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Luzin’s (N) and randomness reflection

Arno Pauly Department of Computer Science
Swansea University
Swansea, UK
[email protected] Department of Mathematics
Penn State University
University Park, PA, US
Mathematical Department
Nanjing University
Nanjing City, China
   Linda Westrick Department of Mathematics
Penn State University
University Park, PA, US
[email protected] Mathematical Department
Nanjing University
Nanjing City, China
   Liang Yu Mathematical Department
Nanjing University
Nanjing City, China
[email protected]
Abstract

We show that a computable function f:f:\mathbb{R}\rightarrow\mathbb{R} has Luzin’s property (N) if and only if it reflects Π11\Pi^{1}_{1}-randomness, if and only if it reflects Δ11(𝒪)\Delta^{1}_{1}(\mathcal{O})-randomness, and if and only if it reflects 𝒪\mathcal{O}-Kurtz randomness, but reflecting Martin-Löf randomness or weak-2-randomness does not suffice. Here a function ff is said to reflect a randomness notion RR if whenever f(x)f(x) is RR-random, then xx is RR-random as well. If additionally ff is known to have bounded variation, then we show ff has Luzin’s (N) if and only if it reflects weak-2-randomness, and if and only if it reflects \emptyset^{\prime}-Kurtz randomness. This links classical real analysis with algorithmic randomness.

1 Introduction

We revisit a notion from classic real analysis, namely Luzin’s property (N), from the perspective of computability theory. A function f:f:\mathbb{R}\to\mathbb{R} has Luzin’s (N), if the image of any (Lebesgue) null set under ff has again measure 0. This concept was studied extensively by Luzin in his thesis [14]. For functions with bounded variation, this notion is just equivalent to absolutely continuous functions – but already for general continuous functions, Luzin’s (N) is a somewhat intricate property. A formal result amounting to this was obtained by Holický, Ponomarev, Zajj́ček and Zelený, showing that the set of functions with Luzin’s (N) is Π11\Pi^{1}_{1}-complete in the space of continuous functions [10].

From a computability-theoretic perspective, Luzin’s (N) is readily seen to be some kind of randomness reflection: By contraposition, it states that whenever f[A]f[A] has positive measure (i.e. contains a random point for a suitable notion of randomness), then AA has positive measure, too (i.e. contains a random point). It thus seems plausible that for some suitable randomness notion, Luzin’s (N) for computable functions is equivalent to saying that whenever f(x)f(x) is random, then so is xx. Our main finding (Theorem 16) is that this is indeed the case, and that Π11\Pi^{1}_{1}-randomness is such a suitable randomness notion. An indication that this is a non-trivial result is that our proof uses ingredients such as Friedman’s conjecture (turned into a theorem by Martin [9, 15, 29]).

While the exploration of how randomness interacts with function application, and the general links to real analysis, has a long tradition (see e.g. the survey by Rute [22]), the concepts of randomness preservation (if xx is random, so is f(x)f(x)) and no-randomness-from-nothing (if yy is random, then there is some random xf1(y)x\in f^{-1}(y)) have received far more attention than randomness reflection. Our results not only fill this gap, but may shed a light on why randomness reflection has been less popular: As the most natural notion of randomness reflection turns out to be Π11\Pi^{1}_{1}-randomness reflection, we see that studying higher randomness is essential for this endeavour.

Our theorems and proofs generally refer to computability. However, we stress that since the results relativize, one can obtain immediate consequences in classic real analysis. An example of this is Corollary 17, which recovers a theorem by Banach. More such examples can be found in Section 8, where, by applying relativized computability method, we are able to prove some results in classical analysis. While we are not aware of such consequences that would advance the state of the art in real analysis, it is plausible that future use of our techniques could accomplish this.

Overview of our paper

In Section 2 we do not discuss randomness reflection at all, but rather prove a result in higher randomness of independent interest. Theorem 1 is of the form “if a somewhat random XX is hyp-computed by a very random YY, then XX is already very random”. It is the higher randomness analog of [16, Theorem 4.3] by Miller and the third author. This result is a core ingredient of our main theorem.

Section 3.1 contains the main theorem of our paper, the equivalence of Luzin’s (N) for computable functions with Π11\Pi^{1}_{1}-randomness reflection and with Δ11(𝒪)\Delta^{1}_{1}(\mathcal{O})-randomness reflection. We consider higher Kurtz randomness in Section 3.3, and show that for continuous functions f:f:\mathbb{R}\rightarrow\mathbb{R}, Luzin’s (N) is equivalent to the reflection of 𝒪\mathcal{O}-Kurtz randomness, and separate this from Δ11\Delta^{1}_{1}-Kurtz randomness reflection. In Subsection 3.4 we discuss the open questions raised by our main theorem: Just because Luzin’s (N) is equivalent to reflection of several higher randomness notions does not mean that it cannot be also equivalent to randomness reflection for some “lower” notions. For Martin-Löf-randomness reflection and weak-2-randomness reflection, we provide a separation from Luzin’s (N) in Section 4.

In Sections 5 and 6 we consider Luzin’s (N) for more restricted classes of functions, namely functions with bounded variation and strictly increasing functions. Here Luzin’s (N) turns out to be equivalent to weak-2-randomness reflection, but we can still separate it from several other randomness-reflection-notion. These investigations tie in to a project by Bienvenu and Merkle [3] regarding how two computable measures being mutually absolutely continuous (i.e. having the same null sets) relates to randomness notions for these measures coinciding.

In Section 7 we take a very generic look at the complexity of randomness reflection, and show that the Π11\Pi^{1}_{1}-hardness established for Luzin’s (N) in [10] applies to almost all other randomness reflection notions, too.

Section 8 contains a brief digression about functions where the image of null sets is small in some other sense (countable or meagre). We prove these classical analysis results via various classical and higher computability methods.

We then conclude in Section 9 with a discussion of how this line of investigation could be continued in the future.

2 Randomness and hyperarithmetic reductions

Throughout, we assume familiarity with the theory of algorithmic randomness and higher randomness in particular. A standard references for the former are [7] and [18]. For the latter, readers may refer to [6]. We use standard computability-theoretic notation. The Lebesgue measure is denoted by λ\lambda.

Our goal in this section is to establish the following:

Theorem 1.

Let YY be Δ11(Z)\Delta^{1}_{1}(Z)-random and Π11\Pi^{1}_{1}-random, let XX be Δ11\Delta^{1}_{1}-random and let XhYX\leq_{h}Y. Then XX is Δ11(Z)\Delta^{1}_{1}(Z)-random.

This is a higher-randomness counterpart to [16, Theorem 4.3], and the proof proceeds by adapting both this and [16, Lemma 4.2]. We will use the theorem in the following form:

Corollary 2.

Let Z𝒪Z\geq\mathcal{O}. If XX is Δ11\Delta^{1}_{1}-random, YY is Δ11(Z)\Delta^{1}_{1}(Z)-random and XhYX\leq_{h}Y, then XX is Δ11(Z)\Delta^{1}_{1}(Z)-random.

Lemma 3.

Fix α𝒪\alpha\in\mathcal{O} and ee\in\mathbb{N}. If XX is Δ11\Delta^{1}_{1}-random, then:

cnλ({Yφe(Y(α))[Xn]})<2n+c\exists c\ \forall n\ \lambda(\{Y\mid\varphi_{e}(Y^{(\alpha)})\in[X_{\upharpoonright n}]\})<2^{-n+c}
Proof.

Analogous to the proof of [16, Lemma 4.2]. Let σ={Yφe(Y(α))[σ]}\mathcal{H}_{\sigma}=\{Y\mid\varphi_{e}(Y^{(\alpha)})\in[\sigma]\}, and then let Fi={σλ(σ)>2|σ|+i}F_{i}=\{\sigma\mid\lambda(\mathcal{H}_{\sigma})>2^{-|\sigma|+i}\}. By construction, the σ\mathcal{H}_{\sigma} are uniformly Δα+10\Delta^{0}_{\alpha+1} (as subsets of {0,1}{\{0,1\}^{\mathbb{N}}}), and so the sets FiF_{i} are uniformly Δα+20\Delta^{0}_{\alpha+2} (as subsets of 2<ω2^{<\omega}).

A counting argument shows that λ([Fi])<2i\lambda([F_{i}])<2^{-i}: Pick a prefix free set DFiD\subseteq F_{i} with [D]=[Fi][D]=[F_{i}]. Then:

1λ(σDσ)=σDλ(σ)σD2|σ|+i=2iλ([Fi])1\geq\lambda(\bigcup_{\sigma\in D}\mathcal{H}_{\sigma})=\sum_{\sigma\in D}\lambda(\mathcal{H}_{\sigma})\geq\sum_{\sigma\in D}2^{-|\sigma|+i}=2^{i}\lambda([F_{i}])

We see that ([Fi])i([F_{i}])_{i\in\mathbb{N}} is a Martin-Löf test relative to α+2\emptyset^{\alpha+2}. Since XX is Δ11\Delta^{1}_{1}-random, there has to be some cc\in\mathbb{N} with X[Fc]X\notin[F_{c}]. This in turn means that nXnFc\forall n\in\mathbb{N}\ X_{\upharpoonright n}\notin F_{c}, which by definition of FcF_{c} is the desired claim. ∎

Fact 4 (Sacks [23]).

Δ11(Z)\Delta^{1}_{1}(Z)-randomness (defined by being contained in no Δ11(Z)\Delta^{1}_{1}(Z)-null sets) is equivalent to being Z^\hat{Z}-random for every Z^Δ11(Z)\hat{Z}\in\Delta^{1}_{1}(Z).

Lemma 5.

Fix α𝒪\alpha\in\mathcal{O} and ee\in\mathbb{N}. If X=φe(Y(α))X=\varphi_{e}(Y^{(\alpha)}), XX is Δ11\Delta^{1}_{1}-random and YY is Δ11(Z)\Delta^{1}_{1}(Z)-random, then XX is Δ11(Z)\Delta^{1}_{1}(Z)-random.

Proof.

We follow the proof of [16, Theorem 4.3]. Let cc be the constant guaranteed for XX by Lemma 3. As in the proof of Lemma 3, let σ={Wφe(W(α))[σ]}\mathcal{H}_{\sigma}=\{W\mid\varphi_{e}(W^{(\alpha)})\in[\sigma]\}. Let 𝒢σ=σ\mathcal{G}_{\sigma}=\mathcal{H}_{\sigma} if λ(σ)<2|σ|+c\lambda(\mathcal{H}_{\sigma})<2^{-|\sigma|+c} and 𝒢σ=\mathcal{G}_{\sigma}=\emptyset else. Note that 𝒢σ\mathcal{G}_{\sigma} is still uniformly Δ11\Delta^{1}_{1}. The choice of cc in particular guarantees that Y𝒢XnY\in\mathcal{G}_{X_{\upharpoonright n}} for each nn\in\mathbb{N}.

Let nUn\cap_{n}U_{n} denote a Martin-Löf test relative to Z^\hat{Z} for some Z^Δ11(Z)\hat{Z}\in\Delta^{1}_{1}(Z). By Fact 4, it suffices to show that XnUnX\not\in\cap_{n}U_{n}. We set 𝒦i=σUc+i𝒢σ\mathcal{K}_{i}=\bigcup_{\sigma\in U_{c+i}}\mathcal{G}_{\sigma}, and 𝒦=i𝒦i\mathcal{K}=\bigcap_{i\in\mathbb{N}}\mathcal{K}_{i}. We find that 𝒦\mathcal{K} is Δ11(Z)\Delta^{1}_{1}(Z). Moreover, we have that:

λ(𝒦i)σUc+iλ(𝒢σ)σUc+i2|σ|+c2i\lambda(\mathcal{K}_{i})\leq\sum_{\sigma\in U_{c+i}}\lambda(\mathcal{G}_{\sigma})\leq\sum_{\sigma\in U_{c+i}}2^{-|\sigma|+c}\leq 2^{-i}

Hence, it follows that λ(𝒦)=0\lambda(\mathcal{K})=0, so for some ii, Y𝒦iY\not\in\mathcal{K}_{i}. Then XUc+iX\not\in U_{c+i}, because Y𝒢σY\in\mathcal{G}_{\sigma} for all σX\sigma\prec X. ∎

Fact 6 (Sacks [23]).

If YY is Π11\Pi^{1}_{1}-random, then ω1CK=ω1CK,Y\omega_{1}^{\mathrm{CK}}=\omega_{1}^{\mathrm{CK},Y}.

Proof of Theorem 1.

Since YY is Π11\Pi^{1}_{1}-random, we know that XhYX\leq_{h}Y implies the existence of some α𝒪\alpha\in\mathcal{O} and ee\in\mathbb{N} such that X=φe(Y(α))X=\varphi_{e}(Y^{(\alpha)}) (rather than merely α𝒪Y\alpha\in\mathcal{O}^{Y}). We can thus invoke Lemma 5 to conclude that XX is Δ11(Z)\Delta^{1}_{1}(Z)-random. ∎

As an aside, the requirement in Theorem 1 that YY be Π11\Pi^{1}_{1}-random might be unexpected at first – it has no clear counterpart in [16, Theorem 4.3]. The following example, which is not needed for anything else in the paper, shows that this assumption is necessary.

Example 7.

There are Δ11\Delta^{1}_{1}-random XX and Δ11(Z)\Delta^{1}_{1}(Z)-random YY with XhYX\leq_{h}Y but XX is not Δ11(Z)\Delta^{1}_{1}(Z)-random. In fact, we shall chose X=ZX=Z, and make XX even Π11\Pi^{1}_{1}-random.

Proof.

Let YY be a Δ11\Delta^{1}_{1}-random satisfying Yh𝒪Y\geq_{h}\mathcal{O}. The existence of such a YY was shown in [5]. Let XX be Martin-Löf random relative to Y𝒪Y\oplus\mathcal{O} while satisfying XhYX\leq_{h}Y. This choice ensures that XX is Π11\Pi^{1}_{1}-random (so in particular Δ11\Delta^{1}_{1}-random).

