A constructive proof of the Vitali Covering Lemma
Theorem:
Let be a finite collection of balls in . Then there exists a sub-collection of balls that are disjoint and satisfy:
\begin{equation} \bigcup_{i=1}^n B_i \subseteq \bigcup_{i=1}^m 3 \cdot B_{j_i} \end{equation}
Demonstration:
Let’s define:
\begin{equation} \mathcal{B_1} := \bigcup_{i=1}^n B_i \end{equation}
such that we re-index so we have:
\begin{equation} \mathcal{B_{1,1}} := B_1 \end{equation}
\begin{equation} Vol(\mathcal{B_{1,i}}) \geq Vol(\mathcal{B_{1,i+1}}) \end{equation}
and given we may define:
\begin{equation} C_1 = \{\mathcal{B_{1,j}}: \mathcal{B_{1,j}} \cap \mathcal{B_{1,1}} \neq \emptyset \} \end{equation}
so we have:
\begin{equation} C_1 \subseteq 3 \cdot \mathcal{B_{1,1}} \end{equation}
Now, using and we may construct the following:
\begin{equation} \mathcal{B_{i+1}} = \mathcal{B_i} \setminus C_i \end{equation}
\begin{equation} \lvert \mathcal{B_{i+1}} \rvert < \lvert \mathcal{B_{i}} \rvert \end{equation}
\begin{equation} Vol(\mathcal{B_{i,j}}) > Vol(\mathcal{B_{i,j+1}}) \end{equation}
and by induction we have:
\begin{equation} \bigcup_{i=1}^n B_i \subseteq \bigcup_{j=1}^m 3 \cdot \mathcal{B_{j,1}} \end{equation}
where is the smallest integer such that .