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I was reading 1d case saying for $E \subset R$ with $\mu (E) >0$ and $0< \rho <1$ $\quad \exists$ open interval $I$ s.t. $\mu (E \cap I) > \rho \cdot \mu (I)$.

How can we prove higher dimensional analog of this saying: let $E \subset R^n$ with $\mu (E) >0$ and $0< \rho <1$ then $\quad \exists$ product of intervals $I=I_1 \times ... \times I_n$ s.t. $$\mu (E \cap I) > \rho \cdot \mu (I)$$.

user16015
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