By van Lambalgen’s theorem relativized to (α)\emptyset^{(\alpha)}, if both XX and YY are Δ11\Delta^{1}_{1}-random, then for any α<ω1CK\alpha<\omega_{1}^{\mathrm{CK}} it holds that XX is Y(α)Y\oplus\emptyset^{(\alpha)}-random iff XYX\oplus Y is (α)\emptyset^{(\alpha)}-random iff YY is X(α)X\oplus\emptyset^{(\alpha)}-random. Since by choice of XX, we know that in particular XX is Y(α)Y\oplus\emptyset^{(\alpha)}-random, we conclude that YY is X(α)X\oplus\emptyset^{(\alpha)}-random.

From ([4, Corollary 4.3]) it follows that for Π11\Pi^{1}_{1}-random XX and β<ω1CK\beta<\omega_{1}^{\mathrm{CK}} it holds that X(β)TX(β)X^{(\beta)}\leq_{\mathrm{T}}X\oplus\emptyset^{(\beta)}. (The conclusion above surely does not require full Π11\Pi^{1}_{1}-randomness of XX, but too much precision would take us afield.) Together with the above, this shows that YY is X(α)X^{(\alpha)}-random for every α<ω1CK\alpha<\omega_{1}^{\mathrm{CK}}. Since XX is Π11\Pi^{1}_{1}-random, by Fact 6 we have that ω1CK=ω1CK,X\omega_{1}^{\mathrm{CK}}=\omega_{1}^{\mathrm{CK},X}, and thus that YY is ZZ-random for any ZΔ11(X)Z\in\Delta^{1}_{1}(X). By Fact 4 this establishes YY to be Δ11(X)\Delta^{1}_{1}(X)-random. But trivially, XX cannot be Δ11(X)\Delta^{1}_{1}(X)-random. ∎

3 Luzin’s (N) and randomness reflection

Definition 8.

A function satisfies Luzin’s (N) iff the image of every null set is null.

Definition 9.

For any randomness notion RR and a function ff, we say that ff reflects RR-randomness if f(x)f(x) is RR-random implies xx is RR-random for all xx in the domain of ff.

3.1 Luzin’s (N) and higher Martin-Löf randomness reflection

By noting that the sets of points not Martin-Löf random relative to some oracle are canonical choices of null sets, we obtain the following:

Proposition 10.

The following are equivalent for a computable function f:f:\mathbb{R}\to\mathbb{R}:

  1. 1.

    ff satisfies Luzin’s (N)

  2. 2.

    p{0,1}q{0,1}f(x)MLR(q)xMLR(p)\forall p\in{\{0,1\}^{\mathbb{N}}}\ \exists q\in{\{0,1\}^{\mathbb{N}}}\ f(x)\in\mathrm{MLR}(q)\Rightarrow x\in\mathrm{MLR}(p)

  3. 3.

    p{0,1}f(x)Δ11random(p)xMLR(p)\forall p\in{\{0,1\}^{\mathbb{N}}}\ f(x)\in\Delta^{1}_{1}\mathrm{-random}(p)\Rightarrow x\in\mathrm{MLR}(p)

  4. 4.

    p{0,1}f(x)Δ11random(p)xΔ11random(p)\forall p\in{\{0,1\}^{\mathbb{N}}}\ f(x)\in\Delta^{1}_{1}\mathrm{-random}(p)\Rightarrow x\in\Delta^{1}_{1}\mathrm{-random}(p)

Proof.
1.2.1.\Leftrightarrow 2.

Each null set is contained in a set of the form MLR(q)C\mathrm{MLR}(q)^{C} for some oracle q{0,1}q\in{\{0,1\}^{\mathbb{N}}}. Luzin’s (N) is thus equivalent to saying that for any pp there is a qq with f[MLR(p)C]MLR(q)Cf[\mathrm{MLR}(p)^{C}]\subseteq\mathrm{MLR}(q)^{C}. Taking the contrapositive yields (2)(2).

2.3.2.\Rightarrow 3.

Any Σ11\Sigma^{1}_{1}-null set is contained in a Δ11\Delta^{1}_{1}-null set ([23]). Thus it suffices to choose qq as something hyperarithmetical in pp.

3.1.3.\Rightarrow 1.

Trivial.

3.4.3.\Rightarrow 4.

Assume that (4)(4) fails, i.e. that there is some p{0,1}p\in{\{0,1\}^{\mathbb{N}}} and some xΔ11random(p)x\notin\Delta^{1}_{1}\mathrm{-random}(p) with f(x)Δ11random(p)f(x)\in\Delta^{1}_{1}\mathrm{-random}(p). But if xΔ11random(p)x\notin\Delta^{1}_{1}\mathrm{-random}(p), then there is some qhpq\leq_{h}p with xMLR(q)x\notin\mathrm{MLR}(q), but f(x)Δ11random(q)=Δ11random(p)f(x)\in\Delta^{1}_{1}\mathrm{-random}(q)=\Delta^{1}_{1}\mathrm{-random}(p), hence (3)(3) is violated, too.

4.3.4.\Rightarrow 3.

Trivial.

Corollary 11.

A computable function satisfying Luzin’s (N) reflects Δ11\Delta^{1}_{1}-randomness relative to any oracle.

We can now ask whether reflecting Δ11\Delta^{1}_{1}-randomness relative to some specific oracle already suffices.

Fact 12 ([15, 29]).

If AA is an uncountable Δ11(y)\Delta^{1}_{1}(y)-class such that yhzy\leq_{h}z for every zAz\in A, then there is some xAx\in A with 𝒪yhx\mathcal{O}^{y}\leq_{h}x.

Fact 13 (Sacks [23]).

If 𝒪hx\mathcal{O}\leq_{h}x, then xx is not Δ11(𝒪)\Delta^{1}_{1}(\mathcal{O})-random.

Corollary 14.

If computable ff reflects Δ11(𝒪)\Delta^{1}_{1}(\mathcal{O})-randomness, then for any Δ11(𝒪)\Delta^{1}_{1}(\mathcal{O})-random yy we find that f1(y)f^{-1}(y) is countable.

Proof.

Assume that yy is Δ11(𝒪)\Delta^{1}_{1}(\mathcal{O})-random and f1(y)f^{-1}(y) is uncountable. Then by Fact 12, there is some xf1(y)x\in f^{-1}(y) with 𝒪hx\mathcal{O}\leq_{h}x. By Fact 13, we find that xx is not Δ11(𝒪)\Delta^{1}_{1}(\mathcal{O})-random, contradicting that ff reflects Δ11(𝒪)\Delta^{1}_{1}(\mathcal{O})-randomness. ∎

Observation 15.

The following are equivalent for computable f:f:\mathbb{R}\to\mathbb{R}:

  1. 1.

    For almost all yy it holds that f1({y})f^{-1}(\{y\}) is countable.

  2. 2.

    For every Δ11\Delta^{1}_{1}-random yy it holds that f1({y})f^{-1}(\{y\}) is countable.

Proof.

The implication 212\Rightarrow 1 is trivial. For the other direction, note that

{yf1({y}) is uncountable}\{y\mid f^{-1}(\{y\})\textnormal{ is uncountable}\}

is Σ11\Sigma^{1}_{1}. This holds because for a Σ11\Sigma^{1}_{1}-set AA, being uncountable is equivalent to containing an element which is not hyperarithmetic relative to AA. Due to Kleene’s HYP-quantification theorem, an existential quantifier over non-hyperarithmetic elements is equivalent to an unrestricted existential quantifier. By assumption, it is a null set. Any Σ11\Sigma^{1}_{1}-null set is contained in a Δ11\Delta^{1}_{1}-null set, so it is then contained in a Δ11\Delta^{1}_{1}-null set, and so cannot contain any Δ11\Delta^{1}_{1}-randoms. ∎

Theorem 16.

The following are equivalent for computable f:f:\mathbb{R}\to\mathbb{R}:

  1. 1.

    ff satisfies Luzin’s (N)

  2. 2.

    ff reflects Δ11(𝒪)\Delta^{1}_{1}(\mathcal{O})-randomness.

  3. 3.

    ff reflects Δ11\Delta^{1}_{1}-randomness and for almost all yy, f1(y)f^{-1}(y) is countable.

  4. 4.

    ff reflects Π11\Pi^{1}_{1}-randomness.

Proof.

That (1)(1) implies (2)(2) follows from Proposition 10. To see that (2)(2) implies (1)(1), we show that if ff reflects Δ11(𝒪)\Delta^{1}_{1}(\mathcal{O})-randomness, then it reflects Δ11(r)\Delta^{1}_{1}(r)-randomness for all rT𝒪r\geq_{T}\mathcal{O}. This will be enough because if ff reflects Δ11(r)\Delta^{1}_{1}(r)-randomness for all rT𝒪r\geq_{T}\mathcal{O}, then for any p{0,1}p\in\{0,1\}^{\mathbb{N}}, if f(x)MLR(𝒪p𝒪)f(x)\in\mathrm{MLR}(\mathcal{O}^{p\oplus\mathcal{O}}), then f(x)f(x) is Δ11(p𝒪)\Delta^{1}_{1}(p\oplus\mathcal{O})-random, so xx is Δ11(p𝒪)\Delta^{1}_{1}(p\oplus\mathcal{O})-random, so xMLR(p)x\in\mathrm{MLR}(p). Thus ff satisfies condition (2) of Proposition 10.

So let yy be Δ11(r)\Delta^{1}_{1}(r)-random for some rT𝒪r\geq_{T}\mathcal{O}. By Corollary 14, f1(y)f^{-1}(y) is countable. So if xf1(y)x\in f^{-1}(y), then xhyx\leq_{h}y. Since ff reflects Δ11(𝒪)\Delta^{1}_{1}(\mathcal{O})-randomness, we know that xx is Δ11\Delta^{1}_{1}-random. We can thus invoke Theorem 1 to conclude that xx is Δ11(r)\Delta^{1}_{1}(r)-random, and have reached our goal. (Note that yy is Π11\Pi^{1}_{1}-random because rT𝒪r\geq_{T}\mathcal{O}.)

To see that (1)(1) implies (3)(3) we use Proposition 10 and Corollary 14. The proof that (3)(3) implies (1)(1) proceeds analogously to the proof that (2)(2) implies (1)(1), except that we conclude that f1({y})f^{-1}(\{y\}) is countable from Observation 15 rather than Corollary 14.

To see that (3)(3) implies (4)(4), by Observation 15, in fact the inverse image of every Δ11\Delta^{1}_{1}-random point is countable. In particular if yy is Π11\Pi^{1}_{1}-random, then f1(y)f^{-1}(y) is countable. We use the following characterization of Π11\Pi^{1}_{1}-randomness due to Stern: yy is Π11\Pi^{1}_{1}-random if and only if yy is Δ11\Delta^{1}_{1}-random and ω1y=ω1CK\omega_{1}^{y}=\omega_{1}^{\mathrm{CK}} [27, 28, 5]. Recall also that ω1y=ω1CK\omega_{1}^{y}=\omega_{1}^{\mathrm{CK}} if and only if yh𝒪y\not\geq_{h}\mathcal{O} ([24, Corollary 7.7]). Let xf1(y)x\in f^{-1}(y). By Δ11\Delta^{1}_{1}-randomness reflection, xx is Δ11\Delta^{1}_{1}-random. Since f1(y)f^{-1}(y) is countable, yhxy\geq_{h}x. Thus xh𝒪x\not\geq_{h}\mathcal{O}. Therefore xx is Π11\Pi^{1}_{1}-random.

The proof that (4)(4) implies (1)(1) is the same as how conditions (2)(2) or (3)(3) implied (1)(1). Letting yy be Δ11(r)\Delta^{1}_{1}(r)-random, since rT𝒪r\geq_{T}\mathcal{O} then yy is Π11\Pi^{1}_{1}-random. If f1(y)f^{-1}(y) were uncountable, by Fact 12, it would contain some xx with xh𝒪x\geq_{h}\mathcal{O}, contradicting Π11\Pi^{1}_{1}-randomness reflection. ∎

3.2 A note on the countability of fibers

We obtain as a corollary a reproof of a theorem by Banach [2], cf. [25, Chapter IX, Theorem 7.3]:

Corollary 17.

If ff is continuous and satisfies Luzin’s (N), then for almost all yy we find that f1(y)f^{-1}(y) is countable.

The following generalization to measurable functions was also known, but we give a new proof.

Corollary 18.
  1. 1.

    If ff satisfies Luzin’s (N) and there are a continuous function gg and a Borel set AA so that ff agrees with gg on AA, then for almost every real yf(A)y\in f(A) we find that f1(y)Af^{-1}(y)\cap A is countable.

  2. 2.

    If ff satisfies Luzin’s (N) and is measurable, then for almost every real yy we find that f1(y)f^{-1}(y) is countable.

Proof.

(1). Fix a real xx so that gg is computable in xx and AA is Δ11(x)\Delta^{1}_{1}(x). Assume that yy is Δ11(𝒪x)\Delta^{1}_{1}(\mathcal{O}^{x})-random and f1(y)A=g1(y)Af^{-1}(y)\cap A=g^{-1}(y)\cap A is uncountable. Since AA is Δ11(x)\Delta^{1}_{1}(x), by Claim 12, then there is some zg1(y)A=f1(y)Az\in g^{-1}(y)\cap A=f^{-1}(y)\cap A with 𝒪xhzx\mathcal{O}^{x}\leq_{h}z\oplus x. By Fact 13, we find that zz is not Δ11(𝒪x)\Delta^{1}_{1}(\mathcal{O}^{x})-random, contradicting that gg reflects Δ11(𝒪x)\Delta^{1}_{1}(\mathcal{O}^{x})-randomness.

