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Mathematics

TEXTBOOKS in MATHEMATICS TEXTBOOKS in MATHEMATICS

MEASURE THEORY

MEASURE THEORY AND FINE PROPERTIES

Measure Theory and Fine Properties of Functions, Revised
Edition provides a detailed examination of the central asser-
tions of measure theory in n-dimensional Euclidean space. The
AND FINE PROPERTIES
book emphasizes the roles of Hausdorff measure and capacity
in characterizing the fine properties of sets and functions. OF FUNCTIONS

OF FUNCTIONS
Topics covered include a quick review of abstract measure
theory, theorems and differentiation in ℝn, Hausdorff measures,
Revised Edition
area and coarea formulas for Lipschitz mappings and related
change-of-variable formulas, and Sobolev functions as well as
functions of bounded variation.
The text provides complete proofs of many key results omitted
from other books, including Besicovitch’s covering theorem,
Rademacher’s theorem (on the differentiability a.e. of Lipschitz
functions), area and coarea formulas, the precise structure
of Sobolev and BV functions, the precise structure of sets
of finite perimeter, and Aleksandrov’s theorem (on the twice
differentiability a.e. of convex functions).
This revised edition includes countless improvements in
notation, format, and clarity of exposition. Also new are several
sections describing the π-λ theorem, weak compactness criteria
in L1, and Young measure methods for weak convergence. In
addition, the bibliography has been updated.
Topics are carefully selected and the proofs are succinct, but
Gariepy
Evans

complete. This book provides ideal reading for mathematicians

and for graduate students in pure and applied mathematics.

Lawrence C. Evans
K23386
Ronald F. Gariepy

w w w. c rc p r e s s . c o m
K23386_FM.indd 4 3/17/15 12:52 PM
 MEASURE THEORY
AND FINE PROPERTIES
OF FUNCTIONS
Revised Edition

K23386_FM.indd 1 3/17/15 12:52 PM

 TEXTBOOKS in MATHEMATICS
Series Editors: Al Boggess and Ken Rosen

PUBLISHED TITLES
ABSTRACT ALGEBRA: AN INQUIRY-BASED APPROACH
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EXPLORING LINEAR ALGEBRA: LABS AND PROJECTS WITH MATHEMATICA®

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INTRODUCTION TO THE CALCULUS OF VARIATIONS AND CONTROL WITH MODERN APPLICATIONS
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LINEAR ALGEBRA, GEOMETRY AND TRANSFORMATION
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THE MATHEMATICS OF GAMES: AN INTRODUCTION TO PROBABILITY
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QUADRACTIC IRRATIONALS: AN INTRODUCTION TO CLASSICAL NUMBER THEORY
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K23386_FM.indd 4 3/17/15 12:52 PM
 TEXTBOOKS in MATHEMATICS

MEASURE THEORY
AND FINE PROPERTIES
OF FUNCTIONS
Revised Edition

Lawrence C. Evans
University of California
Berkeley, USA

Ronald F. Gariepy
University of Kentucky
Lexington, USA

K23386_FM.indd 5 3/17/15 12:52 PM

CRC Press
Taylor & Francis Group
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Contents

Preface to the Revised Edition xi

Preface xiii

1 General Measure Theory 1

1.1 Measures and measurable functions . . . . . . . . . . . 1

1.1.1 Measures . . . . . . . . . . . . . . . . . . . . . . 1
1.1.2 Systems of sets . . . . . . . . . . . . . . . . . . . 5
1.1.3 Approximation by open and compact sets . . . . 9
1.1.4 Measurable functions . . . . . . . . . . . . . . . . 16
1.2 Lusin’s and Egoroff’s Theorems . . . . . . . . . . . . . 19
1.3 Integrals and limit theorems . . . . . . . . . . . . . . . 24
1.4 Product measures, Fubini’s Theorem, Lebesgue measure 29
1.5 Covering theorems . . . . . . . . . . . . . . . . . . . . . 35
1.5.1 Vitali’s Covering Theorem . . . . . . . . . . . . . 35
1.5.2 Besicovitch’s Covering Theorem . . . . . . . . . . 39
1.6 Differentiation of Radon measures . . . . . . . . . . . . 47
1.6.1 Derivatives . . . . . . . . . . . . . . . . . . . . . 47
1.6.2 Integration of derivatives; Lebesgue decomposi-
tion . . . . . . . . . . . . . . . . . . . . . . . . . 50
1.7 Lebesgue points, approximate continuity . . . . . . . . 53
1.7.1 Differentiation Theorem . . . . . . . . . . . . . . 53
1.7.2 Approximate limits, approximate continuity . . . 56
1.8 Riesz Representation Theorem . . . . . . . . . . . . . . 59
1.9 Weak convergence . . . . . . . . . . . . . . . . . . . . . 65
1.9.1 Weak convergence of measures . . . . . . . . . . 65
1.9.2 Weak convergence of functions . . . . . . . . . . 68
1.9.3 Weak convergence in L1 . . . . . . . . . . . . . . 70
1.9.4 Measures of oscillation . . . . . . . . . . . . . . . 75
1.10 References and notes . . . . . . . . . . . . . . . . . . . 78

vii
viii Contents

2 Hausdorff Measures 81

2.1 Definitions and elementary properties . . . . . . . . . . 81

2.2 Isodiametric inequality, Hn = Ln . . . . . . . . . . . . . 87
2.3 Densities . . . . . . . . . . . . . . . . . . . . . . . . . . 92
2.4 Functions and Hausdorff measure . . . . . . . . . . . . 96
2.4.1 Hausdorff measure and Lipschitz mappings . . . 96
2.4.2 Graphs of Lipschitz functions . . . . . . . . . . . 97
2.4.3 Integrals over balls . . . . . . . . . . . . . . . . . 98
2.5 References and notes . . . . . . . . . . . . . . . . . . . 100

3 Area and Coarea Formulas 101

3.1 Lipschitz functions, Rademacher’s Theorem . . . . . . . 101

3.1.1 Lipschitz continuous functions . . . . . . . . . . . 101
3.1.2 Rademacher’s Theorem . . . . . . . . . . . . . . 103
3.2 Linear maps and Jacobians . . . . . . . . . . . . . . . . 108
3.2.1 Linear mappings . . . . . . . . . . . . . . . . . . 108
3.2.2 Jacobians . . . . . . . . . . . . . . . . . . . . . . 114
3.3 The area formula . . . . . . . . . . . . . . . . . . . . . 114
3.3.1 Preliminaries . . . . . . . . . . . . . . . . . . . . 114
3.3.2 Proof of the area formula . . . . . . . . . . . . . 119
3.3.3 Change of variables formula . . . . . . . . . . . . 122
3.3.4 Applications . . . . . . . . . . . . . . . . . . . . 123
3.4 The coarea formula . . . . . . . . . . . . . . . . . . . . 126
3.4.1 Preliminaries . . . . . . . . . . . . . . . . . . . . 126
3.4.2 Proof of the coarea formula . . . . . . . . . . . . 134
3.4.3 Change of variables formula . . . . . . . . . . . . 139
3.4.4 Applications . . . . . . . . . . . . . . . . . . . . 140
3.5 References and notes . . . . . . . . . . . . . . . . . . . 142

4 Sobolev Functions 143

4.1 Definitions and elementary properties . . . . . . . . . . 143

4.2 Approximation . . . . . . . . . . . . . . . . . . . . . . . 145
4.2.1 Approximation by smooth functions . . . . . . . 145
4.2.2 Product and chain rules . . . . . . . . . . . . . . 153
4.2.3 W 1,∞ and Lipschitz continuous functions . . . . 155
4.3 Traces . . . . . . . . . . . . . . . . . . . . . . . . . . . . 156
4.4 Extensions . . . . . . . . . . . . . . . . . . . . . . . . . 158
 Contents ix

4.5 Sobolev inequalities . . . . . . . . . . . . . . . . . . . . 162

4.5.1 Gagliardo–Nirenberg–Sobolev inequality . . . . . 162
4.5.2 Poincaré’s inequality on balls . . . . . . . . . . . 164
4.5.3 Morrey’s inequality . . . . . . . . . . . . . . . . . 167
4.6 Compactness . . . . . . . . . . . . . . . . . . . . . . . . 168
4.7 Capacity . . . . . . . . . . . . . . . . . . . . . . . . . . 170
4.7.1 Definitions and elementary properties . . . . . . 171
4.7.2 Capacity and Hausdorff dimension . . . . . . . . 179
4.8 Quasicontinuity, precise representatives of Sobolev func-
tions . . . . . . . . . . . . . . . . . . . . . . . . . . . . 183
4.9 Differentiability on lines . . . . . . . . . . . . . . . . . . 187
4.9.1 Sobolev functions of one variable . . . . . . . . . 188
4.9.2 Differentiability on a.e. line . . . . . . . . . . . . 189
4.10 References and notes . . . . . . . . . . . . . . . . . . . 190

5 Functions of Bounded Variation, Sets of Finite Perime-

ter 193

5.1 Definitions, Structure Theorem . . . . . . . . . . . . . . 193

5.2 Approximation and compactness . . . . . . . . . . . . . 199
5.2.1 Lower semicontinuity . . . . . . . . . . . . . . . . 199
5.2.2 Approximation by smooth functions . . . . . . . 199
5.2.3 Compactness . . . . . . . . . . . . . . . . . . . . 203
5.3 Traces . . . . . . . . . . . . . . . . . . . . . . . . . . . . 204
5.4 Extensions . . . . . . . . . . . . . . . . . . . . . . . . . 210
5.5 Coarea formula for BV functions . . . . . . . . . . . . . 212
5.6 Isoperimetric inequalities . . . . . . . . . . . . . . . . . 215
5.6.1 Sobolev’s and Poincaré’s inequalities for BV . . . 216
5.6.2 Isoperimetric inequalities . . . . . . . . . . . . . 217
5.6.3 Hn−1 and Cap1 . . . . . . . . . . . . . . . . . . . 220
5.7 The reduced boundary . . . . . . . . . . . . . . . . . . 221
5.7.1 Estimates . . . . . . . . . . . . . . . . . . . . . . 221
5.7.2 Blow-up . . . . . . . . . . . . . . . . . . . . . . . 225
5.7.3 Structure Theorem for sets of finite perimeter . . 231
5.8 Gauss–Green Theorem . . . . . . . . . . . . . . . . . . 235
5.9 Pointwise properties of BV functions . . . . . . . . . . . 236
5.10 Essential variation on lines . . . . . . . . . . . . . . . . 244
5.10.1 BV functions of one variable . . . . . . . . . . . 245
5.10.2 Essential variation on almost all lines . . . . . . 247
5.11 A criterion for finite perimeter . . . . . . . . . . . . . . 249
x Contents

5.12 References and notes . . . . . . . . . . . . . . . . . . . 255

6 Differentiability, Approximation by C 1 Functions 257

6.1 Lp differentiability, approximate differentiability . . . . 257

∗
6.1.1 L1 differentiability for BV . . . . . . . . . . . . 257
6.1.2 Lp∗ differentiability a.e. for W 1,p . . . . . . . . . 260
6.1.3 Approximate differentiability . . . . . . . . . . . 262
6.2 Differentiability a.e. for W 1,p (p > n) . . . . . . . . . . 265
6.3 Convex functions . . . . . . . . . . . . . . . . . . . . . . 266
6.4 Second derivatives a.e. for convex functions . . . . . . . 273
6.5 Whitney’s Extension Theorem . . . . . . . . . . . . . . 276
6.6 Approximation by C 1 functions . . . . . . . . . . . . . 282
6.6.1 Approximation of Lipschitz continuous functions 283
6.6.2 Approximation of BV functions . . . . . . . . . . 283
6.6.3 Approximation of Sobolev functions . . . . . . . 286
6.7 References and notes . . . . . . . . . . . . . . . . . . . 288

Bibliography 289

Notation 293

Index 297
Preface to the Revised Edition

We published the original edition of this book in 1992 and have been
extremely gratified with its popularity for now over 20 years. The pub-
lisher recently asked us to write an update, and we have agreed to do
so in return for a promise that the future price be kept reasonable.
For this revised edition the entire book has been retyped into La-
TeX and we have accordingly been able to set up better cross-references
with page numbers. There have been countless improvements in nota-
tion, format and clarity of exposition, and the bibliography has been
updated. We have also added several new sections, describing the π-λ
Theorem, weak compactness criteria in L1 and Young measure meth-
ods for weak convergence.
We will post any future corrections or comments at LCE’s home-
page, accessible through the math.berkeley.edu website. We remain
very grateful to the many readers who have written us over the years,
suggesting improvements and error fixes.
LCE has been supported during the writing of the revised edition
by the National Science Foundation (under the grant DMS-1301661),
by the Miller Institute for Basic Research in Science and by the Class
of 1961 Collegium Chair at UC Berkeley.
Best wishes to our readers, past and future.

LCE/RFG
November, 2014
Berkeley/Lexington

xi
Preface

These notes gather together what we regard as the essentials of real

analysis on Rn .
There are of course many good texts describing, on the one hand,
Lebesgue measure for the real line and, on the other, general measures
for abstract spaces. But we believe there is still a need for a source book
documenting the rich structure of measure theory on Rn , with particu-
lar emphasis on integration and differentiation. And so we packed into
these notes all sorts of interesting topics that working mathematical
analysts need to know, but are mostly not taught. These include Haus-
dorff measures and capacities (for classifying “negligible” sets for vari-
ous fine properties of functions), Rademacher’s Theorem (asserting the
differentiability of Lipschitz continuous functions almost everywhere),
Aleksandrov’s Theorem (asserting the twice differentiability of convex
functions almost everywhere), the area and coarea formulas (yielding
change-of-variables rules for Lipschitz continuous maps between Rn and
Rm ), and the Lebesgue–Besicovitch Differentiation Theorem (amount-
ing to the fundamental theorem of calculus for real analysis).
This book is definitely not for beginners. We explicitly assume our
readers are at least fairly conversant with both Lebesgue measure and
abstract measure theory. The expository style reflects this expectation.
We do not offer lengthy heuristics or motivation, but as compensation
have tried to present all the technicalities of the proofs: “God is in the
details.”
Chapter 1 comprises a quick review of mostly standard real analy-
sis, Chapter 2 introduces Hausdorff measures, and Chapter 3 discusses
the area and coarea formulas. In Chapters 4 through 6 we analyze the
fine properties of functions possessing weak derivatives of various sorts.
Sobolev functions, which is to say functions having weak first partial
derivatives in an Lp space, are the subject of Chapter 4; functions of
bounded variation, that is, functions having measures as weak first par-
tial derivatives, the subject of Chapter 5. Finally, Chapter 6 discusses

xiii
xiv Preface

the approximation of Lipschitz continuous, Sobolev and BV functions

by C 1 functions, and several related subjects.
We have listed in the references the primary sources we have re-
lied upon for these notes. In addition many colleagues, in particular
S. Antman, J.-A. Cohen, M. Crandall, A. Damlamian, H. Ishii, N.V.
Krylov, N. Owen, P. Souganidis, S. Spector, and W. Strauss, have sug-
gested improvements and detected errors. We have also made use of S.
Katzenburger’s class notes. Early drafts of the manuscript were typed
by E. Hampton, M. Hourihan, B. Kaufman, and J. Slack.
LCE was partially supported by NSF Grants DMS-83-01265, 86-
01532, and 89-03328, and by the Institute for Physical Science and
Technology at the University of Maryland. RFG was partially sup-
ported by NSF Grant DMS-87-04111 and by NSF Grant RII-86-10671
and the Commonwealth of Kentucky through the Kentucky EPSCoR
program.

