# Definition:Null Set

## Definition

Let $\struct {X, \Sigma, \mu}$ be a measure space.

A set $N \in \Sigma$ is called a **($\mu$-)null set** if and only if $\map \mu N = 0$.

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### Family of Null Sets

The family of **$\mu$-null sets**, $\set {N \in \Sigma: \map \mu N = 0}$, is denoted $\NN_\mu$.

### Signed Measure

Let $\struct {X, \Sigma}$ be a measurable space.

Let $\mu$ be a signed measure on $\struct {X, \Sigma}$.

Let $N \in \Sigma$.

We say that $N$ is a **$\mu$-null set** if and only if:

- for each $A \in \Sigma$ with $A \subseteq N$, we have $\map \mu A = 0$

## Definition in $\R^n$

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A set $E \subseteq \R^n$ is called a **null set** if for any $\epsilon > 0$ there exists a countable collection $J_i := \paren {\openint {\mathbf a_i} {\mathbf b_i} }$, $i \in \N$ of open $n$-rectangles such that:

- $\ds E \subseteq \bigcup_{i \mathop = 1}^\infty J_i$

and

- $\ds \sum_{i \mathop = 1}^\infty \map {\operatorname{vol} } {J_i} \le \epsilon$.

Here, $\map {\operatorname{vol} } {J_i}$ denotes the volume of the open rectangle $J_i$, which is the product of the lengths of its sides.

Said another way, a **null set** is a set that can be covered by a countable collection of open $n$-rectangles having total volume as small as we wish.

On Equivalence of Definitions of Null Set in Euclidean Space, it is shown that this definition is compatible with that for general measure spaces.

## Also known as

Because of the defining equality $\map \mu N = 0$, a **$\mu$-null set** $N$ is also sometimes called a **($\mu$-)measure zero set**.

## Note

Not to be confused with the empty set.

## Sources

- 2005: René L. Schilling:
*Measures, Integrals and Martingales*... (previous) ... (next): $\S 4$: Problem $10$