(2). By Luzin’s theorem, there are a sequence Borel sets {An}nω\{A_{n}\}_{n\in\omega} and continuous functions {gn}nω\{g_{n}\}_{n\in\omega} so that nAn\mathbb{R}\setminus\bigcup_{n}A_{n} is null and ff agrees with gng_{n} over AnA_{n} for every nn. As ff has Luzin’s (N), also f[nAn]f[\mathbb{R}\setminus\bigcup_{n}A_{n}] is null, and thus can be ignored for our argument. For yf[nAn]y\notin f[\mathbb{R}\setminus\bigcup_{n}A_{n}], we find that f1(y)ngn1(y)f^{-1}(y)\subseteq\bigcup_{n\in\mathbb{N}}g_{n}^{-1}(y). Since each set in the right-hand union is countable for almost all yy by Corollary 17, the union itself is countable for almost all yy, proving the claim. ∎

Note that the Borelness of the set AA in the corollary above cannot be replaced by “arbitrary set”, as it is consistent with ZFC\mathrm{ZFC} that the corresponding statement is false. For example, assuming the continuums hypothesis (CH\mathrm{CH}) or the even weaker Martin’s axiom (MA\mathrm{MA}) suffices to construct a counterexample. We do not know whether the following proposition can be proved within ZFC\mathrm{ZFC}.

Proposition 19 (ZFC+MA\mathrm{ZFC}+\mathrm{MA}).

There is a function f:[0,1][0,1]f:{[0,1]}\to{[0,1]} having Luzin’s (N) and a set A[0,1]A\subseteq{[0,1]} such that f|Af|_{A} is a computable, f[A]f[A] is non-null, and for any yf[A]y\in f[A] the set f1({y})Af^{-1}(\{y\})\cap A is uncountable.

Proof.

We actually need only a weaker condition than MA\mathrm{MA} for our construction, namely the equality cof()=cov()=non()\operatorname{cof}(\mathcal{L})=\operatorname{cov}(\mathcal{L})=\operatorname{non}(\mathcal{L}) in Cichoń’s diagram. Recall that cof()\operatorname{cof}(\mathcal{L}) is the least cardinality of a set RR of null sets such that any null set is a subset of an element of RR; cov()\operatorname{cov}(\mathcal{L}) is the least cardinal α\alpha such that [0,1]{[0,1]} is a union of α\alpha-many null sets, and non()\operatorname{non}(\mathcal{L}) is the least cardinal of a non-null set. It is a consequence of MA\mathrm{MA} that all these cardinals are 202^{\aleph_{0}}. As they all are clearly uncountable and at most the continuum, CH\mathrm{CH} trivially implies the same. Let κ\kappa denote the value of these three invariants.

First, we observe that κ=cof()\kappa=\operatorname{cof}(\mathcal{L}) means that there exists a family (zα)α<κ(z_{\alpha})_{\alpha<\kappa} such that a set A{0,1}A\subseteq{\{0,1\}^{\mathbb{N}}} is null iff AMLR(zα)CA\subseteq\mathrm{MLR}(z_{\alpha})^{C} for some α<κ\alpha<\kappa. Next, we point out that κ=cov()\kappa=\operatorname{cov}(\mathcal{L}) means that for any α<κ\alpha<\kappa and family (wβ)β<α(w_{\beta})_{\beta<\alpha} there exists some uu which is Martin-Löf random relative to all wβw_{\beta}.

We start with a family (zα)α<κ(z_{\alpha})_{\alpha<\kappa} as above, and then choose (xα)α<κ(x_{\alpha})_{\alpha<\kappa} such that each xαx_{\alpha} is Martin-Löf random relative to any zβz_{\beta} for βα\beta\leq\alpha. We then choose another sequence (yα)α<κ(y_{\alpha})_{\alpha<\kappa} such that yαy_{\alpha} is Martin-Löf random relative to any xβzγx_{\beta}\oplus z_{\gamma} for β,γα\beta,\gamma\leq\alpha. We identify {0,1}{\{0,1\}^{\mathbb{N}}} with a positive measure subset of [0,1]{[0,1]} (a fat Cantor set), and then define A={yβxααβ<κ}A=\{y_{\beta}\oplus x_{\alpha}\mid\alpha\leq\beta<\kappa\}, and f:[0,1][0,1]f:{[0,1]}\to{[0,1]} as f(yβxα)=xαf(y_{\beta}\oplus x_{\alpha})=x_{\alpha} and f(w)=0f(w)=0 for wAw\notin A.

As f|Af|_{A} is just the projection, it is clear that it is computable. To see that f[A]f[A] is non-null, note that if it were null, it would need to be contained in MLR(zα)C\mathrm{MLR}(z_{\alpha})^{C} for some α<κ\alpha<\kappa. But xαf[A]x_{\alpha}\in f[A] is explicitly chosen to prevent this. For any xαf[A]x_{\alpha}\in f[A], we find that f1({xα})A={yβxααβ<κ}f^{-1}(\{x_{\alpha}\})\cap A=\{y_{\beta}\oplus x_{\alpha}\mid\alpha\leq\beta<\kappa\} has cardinality κ\kappa, and κ\kappa is uncountable.

It remains to argue that ff has Luzin’s (N). As ff is constant outside of AA, we only need to consider null sets BAB\subseteq A. Again invoking van Lambalgen’s theorem, we see that any yβxαy_{\beta}\oplus x_{\alpha} is Martin-Löf random relative to zγz_{\gamma} whenever γαβ\gamma\leq\alpha\leq\beta. As such, each null BAB\subseteq A is contained in some {yβxααβ<γ}\{y_{\beta}\oplus x_{\alpha}\mid\alpha\leq\beta<\gamma\} for γ<κ\gamma<\kappa. It follows that f[B]{xαα<γ}f[B]\subseteq\{x_{\alpha}\mid\alpha<\gamma\} has cardinality strictly below κ\kappa, and hence is null due to κ=non()\kappa=\operatorname{non}(\mathcal{L}). ∎

That all fibers are countable is just preservation of hh-degrees:

Observation 20.

For computable f:f:\mathbb{R}\to\mathbb{R} the following are equivalent:

  1. 1.

    ff preserves hh-degrees, i.e. x[0,1]xhf(x)\forall x\in{[0,1]}\ x\equiv_{h}f(x).

  2. 2.

    For all yy\in\mathbb{R}, f1(y)f^{-1}(y) is countable.

3.3 Luzin’s (N) and higher Kurtz randomness reflection

In his thesis [14], Luzin showed that if a continuous function f:f:\mathbb{R}\rightarrow\mathbb{R} fails to have property (N)(N), then in fact there is a compact witness to this failure. For the reader’s convenience, we give a proof of this fact below.

Proposition 21.

Let f:f:\mathbb{R}\to\mathbb{R} be continuous and map some null set to a non-null set. Then there is a compact subset AA\subseteq\mathbb{R} with λ(A)=0\lambda(A)=0 and λ(f(A))>0\lambda(f(A))>0.

Proof.

Observe that a function f:f:\mathbb{R}\rightarrow\mathbb{R} satisfies Luzin’s (N) if and only if its restriction f[a,b]f\upharpoonright[a,b] satisfies Luzin’s (N) for every closed interval [a,b][a,b]. So without loss of generality, we assume that ff fails Lusin’s (N) because μ(A)=0\mu(A)=0 but μ(f(A))=d>0\mu(f(A))=d>0 for some A[a,b]A\subseteq[a,b]. As every null set is contained in a 𝚷20\mathbf{\Pi}^{0}_{2}-null set, without loss of generality we can assume A=nUnA=\cap_{n}U_{n} for some decreasing sequence of open sets UnU_{n} . Each UnU_{n} is itself equal to an increasing union of closed sets. The idea is by picking big enough closed FnUnF_{n}\subseteq U_{n} , we can find a closed set nFnA\bigcap_{n\in\mathbb{N}}F_{n}\subseteq A whose image still has positive measure. How large to pick the FnF_{n}? Let F0U0F_{0}\subseteq U_{0} be large enough that μ(f(F0A))>d/2\mu(f(F_{0}\cap A))>d/2. In general, if we have found (Fi)i<n(F_{i})_{i<n} such that μ(f(i<nFiA))>d/2\mu(f(\cap_{i<n}F_{i}\cap A))>d/2, then since AUnA\subseteq U_{n}, we can find closed FnUnF_{n}\subseteq U_{n} large enough that μ(f(i<nFiFnA))>d/2\mu(f(\cap_{i<n}F_{i}\cap F_{n}\cap A))>d/2 as well. Therefore for all nn, we have μ(f(i<nFi))>d/2\mu(f(\cap_{i<n}F_{i}))>d/2, and therefore μ(nf(i<nFi))d/2\mu(\cap_{n}f(\cap_{i<n}F_{i}))\geq d/2. Claim: nf(i<nFi)=f(nFn)\cap_{n}f(\cap_{i<n}F_{i})=f(\cap_{n}F_{n}). One direction is clear. In the other, suppose that ynf(i<nFi)y\in\cap_{n}f(\cap_{i<n}F_{i}). Then i<nFnf1(y)\cap_{i<n}F_{n}\cap f^{-1}(y)\neq\emptyset for all nn. By compactness, nFnf1(y)\cap_{n}F_{n}\cap f^{-1}(y)\neq\emptyset. ∎

As the image of as images of compact sets under continuous functions are uniformly compact, this shows that Luzin’s (N) implies the reflection of all kinds of Kurtz randomness. This is in contrast to the situation for Martin-Löf randomness, because the image of a 𝚷20\mathbf{\Pi}^{0}_{2} set under a continuous ff is not even 𝚷20\mathbf{\Pi}^{0}_{2} in general, let alone with the same oracle.

Proposition 22.

If f:f:\mathbb{R}\rightarrow\mathbb{R} satisfies Luzin’s (N), then ff reflects Kurtz randomness relative to every oracle.

Proof.

Given oracle ZZ, suppose that xx is not ZZ-Kurtz random because xFx\in F, where FF is a ZZ-computable compact set of measure 0. Then f(F)f(F) is also a ZZ-computable compact set, which has measure 0 because ff has Luzin’s (N). Therefore, f(x)f(x) is also not ZZ-Kurtz random. ∎

An immediate consequence is that any ff with Luzin’s (N) also reflects Δ11\Delta^{1}_{1}-Kurtz randomness relative to every oracle. In general, Kurtz randomness reflection for stronger oracles implies it for weaker ones.

Proposition 23.

If a continuous function f:f:\mathbb{R}\rightarrow\mathbb{R} reflects ZZ-Kurtz randomness, then ff reflects XX-Kurtz randomness for every XTZX\leq_{T}Z.

Proof.

Assume that ff reflects ZZ-Kurtz randomness. Suppose xx is not XX-Kurtz random. Let PP be an XX-computable compact null set with xPx\in P. Then f(P)f(P) is an XX-computable compact set, which is null because PP is also ZZ-computable. Therefore, f(x)f(x) is not XX-Kurtz random. ∎

Additionally, any witness to the failure of Luzin’s (N) also provides an oracle relative to which Kurtz randomness reflection fails.

Proposition 24.

Suppose that f:f:\mathbb{R}\rightarrow\mathbb{R} and AA\subseteq\mathbb{R} is a ZZ-computable compact null set with λ(f(A))>0\lambda(f(A))>0. Then ff does not reflect ZZ-Kurtz randomness.

Proof.

Since f(A)f(A) is also ZZ-computable and has positive measure, it must contain some ZZ-Kurtz random yy. There is some xAx\in A with f(x)=yf(x)=y, but since AA is a ZZ-computable compact null set, it cannot contain any ZZ-Kurtz randoms. Hence, ff does not reflect ZZ-Kurtz randomness. ∎

We can thus characterize Luzin’s (N) in terms of Kurtz randomness reflection.

Theorem 25.

The following are equivalent for computable f:f:\mathbb{R}\to\mathbb{R}:

  1. 1.

    ff has Luzin’s (N).

  2. 2.

    For every 𝒪\mathcal{O}-computable compact set AA with λ(A)=0\lambda(A)=0 also λ(f(A))=0\lambda(f(A))=0.

  3. 3.

    ff reflects 𝒪\mathcal{O}-Kurtz randomness.

Proof.
1.2.1.\Rightarrow 2.

Trivial.

2.1.2.\Rightarrow 1.

We observe that given computable f:f:\mathbb{R}\to\mathbb{R} and number nn, the set

{A[n,n] compact λ(A)=0λ(f(A))2n}\{A\subseteq\mathbb{[}-n,n]\text{ compact }\mid\lambda(A)=0\wedge\lambda(f(A))\geq 2^{-n}\}

is a Π20\Pi^{0}_{2}-subset of the Polish space of compact subsets of [n,n][-n,n]. By Proposition 21, if ff fails Luzin’s (N), this set is non-empty for some nn. If it is non-empty, it must have an 𝒪\mathcal{O}-computable element by Kleene’s basis theorem.

1.3.1.\Rightarrow 3.

By Proposition 22.

3.2.3.\Rightarrow 2.

By Proposition 24.

We also see that Δ11\Delta^{1}_{1}-Kurtz randomness reflection does not suffice for a characterization.

Lemma 26.

Reflecting Δ11\Delta^{1}_{1}-Kurtz randomness is a Σ11\Sigma^{1}_{1}-property of continuous f:f:\mathbb{R}\to\mathbb{R}.

Proof.

By Proposition 24, reflecting Δ11\Delta^{1}_{1}-Kurtz randomness is equivalent to the statement that for any Δ11\Delta^{1}_{1} compact set AA with λ(A)=0\lambda(A)=0 we have λ(f(A))=0\lambda(f(A))=0. By Kleene’s HYP quantification theorem [12, 13], a universal quantification over Δ11\Delta^{1}_{1} can be replaced by an existential quantification over Baire space. That λ(A)=0\lambda(A)=0 implies λ(f(A))=0\lambda(f(A))=0 is a Δ30\Delta^{0}_{3}-statement for given ff and AA. ∎

Corollary 27.