Warnings
Our terminology is occasionally at variance with standard usage.
The principal changes are these:

• What we call a measure is usually called an outer measure.

• For us a function is integrable if it has an integral (which may

equal ±∞).

• We call a function f summable if |f | has a finite integral.

• We do not identify two Lp , BV or Sobolev functions that agree

almost everywhere.
Chapter 1
General Measure Theory

This chapter is mostly a review of standard measure theory, with par-

ticular attention paid to Radon measures on Rn .
Sections 1.1 through 1.4 are a rapid recounting of abstract measure
theory. In Section 1.5 we establish Vitali’s and Besicovitch’s Cover-
ing Theorems, the latter being the key for the Lebesgue–Besicovitch
Differentiation Theorem for Radon measures in Sections 1.6 and 1.7.
Section 1.8 provides a vector-valued version of Riesz’s Representation
Theorem. In Section 1.9 we study weak compactness for sequences of
measures and functions.
The reader should as necessary consult the Appendix for a summary
of our notation.

1.1 Measures and measurable functions

1.1.1 Measures
Although we intend later to work almost exclusively in Rn , it is
most convenient to start abstractly.
Let X denote a nonempty set, and 2X the collection of all subsets
of X.

DEFINITION 1.1. A mapping µ : 2X → [0, ∞] is called a measure

on X provided

(i) µ(∅) = 0, and

(ii) if
∞
[
A⊆ Ak ,
k=1

1
2 General Measure Theory

then ∞
X
µ(A) ≤ µ(Ak ).
k=1

Condition (ii) is called subadditivity.

Warning: Most texts call such a mapping µ an outer measure, reserv-
ing the name measure for µ restricted to the collection of µ-measurable
subsets of X (see below). We will see, however, that there are definite
advantages to being able to “measure” even nonmeasurable sets.

DEFINITION 1.2. Let µ be a measure on X and C ⊆ X. Then µ

restricted to C, written
µ C,
is the measure defined by
(µ C)(A) := µ(A ∩ C) for all A ⊆ X.
DEFINITION 1.3. A set A ⊆ X is µ-measurable if for each set
B ⊆ X we have
µ(B) = µ(B ∩ A) + µ(B − A).
THEOREM 1.1 (Elementary properties of measures). Let µ be
a measure on X.

(i) If A ⊆ B ⊆ X, then
µ(A) ≤ µ(B).

(ii) A set A is µ-measurable if and only if X − A is µ-measurable.

(iii) The sets ∅ and X are µ-measurable. More generally, if µ(A) = 0,

then A is µ-measurable.

(iv) If C is any subset of X, then each µ-measurable set is also µ C-

measurable.

Proof. 1. Assertion (i) follows at once from the definition. To show

(ii), assume A is µ-measurable and B ⊆ X. Then

µ(B) = µ(B ∩ A) + µ(B − A) = µ(B − (X − A)) + µ(B ∩ (X − A));

and so X − A is µ-measurable.
 1.1 Measures and measurable functions 3

2. Suppose now µ(A) = 0, B ⊆ X. Then µ(B ∩ A) = 0, and

consequently

µ(B) ≥ µ(B − A) = µ(B ∩ A) + µ(B − A).

The opposite inequality is clear from subadditivity.

3. Assume A is µ-measurable, B ⊆ X. Then

µ C(B) = µ(B ∩ C)
= µ((B ∩ C) ∩ A) + µ((B ∩ C) − A)
= µ((B ∩ A) ∩ C) + µ((B − A) ∩ C)
=µ C(B ∩ A) + µ C(B − A).

Hence A is µ C-measurable.

THEOREM 1.2 (Sequences of measurable sets). Let {Ak }∞

k=1
be a sequence of µ-measurable sets.

(i) The sets

∞
[ ∞
\
Ak and Ak
k=1 k=1

are µ-measurable.

(ii) If the sets {Ak }∞

k=1 are disjoint, then

∞ ∞
!
[ X
µ Ak = µ(Ak ).
k=1 k=1

(iii) If A1 ⊆ . . . Ak ⊆ Ak+1 . . . , then

∞
!
[
lim µ(Ak ) = µ Ak .
k→∞
k=1

(iv) If A1 ⊃ . . . Ak ⊃ Ak+1 . . . and µ(A1 ) < ∞, then

∞
!
\
lim µ(Ak ) = µ Ak .
k→∞
k=1
4 General Measure Theory

Proof. 1. Since subadditivity implies

µ(B) ≤ µ(B ∩ A) + µ(B − A)

for all A, B ⊆ Rn , it suffices to show the opposite inequality in order

to prove the set A is µ-measurable.
For each set B ⊆ Rn ,

µ(B) = µ(B ∩ A1 ) + µ(B − A1 )

= µ(B ∩ A1 ) + µ((B − A1 ) ∩ A2 ) + µ((B − A1 ) − A2 )
≥ µ(B ∩ (A1 ∪ A2 )) + µ(B − (A1 ∪ A2 )),

and thus A1 ∪ A2 is µ-measurable. By induction, the union of finitely

many µ-measurable sets is µ-measurable.
2. Because

X − (A1 ∩ A2 ) = (X − A1 ) ∪ (X − A2 ),

the intersection of two, and thus of finitely many, µ-measurable sets is

µ-measurable.
3. Assume now the sets {Ak }∞
k=1 are disjoint, and write

j
[
Bj := Ak (j = 1, 2, . . . ).
k=1

Then

µ(Bj+1 ) = µ(Bj+1 ∩ Aj+1 ) + µ(Bj+1 − Aj+1 )

= µ(Aj+1 ) + µ(Bj ) (j = 1, . . . );

whence
j j
!
[ X
µ Ak = µ(Ak ) (j = 1, . . . ).
k=1 k=1

It follows that
∞ ∞
!
X [
µ(Ak ) ≤ µ Ak ,
k=1 k=1

from which assertion (ii) follows.

 1.1 Measures and measurable functions 5

4. To prove (iii), we note from (ii) that

∞ ∞
!
X [
lim µ(Ak ) = µ(A1 ) + µ(Ak+1 − Ak ) = µ Ak .
k→∞
k=1 k=1

Assertion (iv) follows from (iii), since

∞
!
[
µ(A1 ) − lim µ(Ak ) = lim µ(A1 − Ak ) = µ (A1 − Ak )
k→∞ k→∞
k=1
∞
!
\
≥ µ(A1 ) − µ Ak .
k=1

5. Recall that if B is any subset of X, then each µ-measurable set is

also µ B-measurable. Since Bj := ∪jk=1Ak is µ-measurable by Step
1, for each B ⊆ X with µ(B) < ∞ we have
∞ ∞
! !
[ [
µ B∩ Ak + µ B − Ak
k=1 k=1
∞ ∞
! !
[ \
= (µ B) Bk + (µ B) (X − Bk )
k=1 k=1
= lim (µ B)(Bk ) + lim (µ B)(X − Bk )
k→∞ k→∞
= µ(B).

Thus ∪∞ ∞
k=1 Ak is µ-measurable, as is ∩k=1 Ak , since

∞
\ ∞
[
X− Ak = (X − Ak ).
k=1 k=1

This proves (i).

1.1.2 Systems of sets

We introduce next certain important classes of subsets of X.

DEFINITION 1.4. A collection of subsets A ⊆ 2X is a σ-algebra

provided
(i) ∅, X ∈ A;
6 General Measure Theory

(ii) A ∈ A implies X − A ∈ A;

(iii) Ak ∈ A (k = 1, . . . ) implies
∞
[
Ak ∈ A;
k=1

(iv) Ak ∈ A (k = 1, . . . ) implies
∞
\
Ak ∈ A.
k=1

Remark. Since
∞ ∞
!
\ [
X− Ak = (X − Ak ),
k=1 k=1

(iv) in fact follows from (ii) and (iii). Similarly, (ii) and (iv) imply
(iii).

THEOREM 1.3 (Measurable sets as a σ-algebra). If µ is a

measure on a nonempty set X, then the collection of all µ-measurable
subsets of X is a σ-algebra.

Proof. This follows at once from Theorems 1.1 and 1.2.

The intersection of any collection of σ-algebras is a σ-algebra, and

consequently the following makes sense:

DEFINITION 1.5. If C ⊆ 2X is any nonempty collection of subsets

of X, the σ-algebra generated by C, denoted

σ(C),

is the smallest σ-algebra containing C.

An important special case is when C is the collection of all open

subsets of Rn :

DEFINITION 1.6.

(i) The Borel σ-algebra of Rn is the smallest σ-algebra of Rn con-

taining the open subsets of Rn .
 1.1 Measures and measurable functions 7

(ii) A measure µ on Rn is called Borel if each Borel set is µ-

measurable.

Caratheodory’s criterion (Theorem 1.9) will provide us with a con-

venient way to check that a measure is Borel.
For various applications it is convenient to introduce as well certain
classes of subsets having less structure than σ-algebras.

DEFINITION 1.7. A nonempty collection of subsets P ⊆ 2X is a

π-system provided

A, B ∈ P implies A ∩ B ∈ P.

So a π-system is simply a collection of subsets closed under finite

intersections.

DEFINITION 1.8. A collection of subsets L ⊆ 2X is a λ-system

provided

(i) X ∈ L;

(ii) A, B ∈ L and B ⊆ A implies A − B ∈ L;

(iii) if Ak ∈ L and Ak ⊆ Ak+1 for k = 1, . . . , then

∞
[
Ak ∈ L.
k=1

Since both π-systems and λ-systems have less stringent properties

than σ-algebras, it will be easy in applications to check that various
interesting collections of sets are indeed π- or λ-systems. The following
will then provide a link back to σ-algebras:

THEOREM 1.4 (π–λ Theorem). If P is a π-system and L is a

λ-system with
P ⊆ L,
then
σ(P) ⊆ L.

Proof. 1. Define \
S := L′ ,
L′ ⊇P
8 General Measure Theory

the intersection of all λ-systems L′ containing P. Clearly P ⊆ S ⊆ L,

and it is easy to check that S is itself a λ-system.
2. Claim #1: S is a π-system.
Proof of claim: Select any A, B ∈ S; we must show A ∩ B ∈ S. Define

A := {C ⊆ X | A ∩ C ∈ S}.

Since S is a λ-system, it follows that A is a λ-system. Therefore S ⊆ A.

But then since B ∈ S, we see that A ∩ B ∈ S.
3. Claim #2: S is a σ-algebra.
Proof of claim: This will follow since S is both a λ- and a π-system.
Since X ∈ S, it follows that ∅ = X − X ∈ S. Clearly A ∈ S implies
X − A ∈ S. Since S is closed under complements and under finite
intersections, it is closed under finite unions. Hence if A1 , A2 , · · · ∈ S,
then Bn := ∪nk=1 Ak ∈ S. As S is a λ-system, we see that therefore
∪∞k=1 Ak ∈ S. Thus S is a σ-algebra.

4. Since S ⊇ P is a σ-algebra, it follows that

σ(P) ⊆ S ⊆ L.

As a first application, we show that finite Borel measures in Rn are

uniquely determined by their values on closed “rectangles” with sides
parallel to the coordinate axes:

THEOREM 1.5 (Borel measures and rectangles). Let µ and ν

be two finite Borel measures on Rn such that

µ(R) = ν(R)

for all closed “rectangles”

R := {x ∈ Rn | −∞ ≤ ai ≤ xi ≤ bi ≤ ∞ (i = 1, . . . , n)}.

Then
µ(B) = ν(B)
for all Borel sets B ⊆ Rn .

Proof. We apply the π-λ Theorem with

P := {R ⊆ Rn | R is a rectangle}
 1.1 Measures and measurable functions 9

and
L := {B ⊆ Rn | B is Borel, µ(B) = ν(B)}.
Then P ⊆ L, P is clearly a π-system, and we check that L is a λ-
system. Consequently, the π-λ Theorem implies σ(P) ⊆ L. But σ(P)
comprises the Borel sets, since each open subset of Rn can be written
as a countable union of closed rectangles.

Remark. This proof illustrates the usefulness of λ-systems. It is not

so clear that {B Borel | µ(B) = ν(B)} is a σ-algebra, since it is not
obviously closed under intersections.

1.1.3 Approximation by open and compact sets

Next we introduce certain classes of measures that admit good ap-
proximations of various types.
DEFINITION 1.9.
(i) A measure µ on X is regular if for each set A ⊆ X there exists
a µ-measurable set B such that A ⊆ B and µ(A) = µ(B).
(ii) A measure µ on Rn is Borel regular if µ is Borel and for each
A ⊆ Rn there exists a Borel set B such that A ⊆ B and µ(A) =
µ(B).
(iii) A measure µ on Rn is a Radon measure if µ is Borel regular
and µ(K) < ∞ for each compact set K ⊂ Rn .
THEOREM 1.6 (Increasing sets). Let µ be a regular measure on
X. If A1 ⊆ . . . Ak ⊆ Ak+1 . . . , then
∞
!
[
lim µ(Ak ) = µ Ak .
k→∞
k=1

Remark. An important point is that the sets {Ak }∞

k=1 need not be
µ-measurable here.

Proof. Since µ is regular, there exist measurable sets {Ck }∞

k=1 , with
Ak ⊆ Ck and µ(Ak ) = µ(Ck ) for each k. Set Bk := ∩j≥k Cj . Then
Ak ⊆ Bk , each Bk is µ-measurable, and µ(Ak ) = µ(Bk ). Thus
∞ ∞
! !
[ [
lim µ(Ak ) = lim µ(Bk ) = µ Bk ≥ µ Ak .
k→∞ k→∞
k=1 k=1
10 General Measure Theory

But Ak ⊆ ∪∞
j=1 Aj , and so also
 
∞
[
lim µ(Ak ) ≤ µ  Aj  .
k→∞
j=1

We demonstrate next that if µ is Borel regular, we can create a

Radon measure by restricting µ to a measurable set of finite measure.
THEOREM 1.7 (Restriction and Radon measures). Let µ be
a Borel regular measure on Rn . Suppose A ⊆ Rn is µ-measurable and
µ(A) < ∞.
Then µ A is a Radon measure.
Remark. If A is a Borel set, then µ A is Borel regular, even if
µ(A) = ∞.

Proof. 1. Let ν := µ A. Clearly ν(K) < ∞ for each compact

K. Since Theorem 1.1, (iv) asserts that every µ-measurable set is ν-
measurable, ν is a Borel measure.
2. Claim: ν is Borel regular.
Proof of claim: Since µ is Borel regular, there exists a Borel set B such
that A ⊆ B and µ(A) = µ(B) < ∞. Then, since A is µ-measurable,

µ(B − A) = µ(B) − µ(A) = 0.

Choose C ⊆ Rn . Then

(µ B)(C) = µ(C ∩ B)
= µ(C ∩ B ∩ A) + µ((C ∩ B) − A)
≤ µ(C ∩ A) + µ(B − A)
= (µ A)(C).

Thus µ B=µ A, and so we may as well assume A is a Borel set.

3. Now let C ⊆ Rn We must show that there exists a Borel set D
such that C ⊆ D and ν(C) = ν(D). Since µ is a Borel regular measure,
there exists a Borel set E such that A ∩ C ⊆ E and µ(E) = µ(A ∩ C).
Let D := E ∪(Rn −A). Since A and E are Borel sets, so is D. Moreover,
C ⊆ (A ∩ C) ∪ (Rn − A) ⊆ D. Finally, since D ∩ A = E ∩ A,

ν(D) = µ(D ∩ A) = µ(E ∩ A) ≤ µ(E) = µ(A ∩ C) = ν(C).

