Set . Inductively, replace each component interval of by its two closed end intervals, each of length . The current component length is . Because , the removed central gap has positive lengthThis is a generalized Cantor set construction. The three required properties are checked in parts i, ii and iii.
The sets are closed, measurable, decreasing, and contained in , which has finite Lebesgue measure. By continuity from above of a measure,This limit exists because is a bounded decreasing monotone sequence. To exclude a nondegenerate interval , note that its connectedness forces it into a single component interval of every : crossing two components would cross a removed gap. Its length would therefore be at most for every , which is impossible for a positive-length interval. Thus contains no nondegenerate interval, even when its Lebesgue measure is positive.
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