Reflecting Δ11\Delta^{1}_{1}-Kurtz randomness is strictly weaker than Luzin’s (N).

Proof.

By Proposition 22, Luzin’s (N) implies Δ11\Delta^{1}_{1}-Kurtz randomness reflection. By Lemma 26 reflecting Δ11\Delta^{1}_{1}-Kurtz randomness is a Σ11\Sigma^{1}_{1}-property. But it was shown in [10] that Luzin’s (N) is Π11\Pi^{1}_{1}-complete for continuous functions. Thus the two notions cannot coincide. ∎

3.4 Open questions

Theorems 16 and 25 tell us that Δ11(𝒪)\Delta^{1}_{1}(\mathcal{O})-randomness reflection and 𝒪\mathcal{O}-Kurtz randomness reflection each characterize Luzin’s (N) for computable functions. This does not rule out that other kinds of randomness reflection could also characterize Luzin’s (N). In the next section we shall see that none of MLR-reflection, W2R-reflection, or MLR()(\emptyset^{\prime})-reflection imply Luzin’s (N) for arbitrary computable functions (Corollary 31). Because reflection asks for the same level of randomness on both sides, there are no completely trivial implications between the 𝚷20\mathbf{\Pi}^{0}_{2}-type randomness reflection notions. Indeed, results in [3] suggest that the implication structure between 𝚷20\mathbf{\Pi}^{0}_{2}-type randomness reflection notions may have little relation to the implication structure between notions of randomness. However, the most interesting open question seems to be:

Open Question 28.

Can a computable function reflect Δ11\Delta^{1}_{1}-randomness but fail Luzin’s (N)?

By Theorem 16 any such example would need to have a positive measure of fibers being uncountable, which is incompatible with most niceness conditions. We also do not know the answer to the above question if Δ11\Delta^{1}_{1}-randomness is replaced with Martin-Löf randomness relative to (α)\emptyset^{(\alpha)} for any α2\alpha\geq 2.

Related questions concern basis theorems for failures of Luzin’s (N). We have already seen in Theorem 25 that any computable ff which fails Luzin’s (N) must see that failure witnessed by a 𝒪\mathcal{O}-computable compact set. The proof shows that such a set can also be chosen hyperarithemetically low, by applying Gandy basis theorem in place of the Kleene. On the other hand, Corollary 27 shows that a function which fails Luzin’s (N) need not have a hyperarithmetic compact witness. Indeed, one can obtain specific examples of this separation by feeding pseudo-well-orders into the Π11\Pi^{1}_{1}-completeness construction of [10]. Thus the results for compact witnesses are rather tight overall.

The situation for the minimum complexity of 𝚷20\mathbf{\Pi}^{0}_{2} witnesses is less well understood. The proof of Corollary 31 shows that a computable function may fail Luzin’s (N) while still mapping all rapidly null Π20()\Pi^{0}_{2}(\emptyset^{\prime}) sets to null sets. That is, the set MLR()C\mathrm{MLR}(\emptyset^{\prime})^{C} is mapped to a null set.

Open Question 29.

Can a computable function map W3RCW3R^{C} to a null set but fail Luzin’s (N)? Equivalently, can a computable function map all null Π20()\Pi^{0}_{2}(\emptyset^{\prime}) sets to null sets while failing Luzin’s (N)?

We note that the functions produced by the Π11\Pi^{1}_{1}-completeness construction of [10] are of no help because the failure of Lusin’s (N), when it occurs, is witnessed by an effectively null Π20\Pi^{0}_{2} set.

4 Separating Luzin’s (N) from MLR-reflection

We present a construction of a computable function that violates Luzin’s (N), and yet is piecewise-linear in a neighborhood of every point that is not MLR()\mathrm{MLR}(\emptyset^{\prime}). Here, we say that ff is piecewise-linear in a neighborhood of xx, if there are rationals a<x<ba<x<b such that f|[a,x]f|_{[a,x]} and f|[x,b]f|_{[x,b]} are linear functions. Computable piecewise-linear functions reflect essentially all kinds of randomness.

Theorem 30.

For each Π10()\Pi^{0}_{1}(\emptyset^{\prime})-set A[0,1]A\subseteq{[0,1]} there is a computable function f:[0,1][0,1]f:{[0,1]}\to{[0,1]} such that:

  1. 1.

    For every x[0,1]Ax\in{[0,1]}\setminus A, ff is piecewise-linear on a neighbourhood of xx.

  2. 2.

    For every ε>0\varepsilon>0, there is a null Π10(′′)\Pi^{0}_{1}(\emptyset^{\prime\prime}) set BAB\subseteq A such that λ(f[B])λ(A)ε\lambda(f[B])\geq\lambda(A)-\varepsilon.

Corollary 31.

There is a computable function f:[0,1][0,1]f:{[0,1]}\to{[0,1]} that reflects ML-randomness, weak-2-randomness and ML(\emptyset^{\prime})-randomness, yet does not have Luzin’s (N), nor reflects weak-3-randomness.

Proof.

Let AA be the complement of the first component of a universal ML(\emptyset^{\prime})-test. Then λ(A)>12\lambda(A)>\frac{1}{2}. We invoke Theorem 30 on AA and ϵ=14\epsilon=\frac{1}{4}. The resulting function is the desired one: If x[0,1]x\in{[0,1]} is not ML(\emptyset^{\prime})-random, then xAx\notin A, ff is piecewise-linear on a neighborhood of xx, and thus f(x)f(x) is not ML(\emptyset^{\prime})-random. As such, we conclude that whenever f(x)f(x) is ML(\emptyset^{\prime})-random, then so is xx (same for the other notions).

Since we can choose the witness BB as being Π10(′′)\Pi^{0}_{1}(\emptyset^{\prime\prime}), it is also Π20()\Pi^{0}_{2}(\emptyset^{\prime}), and thus contains only elements which are not weak-3-random. Since f[B]f[B] has positive measure, it contains a weak-3-random – hence ff does not reflect weak-3-randomness. ∎

We remark that this is the strongest result possible for the strategy we are using. We are making sure that ff reflects MLR()\mathrm{MLR}(\emptyset^{\prime})-randomness by making ff piecewise-linear in a neighborhood of every non-MLR()\mathrm{MLR}(\emptyset^{\prime}) point. However, the following proposition shows that the set of points where ff can be this simple has a descriptive complexity of Σ10()\Sigma^{0}_{1}(\emptyset^{\prime}). But the weak-3-non-randoms are not contained in any Σ10()\Sigma^{0}_{1}(\emptyset^{\prime}) set except [0,1]{[0,1]}.

Proposition 32.

Let f:f:\mathbb{R}\to\mathbb{R} be computable. The set of points where ff is locally piecewise-linear is Σ10()\Sigma^{0}_{1}(\emptyset^{\prime}).

Proof.

We consider the property 2L\mathrm{2L} of a function ff and an interval [a,b][a,b] that there is some x[a,b]x\in[a,b] such that both f|[a,x]f|_{[a,x]} and f|[x,b]f|_{[x,b]} are linear. We first claim that this is a Π10\Pi^{0}_{1}-property. To this, we observe that 2L\mathrm{2L} is equivalent to:

nin(j{0,,n2}{i1,i,i+1}f(a+jn)f(a+j+1n)=f(a+j+1n)f(a+j+2n))\forall n\in\mathbb{N}\exists i\leq n\quad\left(\forall j\in\{0,\ldots,n-2\}\setminus\{i-1,i,i+1\}\ f(a+\frac{j}{n})-f(a+\frac{j+1}{n})=f(a+\frac{j+1}{n})-f(a+\frac{j+2}{n})\right)

Next, we observe that ff is locally piecewise-linear in xx iff there is some rational interval (a,b)x(a,b)\ni x such that ff has property 2L\mathrm{2L} on [a,b][a,b]. Using \emptyset^{\prime}, we can enumerate all these intervals. ∎

Generalizing this idea slightly, recall that a function is bi-Lipschitz, if both the function and its inverse are Lipschitz functions, i.e. if there exists some constant LL such that d(f(x),f(y))Ld(x,y)L2d(f(x),f(y))d(f(x),f(y))\leq Ld(x,y)\leq L^{2}d(f(x),f(y)) for all x,yx,y in the domain. Since computable locally bi-Lipschitz functions preserve and reflect all kinds of randomness, Another way for ff to ensure a given notion of randomness reflection is by being locally bi-Lipschitz on the non-random points for that notion. However, we still get a Σ10()\Sigma^{0}_{1}(\emptyset^{\prime})-set of suitable points.

Proposition 33.

Let f:f:\mathbb{R}\to\mathbb{R} be computable. The set of points where ff is locally bi-Lipschitz is Σ10()\Sigma^{0}_{1}(\emptyset^{\prime}).

Proof.

The following is a co-c.e. property in a,ba,b\in\mathbb{Q} and LL\in\mathbb{N} and f𝒞(,)f\in\mathcal{C}(\mathbb{R},\mathbb{R}):

x,y[a,b]d(x,y)Ld(f(x),f(y))L2d(x,y)\forall x,y\in[a,b]\quad d(x,y)\leq Ld(f(x),f(y))\leq L^{2}d(x,y)

We obtain the set of points where ff is locally bi-Lipschitz by taking the union of all (a,b)(a,b) having the property above for some LL\in\mathbb{N} – access to \emptyset^{\prime} suffices to get such an enumeration. ∎

4.1 High-level proof sketch

Before diving into the details of the proof of Theorem 30 we give a high-level sketch of what is going on. Consider first the case where AA is Π10\Pi^{0}_{1}. Then A=nAnA=\cap_{n}A_{n}, where each AnA_{n} is a finite union of closed intervals and An+1AnA_{n+1}\subseteq A_{n}. We iteratively define a sequence of piecewise linear functions f0,f1,f_{0},f_{1},\dots, where f0:[0,1][0,1]f_{0}:{[0,1]}\rightarrow{[0,1]} is the identity, and fnf_{n} is obtained from fn1f_{n-1} by performing a “tripling” operation on those line segments of fn1f_{n-1} which are contained in AnA_{n}. In order to “triple” a line segment, we replace it by a zig-zag of three line segments each of which has triple the slope of the original. (See Figure 1 ) We want to make the sequence (fn)(f_{n}) converge in the supremum norm, so before tripling we add invisible break points to fn1f_{n-1} so that none of its linear pieces are more than 2n2^{-n} tall. Letting ff be the limit function, observe that if xAnx\not\in A_{n}, then ff coincides with fnf_{n} on a neighborhood of xx, and thus ff is linear on a neighborhood of xx. On the other hand, AA is then exactly the set of points where we tripled infinitely often.

Next we describe how to find a closed set BAB\subseteq A such that μ(f(B))μ(A)\mu(f(B))\geq\mu(A). (The ε\varepsilon in the statement of the theorem exists in order to bring down the descriptive complexity of BB, but we can ignore it for now.) We want BAB\subseteq A, so of course we throw out of BB any interval that leaves AA. Also, every time we perform a tripling, we choose two-thirds of the tripled interval to throw out of BB. We do this so that the one-third which we keep has maximal measure of intersection with AA. Observe that μ(B)=0\mu(B)=0.

Here is why μ(f(B))μ(A)\mu(f(B))\geq\mu(A). Let B0=[0,1]B_{0}=[0,1] and let BnB_{n} denote the set of points that remain in BB at the end of stage nn. By induction, fnBnf_{n}\upharpoonright B_{n} is injective (except possibly at break points) and μ(fn(BnA))μ(A)\mu(f_{n}(B_{n}\cap A))\geq\mu(A). The key to the induction is that by the choice of thirds, we always have 3nμ(BnA)μ(A)3^{n}\mu(B_{n}\cap A)\geq\mu(A), and since fnf_{n} has slope ±3n\pm 3^{n} on all of BnB_{n} and is essentially injective, μ(fn(BnA))=3nμ(BnA)\mu(f_{n}(B_{n}\cap A))=3^{n}\mu(B_{n}\cap A). It now follows that μ(fn(Bn))μ(A)\mu(f_{n}(B_{n}))\geq\mu(A) for all nn. Furthermore, since the continuous image of a compact set is uniformly compact, we cannot have μ(f(B))<μ(A)\mu(f(B))<\mu(A), for this would have been witnessed already for some μ(fn(Bn))\mu(f_{n}(B_{n})). This completes the sketch for the case where AA is Π10\Pi^{0}_{1}.

If AA is Π10()\Pi^{0}_{1}(\emptyset^{\prime}), we can do essentially the same construction, tripling on the stage-nn approximation to AnA_{n} instead of AnA_{n} itself. Any interval which is going to leave AA eventually leaves the approximations for good, so the key features of the above argument are maintained even as the structure of the triplings gets more complicated.

4.2 Proof of Theorem 30

The remainder of this section is devoted to the preparation for the proof of Theorem 30, and the proof itself.

Lemma 34.

Given a Π10()\Pi^{0}_{1}(\emptyset^{\prime})-set A[0,1]A\subseteq{[0,1]} and some open UAU\supseteq A we can compute some open VV with AVUA\subseteq V\subseteq U such that d(V,UC)>0d(V,U^{C})>0.

Proof.