 1.1 Measures and measurable functions 11

We consider next the possibility of measure theoretically approxi-

mating by open, closed or compact sets.

LEMMA 1.1. Let µ be a Borel measure on Rn and let B be a Borel

set.

(i) If µ(B) < ∞, there exists for each ǫ > 0 a closed set C such that

C ⊆ B, µ(B − C) < ǫ.

(ii) If µ is a Radon measure, then there exists for each ǫ > 0 an open
set U such that
B ⊆ U, µ(U − B) < ǫ.

Proof. 1. Let ν := µ B. Since µ is Borel and µ(B) < ∞, ν is a finite

Borel measure. Let

F := {A ⊆ Rn | A is µ -measurable and for each ǫ > 0

there exists a closed set C ⊆ A with ν(A − C) < ǫ}.

Obviously, F contains all closed sets.

2. Claim #1: If {Ai }∞ ∞
i=1 ⊆ F , then A := ∩i=1 Ai ∈ F .
Proof of claim: Fix ǫ > 0. Since Ai ∈ F , there exists a closed set
Ci ⊆ Ai with ν(Ai − Ci ) < 2ǫi (i = 1, 2, . . . ). Let C := ∩∞
i=1 Ci . Then C
is closed and
∞ ∞
!
\ \
ν(A − C) = ν Ai − Ci
i=1 i=1

∞
!
[
≤ν (Ai − Ci )
i=1
∞
X
≤ ν(Ai − Ci ) < ǫ.
i=1

Thus A ∈ F .
3. Claim #2: If {Ai }∞ ∞
i=1 ⊆ F , then A := ∪i=1 Ai ∈ F .
Proof of claim: Fix ǫ > 0 and choose Ci as above. Since ν(A) < ∞, we
have
12 General Measure Theory

∞ ∞
m
! !
[ [ [
lim ν A− Ci =ν Ai − Ci
x→∞
i=1 i=1 i=1
∞
!
[
≤ν (Ai − Ci )
i=1
∞
X
≤ ν(Ai − Ci ) < ǫ.
i=1
Consequently, there exists an integer m such that
m
!
[
ν A− Ci < ǫ.
i=1
But ∪m
i=1 Ci is closed, and so A ∈ F .
4. Since every open subset of Rn can be written as a countable
union of closed sets, Claim #2 shows that F contains all open sets.
Consider next
G := {A ∈ F | Rn − A ∈ F }.
Trivially, if A ∈ G, then Rn − A ∈ G. Note also that G contains all open
sets.
5. Claim #3: If {Ai }∞ ∞
i=1 ⊆ G, then A = ∪i=1 Ai ∈ G.
Proof of claim: By Claim #2, A ∈ F . Since also {Rn − Ai }∞
i=1 ⊆ F ,
Claim #1 implies Rn − A = ∩∞ i=1 (R n
− Ai ) ∈ F .
6. Thus G is a σ-algebra containing the open sets and therefore also
the Borel sets. In particular, B ∈ G; and hence, given ǫ > 0, there is a
closed set C ⊆ B such that
µ(B − C) = ν(B − C) < ǫ.
This establishes (i).
7. Write Um := B 0 (0, m), the open ball with center 0, radius m.
Then Um − B is a Borel set with µ(Um − B) < ∞, and so we can apply
(i) to find a closed set Cm ⊆ Um − B such that µ((Um − Cm ) − B) =
µ((Um − B) − Cm ) < 2ǫm .
Let U := ∪∞ n
m=1 (Um − Cm ); U is open. Now B ⊆ R − Cm and thus
Um ∩ B ⊆ Um − Cm . Consequently,
∞
[ [∞
B= (Um ∩ B) ⊆ (Um − Cm ) = U.
m=1 m=1
 1.1 Measures and measurable functions 13

Furthermore,
∞ ∞
!
[ X
µ(U −B) = µ (Um − Cm ) − B) ≤ µ((Um −Cm )−B) < ǫ.
m=1 m=1

THEOREM 1.8 (Approximation by open and by compact

sets). Let µ be a Radon measure on Rn . Then
(i) for each set A ⊆ Rn ,

µ(A) = inf{µ(U ) | A ⊆ U, U open},

and

(ii) for each µ-measurable set A ⊆ Rn ,

µ(A) = sup{µ(K) | K ⊆ A, Kcompact}.

Remark. Assertion (i) does not require A to be µ-measurable.

Proof. 1. If µ(A) = ∞, (i) is obvious, and so let us suppose µ(A) < ∞.

Assume first A is a Borel set. Fix ǫ > 0. Then by Lemma 1.1, there
exists an open set U ⊃ A with µ(U − A) < ǫ. Since µ(U ) = µ(A) +
µ(U − A) < ∞, (i) holds.
Now, let A be an arbitrary set. Since µ is Borel regular, there exists
a Borel set B ⊃ A with µ(A) = µ(B). Then

µ(A) = µ(B) = inf{µ(U ) | B ⊆ U, U open}

≥ inf{µ(U ) | A ⊆ U, U open}.

The reverse inequality is clear, and so assertion (i) is proved.

2. Now let A be µ-measurable, with µ(A) < ∞. Set ν := µ A; then
ν is a Radon measure according to Theorem 1.7. Fix ǫ > 0. Applying
(i) to ν and Rn − A, we obtain an open set U with Rn − A ⊆ U and
ν(U ) ≤ ǫ. Let C := Rn − U . Then C is closed and C ⊆ A. Moreover,

µ(A − C) = ν(Rn − C) = ν(U ) ≤ ǫ.

Thus
0 ≤ µ(A) − µ(C) ≤ ǫ,
14 General Measure Theory

and so
µ(A) = sup{µ(C) | C ⊆ A, C closed}. (⋆)

3. Suppose that µ(A) = ∞. Define DkP:= {x | k − 1 ≤ |x| < k}.

∞
Then A = ∪∞ k=1 (Dk ∩ A); so ∞ = µ(A) = k=1 µ(A ∩ Dk ). Since µ is
a Radon measure, µ(Dk ∩ A) < ∞. Then by the above, there exists a
closed set Ck ⊆ Dk ∩A with µ(Ck ) ≥ µ(Dk ∩A)− 21k . Now ∪∞
k=1 Ck ⊆ A
and
∞
n
! !
[ [
lim µ Ck = µ Ck
n→∞
k=1 k=1
∞ ∞  
X X 1
= µ(Ck ) ≥ µ(Dk ∩ A) − k = ∞.
2
k=1 k=1

But ∪nk=1 Ck is closed for each n, whence in this case we also have
assertion (⋆) .
4. Finally, let B(m) denote the closed ball with center 0, radius
m. Let C be closed, Cm := C ∩ B(m). Each set Cm is compact and
µ(C) = limm→∞ µ(Cm ). Hence for each µ-measurable set A,

sup{µ(K) | K ⊆ A, K compact} = sup{µ(C) | C ⊆ A, C closed}.

We introduce next a simple and very useful way to verify that a

measure is Borel.

THEOREM 1.9 (Caratheodory’s criterion). Let µ be a measure

on Rn . If for all sets A, B ⊆ Rn , we have

µ(A ∪ B) = µ(A) + µ(B) whenever dist(A, B) > 0,

then µ is a Borel measure.

Proof. 1. Suppose A, C ⊆ Rn and C is closed. We must show

µ(A) ≥ µ(A ∩ C) + µ(A − C), (⋆)

the opposite inequality following from subadditivity.

If µ(A) = ∞, then (⋆) is obvious. Assume instead µ(A) < ∞. Define
 
n 1
Cn := x ∈ R | dist(x, C) ≤ (n = 1, 2, . . . ).
n
 1.1 Measures and measurable functions 15
1
Then dist(A − Cn , A ∩ C) ≥ n
> 0. Therefore, by hypothesis,
µ(A − Cn ) + µ(A ∩ C) = µ((A − Cn ) ∪ (A ∩ C)) ≤ µ(A). (⋆⋆)

2. Claim: limn→∞ µ(A − Cn ) = µ(A − C).

Proof of claim: Set
 
1 1
Rk := x ∈ A | < dist(x, C) ≤ (k = 1, . . . ).
k+1 k
Since C is closed, A − C = (A − Cn ) ∪ ∪∞
k=n Rk ; consequently,
∞
X
µ(A − Cn ) ≤ µ(A − C) ≤ µ(A − Cn ) + µ(Rk ).
k=n
P∞
If we can show k=1 µ(Rk ) < ∞, we will then have
lim µ(A − Cn ) ≤ µ(A − C)
n→∞
∞
X
≤ lim µ(A − Cn ) + lim µ(Rk )
n→∞ n→∞
k=n
= lim µ(A − Cn ),
n→∞

thereby establishing the claim.

3. Now dist(Ri , Rj ) > 0 if j ≥ i + 2. Hence by induction we find
m m
!
X [
µ(R2k ) = µ R2k ≤ µ(A),
k=1 k=1

and likewise
m m
!
X [
µ(R2k+1 ) = µ R2k+1 ≤ µ(A).
k=0 k=0

Combining these results and letting m → ∞, we discover

∞
X
µ(Rk ) ≤ 2µ(A) < ∞.
k=1

4. We therefore have
µ(A − C) + µ(A ∩ C) = lim µ(A − Cn ) + µ(A ∩ C) ≤ µ(A),
n→∞

according to (⋆⋆) . This proves (⋆) and thus the closed set C is µ-
measurable.
16 General Measure Theory

1.1.4 Measurable functions

We now extend the notion of measurability from sets to functions.
Let X be a set and Y a topological space. Assume µ is a measure
on X.
DEFINITION 1.10.
(i) A function f : X → Y is called µ-measurable if for each open
set U ⊆ Y , the set
f −1 (U )
is µ-measurable.

(ii) A function f : X → Y is Borel measurable if for each open

set U ⊆ Y , the set
f −1 (U )
is Borel measurable.

EXAMPLE. If f : Rn → Y is continuous, then f is Borel-measurable.

This follows since f −1 (U ) is open, and therefore µ-measurable, for
each open set U ⊆ Y .
THEOREM 1.10 (Inverse images).
(i) If f : X → Y is µ-measurable, then f −1 (B) is µ-measurable for
each Borel set B ⊆ Y .

(ii) A function f : X → [−∞, ∞] is µ-measurable if and only if

f −1 ([−∞, a)) is µ-measurable for each a ∈ R.

(iii) If f : X → Rn and g : X → Rm are µ-measurable, then

(f, g) : X → Rn+m

is µ-measurable.
Proof. 1. We check that

{A ⊆ Y | f −1 (A) is µ-measurable}

is a σ-algebra containing the open sets and hence the Borel sets.
2. Likewise,

{A ⊆ [−∞, ∞] | f −1 (A) is µ-measurable}

 1.1 Measures and measurable functions 17

is a σ-algebra containing [−∞, a) for each a ∈ R, and therefore con-

taining the Borel subsets of R.
3. Let h := (f, g). Then

{A ⊆ Rn+m | h−1 (A) is µ-measurable}

is a σ-algebra containing all open sets of the form U ×V , where U ⊆ Rn

and V ⊆ Rm are open.

Measurable functions inherit the good properties of measurable

sets:

THEOREM 1.11 (Properties of measurable functions).

(i) If f, g : X → [−∞, ∞] are µ-measurable, then so are

f + g, f g, |f |, min(f, g) and max(f, g).

f
The function g is also µ-measurable, provided g 6= 0 on X.

(ii) If the functions fk : X → [−∞, ∞] are µ-measurable (k =

1, 2, . . . ), then

inf fk , sup fk , lim inf fk , and lim sup fk

k≥1 k≥1 k→∞ k→∞

are also µ-measurable.

Proof. 1. As noted above, f : X → [−∞, ∞] is µ-measurable if and

only if f −1 [−∞, a] is µ-measurable for each a ∈ R.
2. Suppose f, g : X → R are µ-measurable, Then
[
(f + g)−1 (−∞, a) = (f −1 (−∞, r) ∩ g −1 (−∞, s)),
r,s rational
r+s<a

and so f + g is µ-measurable. Since

1 1
(f 2 )−1 (−∞, a) = f −1 (−∞, a 2 ) − f −1 (−∞, −a 2 ],

for a ≥ 0, f 2 is µ-measurable. Consequently,

1
f g = [(f + g)2 − f 2 − g 2 ]
2
18 General Measure Theory

is µ-measurable as well. Next observe that if g 6= 0,



g −1 (a−1 , 0) if a < 0
 −1 
1
g (−∞, a) = g −1 (−∞, 0) if a = 0


 −1
g (−∞, 0) ∪ g −1 (a−1 , ∞) if a > 0;

1 f
thus g and so also g are µ-measurable.
3. Finally,

f + = f χ{f ≥0} = max(f, 0), f − = −f χ{f <0} = max(−f, 0)

are µ-measurable, and consequently so are

|f | = f + + f − ,
max(f, g) = (f − g)+ + g,
min(f, g) = −(f − g)− + g.

4. Suppose next the functions fk : X → [−∞, ∞] (k = 1, 2, . . . ) are

µ-measurable. Then
 −1 ∞
[
inf fk [−∞, a] = fk−1 [−∞, a)
k≥1
k=1

and  −1 ∞
\
sup fk [−∞, a] = fk−1 [−∞, a].
k≥1
k=1

Therefore
inf fk, , sup fk
k≥1 k≥1

are µ- measurable.
5. We complete the proof by noting that

lim inf fk = sup inf fk , lim sup fk = inf sup fk .

k→∞ m≥1 k≥m k→∞ m≥1 k≥m

Next is an elegant and quite useful way to rewrite a nonnegative

measurable function.
 Lusin’s and Egoroff ’s Theorems 19

THEOREM 1.12 (Decomposition of nonnegative measurable

functions). Assume that f : X → [0, ∞] is µ-measurable. Then there
exist µ-measurable sets {Ak }∞
k=1 in X such that
∞
X 1
f= χA .
k k
k=1

Observe that the sets {Ak }∞

k=1 need not be disjoint and that this
assertion is valid even if f is not a simple function.

Proof. Set
A1 := {x ∈ X | f (x) ≥ 1},
and inductively define for k = 2, 3, . . .
 
k−1
 1 X 1 
Ak := x ∈ X f (x) ≥ + χAj .
 k j=1 j 

An induction argument shows that

m
X 1
f≥ χAk (m = 1, . . . );
k
k=1

and therefore ∞
X 1
f≥ χA .
k k
k=1

If f (x) = ∞, then x ∈ Ak for all k. If instead 0 ≤ f (x) < ∞, then for

infinitely many n, x ∈
/ An . Hence for infinitely many n,
n−1
X 1 1
0 ≤ f (x) − χAk ≤ .
k n
k=1

1.2 Lusin’s and Egoroff’s Theorems

THEOREM 1.13 (Extending continuous functions). Suppose
K ⊆ Rn is compact and f : K → Rm is continuous. Then there exists
a continuous mapping f¯ : Rn → Rm such that

f¯ = f on K.
20 General Measure Theory

Remark. Extension theorems preserving more of the structure of f

will be presented in Sections 3.1, 4.4, 5.4, and 6.5.

Proof. 1. The assertion for m > 1 follows easily from the case m = 1,
and so we may assume f : K → R.
Let U := Rn − K. For x ∈ U and s ∈ K, set
 
|x − s|
us (x) := max 2 − ,0 .
dist(x, K)

Then 

x 7→ us (x) is continuous on U,

0 ≤ us (x) ≤ 1,


us (x) = 0 if |x − s| ≥ 2 dist(x, K).


