Question: Need help with problem 8, Real analysis and measure theory course. 8. (The first part of this problem is somewhat difficult.) Recall the setting of

Need help with problem 8, Real analysis and measure theory course.

Need help with problem 8, Real analysis and
8. (The first part of this problem is somewhat difficult.) Recall the setting of an earlier homework exercise: Let A and B be Borel subsets of R, each having positive and finite Lebesgue measure. It is a fact that the function f: R x R - [0, co) defined by f(x, y) = XA(y - x)XB(y) is measurable with respect to the product o-algebra B[R] & BIR]. The conclusions were: f(x, y) = Xx+A(y)XB(y), and if we define g(x) = fr f(x, y) dx(y), then g(x) = [(x + A) n B| and fig d) = |A| |B). Now prove the following: (a) The function g is continuous. Suggestion: Either approximate A by a finite disjoint union of open intervals or approximate XA in L' by a continuous function that equals 0 outside some bounded set. (b) The set B - A = {b - a: a E A, bE B} contains a nonempty open interval

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