Soluções Folland

1
1. Prove Proposition 3.1.

Proposition 3.1 Let be a signed measure on . If is an increasing sequence
in , then
lim . If is a decreasing sequence in and is finite,
then
lim .
Answer)
Let be a signed measure on .
a. If is an increasing sequence in , if we set , then the sets
are disjoint, so
lim
lim
lim
b. If is a decreasing sequence in , and , then let .

Then , , and
By (a) we have
lim
lim
lim
Subtracting from both sides gives
lim
Edited by KC Jung, School of Economics, Yonsei University, Republic of Korea - E-mail : coolman0828@yonsei.ac.kr
2. If is a signed measure, is -null iff . Also, if and are signed

measure, iff iff and .
Answer )
Let be a signed measure. If is -null, and if is a Hahn decomposition of
, then and ;
hence, .
Conversely, if , then . Thus if , then
and , from which it follows that . As this is true for any
measurable , is -null.
3. Let be a signed measure on .

a. .
b. If ,
c. If ,
Answer )
Hint :
if . Now consider where and
, positive and negative sets for , are from a Hahn decomposition for .
4. If is a signed measure and , are positive measures such that , then

and
Answer )
Let be a signed measure on , and positive measures such that .
Let , such that , , and .

For , , we have

So since is positive, and . Similarly,

So , and . Then for any set , we have

5. If
are signed measures that both omit the value
or
, then
. (Use Exercise 4)
Answer )
Let , be signed measures that both omit the value or . We can write
Then be exercise 4,
and
Since , cannot take the values of opposite infinites, we can add these equations
6. Suppose
where is a positive measure and is an extended
-integrable function. Describe the Hahn decompositions of and the positive, negative,
and total variations of in terms of and .
Hint : You could put and and run with it.
7. Suppose that is a signed measure on and .

a. and
Answer )
If and , . On the other land, if is
the
positive
set
in
Hahn
decomposition
of
and
. Therefore,

b.
Answer )
Let be a disjoint partition of
into measurable sets. For each ,
. Hence
Therefore
On the other hand, , where and comprisea Hahn

decomposition of . Hence,
8. iff iff and .
9. Suppose is a sequence of positive measures. If for all , then
and if for all , then
Answer )
Suppose is a sequence of positive measures. If for all , then let ,
such that , , and . Then
and
Finally
Thus
If for all , then if , we have for all , thus
so
10. Theorem 3.5 may fail when is not finite. (Consider and on
, or counting measure and
on ).
11. Let be a positive measure. A collection of functions is called

uniformly integrable if for every there exists such that
for all
whenever .
a. Any finite subset of is uniformly integrable.
Answer )
. By Corollary 3.5, for each there is a such that
If
for with . Then taking , we have
is uniformly
for any , when . Thus any finite subset of

integrable.
b. If is a sequence in that converges in the metric to , then

is uniformly integrable.
Answer )
Suppose in the sense, and each and are in . Since , we
can find a such that implies
find an , such that implies
such that implies
, and because
. By part (a), we can find a
, for . Then we have
for , and , thus
, we can
. So choosing , we have
for all , thus is uniformly integrable.
12. For let , be -finite measures on such that . Then

and

13. Let , , =Lebesgue measure, and =counting measure on .

a. but for any
Answer )
Clearly for if , then . Suppose
for some function
. Then taking to be the singleton , we have
Thus , but this is true for all , so is identically 0, then
for all
, so
. Thus we conclude that for any .
b. has no Lebesgue decomposition with respect to .

Answer )
Suppose we could decompose as , where , and . Suppose
lives on , thus , and . Since , , in particular,
is infinite. Let be a countably infinite subset of . Then , so

because , but because . Thus

Thus has no Lebesgue decomposition with respect to .
14. If is an arbitrary signed measure and is a -finite measure on such that

, there exists an extended -integrable function such that .
Hints :
a. If suffices to assume that is finite and is positive.
b. With these assumptions, there exists
that is
-finite for
such that
for all sets that are -finite for .
c. The Radon-Nikodym theorem applies on . If , then either or

and
15. A measure on is called decomposable if there is a family with the

following properties : (i) for all ; (ii) the members of are disjoint and
their union is ; (iii) if then
(iv) if and
for all then .

a. Every -finite measure is decomposable
b. If is decomposable and is any signed measure on such that

exists a measurable such that
for any
, there
that is -finite for
, and on any that is -finite for . (Use Exercise 14 if is not -finite.)
16. Suppose that , are -finite measures on with , and let . If

, then -a.e. and .
Answer )
Suppose and are positive -finite measures on , with , and let
. Thus . Let . Then we have
By corollary 3.10, , so
Multiplying both sides by and applying Theorem 3.9 gives
almost everywhere, thus
-a.e.
We have shown that
So we have
17. Let be a finite measure space, a sub--algebra of , and . If

, there exists (thus is -measurable) such that
for
all ; if is another such function then -a.e. (In probability theory, is

called the conditional expectation of on )
10
Hint : Consider the measure defined by
1)
pf) if f is a characteristic function then
Since
where g is a characteristic function
By linearity it is true for all simple functions by setting then for general
nonnegative functions.
Setting then
sup
and we can expand it to by
applying it to positive negative parts for real and imaginary parts.
2)sps then
since and
is not zero
However since it satisfies
therefore
which is a contradiction.
18. Prove Proposition 3.13c.