Now let {sj }∞

j=1 be a countable dense subset of K, and define

∞
X
σ(x) := 2−j usj (x) for x ∈ U.
j=1

Observe 0 < σ(x) ≤ 1 for x ∈ U . Next, set

2−k usk (x)

vk (x) :=
σ(x)

for x ∈ U , k = 1, 2, . . . . The functions {vk }∞k=1 form a partition of

unity on U . Define

f (x)
 if x ∈ K
¯ ∞
f (x) := X .

 vk (x)f (sk ) if x ∈ U.
k=1

According to the Weierstrass M-test, f¯ is continuous on U.

2. We must show

lim f¯(x) = f (a)

x→a,x∈U

for each a ∈ K. Fix ǫ > 0. There exists δ > 0 such that

|f (a) − f (sk )| < ǫ

 1.2 Lusin’s and Egoroff’s Theorems 21

for all sk such that |a − sk | < δ. Suppose x ∈ U with |x − a| < 4δ . If

|a − sk | ≥ δ, then

δ
δ ≤ |a − sk | ≤ |a − x| + |x − sk | < + |x − sk |,
4
so that
3
|x − sk | ≥ δ > 2|x − a| ≥ 2 dist(x, K).
4
δ
Thus, vk (x) = 0 whenever |x − a| < 4 and |a − sk | ≥ δ. Since
∞
X
vk (x) = 1
k=1

if x ∈ U , we calculate for |x − a| < δ4 , x ∈ U , that

∞
|f¯(x) − f (a)| ≤
X
vk (x)|f (sk ) − f (x)| < ǫ.
k=1

We now show that a measurable function can measure theoretically

approximated by a continuous function.

THEOREM 1.14 (Lusin’s Theorem). Let µ be a Borel regular

measure on Rn and f : Rn → Rm be µ-measurable. Assume that A ⊆
Rn is µ-measurable and µ(A) < ∞. Fix ǫ > 0.
Then there exists a compact set K ⊆ A such that

(i) µ(A − K) < ǫ, and

(ii) f |K is continuous.

Proof. 1. For each positive integer i, let Bij ∞

j=1 ⊂ R
m
be disjoint
m ∞ 1
Borel sets such that R = ∪j=1 Bij and diam Bij < i . Define Aij :=
A ∩ f −1 (Bij ).Then Aij is µ-measurable and A = ∪∞
j=1 Aij .

2. Write ν := µ A; ν is a Radon measure. Theorem 1.8 implies

ǫ
the existence of a compact set Kij ⊆ Aij with ν(Aij − Kij ) < 2i+j .
Then
   
[∞ ∞
[
µ A − Kij  = ν A − Kij 
j=1 j=1
22 General Measure Theory
 
∞
[ ∞
[
=ν Aij − Kij 
j=1 j=1
 
∞
[ ǫ
≤ν (Aij − Kij ) < .
j=1
2i

Since limN →∞ µ A − ∪N = µ A − ∪∞



j=1 Kij j=1 Kij , there exists a
number N (i) such that
 
N (i)
[ ǫ
µ A − Kij  < .
j=1
2i

N (i)
3. Set Di := ∪j=1 Kij ; then Di is compact. For each i and j, we fix
bij ∈ Bij and we then define gi : Di → Rm by setting gi (x) = bij for
x ∈ Kij (j ≤ N (i)). Since Kil , . . . , KiN (i) are compact, disjoint sets,
and thus are a positive distance apart, gi is continuous. Furthermore,
|f (x) − gi(x)| < 1i for all x ∈ Di . Set K := ∩∞i=1 Di . Then K is compact
and ∞
X
µ(A − K) ≤ µ(A − Di ) < ǫ.
i=1

Since |f (x) − gi (x)| < 1i for each x ∈ Di , we see gi → f uniformly

on K. Thus f |K is continuous, as required.

THEOREM 1.15 (Approximation by continuous functions).

Let µ be a Borel regular measure on Rn and suppose that f : Rn → Rm
is µ-measurable. Assume A ⊂ Rn is µ-measurable and µ(A) < ∞. Fix
ǫ > 0.
Then there exists a continuous function f¯ : Rn → Rm such that

µ({x ∈ A | f¯(x) 6= f (x)}) < ǫ.

Proof. According to Lusin’s Theorem, there exists a compact set K ⊆

A such that µ(A−K) < ǫ and f |K is continuous. Then by Theorem 1.13
there exists a continuous function f¯ : Rn → Rm such that f¯|K = f |K
and
µ x ∈ A | f¯(x) 6= f (x) ≤ µ(A − K) < ǫ.

 1.2 Lusin’s and Egoroff’s Theorems 23

Remark. Compare this with Whitney’s Extension Theorem 6.10,

which identifies conditions ensuring the existence of a C 1 extension
f¯.
NOTATION The expression

µ-a.e.

means “almost everywhere with respect the measure µ,” that is, except
possibly on a set A with µ(A) = 0.

THEOREM 1.16 (Egoroff ’s Theorem). Let µ be a measure on Rn

and suppose fk : Rn → Rm (k = 1, 2, . . . ) are µ-measurable. Assume
also A ⊂ Rn is µ-measurable, with µ(A) < ∞, and

fk → f µ-a.e. on A.

Then for each ǫ > 0 there exists a µ-measurable set B ⊆ A such

that

(i) µ(A − B) < ǫ, and

(ii) fk → f uniformly on B.

Proof. For i, j = 1, 2, . . . define

∞
[
Cij := {x | |fk (x) − f (x)| > 2−i }.
k=j

Then Ci,j+1 ⊆ Cij for all i, j; and so, since µ(A) < ∞,
 
∞
\
lim µ(A ∩ Cij ) = µ A ∩ Cij  = 0.
j→∞
j=1

Hence there exists an integer N (i) such that µ(A ∩ Ci,N (i)) < ǫ2−i .
Let B := A − ∪∞ i=1 Ci,N (i) . Then

∞
X

µ (A − B) ≤ µ A ∩ Ci,N (i) < ǫ.
i=1

Then for each i, each x ∈ B, and all n ≥ N (i), we have |fn (x)−f (x)| ≤
2−i . Consequently fn → f uniformly on B.
24 General Measure Theory

1.3 Integrals and limit theorems

Now we want to extend calculus to the measure theoretic setting.
This section presents integration theory; differentiation theory is harder
and will be set forth later in Section 1.6.
NOTATION f + = max(f, 0), f − = max(−f, 0),

f = f + − f −.

Let µ be a measure on a nonempty set X.

DEFINITION 1.11. A function g : X → [−∞, ∞] is called a simple
function if the image of g is countable.
DEFINITION 1.12.
(i) If g is a nonnegative, simple, µ-measurable function, we define
its integral Z X
g dµ := yµ(g −1 {y}).
0≤y≤∞
R +
(ii) If
R −g is a simple µ-measurable function and either g dµ < ∞ or
g dµ < ∞, we call g a µ-integrable simple function and
define Z Z Z
g dµ := g + dµ − g − dµ.

This expression may equal ±∞.

Thus if g is a µ-integrable simple function,
Z X
g dµ := yµ(g −1 {y}).
−∞≤y≤∞

DEFINITION 1.13.
(i) Let f : X → [−∞, ∞]. We define the upper integral
Z ∗
f dµ :=
Z 
inf g dµ | g µ-integrable, simple, g ≥ f µ-a.e.
 1.3 Integrals and limit theorems 25

and the lower integral

Z
f dµ :=
∗
Z 
sup g dµ | g µ-integrable, simple, g ≤ f µ-a.e. .

(ii) A µ-measurableR ∗ functionR f : X → [−∞, ∞] is called µ-

integrable if f dµ = ∗ f dµ, in which case we write
Z Z ∗ Z
f dµ := f dµ = f dµ.
∗

Warning: Our use of the term “integrable” differs from most texts.
For us, a function is “integrable” provided it has an integral, even if
this integral equals +∞ or –∞.
Note that a nonnegative µ-measurable function is always µ-
integrable.
We assume the reader to be familiar with all the usual properties of
integrals.

DEFINITION 1.14.

(i) A function f : X → [−∞, ∞] is µ-summable if f is µ-integrable

and Z
|f | dµ < ∞.

(ii) We say a function f : Rn → [−∞, ∞] is locally µ-summable

if f |K is µ-summable for each compact set K ⊂ Rn .

DEFINITION 1.15. We say ν is a signed measure on Rn if there

exists a Radon measure µ on Rn and a locally µ-summable function
f : Rn → [−∞, ∞] such that
Z
ν(K) = f dµ (⋆)
K

for all compact sets K ⊆ Rn .

26 General Measure Theory

NOTATION

(i) We write
ν=µ f
provided (⋆) holds for all compact sets K. Note that therefore

µ A = µ χA .

(ii) We denote by
L1 (X, µ)
the set of all µ-summable functions on X, and

L1loc (Rn , µ)

the set of all locally µ-summable functions.

(iii) Likewise, if 1 < p < ∞,

Lp (X, µ)

denotes the set of all µ-measurable functions f on X such that

|f |p is µ-summable , and

Lploc (Rn , µ)

the set of µ-measurable functions f such that |f |p is locally µ-

summable.

(iv) We do not identify two Lp (or Lploc ) functions that agree µ-a.e.

The following three limit theorems for integrals are among the most
important assertions in all of analysis.

THEOREM 1.17 (Fatou’s Lemma). Let fk : X → [0, ∞] be µ-

measurable for k = 1, . . . . Then
Z Z
lim inf fk dµ ≤ lim inf fk dµ.
k→∞ k→∞
P∞
Proof. Take g := j=1 aj χAj to be a nonnegative simple function less
than or equal to lim inf k→∞ fk . Suppose the µ-measurable sets {Aj }∞
j=1
are disjoint and aj > 0 for j = 1, . . . .
 1.3 Integrals and limit theorems 27

Fix 0 < t < 1. Then

∞
[
Aj = Bj,k,
k=1

where
Bj,k := Aj ∩ {x | fl (x) > taj for all l ≥ k}.
Note
Aj ⊇ Bj,k+1 ⊇ Bj,k (k = 1, . . . ).
Thus
Z ∞ Z
X ∞ Z
X ∞
X
fk dµ ≥ fk dµ ≥ fk dµ ≥ t aj µ(Bj,k );
j=1 Aj j=1 Bj,k j=1

and so Z ∞ Z
X
lim inf fk dµ ≥ t aj µ(Aj ) = t g dµ.
k→∞
j=1

This inequality holds for each 0 < t < 1 and each simple function g
less than or equal to lim inf k→∞ fk . Consequently,
Z Z Z
lim inf fk dµ ≥ lim inf fk dµ = lim inf fk dµ.
k→∞ ∗ k→∞ k→∞

THEOREM 1.18 (Monotone Convergence Theorem). Let fk :

X → [0, ∞] be µ-measurable (k = 1, . . . ), with

f1 ≤ · · · ≤ fk ≤ fk+1 ≤ . . . .

Then Z Z
lim fk dµ = lim fk dµ.
k→∞ k→∞

Proof. Clearly,
Z Z
fj dµ ≤ lim fk dµ (j = 1, . . . );
k→∞

and therefore Z Z
lim fk dµ ≤ lim fk dµ.
k→∞ k→∞

The opposite inequality follows from Fatou’s Lemma.

28 General Measure Theory

THEOREM 1.19 (Dominated Convergence Theorem). Assume

g ≥ 0 is µ-summable and f, {fk }∞
k=1 are µ-measurable. Suppose

fk → f µ-a.e.

as k → ∞, and
|fk | ≤ g (k = 1, . . . ).
Then Z
lim |fk − f | dµ = 0.
k→∞

Proof. By Fatou’s Lemma,

Z Z Z
2g dµ = lim inf (2g − |f − fk |) dµ ≤ lim inf 2g − |f − fk | dµ;
k→∞ k→∞

whence Z
lim sup |f − fk | dµ ≤ 0.
k→∞

THEOREM 1.20 (Variant of Dominated Convergence The-

orem). Assume g, {gk }∞ ∞
k=1 are µ-summable and f, {fk }k=1 are µ-
measurable.
Suppose fk → f µ-a.e. and

|fk | ≤ gk (k = 1, . . . ),

If also
gk → g µ-a.e.
and Z Z
lim gk dµ = g dµ,
k→∞

then Z
lim |fk − f | dµ = 0.
k→∞

Proof. Similar to proof of the Dominated Convergence Theorem.

R
It is easy to see that limk→∞ |fk − f | dµ = 0 does not necessarily
imply fk → f µ-a.e. But if we pass to an appropriate subsequence, we
can obtain a.e. convergence.
 Product measures, Fubini’s Theorem, Lebesgue measure 29

THEOREM 1.21 (Almost everywhere convergent subse-

quence). Assume f, {fk }∞
k=1 are µ-summable and
Z
lim |fk − f | dµ = 0.
k→∞

Then there exists a subsequence {fkj }∞

j=1 for which

f kj → f µ-a.e.

Proof. We select a subsequence {fkj }∞ ∞

j=1 of the functions {fk }k=1
satisfying
∞ Z
X
|fkj − f | dµ < ∞.
j=1

In view of the Monotone Convergence Theorem, this implies

∞
Z X
|fkj − f | dµ < ∞;
j=1

and thus ∞
X
|fkj − f | < ∞ µ-a.e.
j=1

Consequently, fkj → f at µ-a.e. point.

1.4 Product measures, Fubini’s Theorem, Lebesgue

measure
Let X and Y be nonempty sets.

DEFINITION 1.16. Let µ be a measure on X and ν a measure on

Y . We define the measure µ × ν : 2X×Y → [0, ∞] by setting
(∞ )
X
(µ × ν)(S) := inf µ(Ai )ν(Bi ) ,
i=1

for each S ⊆ X × Y , where the infimum is taken over all collections of

30 General Measure Theory

µ-measurable sets Ai ⊆ X and ν-measurable sets Bi ⊆ Y (i = 1, . . . )

such that ∞
[
S⊆ (Ai × Bi ).
i=1

The measure µ × ν is called the product measure of µ and ν.

DEFINITION 1.17.

(i) A subset A ⊆ X is σ-finite with respect to µ if we can write

∞
[
A= Bk ,
k=1

where each Bk is µ-measurable and µ(Bk ) < ∞ for k = 1, 2, . . . .

(ii) A function f : X → [−∞, ∞] is σ-finite with respect to µ if f is

µ-measurable and {x | f (x) 6= 0} is σ-finite with respect to µ.

THEOREM 1.22 (Fubini’s Theorem). Let µ be a measure on X

and ν a measure on Y.

(i) Then µ × ν is a regular measure on X × Y , even if µ and ν are

not regular.

(ii) If A ⊆ X is µ-measurable and B ⊆ Y is ν-measurable, then A×B

is (µ × ν)-measurable and

(µ × ν)(A × B) = µ(A)ν(B).

(iii) If S ⊆ X × Y is σ-finite with respect to µ × ν, then the cross

section
Sy := {x | (x, y) ∈ S}
is µ-measurable for ν-a.e. y,

Sx := {y | (x, y) ∈ S}

is ν-measurable for µ-a.e. x, µ(Sy ) is ν-integrable, and ν(Sx ) is

µ-integrable. Moreover,
Z Z
(µ × ν)(S) = µ(Sy ) dν(y) = ν(Sx ) dµ(x).
Y X
 1.4 Fubini’s Theorem, Lebesgue measure 31

(iv) If f is (µ × ν)-integrable and f is σ-finite with respect to µ × ν

(in particular, if f is (µ × ν)-summable), then the mapping
Z
y 7→ f (x, y) dµ(x)
X

is ν-integrable, the mapping

Z
x 7→ f (x, y) dν(y)
Y

is µ-integrable, and
Z Z Z 
f d(µ × ν) = f (x, y) dµ(x) dν(y)
X×Y Y X
Z Z 
= f (x, y) dν(y) dµ(x).
X Y

Remark. We will later study the coarea formula (Theorem 3.10),

which is a kind of “curvilinear” version of Fubini’s Theorem.