Since UCU^{C} and AA are disjoint closed sets, there is some NN\in\mathbb{N} such that d(UC,A)>2Nd(U^{C},A)>2^{-N}. If we actually had access to AA, we could compute a suitable NN. Since AA is computable from \emptyset^{\prime}, we can compute NN with finitely many mindchanges. The monotonicity of correctness here means we can actually obtain suitable N<N\in\mathbb{N}_{<}. We now obtain VV by enumerating an interval (a,b)(a,b) into VV once we have learned that UU covers [a2N,b+2N][a-2^{-N},b+2^{-N}] (which is semidecidable in U𝒪()U\in\mathcal{O}(\mathbb{R}) and N<N\in\mathbb{N}_{<}). ∎

For an interval [a,b][a,b], let T0([a,b])=[a,a+ba3]T_{0}([a,b])=[a,a+\frac{b-a}{3}], T1([a,b])=[a+ba3,a+2ba3]T_{1}([a,b])=[a+\frac{b-a}{3},a+2\frac{b-a}{3}] and T2([a,b])=[a+2ba3,b]T_{2}([a,b])=[a+2\frac{b-a}{3},b].

Lemma 35.

Let AA be a Π10()\Pi^{0}_{1}(\emptyset^{\prime}) set. Then there is a computable double-sequence (Ink)k,n(I^{k}_{n})_{k,n\in\mathbb{N}} of closed intervals with the following properties:

  1. 1.

    A=nkInkA=\bigcap_{n\in\mathbb{N}}\bigcup_{k\in\mathbb{N}}I^{k}_{n}.

  2. 2.

    InkI^{k}_{n} and InI^{\ell}_{n} intersect in at most one point.

  3. 3.

    For m<nm<n, we find that kInk\bigcup_{k\in\mathbb{N}}I^{k}_{n} has positive distance to the complement of kImk\bigcup_{k\in\mathbb{N}}I^{k}_{m}.

  4. 4.

    k,n|Ink||Ink+1|\forall k,n\in\mathbb{N}\quad|I^{k}_{n}|\geq|I^{k+1}_{n}|

  5. 5.

    Fix n>0n>0. For each kk there are \ell, ii such that |Ink|<32|In1||I^{k}_{n}|<3^{-2}|I^{\ell}_{n-1}| and InkTi(In1)I^{k}_{n}\subseteq T_{i}(I^{\ell}_{n-1}).

Proof.

Any Π10()\Pi^{0}_{1}(\emptyset^{\prime}) is in particular Π20\Pi^{0}_{2}, and thus has Π20\Pi^{0}_{2}-approximation A=nUnA=\bigcap_{n\in\mathbb{N}}U_{n}. We invoke Lemma 34 inductively first on AA and U0U_{0} to obtain V0V_{0}, then on AA and U1V0U_{1}\cap V_{0} to obtain V1V_{1}, and so on. This will ensure Condition (3). We can effectively write any open set Vn[0,1]V_{n}\subseteq{[0,1]} as a union of closed intervals such that the pairwise intersections contain at most one point. To make Conditions (4,5) work it suffices to subdivide intervals sufficiently much. ∎

Definition 36.

An interval JJ is well-located relative to (Ink)k,n(I^{k}_{n})_{k,n\in\mathbb{N}}, if for all k,nk,n one of the following hold:

  1. 1.

    |JInk|1|J\cap I^{k}_{n}|\leq 1

  2. 2.

    JInkJ\supseteq I^{k}_{n}

  3. 3.

    JTi(Ink)J\subseteq T_{i}(I^{k}_{n}) for some i{0,1,2}i\in\{0,1,2\}

For well-located JJ, let its depth be the greatest nn such that JInkJ\subseteq I^{k}_{n} for some kk. We call two well-located intervals J0,J1J_{0},J_{1} peers, if whenever JbInkJ_{b}\subsetneq I^{k}_{n} for both b{0,1}b\in\{0,1\} and some k,nk,n, then there is one i{0,1,2}i\in\{0,1,2\} such that JbTi(Ink)J_{b}\subseteq T_{i}(I^{k}_{n}) for both b{0,1}b\in\{0,1\}.

Note that our requirements for the (Ink)k,n(I^{k}_{n})_{k,n\in\mathbb{N}} in Lemma 35 in particular ensure that each In0k0I^{k_{0}}_{n_{0}} is well-located relative to (Ink)n,k(I^{k}_{n})_{n,k\in\mathbb{N}}.

Definition 37.

We are given a double-sequence (Ink)k,n(I^{k}_{n})_{k,n\in\mathbb{N}} for a set AA as in Lemma 35 and ε>0\varepsilon>0. Let NnN_{n}\in\mathbb{N} be chosen sufficiently large such that λ(k>NnInk)<3n2n2ε\lambda(\bigcup_{k>N_{n}}I_{n}^{k})<3^{-n}2^{-n-2}\varepsilon. Let bk,n{0,1,2}b_{k,n}\in\{0,1,2\} be chosen such that λ(Tbk,n(Ink)A)+3n2n3kελ(Tc(Ink)A)\lambda(T_{b_{k,n}}(I^{k}_{n})\cap A)+3^{-n}2^{-n-3-k}\varepsilon\geq\lambda(T_{c}(I^{k}_{n})\cap A) for all k,nk,n\in\mathbb{N} and c{0,1,2}c\in\{0,1,2\}. Let n,k\ell_{n,k} and in,ki_{n,k} be the witnesses for Condition 5 in Lemma 35. We then inductively define 0ε={I0kkN0}\mathfrak{I}_{0}^{\varepsilon}=\{I_{0}^{k}\mid k\leq N_{0}\} and:

nε={InkkNnIn1n,kn1bn,k,(n1)=in,k}\mathfrak{I}_{n}^{\varepsilon}=\{I_{n}^{k}\mid k\leq N_{n}\wedge I^{\ell_{n,k}}_{n-1}\in\mathfrak{I}_{n-1}\wedge b_{\ell_{n,k},(n-1)}=i_{n,k}\}

In words, the intervals in nε\mathfrak{I}_{n}^{\varepsilon} are those on the nn-th level which occur inside a particular third of their parent intervals on the n1n-1-st level which has the maximal measure of its intersection with the set AA. By construction, the intervals in n\mathfrak{I}_{n} are pairwise peers.

Lemma 38.

Starting with a Π10()\Pi^{0}_{1}(\emptyset^{\prime})-set AA, we can compute the sets nε\mathfrak{I}_{n}^{\varepsilon} relative to ′′\emptyset^{\prime\prime}.

Proof.

As the double-sequence (Ink)k,n(I^{k}_{n})_{k,n\in\mathbb{N}} is computable, we can obtain the sufficiently large NnN_{n} by using \emptyset^{\prime}. We have Tc(Ink)AT_{c}(I^{k}_{n})\cap A available to us as Π10()\Pi^{0}_{1}(\emptyset^{\prime})-sets, so ′′\emptyset^{\prime\prime} lets us compute λ(Tc(Ink)A)\lambda(T_{c}(I^{k}_{n})\cap A)\in\mathbb{R}. Then getting the choices for the bk,nb_{k,n} right can be done computably. The witnesses n,k\ell_{n,k},in,ki_{n,k} can also be found computably. ∎

Lemma 39.

3nλ(nε)3n(λ(A)ε)3^{-n}\geq\lambda(\bigcup\mathfrak{I}_{n}^{\varepsilon})\geq 3^{-n}(\lambda(A)-\varepsilon)

Proof.

We prove both inequalities by induction. For the first, the base case is trivial. For the induction step, we note that (n+1ε)InknεTbk,n(Ink)(\bigcup\mathfrak{I}_{n+1}^{\varepsilon})\subseteq\bigcup_{I^{k}_{n}\in\mathfrak{I}_{n}^{\varepsilon}}T_{b_{k,n}}(I^{k}_{n}), and that λ(InknεTbk,n(Ink))=13λ(nε)\lambda\left(\bigcup_{I^{k}_{n}\in\mathfrak{I}_{n}^{\varepsilon}}T_{b_{k,n}}(I^{k}_{n})\right)=\frac{1}{3}\lambda(\bigcup\mathfrak{I}_{n}^{\varepsilon}).

For the second inequality, we prove a stronger claim, namely that λ(Anε)3n(λ(A)(12n1)ε)\lambda(A\cap\bigcup\mathfrak{I}_{n}^{\varepsilon})\geq 3^{-n}(\lambda(A)-(1-2^{-n-1})\varepsilon). The base case follows from kI0kA\bigcup_{k\in\mathbb{N}}I_{0}^{k}\supseteq A together with the choice of N0N_{0}. We then observe that A(n+1ε)=A{In+1kInnεi{0,1,2}In+1kTi(In)}A\cap(\bigcup\mathfrak{I}_{n+1}^{\varepsilon})=A\cap\bigcup\{I^{k}_{n+1}\mid\exists I^{\ell}_{n}\in\mathfrak{I}_{n}^{\varepsilon}\ \exists i\in\{0,1,2\}\ \ I^{k}_{n+1}\subseteq T_{i}(I^{\ell}_{n})\}. By definition of b,nb_{\ell,n} in Definition 37, this also means that λ(A(n+1ε))+3n2n2ε31λ(A{In+1kInnεIn+1kTb,n(In)})\lambda(A\cap(\bigcup\mathfrak{I}_{n+1}^{\varepsilon}))+3^{-n}2^{-n-2}\varepsilon\geq 3^{-1}\lambda(A\cap\bigcup\{I^{k}_{n+1}\mid\exists I^{\ell}_{n}\in\mathfrak{I}_{n}^{\varepsilon}\ \ I^{k}_{n+1}\subseteq T_{b_{\ell,n}}(I^{\ell}_{n})\}). The set on the right hand side differs from nε\bigcup\mathfrak{I}_{n}^{\varepsilon} only by the fact that in the latter, we restrict to Nn\ell\leq N_{n}. By the induction hypothesis together with the guarantee that λ(k>NnInk)<3n2n2ε\lambda(\bigcup_{k>N_{n}}I_{n}^{k})<3^{-n}2^{-n-2}\varepsilon we get the desired claim. ∎

Lemma 40.

For a sequence (Ink)k,n(I^{k}_{n})_{k,n\in\mathbb{N}} as in Lemma 35 and xAx\notin A, it holds that there exists some a<x<ba<x<b and some NN\in\mathbb{N} such that Ink(a,b)=I^{k}_{n}\cap(a,b)=\emptyset for every n>Nn>N.

Proof.

If xAx\notin A, then there is some NN with xkINkx\notin\bigcup_{k\in\mathbb{N}}I^{k}_{N}. By Condition (3) of Lemma 35, we have that xx has positive distance to kIN+1k\bigcup_{k\in\mathbb{N}}I^{k}_{N+1}, hence there exists an interval (a,b)(a,b) around xx disjoint from kIN+1k\bigcup_{k\in\mathbb{N}}I^{k}_{N+1}, and by monotonicity, also from kInk\bigcup_{k\in\mathbb{N}}I^{k}_{n} for every n>Nn>N. ∎

Proof of Theorem 30.

Preparation: We note that for each Π20\Pi^{0}_{2}-set AA and each nn\in\mathbb{N}, there is a Π10()\Pi^{0}_{1}(\emptyset^{\prime})-set CC with CAC\subseteq A and λ(C)λ(A)2n\lambda(C)\geq\lambda(A)-2^{-n}. We can assume w.l.o.g. that AA is already Π10()\Pi^{0}_{1}(\emptyset^{\prime}). We then obtain a computable double-sequence (Ink)k,n(I^{k}_{n})_{k,n\in\mathbb{N}} as in Lemma 35.

Construction: We obtain our function ff as the limit of functions fN,Kf_{N,K} for N,KN,K\in\mathbb{N}. f0,0f_{0,0} is the identity on [0,1]{[0,1]}. The construction of fN,Kf_{N,K} takes into account only intervals InkI^{k}_{n} with nNn\leq N and |Ink|>2K|I^{k}_{n}|>2^{-K}, of which there are only finitely many (and by monotonicity of the enumerations, we can be sure that we have found them all). We process intervals with smaller nn first, and replace the linear growth ff currently has on InkI^{k}_{n} by a triple as shown in Figure 1. Property 5 from Lemma 35 ensures that through the process, the function is linear on each interval InkI^{k}_{n} yet to be processed. We then define fN:=limKfN,Kf_{N}:=\lim_{K\to\infty}f_{N,K} and f:=limNfNf:=\lim_{N\to\infty}f_{N}.

Refer to caption
Figure 1: Demonstrating the interative construction of the function ff in the proof of Theorem 30

That the first limit has a computable rate of convergence follows from the monotonicity of |Ink||I^{k}_{n}| in kk. Since the size of the intervals shrinks sufficiently fast compared to the potential growth rates of fNf_{N}, we see that we also do have a computable rate of convergence of (fN)N(f_{N})_{N\in\mathbb{N}}.

Property 1: If xAx\notin A, we can invoke Lemma 40 to obtain a neighbourhood UU of xx that is disjoint from any InkI^{k}_{n} for n>Nn>N. But that ensures that f|Uf|_{U} is 3N3^{N}-Lipschitz, and and by potentially restricting the interval further we can make ff locally bi-Lipschitz.

Lemma 41.
  1. 1.

    Let JJ be well-located at depth NN. Then f[J]=fN[J]f[J]=f_{N}[J].

  2. 2.

    Let JJ be well-located at depth nn. Then λ(f[J])=3nλ(J)\lambda(f[J])=3^{n}\lambda(J).

  3. 3.

    Let J0,J1J_{0},J_{1} be peer well-located intervals. Then |f[J0]f[J1]|1|f[J_{0}]\cap f[J_{1}]|\leq 1.

Proof.
  1. 1.

