A Course on Borel Sets S.M. Srivastava Springer Acknowledgments I am grateful to many people who have suggested improvements in the original manuscript for this book. In particular I would like to thank S. C. Bagchi, R. Barua, S. Gangopadhyay (n´ee Bhattacharya), J. K. Ghosh, M. G. Nadkarni, and B. V. Rao. My deepest feelings of gratitude and ap- preciation are reserved for H. Sarbadhikari who very patiently read several versions of this book and helped in all possible ways to bring the book to its present form. It is a pleasure to record my appreciation for A. Maitra who showed the beauty and power of Borel sets to a generation of Indian mathematicians including me. I also thank him for his suggestions during the planning stage of the book. I thank P. Bandyopadhyay who helped me immensely to sort out all the LATEX problems. Thanks are also due to R. Kar for preparing the LATEX files for the illustrations in the book. I am indebted to S. B. Rao, Director of the Indian Statistical Institute for extending excellent moral and material support. All my colleagues in the Stat – Math Unit also lent a much needed and invaluable moral support during the long and difficult period that the book was written. I thank them all. I take this opportunity to express my sincere feelings of gratitude to my children, Rosy and Ravi, for their great understanding of the task I took onto myself. What they missed during the period the book was written will be known to only the three of us. Finally, I pay homage to my late wife, Kiran who really understood what mathematics meant to me. S. M. Srivastava Contents Acknowledgments vii Introduction xi About This Book xv 1 Cardinal and Ordinal Numbers 1 1.1 Countable Sets ......................... 1 1.2 Order of Infinity ........................ 4 1.3 The Axiom of Choice ...................... 7 1.4 More on Equinumerosity .................... 11 1.5 Arithmetic of Cardinal Numbers ............... 13 1.6 Well-Ordered Sets ....................... 15 1.7 Transfinite Induction ...................... 18 1.8 Ordinal Numbers ........................ 21 1.9 Alephs .............................. 24 1.10 Trees ............................... 26 1.11 Induction on Trees ....................... 29 1.12 The Souslin Operation ..................... 31 1.13 Idempotence of the Souslin Operation ............ 34 2 Topological Preliminaries 39 2.1 Metric Spaces .......................... 39 2.2 Polish Spaces .......................... 52 2.3 Compact Metric Spaces .................... 57 2.4 More Examples ......................... 63 x Contents 2.5 The Baire Category Theorem ................. 69 2.6 Transfer Theorems ....................... 74 3Standard Borel Spaces 81 3.1 Measurable Sets and Functions ................ 81 3.2 Borel-Generated Topologies .................. 91 3.3 The Borel Isomorphism Theorem ............... 94 3.4 Measures ............................ 100 3.5 Category ............................. 107 3.6 Borel Pointclasses ........................ 115 4 Analytic and Coanalytic Sets 127 4.1 Projective Sets ......................... 127 1 1 4.2 Σ1 and Π1 Complete Sets ................... 135 4.3 Regularity Properties ...................... 141 4.4 The First Separation Theorem ................ 147 4.5 One-to-One Borel Functions .................. 150 4.6 The Generalized First Separation Theorem ......... 155 4.7 Borel Sets with Compact Sections .............. 157 4.8 Polish Groups .......................... 160 4.9 Reduction Theorems ...................... 164 4.10 Choquet Capacitability Theorem ............... 172 4.11 The Second Separation Theorem ............... 175 4.12 Countable-to-One Borel Functions .............. 178 5 Selection and Uniformization Theorems 183 5.1 Preliminaries .......................... 184 5.2 Kuratowski and Ryll-Nardzewski’s Theorem ......... 189 5.3 Dubins – Savage Selection Theorems ............. 194 5.4 Partitions into Closed Sets ................... 195 5.5 Von Neumann’s Theorem ................... 198 5.6 A Selection Theorem for Group Actions ........... 200 5.7 Borel Sets with Small Sections ................ 204 5.8 Borel Sets with Large Sections ................ 206 5.9 Partitions into Gδ Sets ..................... 212 5.10 Reflection Phenomenon .................... 216 5.11 Complementation in Borel Structures ............. 218 5.12 Borel Sets with σ-Compact Sections ............. 219 5.13 Topological Vaught Conjecture ................ 227 5.14 Uniformizing Coanalytic Sets ................. 