Proof. 1. Let F denote the collection of all sets S ⊆ X × Y for which

the mapping
x 7→ χS (x, y)
is µ-integrable for each y ∈ Y and the mapping
Z
y 7→ χS (x, y) dµ(x)
X

is ν-integrable. If S ∈ F , we write
Z Z 
ρ(S) := χS (x, y) dµ(x) dν(y).
Y X

2. Define

P0 := {A × B | A µ-measurable, B ν-measurable} ,
P1 := ∪∞

j=1 Sj | Sj ∈ P0 (j = 1, . . . ) ,
 ∞
P2 := ∩j=1 Sj | Sj ∈ P1 (j = 1, . . . ) .

Note P0 ⊆ F and
ρ(A × B) = µ(A)ν(B)
32 General Measure Theory

when A × B ∈ P0 . If A1 × B1 , A2 × B2 ∈ P0 , then

(A1 × B1 ) ∩ (A2 × B2 ) = (A1 ∩ A2 ) × (B1 ∩ B2 ) ∈ P0 ,

and

(A1 × B1 ) − (A2 × B2 ) = ((A1 − A2 ) × B1 ) ∪ ((A1 ∩ A2 ) × (B1 − B2 ))

is a disjoint union of members of P0 . It follows that each set in P1 is a

countable disjoint union of sets in P0 . Hence P1 ⊆ F .
3. Claim #1: For each S ⊆ X × Y ,

(µ × ν)(S) = inf{ρ(R) | S ⊆ R ∈ P1 }.

Proof of claim: First we note that if S ⊆ R = ∪∞

i=1 (Ai × Bi ), then

∞
X ∞
X
ρ(R) ≤ ρ(Ai × Bi ) = µ(Ai )ν(Bi ).
i=1 i=1

Thus
inf{ρ(R) | S ⊆ R ∈ P1 } ≤ (µ × ν)(S).
Moreover, there exists a disjoint collection of sets {A′j × Bj′ }∞
j=1 in P0
such that ∞
[
R= (A′j × Bj′ ).
j=1

Thus ∞
X
ρ(R) = µ(A′j )ν(Bj′ ) ≥ (µ × ν)(S).
j=1

4. Fix A × B ∈ P0 . Then

(µ × ν)(A × B) ≤ µ(A)ν(B) = ρ(A × B) ≤ ρ(R)

for all R ∈ P1 such that A × B ⊆ R. Thus Claim #1 implies

(µ × ν)(A × B) = µ(A)ν(B).

5. Next we must prove A × B is (µ × ν)-measurable. So suppose

T ⊆ X × Y and T ⊆ R ∈ P1 . Then R − (A × B) and R ∩ (A × B) are
disjoint and belong to P1 . Consequently,
 1.4 Fubini’s Theorem, Lebesgue measure 33

(µ × ν)(T − (A × B)) + (µ × ν)(T ∩ (A × B))

≤ ρ(R − (A × B)) + ρ(R ∩ (A × B))
= ρ(R),

and so, according to Claim #1,

(µ × ν)(T − (A × B)) + (µ × ν)(T ∩ (A × B)) ≤ (µ × ν)(T ).

Thus (A × B) is (µ × ν)-measurable. This proves (ii).

6. Claim #2: For each S ⊆ X × Y there is a set R ∈ P2 such that
S ⊆ R and
ρ(R) = (µ × ν)(S).

Proof of claim: If (µ × ν)(S) = ∞, set R = X × Y . If (µ × ν)(S) < ∞,

then for each j = 1, 2, . . . there is according to Claim #1 a set Rj ∈ P1
such that S ⊆ Rj and
1
ρ(Rj ) < (µ × ν)(S) + .
j
Define ∞
\
R := Rj ∈ P2 .
j=1

Then R ∈ F , and by the Dominated Convergence Theorem,

(µ × ν)(S) ≤ ρ(R) = lim ρ ∩kj=1 Rj ≤ (µ × ν)(S).

k→∞

7. From (ii) we see that every member of P2 is (µ × ν)-measurable

and thus (i) follows from Claim #2.
8. If S ⊆ X × Y and (µ × ν)(S) = 0, then there is a set R ∈ P2
such that S ⊆ R and ρ(R) = 0; thus S ∈ F and ρ(S) = 0.
Now suppose that S ⊆ X ×Y is (µ×ν)-measurable and (µ×ν)(S) <
∞. Then there is a R ∈ P2 such that S ⊆ R and

(µ × ν)(R − S) = 0;

hence
ρ(R − S) = 0.
34 General Measure Theory

Thus
µ({x | (x, y) ∈ S}) = µ({x | (x, y) ∈ R})
for ν-a.e. y ∈ Y , and
Z
(µ × ν)(S) = ρ(R) = µ({x | (x, y) ∈ S}) dν(y).

Assertion (iii) follows, provided (µ × ν)(S) < ∞. If S is σ-finite with

respect to µ × ν, we decompose S into countably many sets with finite
measure.
9. Assertion (iv) reduces to (iii) when f = χS . If f is (µ × ν)-
integrable, is nonnegative and is σ-finite with respect to µ × ν, we use
Theorem 1.12 to write ∞
X 1
f = χA .
k k
k=1

Then assertion (iv) follows for f from the Monotone Convergence The-
orem. Finally, for general f we write

f = f + − f −,

to deduce (iv) in general.

DEFINITION 1.18.

(i) One-dimensional Lebesgue measure on R1 is

(∞ ∞
)
X [
1
L (A) := inf diam Ci | A ⊆ Ci , Ci ⊆ R
i=1 i=1

for all A ⊆ R.

(ii) We inductively define n-dimensional Lebesgue measure Ln

on Rn by

Ln := Ln−1 × L1 = L1 × · · · × L1 (n times)

THEOREM 1.23 (Another characterization of Lebesgue mea-

sure). We have
Ln = Ln−k × Lk
for each k ∈ {1, . . . , n − 1}.
Other documents randomly have
different content
their arrangements. Even if she weren’t altogether able to understand, she
should, Mrs. Luke said, be given the opportunity of doing so.
So when breakfast was cleared away, and Jocelyn had withdrawn to his
attic, Mrs. Luke shut herself up as usual with Sally in the dining-room, and
spent the morning patiently explaining.
Sally said nothing. This made it difficult for Mrs. Luke to know whether
she had understood. And yet how simple it was. Jocelyn’s work, the
paramount importance of his work, on which both his and Salvatia’s future
and perhaps—who knew?—the world’s, depended; their present, but no
doubt temporary, poverty, which made it out of the question for them to
follow him to Cambridge till Almond Tree Cottage had been let; the
necessity of teaching Salvatia, during long, quiet, uninterrupted days, all the
little odds and ends, so small and yet so indispensable, that go to make up
the wife of a gentleman; and the impossibility of asking Jocelyn to leave his
rooms in College and live in anything as uncomfortable and makeshift as
the sorts of lodgings within their means were bound to be. Of course had
Salvatia been alone in the world, and with nowhere at all to go to, some
such arrangement would have had to be made. But she wasn’t alone. She
had her husband’s mother, and her husband’s mother’s home, and affection,
and sympathy, and the warmest welcome.
‘Just a little patience, Salvatia dear,’ said Mrs. Luke, ‘and our little
problems will all quite naturally solve themselves. We shall have got a
tenant for this house, Jocelyn will have found a nice home for us in
Cambridge, you will meanwhile have learnt everything necessary to make
you able to be its perfect little mistress, and we’ll all live happily ever
after.’
Now wasn’t this kind? Surely it was very kind, thought Mrs. Luke. And
wasn’t it loving? Surely it was altogether loving. Yet Salvatia said never a
word.
Indeed, Sally was necessarily dumb. She had too few words to enter into
controversy with Mrs. Luke, and knew that if she tried to she would only
collapse into tears. But after lunch, through which she sat saying nothing,
when Mrs. Luke sent her out into the garden alone because she herself had
to go down that afternoon to the shops to see about the cakes for her party
next day, Sally went to the one corner which wasn’t overlooked by the
windows of the house, owing to an intervening tool-shed, and, leaning
against the iron rails that separated Mrs. Luke’s property from Mr. Thorpe’s,
wept bitterly.
She clutched the top rail with both hands, and laying her head on them
wept most bitterly; for it was plain now to her that her dream of two rooms
and no lady was never to come true, and that meanwhile—what was the
good of blinking facts?—her husband had deserted her. And she had no
money; only five shillings her father had given her as a wedding present,—
that was all. Handsome as a present, but not enough, she was sure, to get
her home to him. If only she could go home to him, and escape any more of
Mrs. Luke, and escape the terrible, the make-you-come-over-all-cold-to-
think-of party! Then, when Usband arrived at his college, she could turn up
there and give him a surprise, and find a room for herself somewhere close,
and live in it as quiet as a mouse, not bothering him at all or interrupting,
but near enough to feel still married.
Sally’s body was shaken by sobs; even the rail on which she leant her
head, her head with its bright, tumbled hair, whose ends, getting into her
eyes, were wet and darkened by her grief, was shaken. She could bear no
more. She couldn’t bear any more of anything in the house behind the tool-
shed. Yet what was she to do? Five shillings would get her nowhere——
‘Crying, eh?’ said a voice on the other side of the fence.
And looking up with a great start, Sally beheld Father-in-law.
 XI

§
Mr. Thorpe, being a man accustomed all his life to success in everything
he undertook—except in the case of Annie, but even she had been a success
at first—had spent a week of bitterness.
He was aggrieved, deeply aggrieved; and he hated the hole and corner
way Mrs. Luke had hidden from him, refusing to see him, refusing any sort
of explanation, turning him down with a single letter, and not answering
when he wrote back.
He, who was very well aware that he was conferring everything, that he
was giving her a chance in a million, when he called was shown the door;
and all he had done for her, the affection he had bestowed, the gifts he had
lavished, were as though they had not been. In the sight of South Winch and
of his own household he was humiliated. But it went deeper than that: he
knew himself for kind, and no one wanted his kindness; he knew himself
for generous, and no one wanted his generosity either. Naturally he was full
of resentment; so full, that he hadn’t even gone to his office regularly that
week, but had hung about his house and grounds instead, fault-finding.
Where he hung about most was that part of his plantations which abutted
on the meadow dividing Abergeldie from Mrs. Luke; and wandering among
his conifers he could see, without himself being seen, anything that went on
in her miserable plot of ground. If he had been told that such behaviour was
undignified he would have replied that dignity be damned; for not only was
he smarting under Mrs. Luke’s ingratitude, not only was he annoyed beyond
measure at not going to get the wife he no longer really wanted—who
would wish to be tied up to a jealous, middle-aged woman, when there were
so many pretty, cheerful girls about?—but he longed, with a simple longing
he hadn’t felt since he first went sweethearting as a boy, to see Sally again.
He did see her; always, however, arm in arm with Hell’s Fury, as he now
called her who had so recently been his Marge. Then, on this Wednesday
afternoon, more than a week after Mrs. Luke had shown herself in her true
colours—a jolly good thing he had found her out before and not after
marriage, thought Mr. Thorpe, who yet was enraged that he had,—as he
wandered among his conifers after luncheon, nursing his grievances and
glancing every now and then at the little house across the meadow, so
insignificant and cheap and nevertheless able to play such a part in his life,
he saw young beauty at last come out alone, and go round to the back of the
tool-shed, and behave as has been indicated.
For a few minutes Mr. Thorpe stayed where he was, in case the H.F.—
so, for convenience sake, did he abbreviate the rude nickname he had given
Mrs. Luke—should come out too; but when some time had passed and
nobody appeared, he concluded that the two high-brows had gone for a
walk, and Beauty for once was alone. Crying, too. What had they been
doing to the girl, that precious pair of hoity toity treat-you-as-dirters, Mr.
Thorpe asked himself. Then, climbing cautiously over the fence, and
crossing the field close to the belt of firs, he arrived unseen and unheard to
where Sally, her head bowed over her hands, was standing crying.
How kind he was. What a comfort he was. And how clear in his
instructions as to what she was to do. It was quite easy to say things to
Father-in-law; he seemed to understand at once.
Nobody had told Sally he wasn’t her father-in-law. The Lukes’ habit of
silence towards her about their affairs had left her supposing he was what
he said he was, and she herself had heard him not being contradicted by
Mrs. Luke when she came into the drawing-room that day and he told her
he was making friends with his new daughter.
Sally was aware that Jocelyn’s own father was dead, and she had at first
supposed Mr. Thorpe was Mrs. Luke’s second husband. In the confusion of
mind in which she had been since arriving at Almond Tree Cottage, she had
had no thoughts left over for wondering why, if he were, he lived
somewhere else. Dimly the last few days, not having seen him again, she
had begun to think, though with no real interest, that perhaps Mrs. Luke
hadn’t quite married him yet, but only very nearly. Anyhow it didn’t matter.
He said he was her father-in-law, and that was good enough for her. Such a
kind old gentleman. Much older than her own father. Might easily have
been her grandfather, with all that bald head and grey moustache.
And Mr. Thorpe’s pleasure, nay, delight, at being able to help Beauty and
at the same time give those two high-brows something to talk about, was
very great. This was indeed killing two birds with one stone—and what
birds! He listened attentively to all she brokenly and imperfectly said; he
entirely applauded her idea of going back to her father for a bit, and assured
her there was no place like home; he told her he would send her there in one
of his cars, quite safe from door to door; he advised her to stay with her
father till her husband did his duty, which was to make a home for her and
live with her in it; he asked why she should allow herself to be deserted, to
be left alone with Mrs. Luke, who would do nothing but try and cram her
head with rubbish——
‘Don’t you like ‘er?’ asked Sally, surprised.
‘No,’ said Mr. Thorpe stoutly.
‘But you’re goin’ to marry ‘er,’ said Sally, more surprised.
‘Catch me,’ said Mr. Thorpe.
‘But then you ain’t my father-in-law,’ said Sally, more surprised than
ever.
‘Yes I am,’ said Mr. Thorpe hastily. ‘Once a father-in-law always a
father-in-law,’ he assured her,—and hurried her off this subject by asking
her why she should be treated by her husband as if she weren’t married at
all, and by what right young Luke thought he could behave differently from
any husband any one had ever heard of. Scandalous, said Mr. Thorpe, to
leave her. Shocking. Incomprehensible. And that so-called husband of hers
with his marriage vows not yet had time to go cold on his lips!
In fact, Mr. Thorpe said out loud and beautifully everything Sally had
thought and not been able to get into words.
The result was that, encouraged and supported, indeed urged and driven,
she took one of those desperate steps characteristic of the very meek, and,
acting according to Mr. Thorpe’s clear and precise instructions, stole out of
the house at five next morning—the very day of the party, from which he,
who knew all about it from his housekeeper, and had tried to console
himself by thinking of the piles of strawberries and peaches and quarts of
cream he wasn’t going to send to it, insisted that she should at all costs
escape—carrying only a little bag, with her five shillings in it and her comb
and toothbrush; and, creeping down the stairs holding her breath, got out
without a sound through the kitchen window, anxiously listening for a
moment as she passed the shut sitting-room door on the other side of which
Jocelyn lay asleep,—Jocelyn, who that night, being still much annoyed with
her, had very fortunately not been upstairs.
 At the corner of the road was Mr. Thorpe’s car. He himself remained
discreetly in bed. No use overdoing things. Besides, he could wait. He knew
where to find Beauty when the time came, which was more than those
damned Lukes did; and he had given his chauffeur the necessary orders the
night before, and could rely on their being carried out to the letter; so that
Sally found, when she got into the car, which was more splendid outside
and more soft inside than she could have believed possible, not only a
lovely rug of the silkiest fur, which the chauffeur, a most attentive young
gentleman, wrapped round her legs as carefully as if they were the Queen’s,
but a basket full of everything for breakfast, even hot coffee, and an
enormous box of chocolates which were for her to keep, the chauffeur said,
with Mr. Thorpe’s compliments. And such was the effect on her of all this
moral and physical support that she no longer, as she was smoothly and
deliciously borne along through sleeping South Winch, across awakening
London, past sunshiny fields and woods just flushing green, on and on, into
Essex, into Cambridgeshire, smooth and swift, with a motion utterly
different from the one Jocelyn’s car made and completely confidence-
inspiring, she no longer felt as if she were doing anything that was
frightening, and also, perhaps, wrong. Could anybody be doing anything
very wrong who had such a splendid car to sit in, and such a respectful and
attentive young gentleman driving it?