    First, we observe that for any M>NM>N it holds that fM[J]=fN[J]f_{M}[J]=f_{N}[J], since all modifications based on intervals InkI^{k}_{n} with n>Nn>N will affect f|Jf|_{J} at most by locally replacing the shape of the graph with a different shape having the same range. It remains to argue that the identity of the image fM[J]f_{M}[J] is preserved by limits. Since [0,1]{[0,1]} is compact and Hausdorff, we find that 𝒜([0,1])𝒦([0,1])\mathcal{A}({[0,1]})\cong\mathcal{K}({[0,1]}), hence we can compute g[J]𝒜([0,1])g[J]\in\mathcal{A}({[0,1]}) from gg and A𝒜([0,1])A\in\mathcal{A}({[0,1]}). We have access to g[A]𝒱([0,1])g[A]\in\mathcal{V}({[0,1]}) given A𝒱([0,1])A\in\mathcal{V}({[0,1]}) anyway. Since 𝒜([0,1])𝒱([0,1])\mathcal{A}({[0,1]})\wedge\mathcal{V}({[0,1]}) is Hausdorff [20], this yields the claim.

  2. 2.

    By (1.), it suffices to show λ(fn[J])=3nλ(J)\lambda(f_{n}[J])=3^{n}\lambda(J) instead. Now (fn)|J(f_{n})|_{J} is just a linear function with slope 3n3^{n}, which yields the claim.

  3. 3.

    If J0,J1J_{0},J_{1} are peers and well-located, and J0InkJ_{0}\subseteq I^{k}_{n} but J1InkJ_{1}\nsubseteq I^{k}_{n}, then InkI^{k}_{n} and J1J_{1} are also peers. It thus suffices to prove the claim for the case where J0=In+1k0J_{0}=I^{k_{0}}_{n+1} and J1=In+1k1J_{1}=I^{k_{1}}_{n+1}. These are both contained in the same Ti(In)T_{i}(I^{\ell}_{n}), and (fn)|Ti(In)(f_{n})|_{T_{i}(I^{\ell}_{n})} is a linear function. Since |J0J1|1|J_{0}\cap J_{1}|\leq 1 it follows that |fn[J0]fn[J1]|1|f_{n}[J_{0}]\cap f_{n}[J_{1}]|\leq 1. By (1.)(1.), this already yields the claim.

Property 2: We obtain the desired set BB as B=n(nε)B=\bigcap_{n\in\mathbb{N}}\left(\bigcup\mathfrak{I}_{n}^{\varepsilon}\right). Since each nε\mathfrak{I}^{\varepsilon}_{n} is a finite collection of closed intervals, BB is indeed closed. Since the intersection is nested and λ(nε)3n\lambda(\bigcup\mathfrak{I}_{n}^{\varepsilon})\leq 3^{-n} by the first part of Lemma 39, we conclude that λ(B)=0\lambda(B)=0. Since the intervals in nε\mathfrak{I}_{n}^{\varepsilon} are well-located and pairwise peers, we know that λ(f([nε]))=3nλ(nε)\lambda(f([\bigcup\mathfrak{I}_{n}^{\varepsilon}]))=3^{n}\lambda(\bigcup\mathfrak{I}_{n}^{\varepsilon}) by Lemma 41 2&3. Invoking the second inequality from Lemma 39 then lets us conclude λ(f([nε]))(λ(A)ε)\lambda(f([\bigcup\mathfrak{I}_{n}^{\varepsilon}]))\geq(\lambda(A)-\varepsilon). Since this estimate holds for every stage of a nested intersection of compact sets, it follows that λ(f[B])λ(A)ε\lambda(f[B])\geq\lambda(A)-\varepsilon as desired. That BB is obtainable by an oracle of the claimed strength follows from Lemma 38. ∎

5 Luzin’s (N), absolute continuity and bounded variation

We recall the definitions of absolute continuity and bounded variation:

Definition 42.

A function f:[0,1]f:{[0,1]}\to\mathbb{R} is absolutely continuous, if for every ε>0\varepsilon>0 and every x0<y0<x1<y1<xk<ykx_{0}<y_{0}<x_{1}<y_{1}\ldots<x_{k}<y_{k} there is a δ>0\mathbb{\delta}>0 such that:

Σik|yixi|<δΣik|f(yi)f(xi)|<ε.\Sigma_{i\leq k}|y_{i}-x_{i}|<\delta\quad\Rightarrow\quad\Sigma_{i\leq k}|f(y_{i})-f(x_{i})|<\varepsilon.
Definition 43.

A function f:[0,1]f:{[0,1]}\to\mathbb{R} has bounded variation, if there is some bound MM\in\mathbb{N} such that for any kk\in\mathbb{N} and any x0<x1<<xkx_{0}<x_{1}<\ldots<x_{k} it holds that

Σi<k|f(xi+1)f(xi)|<M\Sigma_{i<k}|f(x_{i+1})-f(x_{i})|<M

Being absolutely continuous implies having bounded variation. These notions are related to Luzin’s (N) by the following classical fact:

Fact 44 (see [25], Theorem VII.6.7).

A continuous function is absolutely continuous iff it has both bounded variation and Luzin’s (N).

We observe that being absolutely continuous is a Π30\Pi^{0}_{3}-property, and recall that Luzin’s (N) is Π11\Pi^{1}_{1}-complete [10]. As such, restricting our attention to functions of bounded variation should alter the situation significantly.

Proposition 45.

If f:[0,1]f:{[0,1]}\to\mathbb{R} is computable and absolutely continuous, then ff reflects weak-2-randomness.

Proof.

First, we consider how we can exploit connectedness of \mathbb{R} to say something about the images of open sets under computable functions. We are given open sets in the form U=iIiU=\bigcup_{i\in\mathbb{N}}I_{i}, where each IiI_{i} is an open interval with rational endpoints. We can then compute supf(Ii)\sup f(I_{i}) and inff(Ii)\inf f(I_{i}) (as these are equal to maxf(In,i¯)\max f(\overline{I_{n,i}}) and minf(In,i¯)\min f(\overline{I_{n,i}}), and we can compute minima and maxima of continuous functions on compact sets). Let V=i(inff(Ii),supf(Ii))V=\bigcup_{i\in\mathbb{N}}(\inf f(I_{i}),\sup f(I_{i})). We note that we can compute VV from UU, that Vf[U]V\subseteq f[U], and that f[U]Vf[U]\setminus V can only contain computable points. In particular, λ(V)=λ(f[U])\lambda(V)=\lambda(f[U]).

Now we assume that ff additionally is absolutely continuous, and that we are dealing with a Π20\Pi^{0}_{2}-null set A=nUnA=\bigcap_{n\in\mathbb{N}}U_{n} witnessing that some xAx\in A is not weak-2-random. We assume that Un+1UnU_{n+1}\subseteq U_{n}. As AA is null, we know that limnλ(Un)=0\lim_{n\to\infty}\lambda(U_{n})=0. Since ff is absolutely continuous, we also have limnf[Un]=0\lim_{n\to\infty}f[U_{n}]=0. Let VnV_{n} be obtained from UnU_{n} as in the first paragraph, and B=nVnB=\bigcap_{n\in\mathbb{N}}V_{n}. It follows that λ(B)=0\lambda(B)=0, and moreover, f[A]f[A] is contained in BB with the potential exception of some computable points. So we can conclude that f(x)f(x) is not weak-2-random, either because f(x)f(x) is computable, or because f(x)Bf(x)\in B. ∎

Note that if we had started with a Martin-Löf test in the argument above, we would have no guarantee of ending up with one, because the modulus of absolute continuity is not computable in general. Indeed, absolute continuity does not imply MLR reflection. See Corollary 53.

Lemma 46.

If f:[0,1]f:[0,1]\rightarrow\mathbb{R} is computable, has bounded variation, and reflects \emptyset^{\prime}-Kurtz randomness, then ff has property (N)(N).

Proof.

Suppose that ff does not have (N)(N). Since ff has bounded variation, it must fail absolute continuity. Let ε>0\varepsilon>0 be such that for all δ>0\delta>0, there is a finite union of intervals Aδ[0,1]A_{\delta}\subseteq[0,1] with μ(Aδ)<δ\mu(A_{\delta})<\delta and μ(f(Aδ))>ε\mu(f(A_{\delta}))>\varepsilon. Computably, given δ\delta we can find such AδA_{\delta} by searching. Let A=nUnA=\cap_{n}U_{n}, where Un=m>nA2mU_{n}=\cup_{m>n}A_{2^{-m}}. Then AA is Π20\Pi^{0}_{2}, and μ(A)=0\mu(A)=0, and μ(nf(Un))ε\mu(\cap_{n}f(U_{n}))\geq\varepsilon. We claim that its subset f(A)f(A) also has μ(f(A))ε\mu(f(A))\geq\varepsilon. Let Varf:[0,1]\text{Var}_{f}:[0,1]\rightarrow\mathbb{R} denote the cumulative variation function of ff, defined by setting Varf(x)\text{Var}_{f}(x) to be equal to the variation of ff on [0,x][0,x]. Since ff has bounded variation and Un+1UnU_{n+1}\subseteq U_{n}, nVarf(UnUn+1)\sum_{n}\text{Var}_{f}(U_{n}\setminus U_{n+1}) is finite, so by choosing NN large enough, we can make n>Nμ(f(UnUn+1))\sum_{n>N}\mu(f(U_{n}\setminus U_{n+1})) as small as we like. Now observe that no matter how large NN we choose,

(nf(Un)f(A))n>Nf(UnUn+1).\left(\bigcap_{n}f(U_{n})\setminus f(A)\right)\subseteq\bigcup_{n>N}f(U_{n}\setminus U_{n+1}).

This proves the claim. We have found a Π20\Pi^{0}_{2} set A=nUnA=\cap_{n}U_{n} which witnesses the failure of (N)(N).

Observe that for any c.e. open set UU, μ(f(U))\mu(f(U)) is c.e.. Therefore, since ff has bounded variation, \emptyset^{\prime} can search around to find, for each nn, a closed set FnUnF_{n}\subseteq U_{n} such that μ(f(UnFn))<2n2ε\mu(f(U_{n}\setminus F_{n}))<2^{-n-2}\varepsilon. The existence of such a closed set is guaranteed by ff having bounded variation.

Let F=nFnF=\cap_{n}F_{n}. Then FAF\subseteq A and AF=n(AFn)A\setminus F=\cup_{n}(A\setminus F_{n}). So

μ(f(AF))nμ(f(AFn))nμ(f(UnFn))n2n2ε<ε.\mu(f(A\setminus F))\leq\sum_{n}\mu(f(A\setminus F_{n}))\leq\sum_{n}\mu(f(U_{n}\setminus F_{n}))\leq\sum_{n}2^{-n-2}\varepsilon<\varepsilon.

The positive measure of f(F)f(F) then follows as

εμ(f(A))μ(f(AF))+μ(f(F)).\varepsilon\leq\mu(f(A))\leq\mu(f(A\setminus F))+\mu(f(F)).

Therefore, FF is an \emptyset^{\prime}-computable closed set of measure zero whose image has positive measure. So ff does not reflect \emptyset^{\prime}-Kurtz randomness. ∎

Theorem 47.

The following are equivalent for computable functions f:[0,1]f:{[0,1]}\to\mathbb{R} having bounded variation:

  1. 1.

    ff has Luzin’s (N).

  2. 2.

    ff reflects weak-2-randomness.

  3. 3.

    ff reflects \emptyset^{\prime}-Kurtz randomness.

  4. 4.

    ff reflects Δ11(𝒪)\Delta^{1}_{1}(\mathcal{O})-randomness.

  5. 5.

    ff reflects ZZ-Kurtz randomness for any ZZ\geq\emptyset^{\prime}.

Proof.

The implication from (1)(1) to (2)(2) is given by Proposition 45. To see that (2)(2) implies (3)(3), first observe that weak-2-randomness reflection implies that μ(f(A))=0\mu(f(A))=0 for any null Π20\Pi^{0}_{2} set AA, for if f(A)f(A) had positive measure then it would certainly contain weak-2-random elements. A Π10()\Pi^{0}_{1}(\emptyset^{\prime}) set is in particular Π20\Pi^{0}_{2}, so the image of any \emptyset^{\prime}-Kurtz test has measure 0, and is thus also an \emptyset^{\prime}-Kurtz test because the continuous image of a compact set is uniformly compact. The implication (3)(1)(3)\Rightarrow(1) is in Lemma 46.

Finally, the equivalence of (1) and (4) is just Theorem 16, the implication from (1) to (5) is Proposition 22, and the implication from (5) to (3) is Proposition 23. ∎

Corollary 48.

If a computable function f:[0,1]f:{[0,1]}\to\mathbb{R} of bounded variation reflects ML-randomness, then it has Luzin’s (N).

The converse is false; see Corollary 53.

Proof.

The same argument works as for the implication (2)(3)(2)\Rightarrow(3) in Theorem 47. ∎

In this section we have stated all results for f:[0,1]f:{[0,1]}\rightarrow\mathbb{R} because this is a natural setting in which to consider functions of bounded variation. Of course, our pointwise results are equally true for any computable f:f:\mathbb{R}\rightarrow\mathbb{R} which is locally of bounded variation.

An often useful result about continuous functions of bounded variation is that they can be obtained as difference between two strictly increasing continuous functions. In light of our investigation of Luzin’s (N) for strictly increasing functions, one could wonder why we are not exploiting this property here. There are two obstacles: One the one hand, the computable counterpart of the decomposition result is false: There is a computable function of bounded variation, which cannot be written as the difference between any two strictly increasing computable functions [30]. On the other hand, Luzin’s (N) is very badly behaved for sums. For example, for every continuous function ff having Luzin’s (N) there exists another continuous function gg having Luzin’s (N) such that f+gf+g fails (N) [21].

6 The relationship to absolute continuity of measures

For increasing functions we see a connection to absolute continuity of measures. Recall that a measure μ\mu is absolutely continuous w.r.t. a measure ν\nu (in symbols μν\mu\ll\nu), if ν(A)=0\nu(A)=0 implies that μ(A)=0\mu(A)=0. The notions are related through the following observations:

Observation 49.

If continuous surjective f:[0,1][0,1]f:{[0,1]}\to{[0,1]} is increasing, then the probability measure μ\mu defined as μ(A)=λ(f(A))\mu(A)=\lambda(f(A)) is non-atomic, and μλ\mu\ll\lambda iff ff has Luzin’s (N).

