TheoremBase

Lipschitz Images and Lebesgue Outer Measure in Rn\mathbb{R}^n

A Lipschitz map with constant LL increases Lebesgue outer measure by a factor of at most (2σnL)n(2\sigma_n L)^n; in particular Lipschitz and locally Lipschitz maps carry null sets to null sets.

Statement

We work in the setting of Product Measures and Lebesgue Measure on ℝⁿ: Standing Notation and Background, whose notation is fixed for every dimension and is used here with a natural number nn satisfying 1≤n1\le n: the Euclidean norm ∥ ⋅ ∥\lVert\,\cdot\,\rVert, distance dEd_{E} and notion of openness on Rn\mathbb{R}^{n}, the Borel σ\sigma-algebra B(Rn)\mathcal{B}(\mathbb{R}^{n}), Lebesgue measure λn\lambda_{n} and its null sets, the constant σn\sigma_{n} with σn2=n\sigma_{n}^{2}=n, and the conventions on images T(A)T(A) and on Lipschitz maps are all as fixed there. Write λn∗\lambda_{n}^{\ast} for Lebesgue outer measure. Then the following hold.

1. (Outer measure bound) Let E⊆RnE\subseteq\mathbb{R}^{n} be nonempty, let L∈RL\in\mathbb{R} with 0<L0<L, and let T:E→RnT:E\to\mathbb{R}^{n} be Lipschitz with constant LL for the Euclidean metrics, that is

∥T(x)−T(y)∥≤L ∥x−y∥for all x,y∈E.\lVert T(x)-T(y)\rVert\le L\,\lVert x-y\rVert\qquad\text{for all }x,y\in E .

Then for every A⊆EA\subseteq E,

λn∗(T(A))≤(2 σn L)n λn∗(A),\lambda_{n}^{\ast}\bigl(T(A)\bigr)\le(2\,\sigma_{n}\,L)^{n}\,\lambda_{n}^{\ast}(A),

the right-hand side being read as ∞\infty when λn∗(A)=∞\lambda_{n}^{\ast}(A)=\infty.

2. (Null sets under a Lipschitz map) In the situation of claim 1, if A⊆EA\subseteq E is λn\lambda_{n}-null then T(A)T(A) is λn\lambda_{n}-null.

3. (Null sets under a locally Lipschitz map) Let U⊆RnU\subseteq\mathbb{R}^{n} be open, let T:U→RnT:U\to\mathbb{R}^{n} be locally Lipschitz, and let A⊆UA\subseteq U be λn\lambda_{n}-null. Then T(A)T(A) is λn\lambda_{n}-null.

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