§
Mr. Pinner disillusioned her.
For many years he hadn’t tasted such quiet happiness, such contentment
and well-being, as during the four weeks he had been without Sally. Her
marriage to a gentleman, to one of the scholars from Cambridge, was
known to every one in the village, and he was proud of it, very proud. Sally,
besides having been handed over safe and sound to some one else’s care,
had risen in life and was now a lady. He had every reason to be proud of
her, and no further bother. Now for the first time he could live, after forty
years of the other thing, free from females. Was it sinful, he asked himself
occasionally, and at variance with God’s Word, to be so very happy all
alone? He didn’t think it could be. He had served his time. Forty years in
the wilderness he had had—just like the Israelites, who had come out of it
too, just as he had, and enjoyed themselves too at last, as he was enjoying
himself, quietly and nicely. No husband or father could have been fonder of
his wife and daughter than he had been of his, or done his duty by them
more steadily. Surely now, both of them being safely settled, it couldn’t be
wrong to like having a rest? He loved Sally, but she had been a back-
breaking responsibility. For four weeks now he had enjoyed himself, and
with such relish that when he got up in the morning and thought of the
quiet, free hours ahead of him, he had often quavered into song. Then came
the day when, peacefully dusting the toffee in his window, and thinking
how prettily the birds were singing that fine spring morning, and of the little
bit of mutton he was going to do in capers for his dinner, he saw an
enormous closed car coming down the village street, and with astonishment
beheld it stop in front of his shop, and Sally get out.
Mr. Pinner knew enough of what cars cost to be sure this one wasn’t
anyhow Mr. Luke’s. Things like that cost as much as two of Mr. Luke’s five
hundreds a year; so that the car, of which Sally had been so proud, far from
impressing him only frightened him. And when, after the chauffeur had
handed her a bag, he saw him turn the car round and disappear, going away
again without her while she came running up the steps, he was more
frightened than ever.
What had happened? Not a month married, and back again by herself
with a bag.
‘I come ’ome,’ said Sally in the doorway, still bright with the sheer
enjoyment of the ride, yet, faced by her father’s amazement, conscious of a
slight lowering of her temperature. ‘My! You ain’t ’alf small, Father,’ she
added, surprised, after looking at the tall Jocelyn and the broad Mr. Thorpe,
by how little there was of Mr. Pinner. ‘Almost count you on the fingers of
one ’and,’ she said.
‘Want more fingers than I got to count you,’ retorted Mr. Pinner,
retreating behind the counter and feeling that these words somehow
constituted a smart preliminary snub.
He didn’t offer to kiss her. He stood entrenched behind his counter and
stared up at her, struck, after having got out of the habit of her beauty, into a
new astonishment at it. But it gave him no pleasure. It merely frightened
him. For it blew up peace.
‘Where’s your ’usband?’ he inquired, afraid and stern.
 ‘Oh—’im,’ said Sally, trying to look unconcerned, but flushing. ’E’s with
’is mother, ’e is. Ain’t you pleased to see me, Father?’ she asked, in an
attempt to lead the conversation off husbands at least for a bit; and tighter to
her side she hugged the box of chocolates, because the feel of it helped her
to remember Father-in-law’s approval and encouragement. And he was a
gentleman, wasn’t he? And a lot older even than Father, so must know what
was what.
‘Oh, indeed. With ’is mother, is ’e,’ said Mr. Pinner, ignoring her
question. ‘ ’Oos car was that?’ he asked.
‘Father-in-law’s,’ said Sally, hugging her chocolates.
‘Oh, indeed. And ’oo may father-in-law be?’
‘The gentleman as is—as was goin’ to marry Mr. Luke’s mother.’
‘Oh, indeed. And you ride about in ’is car meanwhile. I see.’
‘Lent it to me so I can come ’ome.’
‘What do ’e want to send you ’ere for, then?’ asked Mr. Pinner, leaning
on his knuckles, his blue eyes very bright. ‘Ain’t your ’ome where your
’usband’s is? Ain’t that a married woman’s ’ome?’
‘I only come on a visit,’ faltered Sally, whose spirits were by now in her
shoes. Her father had often scolded her, but she had never been afraid of
him. Now there was something in his eye that made her feel less sure that
she had taken, as Mr. Thorpe had told her, the one possible and completely
natural step. ‘I only come for a few days, while Mr. Luke——’
‘Mr. Luke know you’re ’ere?’ interrupted her father.
‘ ’E don’t know yet,’ said Sally. ‘But I——’
‘That’s enough,’ said Mr. Pinner, holding up a hand. ‘That’s quite
enough. No need for no more words. You go back right away to your
’usband, my girl. Come to the wrong box, you ’ave, for ’arbourin’ runaway
wives.’
‘But, Father—’ she stammered, not yet quite able to believe that in
coming back to him she had only got out of the frying pan into the fire, ‘you
got to listen to why I come——’
He held up his hand again, stopping her. He had no need to listen. He
could see for himself that she was a runaway wife, which was against both
man’s and God’s laws.
 Sally, however, persisted. She put her bag down on the counter, behind
which he firmly remained, and facing him across it tried to give him an idea
of what had been happening to her, and what had been going to happen to
her much worse if she had stayed.
He refused to be given an idea of it. He turned a deaf ear to all
explanations. And he was merely scandalised when she said, crying by this
time, that she couldn’t, couldn’t be left alone with Mr. Luke’s mother, for
where a husband thinks fit to leave his wife, said Mr. Pinner, always
supposing it is respectable, there that wife must remain till he fetches her.
This he laid down to Sally as a law from which a married woman departs at
her peril, and he laid it down with all the more emphasis, perhaps, because
of knowing how unlikely it was that he himself would ever have had the
courage to enforce it in the case of Mrs. Pinner, and that, if he had, how
certain it was she wouldn’t have stayed five minutes in any place he tried to
leave her in.
Sally was in despair. What was she to do? The little shop looked like
paradise to her, a haven of peaceful bliss after the life she had led since last
she saw it. She cried and cried. She couldn’t believe that her father, who
had always been so kind really, wouldn’t let her stay with him for the two
days till Jocelyn got back to Cambridge.
But not even for one night would Mr. Pinner, who was secretly terrified
of Jocelyn, and sure he would be hot on his wife’s tracks and make a scene
and blame him if he gave her so much as an inch of encouragement,
harbour her. Back she should go by the very next train to her husband and
her duty; and the breaking of marriage vows, and the disregard of the
injunctions in the New Testament which had so much shocked her in
Jocelyn, were now thrown at her by Mr. Pinner, who accused her of
precisely these. Useless for Sally, clinging to the hope of somehow being
able to justify herself and be allowed to stay, to say through her tears that
the Gospel didn’t mention what a woman had to do but only what a man
had to, because to that Mr. Pinner replied that no Gospel could be expected
to mention everything, and that in any case, when it came to sinning, the
sexes couldn’t be kept apart.

§
 He walked her off to the little station three miles away. The bag the
respectful chauffeur had wanted to carry for her up those few steps she now
carried three miles herself.
‘Pity you was in such a ’urry to let that there car go,’ Mr. Pinner
remarked sarcastically, as they trudged almost in silence along the lanes.
Sally gulped; delicately, because even her gulps were little gulps,—
gentle, delicate little things. She didn’t know what was to become of her,
she really didn’t. Go back to that dreadful house, and arrive in the middle of
the party? Face real wrath, real deserved wrath, from those who even when
they were being kind had terrified her? So thoroughly had Mr. Pinner’s
horror at what she had done cleared her mind of Mr. Thorpe’s points of
view that she felt she hadn’t a leg to stand on, and would do anything,
almost, sooner than, covered with shame, go back to the anger of the Lukes.
But what? What could she do except go back? Yet if she had been miserable
there while she was still good, how was she going to bear it now that she
had become wicked? She shuddered to think of what Mrs. Luke would be
like really angry—and Mr. Luke, who had the right not to leave her alone
even at night....
Sadly did Sally gulp from time to time, and every now and then emit a
faint sob, as she walked in silence that morning beside the adamant Mr.
Pinner to the branch-line station. She hadn’t been in the Woodles district
very long, but it seemed to her as she passed along its quiet lanes that she
loved every stick and stone of it. It was what she understood. It was peace.
It was home. Her father went with her as far as Cambridge, so as to put her
safely into the express to Liverpool Street, and his instructions were, after
buying her a first class ticket—he felt that Mr. Luke would wish her to
travel first class, and it gave him a gloomy pride to buy it—that she was to
take a taxi from Liverpool Street, and go in it all the way to South Winch.
He then, with the ticket, gave her a pound note.
‘It can’t be more than ten miles out,’ said Mr. Pinner, who had never in
his life before squandered money, let alone a pound, on a taxi, but who tried
to console himself with the thought that it would have been well spent if
only it got Sally safe back to where she belonged; and though he was
depressed he was also proud, for it, too, gave him a kind of sombre
satisfaction.
‘Been an expensive day for me, this,’ he said, gloomy, but proud.
 Sally gulped.
He kept her in the waiting-room at the station till the last moment, for
she was attracting the usual too well-remembered attention, and beauty in
tears was even more conspicuous than beauty placid, and then he hurried
her along to the front of the train, and put her in a carriage in which there
was only one lady—a real lady, of course, thought Mr. Pinner, anxiously
taking stock of her, or she wouldn’t be travelling first class.
‘Beg pardon, Madam,’ he said in his best behind-the-counter manner,
taking his hat off. ‘You goin’ to London by any chance?’
Seeing that the train didn’t stop till it got there, the lady couldn’t say
anything but yes; and then Mr. Pinner asked her if she would mind keeping
an eye on his daughter, who, though a married lady too—the lady made a
little bow of acknowledgement of this tribute to her evidently settled-down
appearance, though she was, in fact, a spinster—yet didn’t know her way
about very well.
Then when the train began to move, and Sally’s face, as she leant out of
the window to say goodbye, was a study in despair, Mr. Pinner relented
enough to pat her tear-stained cheek, and running a few steps beside the
carriage bade her not take on any more.
‘What’s done’s done,’ he called out after the train, by way of cheering
her.
And Sally, dropping back into her corner, pulled out her handkerchief
and wept.

§
Yes. What was done was done true enough, she thought, mopping the
tears as they rolled down her face, including her having married Mr. Luke
and his mother; for she now regarded him and his mother as all of a piece.
The lady at the other end of the carriage, who, however hard she tried,
couldn’t take her eyes off her—and she did try very hard, for she hated
staring at grief—ventured after a while to repeat Mr. Pinner’s advice, and
suggested, though in more Luke-like language, that Sally shouldn’t take on.
Whereupon Sally, the voice being sympathetic and the face kind, took on
more than ever.
 ‘Oh, please don’t,’ said the lady, much concerned, moving up to the seat
opposite her. Such liquefaction she had never seen, nor such loveliness in
spite of it. When she herself cried, which was very rarely—what was the
good?—she became a swollen thing of lumps. ‘You mustn’t, really,’ she
begged. ‘Your eyes—you simply mustn’t do anything to hurt them. What is
it? Can I help at all? I’d love to if I could——’
By the time they were rushing through Bishops Stortford Sally had told
her everything. Incoherent and sobbing at first, there was something about
this lady that comforted her into calmness. She wasn’t at all like Mr.
Thorpe, yet she took his sort of view, not Mr. Pinner’s, and was even more
sympathetic, and even more understanding. It really seemed, from the
questions she asked, as if she must know the Lukes personally. She said she
didn’t, when Sally inquired if this were so, and laughed. She was very
cheerful, and laughed several times, though she was so kind and sorry about
everything.
‘You can’t go back there today, anyhow,’ she said at last. ‘Not into the
middle of that party——’ she laughed and shuddered, for Sally had
explained with a face of horror that nobody at all was going to be at the
party who wasn’t either a lady or a gentleman except herself. ‘You shall
come and stay with me for a few days till your Mr. Luke goes to
Cambridge, and then we’ll see what happens. But I’m not going to let you
go back into the clutches of that Mrs. Luke.’
And she leant forward and took her hand, and smiled so kindly and
cheerfully, and said, ‘You’ll come for a day or two to our house, won’t you?
My father isn’t there just now, and I’ve got it all to myself. Come till we
have made up our minds about what to do next.’
This really seemed too good to be true. Sally turned scarlet. Was she
saved? Saved, at the very last minute, from horror and disgrace?
‘Just for a day or two,’ said her new friend, who couldn’t take her eyes
off Sally’s face, ’till your husband can find somewhere for you to live.
We’ll help him to look. I’ll come with you, and help to find something. No,
it doesn’t matter a bit about your not having any luggage—I can lend you
everything. And we’ll write to him if you like, and tell him you can’t and
won’t stay with his mother. Don’t you think this is quite the best plan?
Don’t you, Sally?’
And she smiled, and asked if she might call her Sally.
 ‘But,’ hesitated Sally, for she didn’t want to get anybody into difficulties,
‘Father says I’m a runaway wife, and ’e wouldn’t ’arbour me ’imself
because of that.’
‘Oh, but somebody must. And I’m the very one for it, because I’m so
respectable, and not a wife. Don’t you worry, you lovely thing. We really
must bring your Mr. Luke to his senses. By the way, hasn’t he got a
Christian name?’
‘You never ’eard such a name,’ said Sally earnestly, who felt, to her own
great surprise, almost as comfortable and easy with this strange lady as she
had with Mr. Soper. ‘Outlandish, I call it.’
Her new friend laughed again when she told her it was Jocelyn. ‘Aren’t
you delicious,’ she said, her bright eyes screwed up with laughter.
Sally liked being called delicious. It gave her assurance. Jocelyn had
called her lots of things like that in his red-eared moments, but they hadn’t
done her much good, because they never seemed to go on into next day.
This lady was quite in her ordinary senses, her ears were proper pale ears,
and what she said sounded as though it would last. And how badly Sally
needed reassurance after the things Mr. Pinner had said to her that morning!
‘Now you come along with me,’ said her friend, jumping up as the train
ran into Liverpool Street, her eyes, which were like little black marbles,
dancing. ‘And please call me Laura, will you? Because it’s my name.’
She leaned out of the window, and waved. A chauffeur came running
down the platform and opened the door; a car was waiting; and in another
minute Sally was in it, once more sunk in softness, and once more with a
lovely fur rug over her knees, while sitting next to her, talking and laughing,
was her new friend, and sitting opposite her, neither talking nor laughing, a
smart young lady in black, carrying a bag, who had appeared from nowhere
and wasn’t taken any notice of, and who looked steadily out of the window.
‘What a day I’m ’avin’, thought Sally.
But when presently the car stopped at a big house in a great square with
trees in the middle, and a footman appeared at the door, and in the hall Sally
could see another one just like him, and then another, and yet another, she
was definitely frightened.
‘Oh lor,’ she whispered, shrinking back into the car.
 ‘No—Laura,’ said her new friend, laughing and taking her hand; and
drawing it through her arm she led her up the steps of the house, and into
the middle of the first real fleshpots of her life.