Observation 50.

If μ\mu is a non-atomic measure on [0,1]{[0,1]}, then its cumulative distribution function cdfμ(x):=μ([0,x])\operatorname{cdf}_{\mu}(x):=\mu([0,x]) is a continuous increasing function which has Luzin’s (N) iff μλ\mu\ll\lambda.

In [3], Bienvenu and Merkle have done an extensive survey of the conditions under which two computable measures μ\mu and ν\nu share the same randoms for a variety of notions of randomness (Kurtz, computable, Schnorr, MLR, and weak-2-random). Two trivial situations where μ\mu-randomness and λ\lambda-randomness fail to coincide is if μ\mu has an atom or if μ(J)=0\mu(J)=0 for some open interval JJ. When discussing the connections among Luzin’s (N), randomness reflection, and coincidence of randomness notions, we will restrict our attention to computable measures μ\mu which avoid these two degenerate situations. When μ\mu is atomless, cdfμ\operatorname{cdf}_{\mu} is continuous and computable. To say μ(J)>0\mu(J)>0 for all open intervals JJ, it is equivalent to say that cdfμ\operatorname{cdf}_{\mu} is strictly increasing. When the degenerate situations are avoided, cdfμ\operatorname{cdf}_{\mu} is a computable homeomorphism of [0,1]{[0,1]}, so cdfμ1\operatorname{cdf}^{-1}_{\mu} is also a computable homeomorphism. In this situation, randomness reflection for cdfμ\operatorname{cdf}_{\mu} is exactly randomness preservation for cdfμ1\operatorname{cdf}^{-1}_{\mu}.

Proposition 51.

Let μ\mu be a non-atomic computable probability measure on [0,1]{[0,1]} with cdfμ\operatorname{cdf}_{\mu} strictly increasing. Then xx is μ\mu-MLR (μ\mu-Schnorr random, μ\mu-Kurtz random, μ\mu-Δ11\Delta^{1}_{1}-random) iff cdfμ(x)\operatorname{cdf}_{\mu}(x) is Martin-Löf random (Schnorr random, Kurtz random, Δ11\Delta^{1}_{1}-random) w.r.t. the Lebesgue measure.

Proof.

For any set AA, we have μ(A)=λ(cdfμ(A))\mu(A)=\lambda(\operatorname{cdf}_{\mu}(A)), and cdfμ\operatorname{cdf}_{\mu} and cdfμ1\operatorname{cdf}_{\mu}^{-1} are both computable homeomorphisms. We can thus move any relevant test from domain to codomain and vice versa. ∎

Therefore, cdfμ\operatorname{cdf}_{\mu} reflects a given notion of randomness exactly when the μ\mu-randoms are contained in the λ\lambda-randoms for that notion of randomness. Similarly, cdfμ1\operatorname{cdf}_{\mu}^{-1} reflects a given notion of randomness exactly when the λ\lambda-randoms are contained in the μ\mu-randoms.

Using our previous results, we obtain the following corollary. The equivalence of (1) and (4) was proved in ([3, Proposition 58]), but the others are new.

Corollary 52.

The following are equivalent for a computable probability measure μ\mu.

  1. 1.

    μ\mu is mutually absolutely continuous with the Lebesgue measure.

  2. 2.

    cdfμ\operatorname{cdf}_{\mu} is a homeomorphism and both cdfμ\operatorname{cdf}_{\mu} and cdfμ1\operatorname{cdf}_{\mu}^{-1} have Luzin’s (N).

  3. 3.

    μ\mu-Δ11(𝒪)\Delta^{1}_{1}(\mathcal{O})-randomness and Δ11(𝒪)\Delta^{1}_{1}(\mathcal{O})-randomness coincide.

  4. 4.

    μ\mu-weak-2-randomness and weak-2-randomness coincide.

  5. 5.

    μ\mu-Kurtz(\emptyset^{\prime})-randomness and Kurtz(\emptyset^{\prime})-randomness coincide.

Proof.

First observe that in all cases above, cdfμ\operatorname{cdf}_{\mu} is a homeomorphism. That is because none of the cases is compatible with μ\mu having an atom or assigning measure 0 to an interval.

Then (1)(2)(1)\iff(2) follows from Observation 50 for the case of cdfμ\operatorname{cdf}_{\mu}, and by similar reasoning for the case of cdfμ1\operatorname{cdf}_{\mu}^{-1}.

Since cdfμ\operatorname{cdf}_{\mu} and cdfμ1\operatorname{cdf}_{\mu}^{-1} are computable functions of bounded variation, by Theorems 16, and 47, they have Luzin’s (N) if and only if they reflect each kind of randomness mentioned in (3)(3)-(6)(6). So the implications (2)(3),(2)(4),(2)\iff(3),(2)\iff(4), and (2)(5)(2)\iff(5) now follow from Proposition 51. ∎

Bienvenu and Merkle also give some separations. In particular, they show as [3, Proposition 51 a)] that there exists a computable probability measure μ\mu which is mutually absolutely continuous with Lebesgue measure, but μ\mu-MLR does not coincide with λ\lambda-MLR, μ\mu-Schnorr random does not coincide with with λ\lambda-Schnorr random, and μ\mu-computably random does not coincide with λ\lambda-computably random. Essentially, μ\mu is obtained by thinning out the Lebesgue measure around Chaitin’s Ω\Omega in a way that derandomizes Ω\Omega without introducing new null sets.

Corollary 53.

Luzin’s (N) does not imply any of Martin-Löf randomness reflection, Schnorr randomness reflection nor computable-randomness reflection; even for strictly increasing computable functions.

Proof.

If Luzin’s (N) were to imply reflection for any of these kinds of randomness, they could be included in the list in Corollary 52 by the same reasoning, but this would contradict Bienvenu and Merkle’s result above. ∎

We still need to discuss reflection of (unrelativized) Kurtz randomness. In [3, Proposition 56], Bienvenu and Merkle construct a non-atomic computable probability measure μ\mu such that μ\mu-Kurtz random and Kurtz random coincide, yet makes the Lebesgue measure not absolutely continuous relative to μ\mu. The construction is based on an involved characterization of 22-randomness in terms of Kolmogorov complexity obtained by Nies, Stephan and Terwijn [19]. We could already conclude that Kurtz randomness reflection does not imply Luzin’s (N) from this, but instead we will provide a direct, more elementary construction in the following. Our separation works “the other way around”, that is we obtain a probability measure μ\mu which is not absolutely continuous w.r.t. the Lebesgue measure. This shows that the Lebesgue measure has no extremal position for relative absolutely continuity inside the class of measures having the same Kurtz randoms. For comparison, a measure satisfies Steinhaus theorem iff it is absolutely continuous w.r.t. Lebesgue measure [17].

Theorem 54.

There is an increasing surjective computable function f:[0,1][0,1]f:{[0,1]}\to{[0,1]} which is not absolutely continuous, yet for any Π10\Pi^{0}_{1} set AA with λ(A)=0\lambda(A)=0, it holds that λ(f(A))=0\lambda(f(A))=0.

Corollary 55.

There is a non-atomic probability measure μ\mu such that μ\mu-Kurtz random and Kurtz random coincide, yet μ≪̸λ\mu\not\ll\lambda.

Proof.

Let μ^\hat{\mu} be the probability measure whose cumulative distribution function is ff, equivalently μ^(B):=λ(f(B))\hat{\mu}(B):=\lambda(f(B)). Since ff does not have Luzin’s (N), there is some set BB with λ(B)=0\lambda(B)=0 and μ^(B)>0\hat{\mu}(B)>0. Let μ=12μ^+12λ\mu=\frac{1}{2}\hat{\mu}+\frac{1}{2}\lambda. Then using the same BB, we see that μ≪̸λ\mu\not\ll\lambda. On the other hand, if AA is a Π10\Pi^{0}_{1} set, then λ(A)=0\lambda(A)=0 implies μ^(A)=0\hat{\mu}(A)=0, and thus λ(A)=0\lambda(A)=0 if and only if μ(A)=0\mu(A)=0. ∎

Corollary 56.

For increasing computable functions f:[0,1][0,1]f:{[0,1]}\to{[0,1]}, reflecting Kurtz randomness does not imply Luzin’s (N).

We prepare our construction. Suppose h:[0,1][0,1]h:[0,1]\rightarrow[0,1] is a piecewise linear increasing function, B[0,1]B\subseteq[0,1] is a finite union of intervals with rational endpoints, and δ>0\delta>0. We define a new function

Concentrate(h,B,δ):[0,1][0,1]\operatorname{Concentrate}(h,B,\delta):[0,1]\rightarrow[0,1]

which concentrates λ(B)\lambda(B)-much measure onto a set of Lebesgue measure at most δ\delta, as follows.

Definition 57 (Definition of Concentrate).

Given h,B,δh,B,\delta as above, write B=k<nIkB=\cup_{k<n}I_{k} where IkI_{k} are almost disjoint intervals and hh1(Ik)h\upharpoonright h^{-1}(I_{k}) is linear (contained in a single piece of the piecewise function). Modify hh on each interval h1(Ik)h^{-1}(I_{k}) by substituting a piecewise linear function which alternates between a slope of 0 and a large positive slope. The modification is chosen in a canonical computable way to obtain the following outcomes. Below, h^\hat{h} denotes Concentrate(h,B,δ)\operatorname{Concentrate}(h,B,\delta).

  1. 1.

    h=h^h=\hat{h} outside of h1(B)h^{-1}(B).

  2. 2.

    Letting FF denote the union of the pieces of h^1(B)\hat{h}^{-1}(B) which have positive slope, we have λ(F)<δ\lambda(F)<\delta and f(F)=Bf(F)=B, and

  3. 3.

    For all xx, |h(x)h^(x)|<δ|h(x)-\hat{h}(x)|<\delta.

Lemma 58.

Suppose that (Bn)n(B_{n})_{n\in\mathbb{N}} is a computable sequence of finite unions of intervals in [0,1]{[0,1]}. Define a sequence of functions (fn)n(f_{n})_{n\in\mathbb{N}} inductively by setting f0(x)=xf_{0}(x)=x and

fn+1=Concentrate(fn,Bn,2n).f_{n+1}=\operatorname{Concentrate}(f_{n},B_{n},2^{-n}).

Then (fn)n(f_{n})_{n\in\mathbb{N}} converges uniformly to a computable increasing function ff. Furthermore, if there is some ε>0\varepsilon>0 such that λ(Bn)>ε\lambda(B_{n})>\varepsilon for all nn, then ff fails Lusin’s (N).

Proof.

The uniform convergence to a computable ff follows from the third property in the definition of Concentrate\operatorname{Concentrate}, and ff is increasing because each fnf_{n} is. Observe that Concentrate\operatorname{Concentrate} never changes the value of hh at a break point of hh. Therefore, the second property in the definition of Concentrate\operatorname{Concentrate}, which tells us that fn(F)=Bf_{n}(F)=B for some FF with λ(F)<2n\lambda(F)<2^{-n}, implies that f(F)=Bf(F)=B as well (here we also used the fact that ff is continuous and increasing). It follows that ff is not absolutely continuous, and thus fails Lusin’s (N). ∎

Proof of Theorem 54.

We construct a computable sequence (Bn)n(B_{n})_{n\in\mathbb{N}} such that λ(Bn)>1/2\lambda(B_{n})>1/2 for all nn, and argue that the function ff constructed as in Lemma 58 satisfies λ(f(P))=0\lambda(f(P))=0 whenever PΠ10P\in\Pi^{0}_{1} and λ(P)=0\lambda(P)=0.

The strategy for a single Π10\Pi^{0}_{1} class PeP_{e} is as follows. Let Ce,0C_{e,0} be some interval of length εe\varepsilon_{e}. Let Bs=[0,1]Ce,sB_{s}=[0,1]\setminus C_{e,s}. As long as fs(Pe,s)Ce,sf_{s}(P_{e,s})\cap C_{e,s} has measure at least εe/2\varepsilon_{e}/2, define Ce,s+1=Ce,sC_{e,s+1}=C_{e,s}. If f(Pe,s)Ce,sf(P_{e,s})\cap C_{e,s} has measure less than εe/2\varepsilon_{e}/2, define Ce,s+1=(fs(Pe,s)Ce,s)CC_{e,s+1}=(f_{s}(P_{e,s})\cap C_{e,s})\cup C, where CC is a new interval or finite union of intervals almost disjoint from tsCe,t\cup_{t\leq s}C_{e,t}. Choose CC so that that Ce,s+1C_{e,s+1} has measure εe\varepsilon_{e}, if possible; if this is not possible, choose CC so that ts+1Ce,t=[0,1]\cup_{t\leq s+1}C_{e,t}=[0,1]. In the latter case the measure of Ce,s+1C_{e,s+1} may be less than εe\varepsilon_{e} and this is also fine. If we reach this degenerate situation, we also stop checking the measures and simply let Ce,t=Ce,s+1C_{e,t}=C_{e,s+1} for all t>st>s.

We claim that if λ(Pe)=0\lambda(P_{e})=0, then λ(f(Pe))=0\lambda(f(P_{e}))=0. Suppose at some stage ss we have that the measure of fs(Pe,s)Ce,sf_{s}(P_{e,s})\cap C_{e,s} is greater than εe/2\varepsilon_{e}/2. If this continues for all t>st>s, then ff and fsf_{s} coincide on the set J:=f1(Ce,s)J:=f^{-1}(C_{e,s}). It follows that ff is piecewise linear on JJ, but f(PeJ)f(P_{e}\cap J) has positive measure; this is impossible since PeP_{e} has measure 0. We conclude that nothing lasts forever; eventually we do reach a stage ss where tsCe,s=[0,1]\cup_{t\leq s}C_{e,s}=[0,1]. Since Ce,sC_{e,s} never changes again, ff and fsf_{s} again coincide on J:=f1(Ce,s)J:=f^{-1}(C_{e,s}). Observe also that PeJP_{e}\subseteq J. Since fsf_{s} is piecewise linear and λ(Pe)=0\lambda(P_{e})=0, we also have λ(fs(Pe))=0\lambda(f_{s}(P_{e}))=0, and thus λ(f(Pe))=0\lambda(f(P_{e}))=0.

