengths of countably many intervals covering the set, and the measurable sets are obtained by the Carathéodory construction. (If you know any alternate definition which is equivalent over $\sf ZFC$ but has better additivity properties for things like this over $\sf ZF$, I would be very interested to hear it.) Properties I know are true in $\sf ZF$: the outer measure is finitely subadditive, intervals are measured correctly, and open sets are measurable. $\endgroup$ Commented May 20, 2016 at 16:44
  • $\begingroup$ Then I don't see how you can even ensure the Lebesgue measure is non trivial. $\endgroup$ Commented May 20, 2016 at 16:52
  • $\begingroup$ @AsafKaragila As I said, intervals are measured correctly. This depends only on compactness/connectedness of the closed interval to prove (you can't cover an interval with intervals of too-small total length). Importantly, it is not defined as the completion of a Borel measure, because there may not be any nontrivial Borel measure. $\endgroup$ Commented May 20, 2016 at 16:53
  • $\begingroup$ If you're really serious about trying to understand measure theory in an entirely-choiceless context, then the right place to begin is Fremlin's book. In the last volume he has a big part about non-AC theorems, including the standard definition of the Borel measure via codes, and consequently a good definition for the Lebesgue measure. I don't know enough off hand to say if your definition is equivalent. $\endgroup$ Commented May 21, 2016 at 7:44

2 Answers 2

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For your last Q. If $f:r\to R$ is increasing and $r\in R,$ then $f^{-1}(r,\infty)$ is $\phi, $ or is $R, $ or is $(\;\inf f^{-1}(r,\infty)\;), $ or is $[\min f^{-1}\{r\},\infty\;), $ which is in all cases a Borel set. Similarly, for $s\in R, $ the set $f^{-1}(-\infty,s)$ is Borel. So $f^{-1}(s,r)$ is Borel. Every open set of reals is a countable union of open intervals (see below); therefore $f^{-1}U$ is Borel for every open $U.$ All of this can be done in ZF.

To show in ZF that every open $U\subset R$ is a countable union of pair-wise disjoint open intervals (including possibly unbounded ones): For convenience let In $(x,y)=(x,y)\cup (y,x)$ for $x,y \in R.$ (In $(x,y)$ is the open interval between $x$ and $y.$) For any open $U\subset R$ and $x,y\in U$ let $x\equiv_U y\iff$ In$(x,y)\subset U.$ We easily show this is an equivalence relation on $U,$ and that each equivalence class $[x]_{\equiv_U}$ is an open interval. Now $U=\cup \{[x]_{\equiv_U} :x\in Q\cap V\}.$

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  • $\begingroup$ I agree with all of your statements except the second paragraph: $\bigcup\{f^{-1}(x,y)\cap g^{-1}(a-x,b-y):x,y\in\Bbb Q\}$ is not necessarily measurable. If the reason you are deducing this is because it is a countable union of measurable sets, I have already shown in the OP that it is consistent with $\sf ZF$ for this theorem to fail. $\endgroup$ Commented May 20, 2016 at 3:35
  • $\begingroup$ Agreed. I have deleted the original middle paragraph. A countable union of Borel sets is countable, but Lebesgue sets are another matter. $\endgroup$ Commented May 21, 2016 at 22:50
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Here is an interpretation of "measurable set" and "measurable function" that indeed yields closure under addition.

For $A\subseteq\Bbb R$, $r\in[0,\infty]$, let $I_A^r$ be the set of functions $f:\Bbb N\to\Bbb R^2$ such that $f_1(n)\le f_2(n)$, $A\subseteq\bigcup_n [f_1(n),f_2(n)]$, and $\sum_n(f_2(n)-f_1(n))\le r$. This is the set of countable closed interval covers of $A$ of total size $\le r$.

The outer volume is defined as $\lambda^*(A)=\inf\{r\mid I_A^r\ne\emptyset\}$. There are no changes here besides giving the interval covers a name. Clearly this satisfies the identity $$\lambda^*(A)\le r\iff\forall x, f\in I_A^x:x\le r,$$ and in particular $f\in I_A^r$ implies $\lambda^*(A)\le r$.

An outer volume witness, denoted $f\in[\lambda^*(A)\le r]$, is a member of $\prod_{r<x<\infty}I_A^x$. That is, it is a function which associates to every $r<x<\infty$ some $f(x)\in I_A^x$.

  • The empty function is an outer volume witness for $[\lambda^*(A)\le \infty]$.
  • If $f\in I_A^r$, then the constant function $x\mapsto f$ is in $[\lambda^*(A)\le r]$.
  • As the notation suggests $f\in[\lambda^*(A)\le r]$ implies $\lambda^*(A)\le r$.
  • Conversely, if we assume countable choice $[\lambda^*(A)\le \lambda^*(A)]$ is nonempty for every $A$.