§
Fleshpots.
She had thought her honeymoon was a honeymoon of fleshpots; she had
been sure Almond Tree Cottage was the very home of them; but now she
saw the real thing: fleshpots in excelsis.
Her father had said, ‘Beware of fleshpots,’ when he was expounding the
doings of the Children of Israel to her of a Sunday afternoon, ‘they don’t do
no one no good.’ And she had been brought up so carefully, so piously, so
privately, that she had never come across that literature of luxury, those
epics of fat things, that are lavishly provided for the poor and skimped. The
flunkeys and the frocks, the country castles and the town palaces, the food,
the jewels and the dukes, had remained outside her imaginative experience.
What she had read had been her Bible, and a few books of her mother’s
childhood in which people were sad, and good and ill, and died saying
things that made her cry very much. There was nothing to set her dreaming
in these. Life, she thought, was like that, except for the lucky ones such as
herself, who had kind parents and a nice back parlour to sit and sew in
when their work was done. There were the gentry, of course; they existed,
she knew, but only knew vaguely. Entirely vague they had been in her mind
till she became a Luke, and found herself engulfed by them; and what an
awe-inspiring engulfing it had seemed to her, with Ammond handing round
everything at meals, and tea on a table you didn’t sit up at!
Now, as her new friend’s arm propelled her past the blank-faced
footmen, across the great marble-floored and columned hall, she realised
that Almond Tree Cottage had been the merest wheelbarrow in size and
fittings compared to this. This was grand. More—this was terrible. It was
her idea of a cathedral or a museum, but not of a place human beings
washed their hands in, and talked out loud.
‘P’raps,’ she murmured to the lady called Laura, holding back as she was
about to be taken into a room which she could see at once she would never
feel comfortable in, and where far away in the distance was another of those
tables with tea on it that one didn’t sit up at, ‘p’raps, if you don’t mind, I’d
better be gettin’ along after all——’ for, being polite, she had forced herself
to bow with a nervous smile to a gentleman in black, who was standing
about and whose eye had met hers, and he hadn’t taken any notice but
looked as blank-faced as everybody else, and the rebuff had terribly
embarrassed her.
‘Come along,’ was all Laura said to that, calling out over her shoulder to
the same gentleman in black to see that a room was got ready for Mrs.
Luke; and he answered, as polite and mild as milk, ‘Very good, m’lady
——’ so he was a servant, and Laura was one of those ladies Sally had
heard her parents sometimes allude to with awe, who are always being told
they’re ladies every time any one speaks to them, and who were, so Mr. and
Mrs. Pinner declared, the pick of the basket.
‘P’raps,’ murmured Sally again, faintly, for the thought of having got
among the pick of the basket unnerved her, ‘I’d best do what Father said,
and take a taxi....’
‘You shall if you really want to,’ said Laura, ‘but let’s have tea first. And
think of that party! It’s raging at this minute. Oh, Sally—could you bear it?’
Sally sat down on the chair Laura pushed up for her. She sat down
obediently, but only on the edge of it, her long slender legs tucked
sideways, as one sits who isn’t at ease. No, she couldn’t bear to go back to
that party; nor could she, waiting till it was over, go back after it and face
Mrs. Luke. It was more than flesh and blood could manage.
Then, that being so, and seeing that her father wouldn’t have her, the
only thing to do was to stay where she was till Usband went to Cambridge
on Saturday, and be thankful she had this kind lady to be with, and try and
swallow all the servants and marble, and do her best to behave grateful. It
was only for a couple of days, for directly Usband got to Cambridge she
would go after him as a wife should. Fallen on her feet wonderfully she
had, Sally anxiously assured herself; but nevertheless, as she sat on the edge
of her chair, and great pictures looked down at her from vast walls, she felt
excessively uneasy.
‘Tell me some more about the Lukes,’ said Laura gaily, arranging a little
table in front of her on which her cup and plate had a nice lot of room, and
nothing got spilt or dropped. ‘I think they’re such fun.’
‘Fun?’ echoed Sally, her lips parting.
She stared at Laura. Fun? The Lukes?
 ‘I never ’eard of a ’usband bein’ fun,’ she said in a very low voice, her
head drooping.
‘Perhaps that isn’t quite the word,’ said Laura, ‘though I believe it’s a
very good way of approaching them.’ And then she paused, teapot in hand,
her eyes on Sally’s face. ‘I suppose,’ she said, ‘you know you’re the most
utterly beautiful thing?’
Whereupon Sally started, for this was the way Mrs. Luke had begun with
her, and said quickly, even as she had said then, ‘But I can’t ’elp it.’
‘Help it?’ echoed Laura, astonished.
‘People begins,’ said Sally anxiously, ‘with “Oh my, ain’t you beautiful,”
and ends with bein’ angry. It ain’t as if I could ’elp it,’ she said, looking up
at her new friend with eyes in which tears were gathering, for it would be
more than she could bear on her empty stomach—she had had no food since
her breakfast in Mr. Thorpe’s car—if she too were going to be angry with
her.
Really such an extraordinary piece of good fortune as this had never yet
come Laura’s way.

§
Now was Sally shovelled up by chance from the bottom of the social
ladder to the top, for Laura was the spinster daughter of a duke. He was so
aged that, by sheer going on living, everything he had ever done, good and
bad, had been forgotten, and at last he had become an object of universal
respect. Ninety-three next birthday; a great age. And his eldest son, the
prospective duke, was sixty-five,—a great age too for anything that is still
prospective. He was a marquis, Sally learned with surprise presently, when
she was having her tea and Laura, who perceived she needed soothing, was
trying to distract her by telling her about her relations; for she failed to
understand why he shouldn’t be a duke. Pinners produced Pinners; why not
dukes dukes?
But Laura said these things couldn’t be explained, and hurried on.
The old duke had married three times, and Laura was the product of
what the neat-phrased French would call the third bed. All the beds, first,
second, and third, had long vanished, and of the third, which had been very
fruitful, Laura, and her brother Charles, and her married sister Terry, were
the only surviving traces. The second bed had been barren; the first had
provided the heir, and three ancient ladies old enough to be Laura’s
mothers, who were scattered over England in varying degrees of
resignation, one being the widow of a bishop, another the widow of a
Cabinet Minister, and the third not yet the widow of a club man and expert
bridge-player, who never came home till next day.
‘Why don’t ’e?’ asked Sally, manners seeming to demand that she should
say something when, for an instant, her friend paused.
But Laura said these things couldn’t be explained, and hurried on.
Much the liveliest of the beds had been the one she herself came out of,
and her blood pressure—except during the last year of the War, when
unceasing hard work, combined with a diet of practically continual boiled
fish, reduced it to a comfortable normal—had always been higher than was
convenient. This led her into excesses. She must be up and doing; she found
it impossible to sit still. Vitality bubbled in her quick speech and danced in
her black eyes. She was now thirty-five, round and stubby, fleet of foot and
swift of reply, and her past was strewn with charities she had organised,
dressmakers she had established, hat shops she had run, estate agencies she
had started, hospital beds she had endowed, arts she had supported,
geniuses she had discovered, and four lovers.
Four weren’t many, she thought, considering the piles her sister Terry
had got through. Laura’s lovers had come and gone, as lovers do, and she
hadn’t minded much, because neither had they. There was something too
electric about her for love. She seemed to crackle in their very arms. This
disconcerted them; and each in his turn married some one else.
For a long time now she had been bored, and bored violently, and by the
time she came across Sally she had seen everything, been everything, heard
everything and done everything; and the prospect of seeing and being and
hearing and doing over and over again, till her joints cracked and her hair
fell out, was boring her into fits.
Her father’s three wives had been the daughters of millionaires, whose
pride it was to leave them all their money. Her father, rich before, had thus
become incredibly richer. England was full of him. And the war had only
made him richer, because he owned coal mines. Such riches, Laura
considered, were disgusting, and she had plunged into Socialism, and come
up dripping Labour. But whatever she did, whatever she was, her chief job
was to look after her father, and see that his last years were peaceful; and
she had now only left him in Cambridgeshire, where they had been
spending Easter, for a day or two, and rushed up to London because of
being obliged to go to a charity ball of which she was a patroness, to the
first night of a play whose author she was encouraging, to a bazaar in aid of
the Black and Blue League, of which she was vice-president and whose
aims were the assistance of wives, and, if possible, to look in at a concert
being given by a young violinist she had helped to have trained: and she
had been thinking, as she sat in the empty railway carriage between
Crippenham and Cambridge—the expresses stopped at Crippenham when
the Duke was in residence—that all this was a great bore.
What was the good of it, really? Oughtn’t charity to be approached quite
differently? Weren’t bazaars essentially vicious? Did wives need assistance
more than husbands? And there was her own stupid supper-party that night
after the play, with the author coming to it, and the leading lady, and
Streatley her elder brother, who thought he admired the leading lady, and
Terry her sister, who thought the author admired her, and Charles her
younger brother, who was sure he admired nobody, and one or two others,
including a dramatic critic; and how too perfectly awful if the play was a
failure, and there they all were, boxed up with the person who had written
it.
‘Silly life,’ she had been thinking as the train ran into Cambridge.
‘Round and round in a cage we go, and nothing is ever different except our
whiskers, which keep on getting greyer.’
‘But then,’ she said leaning forward, her eyes twinkling and dancing as
she looked at Sally, who by this time had finished her tea, ‘the door opened
and you got in. Too marvellous, Sally. Divinely beautiful. And not an h in
your whole delicious composition.’
‘Pardon?’ said Sally, who hadn’t quite got that.

§
She hadn’t understood more than a word here and there of all the words
Laura had rattled off at her, and in her heart, while she steadily ate
sandwiches, she had slowly come to the conclusion that the pick of the
basket was a queer fish. An affectionate and friendly fish, but queer all
right, thought Sally; and in spite of the good tea—the best she had ever had,
outdoing the one at Truro, and infinitely better than any at Mrs. Luke’s,—in
spite of the calming and balancing effect of nourishment after not having
had a bite to eat since five o’clock that morning, in spite of Laura’s
kindness and cheerfulness, Sally felt uneasy.
She oughtn’t to be there. She oughtn’t to have come with Laura. It was
only for two days, but two days were enough to do wrong in. What would
her father say, who thought she was at that moment in a taxi, paid for by his
pound, if he could see her? What would Mrs. Luke say? What was Mrs.
Luke saying, anyhow? As for Mr. Luke, what he would say didn’t so much
matter, because almost before he had finished saying it she would have
joined him in Cambridge, and started acting as a wife should. Of course he
on his side must act as a husband should, and not try and send her away
from him to his mother,—that was only fair, wasn’t it? Sally anxiously
asked herself.
And her uneasiness became acute when Laura, having taken her up a
whole lot of stairs, every one of which looked like pure marble, and into a
room she could only guess was a bedroom because there was a bed in it, but
which was otherwise unidentifiable to Sally as such, sat down at a table and
began telephoning to people to send round somebody at once with dresses
and shoes to be tried on a young lady, who had to wear them that very
evening.
Sally listened in alarm. Impossible not to guess that she was the young
lady; impossible not to gather that there was to be a party, and she was to be
at it. Had she after all only escaped Mrs. Luke’s party to find herself caught
in another? Was Laura, who had so much sympathised with her earnest wish
not to be present at the one, going to plunge her into the other?
Standing afraid and conscience-stricken in front of the blazing wood fire,
while Laura telephoned—this all came of not obeying her father—Sally
wondered whether anything could save her. Laura had saved her from Mrs.
Luke, but who was going to save her from Laura? Laura lived in the middle
of marble. She had servants at her beck and call, and could make the
gentleman in black do anything she chose. And the smart young lady, who
had sat on the small seat of the car and looked out of the window, presently,
on Laura’s telling her to, crawled round the floor at Sally’s feet with her
mouth full of pins, doing something to a petticoat of Laura’s that Sally, it
seemed, was going to have to wear that evening.
 ‘All you’ve got to do, Sally,’ said Laura, having finished telephoning,
and coming briskly over to where her newest discovery was standing
meekly without her frock and hat, while the petticoat was pinned narrower,
’is to enjoy yourself. Oh, you lovely, lovely thing!’ she burst out, beating
her hands together with delight; for the more one took off Sally the more
exquisite she became.
Enjoy herself? She, a married woman? ‘Wonder ’ow,’ thought Sally.
‘Say what you like, do what you like,’ said Laura, her eyes bulging with
admiration, ‘and don’t care about anybody or anything. Don’t you bother
about h’s, or silly things like that. Just say whatever comes into your
darling, delicious head, and enjoy yourself.’
In the presence of the young lady crawling on the floor, Sally was dumb.
Laura, on the other hand, talked just as if she weren’t there; but when for a
moment Sally found herself alone with Laura, she did make a mild protest.
‘Might ’ave gone back to that there other party after all,’ she said, ’an’
done what Father tell me, if I got to be at one any’ow.’
‘Oh, but this isn’t a party,’ Laura hastily assured her, for Sally was
distinctly drooping. ‘This is a theatre. You like going to a play, don’t you,
Sally? Of course you do. I simply don’t believe the girl exists who doesn’t.’
Yes; Sally liked going to a play. She hadn’t ever been to one, and the
idea of a theatre did cheer her up. And Laura said nothing about the supper
afterwards, because why say everything?

§
They went, then, to the first night of Mr. Gillespie’s new play. Sally was
astonished when Laura, and the maid, and the head lady from Paquille’s and
her two assistants, had finished with her and bade her look at herself in the
glass.
‘That me?’ she asked, her lips parting and her eyes widening, for it might
have been a real grand lady. And she added doubtfully, ‘I ain’t ’alf bare.’
Laura, however, was just as bare, and there was ever so much more of
her to be bare with, so she supposed it must be all right; but she did wonder
what her father would say if he could see her now—‘Oh, my goodness,’
shuddered Sally, her mind slinking away from the thought.
 They had dressed her in a cloud of blue tulle over a cloud of green tulle.
Her loveliness was startling. It was like nothing either Laura or the lady
from Paquille’s had ever seen, and they had seen most of what there was of
existing beauty. Even the maid, an expert in repression, showed excitement.
And presently when the Paquille lady wrapped the cloak round her that
went with that frock, and, swathed in its green and silver, she looked like a
white flower in a slender sheath of green, Laura fairly danced with delight
to think what Terry would say, who was used to being so much prettier than
anybody else, and what Charles would say, who long had declared there
was no such thing as real beauty, and Streatley, who said the women
nowadays couldn’t hold a candle to the women of his youth, and everybody.
Such a find, such a haul, such a piece of luck had never yet befallen
Laura. And the mischievous pleasure she took in thinking of the effect it
was going to have on her relations and of the upsetting results it was going
to produce, was all the more surprising because, at the bottom of her heart,
she was devoted to them.