The above strategy works purely with negative requirements, specifically freezing ff on fs1(Ce,s)f_{s}^{-1}(C_{e,s}). If other requirements also freeze ff on other places, it has no effect on the proof above. The only thing to consider when combining requirements is that we need to make sure λ(Bs)>1/2\lambda(B_{s})>1/2 for all ss, where we now define

Bs=[0,1]e<sCe,s.B_{s}=[0,1]\setminus\bigcup_{e<s}C_{e,s}.

Since we always have λ(Ce,s)εe\lambda(C_{e,s})\leq\varepsilon_{e}, we can keep the sets BsB_{s} large by choosing the values of εe\varepsilon_{e} to satisfy eεe<1/2\sum_{e}\varepsilon_{e}<1/2. ∎

7 Π11\Pi^{1}_{1}-hardness of randomness reflection

If we do not restrict the domain of the functions to (locally) compact spaces, then essentially any form of randomness reflection is Π11\Pi^{1}_{1}-hard. We show a construction which yields a function having either null range, or is surjective when restricted to a specific null subset of its domain. In particular, our construction is independent of the randomness notions involved.

Theorem 59.

Let K,L[0,1]2K,L\subseteq{[0,1]}^{2} be non-empty sets containing only Kurtz randoms. Then “whenever f(x)Kf(x)\in K, then already xLx\in L” is a Π11\Pi^{1}_{1}-hard property of continuous functions f:([0,1])×[0,1][0,1]2f:({[0,1]}\setminus\mathbb{Q})\times{[0,1]}\to{[0,1]}^{2}.

Proof.

It is well-known that [0,1]{[0,1]}\setminus\mathbb{Q} and \mathbb{N}^{\mathbb{N}} are homeomorphic, and even computably so. We identify the spaces in such a way that the Lebesgue measure induced on \mathbb{N}^{\mathbb{N}} satisfies λ({pnp2n=p2n+1})=0\lambda(\{p\in\mathbb{N}^{\mathbb{N}}\mid\forall n\ p_{2n}=p_{2n+1}\})=0.

We construct a function fT:×[0,1][0,1]2f_{T}:\mathbb{N}^{\mathbb{N}}\times{[0,1]}\to{[0,1]}^{2} from a countably-branching tree TT. First, we modify TT to obtain T^={w0w0w1w1wn1wn1wnwT}{w0w0w1w1wn1wn1wnwnwT}\hat{T}=\{w_{0}w_{0}w_{1}w_{1}\ldots w_{n-1}w_{n-1}w_{n}\mid w\in T\}\cup\{w_{0}w_{0}w_{1}w_{1}\ldots w_{n-1}w_{n-1}w_{n}w_{n}\mid w\in T\}. Clearly, TT is well-founded iff T^\hat{T} is, and [T^][\hat{T}] contains no Kurz-randomns (so in particular,[T^]×[0,1]L=[\hat{T}]\times{[0,1]}\cap L=\emptyset). For any pp\in\mathbb{N}^{\mathbb{N}}, let |T,p|=n|T,p|=n iff nn is minimal such that pnT^p_{\upharpoonright n}\notin\hat{T}, and |T,p|=|T,p|=\infty if p[T^]p\in[\hat{T}].

Let s:[0,1][0,1]2s_{\infty}:{[0,1]}\to{[0,1]}^{2} be a computable space-filling curve, and let (sn)n(s_{n})_{n\in\mathbb{N}} be a computable fast Cauchy sequence converging to ss_{\infty} such that any sn([0,1])s_{n}({[0,1]}) is a finite union of line segments. We then define fT(p,x)=s|T,p|(x)f_{T}(p,x)=s_{|T,p|}(x). This construction is computable in TT. We claim that fTf_{T} has our reflection property iff TT is well-founded.

If TT is well-founded, then the range of fTf_{T} is nsn([0,1])\bigcup_{n\in\mathbb{N}}s_{n}({[0,1]}). Since any sn([0,1])s_{n}({[0,1]}) is a null Π10\Pi^{0}_{1}-set, we see that fTf_{T} never takes any Kurtz random values (in particular, none in KK), and thus vacuously, if f(x)Kf(x)\in K then xLx\in L. The argument in fact establishes that for arbitrary TT, whenever pT^p\notin\hat{T} then fT(p,x)f_{T}(p,x) is not Kurtz random regardless of xx.

Now assume that TT is ill-founded and that yKy\in K. We find that fT1({y})=[T^]×s1({y})f_{T}^{-1}(\{y\})=[\hat{T}]\times s_{\infty}^{-1}(\{y\}). Since T^\hat{T} is illfounded and ss_{\infty} is space-filling, this set is non-empty. But by construction of T^\hat{T}, it cannot contain any elements of LL. Hence, fTf_{T} does not have our reflection property. ∎

8 A glimpse at related notions

As a slight digression, we have a look at related properties of functions, namely those where the image of null sets are required to belong to some other ideals of small sets, such as being countable or being meager. These properties were investigated by Sierpinski [26] and Erdös [8], amongst others. Our results are formulated in some generality, but as a consequence, we do see that we do not get any “regular” functions with these properties. In contrast, Erdös showed that under CH\mathrm{CH} there is a bijection f:f:\mathbb{R}\to\mathbb{R} mapping meager sets to null sets with f1f^{-1} mapping null sets to meager sets.

Theorem 60.
  • (1)

    If AA is a nonnull 𝚺11\mathbf{\Sigma}^{1}_{1} set and ff is a continuous function mapping any null subset of AA to a countable set, then the range of ff restricted to AA is countable. In particular, if AA is an interval, then range of ff restricted to AA is a constant function.

  • (2)

    Assume CH\mathrm{CH}, there is a function ff mapping any null set to a countable set such that the range of ff is \mathbb{R}, and f(A)f(A) is uncountable for any nonnull set AA but for every yy, f1(y)f^{-1}(y) is an uncountable Borel null set.

  • (3)

    If AA is a nonnull set and ff is a continuous function mapping any null subset of AA to a meager set, then the range of ff restricted to AA is meager. In particular, if AA is an interval, then range of ff restricted to AA is a constant function.

  • (4)

    If ff is a measurable function and maps a null set to a meager set, then the range of ff is meager. In particular, if ff is continuous with the property, then ff is constant.

  • (5)

    If ff has the Baire property and maps a meager set to a null set, then the range of ff is null. In particular, if ff is continuous with the property, then ff is constant.

Proof.

(1). Fix a real xx so that ff is computable in xx and AA is Σ11(x)\Sigma^{1}_{1}(x). Now for any real zAz\in A, let gg be a Δ11(𝒪xz)\Delta^{1}_{1}(\mathcal{O}^{x\oplus z})-generic real. Then zz cannot be Martin-Löf random relative to gg and so there there must be a Δ11(g)\Delta^{1}_{1}(g)-null set GG so that zGAz\in G\cap A. By the assumption, f(GA)f(G\cap A) is a Σ11(xg)\Sigma^{1}_{1}(x\oplus g)-countable set and so every real in f(GA)f(G\cap A) is hyperarithmetically below xgx\oplus g. In particular, f(z)hxgf(z)\leq_{h}x\oplus g. Since ff is computable in xx, we also have that f(z)hxzf(z)\leq_{h}x\oplus z. Then f(z)hxf(z)\leq_{h}x since gg is Δ11(𝒪xz)\Delta^{1}_{1}(\mathcal{O}^{x\oplus z})-generic real. By the arbitrarility of zz, the range of ff restricted to AA is countable. So if AA is an interval, then range of ff restricted to AA is a constant function.

(2). Fix an enumeration of nonempty GδG_{\delta}-null sets {Gα}α<1\{G_{\alpha}\}_{\alpha<\aleph_{1}} and all the reals {yα}α<1\{y_{\alpha}\}_{\alpha<\aleph_{1}}. We define ff and {βα}α<1\{\beta_{\alpha}\}_{\alpha<\aleph_{1}} by induction on α\alpha.


At stage 0, define f(x)=y0f(x)=y_{0} for any xG0x\in G_{0}. Define β0=0\beta_{0}=0.

At stage α<1\alpha<\aleph_{1}, let βα\beta_{\alpha} be the least ordinal γ\gamma so that Gγα<α(γβαGγ)G_{\gamma}\setminus\bigcup_{\alpha^{\prime}<\alpha}(\bigcup_{\gamma^{\prime}\leq\beta_{\alpha^{\prime}}}G_{\gamma^{\prime}}) is uncountable. Define f(x)=yαf(x)=y_{\alpha} for any xGγα<α(γβαGγ)x\in G_{\gamma}\setminus\bigcup_{\alpha^{\prime}<\alpha}(\bigcup_{\gamma^{\prime}\leq\beta_{\alpha^{\prime}}}G_{\gamma^{\prime}}).


Clearly the range of ff is \mathbb{R}. Moreover, for any α<1\alpha<\aleph_{1}, f1(yα)=Gβαα<α(γβαGγ)f^{-1}(y_{\alpha})=G_{\beta_{\alpha}}\setminus\bigcup_{\alpha^{\prime}<\alpha}(\bigcup_{\gamma^{\prime}\leq\beta_{\alpha^{\prime}}}G_{\gamma^{\prime}}) is an uncountable Borel null set. Now for any null set AA, there must be some α<1\alpha<\aleph_{1} so that AGαA\subseteq G_{\alpha}. By the construction, f(A)f(Gα){yββα}f(A)\subseteq f(G_{\alpha})\subseteq\{y_{\beta}\mid\beta\leq\alpha\} is a countable set.

(3). Fix a real xx so that ff is computable in xx restricted to AA. Fix a 22-xx-random real rAr\in A. Then f(r)Txrf(r)\leq_{T}x\oplus r. But f(r)f(r) cannot be 22-xx-generic (see [19]). So the range ff restricted to A{rr is a 2x-random}A\cap\{r\mid r\mbox{ is a }2-x\mbox{-random}\} is meager. But A{rr is a 2x-random}A\setminus\{r\mid r\mbox{ is a }2-x\mbox{-random}\} is a null set. So, by the assumption on ff, the range of ff restricted to AA is meager.

(4). Suppose that ff is measurable function and maps a null set to a meager set. Without loss of generality, we may assume that the domain of ff is [0,1][0,1]. Then there is a sequence closed sets {Fn}nω\{F_{n}\}_{n\in\omega} so that [0,1]nωFn[0,1]\setminus\bigcup_{n\in\omega}F_{n} is null and ff restricted to FnF_{n} is continuous for every nn. By (3), the range of ff restricted to FnF_{n} is a meager set. So the range of ff restricted to nωFn\bigcup_{n\in\omega}F_{n} is also a meager set. Note that [0,1]nωFn[0,1]\setminus\bigcup_{n\in\omega}F_{n} is null. So the range of ff is meager. In particular, if ff is continuous with the property, then ff is constant.

(5). This is dual to (4). ∎

9 Outlook

The most prominent avenue of future research seems to be the resolution of Question 28, asking for a separation (or equivalence proof) of Δ11\Delta^{1}_{1}-randomness reflection and Δ11(𝒪)\Delta^{1}_{1}(\mathcal{O})-randomness reflection. There are a few further aspects that merit further investigation, though.

Topological properties

While we have not been systematic in exploring the impact of topological properties of the domain (and maybe codomain) of the functions we explore, we observe that our proofs differ in the requirements they put on the spaces involved. For example, the majority of the arguments presented in Sections 3.1 and 3.2 are relying just on the theory of randomness, and are thus applicable to any space where randomness works as usual (see [11]). In Section 3.3, (local) compactness of the domain is a core ingredient in our arguments. In Section 5 we do use particular properties of the reals, in particular connectedness. Further investigation of how topological properties of spaces relate to how randomness reflection behaves for functions on them seems warranted.

Formalizing randomness reflection

With the exception of Theorem 59, we have only considered symmetric notions of randomness reflection: Whenever f(x)f(x) is random in some sense, we demand that xx is random in the very same sense. While this seems natural, a downside is that we do not get trivial implications between different notions of 𝚷20\mathbf{\Pi}^{0}_{2}-type randomness reflection. We could consider the full square of reflection notions, (K,L)(K,L)-randomness reflection being that whenever f(x)f(x) is KK-random, then xx is LL-random for randomness notions KK,LL. An extremal version also makes sense, where we just ask for when the image of all non-randoms under ff has positive measure. Whenever the latter property holds for some randomness notion LL, then ff cannot have (K,L)(K,L)-randomness reflection for any randomness notion KK at all. We typically prove non-randomness reflection in this manner.

It seems too early to pass judgement on what precise formulations of randomness reflection will ultimately be the most fruitful.

Functions beyond measurability

So far, the most general class of functions we considered for Luzin’s (N) were the measurable functions. If we consider unrestricted functions in full generality, it is unsurprising that we quickly move beyond the confines of ZFC. For example, we are wondering whether Corollary 17 holds for all functions having Luzin’s (N)? An investigation into such questions is on its way by Yinhe Peng and the third author.

References

Acknowledgements

This project was begun while all three authors were in attendance at the Oberwolfach Seminar on Computability Theory in January 2018. The second and third authors collaborated on it while attending the IMS/NUS workshop Recursion Theory, Set Theory and Interactions in May-June 2019. The second author was also partially supported by the Cada R. and Susan Wynn Grove Early Career Professorship in Mathematics. The third author was partially supported by National Natural Science Fund of China, No. 11671196.