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D.A. Martin

A SIMPLE PROOF THAT DETERMINACY IMPLIES

LEBESGUE MEASURABILITY

Abstract. It is well-known that the Axiom of Determinacy implies that all sets of reals are Lebesgue measurable and that weaker determinacy hy-potheses consistent with the Axiom of Choice have corresponding measur-ability consequences. Here a new and simple proof of these facts, a proof arising from the author’s work on imperfect information determinacy, is presented.

Mycielski– ´Swierczkowski [1] gave the first proof that the Axiom of Determinacy implies that all sets of reals are Lebesgue measurable. For a very different proof due to Leo Harrington, see the proof of the first assertion of Theorem 36.20 of Kechris [2]. These proofs are “local”: e.g., they show that projective determinacy implies that all projective sets are Lebesgue measurable, and—with an extra trick—they show that6n1 determinacy implies that all6n+1 1sets are Lebesgue measurable.

Our reduction in [3] of imperfect information determinacy to ordinary determinacy led to a proof that determinacy implies measurability, a proof unlike either of the two proofs mentioned above. Vervoort [4] earlier showed that imperfect information de-terminacy implies Lebesgue measurabilty. By combining his idea with methods of [3] and then eliminating the imperfect information games, one gets a proof of Lebesgue measurability that is very natural and is at least as simple as the proofs mentioned above.

The basic idea of our proof was given in [3]. (See Theorems 8 and 9 of that paper.) But it seems worthwhile to present the proof in detail, and that is the reason for this note.

We write ωfor the set {0,1,2, . . .}of all natural numbers. 2ω is the set of all functions fromωto{0,1}, i.e., the set of all infinite sequences of natural numbers. 2<ω is the set of all finite sequences of natural numbers.

For background information about determinacy, see [2].

For our purposes, let us think of Lebesgue measure as the usual “coin-flipping” measureµon 2ω. Letµ

∗ andµ∗ be respectively the corresponding inner and outer

measures.

Let A⊆2ω. For eachv ∈(0,1], we define a game Gv. Play in the game Gvis as

follows:

I h0 h1 h2 . . .

II e0 e1 e2 . . .

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With each postion in Gvof length 2i , we associate inductivelyvi ∈(0,1]. Setv0=v.

which are large enough to imply thatµ∗(A) ≥ v. These alleged lower bounds are

the two values of h0. Player II then challenges one of the two by choosing e0. II is not allowed to challenge a vacuous assertion that a lower bound is 0. I continues by asserting lower bounds forµ∗({x| he0,0i⌢xA})andµ∗({x| he0,1i⌢xA}); etc.

LEMMA1. If I has a winning strategy for Gv, thenµ∗(A)≥v. Proof. Letσbe a winning strategy for I for Gv.

By induction on the lengthℓh(p)of p, we define the notion of an acceptable p

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Say that x ∈2ωis acceptable just in case all px are acceptable. For acceptable x , letψ(x)be the play of Gvextending all theψ(xn). If x is acceptable then x ∈ A,

sinceψ(x)is consistent with the winning strategyσ.

The set C of all acceptable x is a closed subset of A. Using the fact that 1

2f(p⌢h0i)+ 1

2f(p⌢h1i)≥ f(p), it is easy to see by induction that, for all n, 6ℓh(p)=n2−nf(p)≥v.

Since f(p)≤1 for all p and f(p)=0 for unacceptable p, it follows that, for all n, µ({x|xn is acceptable})≥v.

But this means thatµ(C)≥vand so thatµ∗(A)≥v.

LEMMA2. If II has a winning strategy for Gv, thenµ∗(A)≤v. Proof. Letτ be a winning strategy for II for Gv.

Letδ >0. We shall prove thatµ∗(A)v+δ.

By induction onℓh(p), we define a new notion of an acceptable p∈2<ω, and we

associate with each acceptable p a positionψ(p)in Gvthat is consistent withτ and is

such thatℓh(ψ(p))=2ℓh(p)andπ(ψ(p))= p. When p is acceptable and extends q, then q will be acceptable andψ(p)will extendψ(q).

The initial position∅is acceptable, andψ(∅)= ∅.

Assume that p is acceptable and thatψ(p)is defined. Letvpbe thevℓh(p)ofψ(p).

For e∈ {0,1}, set

up(e)=inf{h(e)|h is legal atψ(p) ∧ τ (ψ(p)⌢hhi)=e}, where we adopt the convention that inf∅ =1.

We first show that

1 2u

p(0)+1

2u

p(1)vp.

If this is false, then there is anε >0 such that the move h given by h(e)=up(e)−ε is legal atψ(p), an impossibility by the definition of up.

We define p⌢heito be acceptable just in case up(e)6=1. For e such that p⌢heiis acceptable, let hp,ebe legal atψ(p)and such that

hp,e(e)≤up(e)+2−(ℓh(p)+1)δ andτ (ψ(p)⌢hhp,ei)=e. Then set

ψ(phei)=ψ(p)hhp,e,ei.

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Define f : 2<ω →(0,1] by f(p)=

vp if p is acceptable; 1 otherwise. For acceptable p withℓh(p)=n,

1 2 f(p

⌢h0i)+1 2f(p

⌢h1i) = 1 2h

p,0(0)+1 2h

p,1(1)

≤ 1

2(u

p(0)+2−(n+1)δ)+1

2(u

p(1)+2−(n+1)δ)

≤ vp+2−(n+1)δ

= f(p)+2−(n+1)δ. Note that the inequality12f(ph0i)+1

2f(p⌢h1i)≤ f(p)+2

−(n+1)δholds trivially

for unacceptable p withℓh(p)=n.

As before, say that x ∈2ωis acceptable just in case all px are acceptable. For acceptable x , letψ(x)be the play of Gvextending all theψ(xn). If x is acceptable

then x ∈/ A, sinceψ(x)is consistent with the winning strategyτ.

The set C of all acceptable x is a closed subset of the complement of A. It is easy to see by induction that, for all n,

6ℓh(p)=n2−nf(p)≤v+(2n−1)δ/2n.

Since f(p)≥0 for all p and f(p)=1 for unacceptable p, it follows that, for all n, µ({x|xn is unacceptable})≤v+(2n−1)δ/2n.

But this means thatµ(C)≥1−v−δand so thatµ∗(A)v+δ.

Note that the proofs of both our lemmas go through unchanged if we modify Gvso

that the values of the hi are required to be rational.

If all Gvare determined, then the given set A is Lebesgue measurable and

µ(A)=sup{v|I has a winning strategy for Gv}.

Thus our arguments show that AD implies that all sets are Lebesgue measurable. More-over the complexity of the Gvis essentially the same as that of A, so our proof is “local”

in the sense mentioned earlier.

References

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[2] KECHRIS A.S., Classical descriptive set theory, Springer-Verlag, New York 1994.

[3] MARTIN D.A., The determinacy of Blackwell games, Jour. Symb. Logic 63 (1998), 1565–1581.

[4] VERVOORTM.R., Blackwell games, in: “Statistics, probability, and game theory: papers in honor of David Blackwell”, (Eds. Ferguson T., Shapley L. and McQueen J.), IMS Lecture Notes-Monograph Series 30, Institute of Mathematical Statistics 1996, 369–390.

AMS Subject Classification: 03E60, 03E15, 28A05.

Donald A. MARTIN Department of Mathematics UCLA

Los Angeles CA 90095-1555 e-mail:dam@math.ucla.edu

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