§
Among the opera-glasses that raked Sally as she followed Laura into the
stage box three minutes before the curtain went up on Mr. Gillespie’s new
play, were Terry’s. She was in the stalls, with the young man who just then
was, as the Pinners would have said, walking out with her. He too was
looking at Sally.
‘Laura’s latest,’ remarked Terry, turning to him after a prolonged
incredulous stare at the astonishing contents of the box; for Laura was well
known for her successive discoveries of every kind—saints, geniuses,
rugged men of labour—each of which, after a brief blare of publicity,
disappeared and was not heard of again.
The young man’s face, however, had the kind of expression on it as he
looked at Sally that is apt to annoy the woman one is with; and Terry, who
was strictly monogamous during each of her affairs, and expected the other
person to be so too, didn’t like it.
‘Who is she?’ asked her young friend.
‘God knows,’ said Terry, shrugging her shoulders.
 The curtain went up and the lights went down, and Sally disappeared
into the darkness. When next she was visible, Charles Moulsford and Lord
Streatley had joined their sister in the box. They were talking to Sally. She
was politely smiling. The house had eyes for nothing else.
‘Who is she?’ asked Terry’s young friend again, with a warmer
insistence.
‘You’d better go and ask her,’ said Terry, cross.
‘All right, I will,’ said her young friend; and got up and left her; for by
this time she had been monogamous with him for six months, and he long
had wished she would love him less.
The other three acts of the play took place in bright summer weather, and
the glorious sunshine on the stage lit up Sally too in the stage box. The
house had eyes only for her. Mr. Gillespie’s play accordingly fell flat.
Nobody called for him at the end, what applause there was was absent-
minded, and next morning the leading newspaper, after a perfunctory
résumé of that which it unkindly described as the alleged plot, ended by
remarking languidly, ‘Mr. Gillespie must try again.’
It was a strange evening. The actors, who began well, seemed to get
more and more bloodless as the play proceeded. Mr. Gillespie, crouching in
the darkest corner of the box above Laura’s, a shelter out of which nothing
would have dragged him except the most frenzied cries of enthusiasm,
couldn’t imagine what was the matter with his players; but they had felt
almost at once that no notice was being taken of them, and presently,
discovering the reason, a blight settled on them, and its ravages, as the
evening went on, became more marked. By the end there was practically
complete anaemia, and Mr. Gillespie, fleeing from the theatre before the
final curtain so as to see and hear nothing more, so as to get away, so as to
meet neither managers nor actors, so as to wipe from his mind that he had
ever written plays, or ever hoped, or ever believed, or ever had dreams and
ambitions, went straight for comfort to his friend Lady Laura Moulsford,
who had been so kind and encouraging, and who had told him to come
round to her that evening, laughingly promising to have the laurels ready.
Laurels! Poor Mr. Gillespie now only wanted to hide his head in her kind
lap. He winced to remember how happily he too had laughed, how sure he
had been. But that was because of the great success of his first play; and
this one, his second, was twenty times better, and was going to be twenty
times greater a success.
And so it would have been except for Sally. When, presently, after he
had waited three quarters of an hour alone in the library at Goring House
because Sally was being so much crowded round coming out of the theatre
that it took all that time to extricate her and get her away, she came in with
Laura and Laura’s brothers, he instantly realised what had happened; and
even as Mr. Soper hadn’t grudged her his stew, though feeling aggrieved, so
did Mr. Gillespie, though feeling heartbroken, not grudge her the laurels
that should have been his.
He turned very red; he bent low over her hand when Laura introduced
him; he murmured, ‘I lay my failure at your feet and glory in it,’—this
being the way Mr. Gillespie talked; and Sally, nervous and bewildered, but
indomitably polite, said, ‘Pardon?’
 §
She kept on saying ‘Pardon?’ that evening. She found it difficult to
follow the things they all said. They were kind, and seemed to want to make
her happy, but their language was obscure. So was Mr. Luke’s, if it came to
that, only he, except at intervals, wasn’t kind. No, she couldn’t call Mr.
Luke a kind man; but then he was her husband, and these weren’t, though
they all behaved, she thought, rather as if they would like to be,—that is,
there were curious and unmistakable resemblances between their way of
looking at her and speaking to her and Jocelyn’s when he was courting.
Lords, too, two of them. Who would have thought lords would forget
themselves like this? For they knew she was married, and that it was sheer
sin to look at her as though they were going to be husbands. And they so
grand and good in the newspapers, making speeches, and opening hospitals!
Sally was much shocked. One of them was very old; he couldn’t, she
decided, be far off his dying breath. Oughtn’t he to be thinking what he was
going to do about it, instead of sitting up late at a party behaving as if he
would like to be a husband?
The only thing that comforted her for being at a party after all was that
Jocelyn wasn’t there. She felt she could manage parties much best single-
handed, without him watching and being angry. None of these people were
angry, or minded about how she spoke; on the contrary, they seemed to like
it, and laughed,—except one, the younger lord, who sat as grave as a
church. There was, when all was said and done, a certain feeling of space in
being without one’s husband; and after she had drunk a little champagne,—
a very little, because it was so nasty, and reminded her of fizzy lemonade
gone bad—this feeling of space increased, and she was able to listen to the
things the gentlemen kept on saying to her with the same mild patience,
tinged with regret, with which on her one visit to the Zoo she had
contemplated the behaviour of the monkeys. Laura’s relations seemed to
Sally, as she sat listening to them, as difficult to account for as the monkeys.
One couldn’t account for them. But even as these, she reminded herself,
they belonged to God.
‘They’re God’s,’ Mr. Pinner had said that day at the Zoo, when asked by
her to explain why the monkeys behaved in the way they did; and that being
so there was nothing further to worry about.
 As for Laura, whose heart, being a Moulsford’s, was good, though it
sometimes in moments of excitement forgot to be, she had several qualms
during that evening, and soon began to think that perhaps she oughtn’t to
have kidnapped Sally, or, having kidnapped her, ought to have kept her
hidden till she took her to Cambridge and handed her over to her husband.
Yet she was even more of an overwhelming success than Laura had
expected. Streatley was idiotic about her, Charles had fallen in love at last,
Mr. Gillespie worshipped and forgave, the dramatic critic was fatuous,
Terry was indignant, and the leading lady had been so furious when she saw
Sally in the box, and knew why she herself and the play were being failures,
that she had refused to come round to supper.
‘What a success,’ thought Laura, looking round her table, the vacant
place at which was filled by Lady Streatley, who had drifted in
unexpectedly because she didn’t see why Streatley should make a fool of
himself with that actress woman unchecked. She had come to check him,
and found him needing checking at an entirely different pair of feet. ‘What
a success,’ thought Laura, suddenly ashamed.
‘And so you ought to be,’ said her brother Charles after supper, when she
—they were great friends—took him aside and told him she somehow felt
ashamed. ‘You’re a little fool, Laura, and never see further than the end of
your silly nose. I should get rid of a few of your good intentions if I were
you.’
‘But she was so unhappy,’ said Laura, trying to justify herself.
‘You wouldn’t have cared in the very least if she had been plain,’ said
Charles.
‘Am I as bad as all that?’ asked Laura.
‘Every bit,’ said Charles, who was annoyed because of the way Sally
was disturbing him.
Indeed, the way Sally was disturbing everybody was most unfortunate.
Here was a united and affectionate family, the three younger ones almost
filially devoted to their elder brother, all four of them with the warmest
hearts, which, though they led them into situations Terry’s husband and
Streatley’s wife might dislike, never for an instant dimmed their fraternal
affections and loyalties. Not one of them would willingly have hurt the
others. All were most goodnatured, doing what they could to make
everybody happy. Laura was really benevolent; Theresa was really kind;
Charles was really unselfish; and Streatley so really affectionate that he
could still, at sixty-five, love several women at once, including his wife.
How annoying for Charles, for instance, who was so fond of his brother,
and had looked on with bland detachment at his successive infatuations,
suddenly to find he was competing with him. Competing with Streatley!
And not only competing, but saying to himself that he was an ancient ass.
Charles was horrified to find himself thinking Streatley an ancient ass; but
he was even more horrified when he quite soon afterwards discovered he
was definitely desirous of strangling him. That was because of the way he
looked at Sally. It made Charles’s hitherto affectionate fingers itch to
strangle him.
And how annoying for Lady Streatley to see her elderly husband making
yet another fool of himself. He had made so many fools of himself over
women that it was to be supposed she would by now have got used to it.
Not at all. She was each time as profoundly upset as ever. And this time it
was really dreadful, because the girl was hardly more than a child. Oughtn’t
he to be thoroughly ashamed of himself?
‘I wish you could see the expression on your face,’ she murmured acidly
to him, as they got up from the supper-table and gathered round the fire.
‘Leave my face alone,’ he growled, looking at her furiously; and that she
should be acid and he should growl and look at her furiously was
distressing to Lady Streatley, who was the most amiable of women, and
knew that he was the most naturally kind of men.
And then Terry, so affectionate and faithful to her young friend Robert,
—for her to have to look on while he forgot her very existence and sat on
the floor at somebody else’s feet, his rapt gaze fixed unswervingly on a face
that wasn’t hers, was most annoying. He had insisted on coming round with
her to Laura’s party, though she refused at first to bring him. So violently
determined was he, however, that he assured her she would never see him
again if she didn’t take him round with her; and Terry, cowed, as many a
fond woman had been before her by this threat, gave in, and spent the
evening in a condition of high indignation.
It was Laura, though, with whom she was indignant,—Laura, the sister
she had always so much loved, who had arranged the whole thing so as to
set everybody by the ears. She forgave Robert—they had got to the stage
when she was continually forgiving him, and he was continually hoping she
wouldn’t—for how could he help it if this artful young woman from the
slums laid herself out to beguile him? It was all Laura’s fault. Terry couldn’t
have believed her goodnatured sister had it in her to be so wickedly
mischievous. What devil had taken possession of her? First dressing the girl
up and spoiling poor Jack Gillespie’s play with her, and then getting them
all there to supper, so as to make fools of them....
‘I hope you’re pleased with your detestable party,’ she said, leaning
against the chimney piece, staring in wrathful disgust at the circle round
Sally, who, glancing shyly and furtively every now and then at the lovely
dark lady dressed like a rose, thought she must surely be the most beautiful
lady in the whole world, but feeling, judged Sally, a bit on the sick side that
evening,—probably eaten something.
‘I’m not at all pleased,’ snapped Laura, ‘and I wish to goodness you’d all
go home.’
That, however, was exactly what they couldn’t bear to do. Hours passed,
and Laura’s party still went on. The men were unable to tear themselves
away from Sally, whose every utterance—she said as little as possible, but
couldn’t avoid answering direct questions—filled them with fresh delight,
and the two women, Terry and her aggrieved sister-in-law, were doggedly
determined to stay as long as they did.
‘If she weren’t so lovely,’ murmured Lady Streatley to the indignant
Terry, when a roar of laughter, in which the loudest roar was Streatley’s,
succeeded something Sally, tired and bewildered, had said in answer to a
question, ‘I suppose they wouldn’t see anything at all in that Cockney talk.’
‘They’d think it unendurable,’ said Terry shortly.
‘But you see,’ said Laura, who was cross with Terry, ‘she happens to be
the most beautiful thing any of us have ever seen.’
‘Oh, I quite see she’s very beautiful,’ said poor Lady Streatley, who had
given Streatley seven children and was no longer the woman she was.
‘If one likes that sort of thing,’ said Terry, descending in her anger to
primitive woman.
‘Which one evidently does,’ said Laura maliciously, glancing at the
infatuated group.
‘Men are such fools,’ said Terry.
‘Babies,’ sighed Lady Streatley.
 Only once did Charles, who was the greatest contrast to his brother,
being lean and brown and goodlooking and not much past thirty, besides
remaining grave on all the occasions that evening when his brother laughed,
for Charles was fastidious as well as sympathetic, and Sally’s accent didn’t
amuse him, and he hated to see her unwittingly amusing the other four
infatuated fools,—only once did he get her a moment to himself, and then
only for a minute or two, while there was some slight rearrangement of
positions because of the bringing in of a tray of drinks.
When he did, this was the conversation:
‘I believe,’ said Charles in a low voice, ‘you’re every bit as beautiful
inside as you are out.’
‘Me?’ said Sally with weary surprise—by this time she was deadly tired
—for she hadn’t thought of bodies as reversible. ‘Ain’t I all pink?’
‘Pink?’ echoed Charles, not at first following. Then he said rather hastily,
being queasy and without Streatley’s robust ability to enjoy anything, ‘I
mean your spirit. It’s just as divinely beautiful as your face. I’m sure it is.
I’m sure you never have a thought that isn’t lovely——’
And he went on to murmur—why on earth he should say these inanities
he couldn’t think, and was much annoyed to hear them coming out—that he
hoped her husband loved her as she deserved.
‘You never see such lovin’,’ said Sally earnestly, who didn’t mind this
one of the gentlemen as much as the others.
‘Oh, I can imagine it,’ said Charles, again hastily; and wanted to know
whether, then, her husband wouldn’t be excessively unhappy, not having an
idea where she was.
‘Dunno about un’appy,’ said Sally, knitting her brows a little—Charles
was deeply annoyed to discover how much he wished to kiss them—for she
hadn’t thought of unhappiness in connection with her brief and strictly
temporary withdrawal. ‘Angry’s more like it.’
‘Angry?’ said Charles, incredulously. ‘Angry with you?’
‘Gets angry a lot, Mr. Luke do,’ said Sally, bowing her exquisite little
head in what Charles regarded as a lovely but misplaced acquiescence.
‘Except,’ she added, anxious to be accurate, ‘when ’e begins oh-Sallyin’.’
This ended the conversation. Charles couldn’t go on. He was queasy. He
didn’t need to ask what oh-Sallying was. He could guess. And, as he
shuddered, the desire he had to strangle Streatley was supplemented by a
desire to save Sally,—to seize and carry her off, out of reach of indignities
and profanities, and hide her away in some pure refuge of which only he
should have the key.
 XII

§
He couldn’t, however, do that; but he could carry her off next day in his car
into the country for a few hours, away from London and the advances
Streatley would be sure to try to make, and everybody else would be sure to
try to make who should meet her if she stayed with Laura.
Next day was Friday; and his chief, one of the leading lights of the
Cabinet, to whom he was the most devoted and enthusiastic of private
secretaries, was going away for the week-end. Charles would be free.
Walking up and down his room, unable to go to bed, he decided he would
drive his car himself round to his father’s house the first thing in the
morning, not taking the chauffeur, and get hold of Sally before anyone else
did. For one whole day he would be alone with her. One day. It wasn’t
much to take out of her life, just one day?
Charles was in love. How not be? He was in love from the first moment
he saw the radiant beauty in Laura’s box at the play, and his love had
survived, though it took on a tinge of distress, their brief conversation. But
it became a passion when she broke up Laura’s party at last by suddenly
tumbling off her chair in a faint and lying crumpled on the floor at his feet,
her eyes shut and her mouth a little open, and her hands flung out, palm
upwards, in a queer defencelessness.
There had been a rush to help, and he had actually shoved Streatley
away with a vicious intention of really hurting him, so unendurable had it
been to him to think of those great hairy hands, besmirched by a hundred
love affairs, touching the child; and it was he who had picked her up and
carried her upstairs, followed by Laura, and laid her on her bed.
‘I’m ashamed of you,’ he had said to Laura under his breath as he turned
and walked out of the room, shocked at such brutal exploiting of an
exhausted child.
‘But so am I, so am I——’ Laura had answered distractedly, running to
the bell and frantically ringing for her maid; and Sally lay on the bed like a
folded flower, thought Charles, stirred by passion into poetic images, and at