Solution

ID: past-exam-of-the-probability-statistics-and-options-i-course-of-the-university-of-oxford/2009/d/1/solution

The Lebesgue outer measure of is the infimum of over countable coverings by open intervals. A set is a null set when this infimum is zero, equivalently when it has such a cover of total length less than every prescribed positive number.
The Cantor set is obtained from by deleting the open middle third of every remaining interval at each stage. After stages it lies inside closed intervals of length . Slightly enlarging these finitely many intervals to open intervals shows its outer measure is at most for every , hence zero.
For the modified construction, let be the total length of the intervals in . The removed fraction at stage is exactly , so
The product telescopes because , giving
Since , the same finite interval-cover argument gives for every . Taking the infimum proves
Only interval lengths and the definition of outer measure were used; the three numbered clauses in the source describe the construction rather than separate requests to prove additional statements.

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