236 References 241 Glossary 251 Index 253 Introduction The roots of Borel sets go back to the work of Baire [8]. He was trying to come to grips with the abstract notion of a function introduced by Dirich- let and Riemann. According to them, a function was to be an arbitrary correspondence between objects without giving any method or procedure by which the correspondence could be established. Since all the specific functions that one studied were determined by simple analytic expressions, Baire delineated those functions that can be constructed starting from con- tinuous functions and iterating the operation of pointwise limit on a se- quence of functions. These functions are now known as Baire functions. Lebesgue [65] and Borel [19] continued this work. In [19], Borel sets were defined for the first time. In his paper, Lebesgue made a systematic study of Baire functions and introduced many tools and techniques that are used even today. Among other results, he showed that Borel functions coincide with Baire functions. The study of Borel sets got an impetus from an error in Lebesgue’s paper, which was spotted by Souslin. Lebesgue was trying to prove the following: Suppose f : R2 −→ R is a Baire function such that for every x, the equation f(x, y)=0 has a unique solution. Then y as a function of x defined by the above equation is Baire. The wrong step in the proof was hidden in a lemma stating that a set of real numbers that is the projection of a Borel set in the plane is Borel. (Lebesgue left this as a trivial fact!) Souslin called the projection of a Borel set analytic because such a set can be constructed using analytical operations of union and intersection on intervals. He showed that there are xii Introduction analytic sets that are not Borel. Immediately after this, Souslin [111] and Lusin [67] made a deep study of analytic sets and established most of the basic results about them. Their results showed that analytic sets are of fundamental importance to the theory of Borel sets and give it its power. For instance, Souslin proved that Borel sets are precisely those analytic sets whose complements are also analytic. Lusin showed that the image of a Borel set under a one-to-one Borel map is Borel. It follows that Lebesgue’s thoerem—though not the proof—was indeed true. Around the same time Alexandrov was working on the continuum hy- pothesis of Cantor: Every uncountable set of real numbers is in one-to-one correspondence with the real line. Alexandrov showed that every uncount- able Borel set of reals is in one-to-one correspondence with the real line [2]. In other words, a Borel set cannot be a counterexample to the continuum hypothesis. Unfortunately, Souslin died in 1919. The work on this new-found topic was continued by Lusin and his students in Moscow and by Sierpi´nskiand his collaborators in Warsaw. The next important step was the introduction of projective sets by Lusin [68], [69], [70] and Sierpi´nski[105] in 1925: A set is called projective if it can be constructed starting with Borel sets and iterating the operations of projection and complementation. Since Borel sets as well as projective sets are sets that can be described using simple sets like intervals and simple set operations, their theory came to be known as descriptive set theory. It was clear from the beginning that the theory of projective sets was riddled with problems that did not seem to admit simple solutions. As it turned out, logicians did show later that most of the regularity properties of projective sets, e.g., whether they satisfy the continuum hypothesis or not or whether they are Lebesgue measurable and have the property of Baire or not, are independent of the axioms of classical set theory. Just as Alexandrov was trying to determine the status of the continuum hypothesis within Borel sets, Lusin [71] considered the status of the axiom of choice within “Borel families.” He raised a very fundamental and difficult question on Borel sets that enriched its theory significantly. Let B be a subset of the plane. A subset C of B uniformizes B if it is the graph of a function such that its projection on the line is the same as that of B. (See Figure 1.) Lusin asked, When does a Borel set B in the plane admit a Borel uni- formization? By Lusin’s theorem stated earlier, if B admits a Borel uni- formization, its projection to the line must be Borel. In [16] Blackwell [16] showed that this condition is not sufficient. Several authors considered this problem and gave sufficient conditions under which Lusin’s question has a positive answer. For instance, a Borel set admits a Borel uniformization if the sections of B are countable (Lusin [71]) or compact (Novikov [90]) or σ-compact (Arsenin [3] and Kunugui [60]) or nonmeager (Kechris [52] and Sarbadhikari [100]). Even today these results are ranked among the Introduction xiii B Y C X Figure 1. Uniformization finest results on Borel sets. For the uniformization of Borel sets in general, the most important result proved before the war is due to Von Neumann [124]: For every Borel subset B of the square [0, 1] × [0, 1], there is a null set N and a Borel function f :[0, 1] \ N −→ [0, 1] whose graph is contained in B. As expected, this result has found important applications in several branches of mathematics. So far we have mainly been giving an account of the theory developed before the war; i.e., up to 1940. Then for some time there was a lull, not only in the theory of Borel sets, but in the whole of descriptive set theory.