Consider the Cantor-Lebesgue function F : C → R, where C is the Cantor set.
a) Show that F is continuous and actually F can be extended to the whole R so that it is continuous (to do
this, note that if (a, b) is an interval from the complement of C, then F(a) = F(b)).
b) Using (a), show that if f : R → R is continuous function and A is a measurable subset of R, then f(A) may
not be measurable.
c) Show that the inverse image of a measurable set under a continuous function is not always measurable
(compare with Problem 2).
Hint: For (c), notice that F is increasing, thus the function F(x) +x is strictly increasing (and continuous).
Therefore, F(x) + x has a continuous inverse...
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