Today’s problem appeared as Problem 5 on the UCLA Spring 2022 Analysis Qual:
Problem 5. Let be a Borel measure on
such that for fixed
is independent of
a) Prove that for some
for
b) Prove that is a constant multiple of the Lebesgue measure.
Solution: a) We write and note that
is decreasing as
We are asked to show that the measure scales quadratically. This makes intuitive sense since the “area” of a ball in
scales quadratically with radius. Rigorously, note that a circle of radius
contains a square of length
each side of which contains at least
subdivisions of side length
each of which corresponds to a square that can fit a circle of radius
By the additivity of measures, it follows that
We let
and note that for
the above inequality implies
Thus,
for all
b) For a Borel measurable set and any Borel measure
on
is the infimum of the measures of countable unions of open balls containing
Let
be the Lebesgue measure on
Since
on balls, it follows that
for all measurable
with
This implies that
so by Radon-Nikodym, there exists a measurable function
s.t.
for all measurable
By the Lebesgue differentiation theorem, it follows that
is a.e. the limit of its averages over shrinking balls. But
which is constant for fixed
for all
It follows that
is a.e. the limit of the same sequence, i.e.
is constant a.e. It immediately follows that
is a constant multiple of the Lebesgue measure.