every Lebesgue measurable set with non-zero measure contains a non-measurable set.what is the proof?
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I know that Stroock has a proof of this. If no one has put up an answer once I get home, I'll dig around for the textbook – Ben Grossmann Aug 04 '14 at 16:18
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1See here. – Andrés E. Caicedo Aug 04 '14 at 16:22
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There is the Vitali set, $E \subset [0,1]$ such that all of its translates by rational numbers are disjoint, and cover the reals. Now if we have $X\subseteq E$ and $X$ is measurable then $$\bigcup\limits_{r \in \mathbb{Q}\cap[0,1]} X+r\subseteq [-1,2]$$ and all $X+r$ are disjoint thus we must have $m(X)=0$. Thus any measurable subset of the Vitali set has measure zero.
Now if $A$ is your given measurable set of positive measure,
$$A=\bigcup\limits_{r \in \mathbb{Q}} (E+r)\cap A$$ if all the sets $(E+r)\cap A$ are measureable they have measure zero and thus $A$ has measure zero, thus for some $r$, $(E+r)\cap A$ is a non measureable set.

Rene Schipperus
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