There is an analogue of countable additivity for witnesses. If $(f_n),(A_n),(r_n)$ are sequences such that $f_n\in[\lambda^*(A_n)\le r_n]$, then there is a definable term $g\in[\lambda^*(\bigcup_nA_n)\le \sum_nr_n]$. More precisely, if $\sum_nr_n=\infty$ we can use the empty function, otherwise we can take $g(x,n)=f_{j_1(n)}\left(r_{j_1(n)}+\frac{x-\sum_ir_i}{2^{j_1(n)}},j_2(n)\right)$ where $j:\Bbb N\to\Bbb N^2$ is a fixed bijection.

A measurability witness $f\in[A\in{\cal L}]$ is a member of $$\prod_{E\subseteq\Bbb R}\prod_{x\in\Bbb R}\prod_{g\in I_A^x}\prod_{y\in(x,\infty)}\bigcup_{t\in\Bbb R}(I_{A\cap E}^t\times I_{A\setminus E}^{y-t}).$$ In other words, for each test set $E\subseteq\Bbb R$, $x\in\Bbb R$, and an interval covering $g\in I_A^x$, plus a "wiggle factor" $y>x$, the witness provides coverings $f_1(E,x,g,y)\in I_{A\cap E}^t$ and $f_2(E,x,g,y)\in I_{A\setminus E}^{y-t}$ for some $t$. (To be fully "constructive" here we could use a sigma type for $t$, that is a disjoint union instead of a regular union, but it's not necessary to keep track of $t$ here.)

Put together, these witnesses establish $\lambda^*(A\cap E)\le t$ and $\lambda^*(A\setminus E)\le y-t$, so that $\lambda^*(A\cap E)+\lambda^*(A\setminus E)\le y$. Since this is true for every $y>x$, we have $\lambda^*(A\cap E)+\lambda^*(A\setminus E)\le x$. This is valid for any $x$ for which an interval covering $g\in I_A^x$ can be provided, which is the case for all $x>\lambda^*(A)$. Thus $\lambda^*(A\cap E)+\lambda^*(A\setminus E)\le \lambda^*(A)$, and since the reverse inequality is a result of finite subadditivity of $\lambda^*$, we have $\lambda^*(A)=\lambda^*(A\cap E)+\lambda^*(A\setminus E)$, so $A\in{\cal L}$ under the Carathéodory definition.

Rather than the Carathéodory definition, we will use witnesses to define measurability. That is, we say $A$ is measurable and write $A\in{\cal L}$ if $[A\in{\cal L}]$ is nonempty. This is a fairly significant deviation from the standard definition, because one needs full choice (or at least choice on families of size $2^\frak c$) to establish that $\lambda^*(A)=\lambda^*(A\cap E)+\lambda^*(A\setminus E)$ implies $A\in{\cal L}$.

The standard facts about measurable sets translate readily to this framework. There are definable terms $F,G$ such that $f\in[A\in{\cal L}],g\in[B\in{\cal L}]$ implies $F(f)\in[\Bbb R\setminus A\in{\cal L}]$ and $G(f,g)\in[A\cup B\in{\cal L}]$, and given a countable sequence $f_n\in[A_n\in{\cal L}]$, we have $H(f)\in[\bigcup_nA_n\in{\cal L}]$ (and we also have $\lambda(\bigcup_nA_n)=\sum_n\lambda(A_n)$ if the $A_n$ are disjoint).

Finally, we have the definition of measurable function. A measurable function witness $w\in[f:{\cal L\to B}]$ is a member of $\prod_{O\in\tau}[f^{-1}(O)\in{\cal L}]$, where $\tau$ is the topology of $\Bbb R$ (so $O$ is an open set). Equivalently we can let the product range only over elements of the form $(a,\infty)$. A function is measurable, $f:{\cal L\to B}$, if $[f:{\cal L\to B}]$ is nonempty.

By keeping everything "constructive", the problems of selecting interval sequences goes away. The proof of the sum of measurable functions is a special case of the following:

Theorem: If $f,g$ are measurable functions and $\ast:\Bbb R^2\to\Bbb R$ is a continuous binary function, then the function $f\ast g$ defined by $(f\ast g)(x)=f(x)\ast g(x)$ is measurable.

Proof: Given witnesses $u\in[f:{\cal L\to B}],v\in[g:{\cal L\to B}]$, let $O$ be an open set. Then $\ast^{-1}(O)$ is an open subset of $\Bbb R^2$. Fix a countable basis $\cal B$ for $\Bbb R$ (for example, open intervals with rational), so that ${\cal B}^2$, the set of rectangles in $\cal B$, is a countable basis for $\Bbb R^2$, and let $(B_n)_n=(B_n^1\times B_n^2)_n$ enumerate the elements of the basis. Let $C_n=f^{-1}(B_n^1)\cap g^{-1}(B_n^2)$ if $B_n\subseteq O$, otherwise $C_n=\emptyset$; then we can define $w_n\in[C_n\in{\cal L}]$ in terms of $u,v$, and hence also $p\in[\bigcup_nC_n\in{\cal L}]$. Since $\bigcup_nC_n=(f\ast g)^{-1}(O)$, this proves that $f\ast g$ is measurable.

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