Let $A\subset\mathbb{R}$ be a measurable set s.t $,m(A)>0$. Prove that the set $$B=\{x-y\mid x,y\in A\}$$contains nonempty open interval around 0.
I thought to take an interval in $A$, $I=(x-\frac{\epsilon}{2},x+\frac{\epsilon}{2})\subset A$ and hence taking $y$ values from I we get an epsilon - neighborhood of $0$ but I'm quite not sure that I can assume the existence of such I.
How can I prove the existence of I?
Here is an interesting proof I came across sometime ago. It begins with a Lemma:
Proof: For each $x\in F, \exists \epsilon > 0$ such that $(x-\epsilon,x+\epsilon) \subset U$. Let $V_x = (-\epsilon/2,\epsilon/2)$, then $$ F \subset \bigcup_{x\in F} x+V_x $$ Since $F$ is compact, $\exists x_1,x_2,\ldots, x_n\in F$ such that $$ F \subset \bigcup_{i=1}^n x_i + V_{x_i} $$ Take $$ V := \bigcap_{i=1}^n V_{x_i} $$ Then $$ V+F \subset \cup_{i=1}^n V+(x_i + V_{x_i}) \subset \cup_{i=1}^n x_i+(V_{x_i}+V_{x_i}) \subset U $$
Now we may prove the result:
Since $A$ is measurable, and $m(A) > 0$, there is a compact set $F \subset A$ such that $m(F) > 0$. So, we may assume that $A$ itself is compact.
Since $A$ is measurable and compact, $m(A) < \infty$ and $\exists U$ open such that $A\subset U$ and $$ m(U) < 2m(A) \qquad\qquad \text{(1)} $$
By the Lemma, $\exists V$ an open neighbourhood of $0$ such that $V+A \subset U$. Now, we claim that $V \subset A-A$. If $v\in V$, then it suffices to prove that $$ (v+A)\cap A \neq \emptyset $$ (why?), so suppose $v+A\cap A = \emptyset$, then since $v+A \subset U$, we have $$ m(U) \geq m(v+A) + m(A) \geq 2m(A) $$ This contradicts (1) and we are done.