Proposition 3.13c. , and if , then
Hint : Thm 3.9 (or rather, its complex measure analog) and proposition 3.13b.
Together they show and give the estimate on
equality
from the
, for , and where .
Here is a way to show (remember, where

). If
then argue that
and
. So that

. Note all measures here are positive. Use Thm 3.9 again to show for
any that
and
Now if let
11
19. If is a complex measures and is a positive measure, then iff , and

iff .
20. If is a complex measure on and , then .
21. Let be a complex measure on . If , define
Then . (First show that . To see that , let

and apply Proposition 3.13. To see that , approximate by simple functions.)
22. If , , there exist such that for . Hence

when is small, so the estimate in the maximal theorem is
essentially sharp.
23. A useful variant of the Hardy-Littlewood maximal function is
Show that
Answer )
12
Recall that
and let
Clearly . Now recall that in , is proportional to . Now

for any ball of radius , containing , we have that by the triangle
inequality, and . Thus
Thus .
and is continuous at , then is the Lebesgue set of .

24. If
25. If is a Borel set in , the density of at is defined as

lim ,

whenever the limit exists

a. Show that for a.e. and for a.e.
b. Find examples of and such that is a given number , or such that
does not exist.
13
26. If and are positive, mutually singular Borel measures on and is regular,
then so are and .
27. Verify the assertion in Examples 3.25
28. If , let . Prove that by showing that via

the following steps.
a. From the definition of ,
b. when is an interval, and hence when is a Borel set.
c. , and hence . (Use exercises 21).
where and are the positive

29. If is real-valued, then
and
and negative variations of . (Use Exercise 28.)
30. Construct an increasing function on whose set of discontinuities is .

Answer )
Let be an enumeration of the rationals. Let
Then
and
is
increasing.
At
rational
point
we
have
14

for all , so is discontinuous. If is irrational, then for
any , we can find a such that the first rationals are not in , thus
Thus is continuous at .
31. Let and for , and .

a. and are differentiable everywhere (including )
b. , but .
32. If and pointwise, then lim
33. If is increasing on , then
34. Suppose and .

a. By adapting the proof of Theorem 3.36, show that
b. If there are no points in where and are both discontinuous, then
15
35. If and are absolutely continuous on , then so is , and
36. Let be a continuous increasing function on and let , .

a. If is Borel set, then . (First consider the case where is
an interval)
b.
If
is
Borel
and
measurable
integrable
In
particular,
function
on
then
if
is
absolutely continuous.
c. The validity of (b) may fail if is merely right continuous rather than continuous.
37. Suppose . There is a constant such that for all

(that is, is Lipschitz continuous) iff is absolutely continuous and a.e.
38. If , consider the graph of as a subset of , namely, .

The length of this graph is by definition the supremum of the lengths of all inscribed
polygons.
(An
"inscribed
polygon"
is
the
union
of
the
line
segments
jointing
to , , where .)
a. Let ; then is the total variation of on .
b. If is absolutely continuous,
16
39. If is a sequence of nonnegative increasing functions on such that
for all , then
for a.e. . (It suffices to
assume . Consider the measures .)
40. Let denote the Cantor function on (see chapter 1.5), and set for
and for . Let be an enumeration of the closed subintervals
of with rational endpoints, and let . Then
is
continuous and strictly increasing on , and a.e. (Use Exercise 39.)
41. Let be a Borel set such that for every subinterval of

(Exercise 33, Chapter 1)
a. Let . Then is absolutely continuous and strictly increasing on
, but on a set of positive measure.
b. Let . Then is absolutely continuous on , but

is not monotone on any subinterval of .
42. A function is called convex if

for all and . (Geometrically, this says that the graph of over the
interval from to lies underneath the line segment joining to . )
a. is convex iff for all such that and ,
17
b. is convex iff is absolutely continuous on every compact subinterval of and
is increasing (on the set where it is defined)
c. If is convex and , there exists such that for all

.
d. (Jensen's Inequality) If is a measure space with , in
, and is convex on , then
(Let
and in (c), and integrals)

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1

1. Prove Proposition 3.1.

lim . If is a decreasing sequence in and is finite,

b. If is a decreasing sequence in , and , then let .

Subtracting from both sides gives

2. If is a signed measure, is -null iff . Also, if and are signed

3. Let be a signed measure on .

if . Now consider where and

4. If is a signed measure and , are positive measures such that , then

Let , such that , , and .

are signed measures that both omit the value

where is a positive measure and is an extended

Hint : You could put and and run with it.

7. Suppose that is a signed measure on and .

into measurable sets. For each ,

On the other hand, , where and comprisea Hahn

8. iff iff and .

9. Suppose is a sequence of positive measures. If for all , then

and if for all , then

If for all , then if , we have for all , thus

11. Let be a positive measure. A collection of functions is called

. By Corollary 3.5, for each there is a such that

for with . Then taking , we have

for any , when . Thus any finite subset of

b. If is a sequence in that converges in the metric to , then

. By part (a), we can find a

, for . Then we have

for , and , thus

for all , thus is uniformly integrable.

12. For let , be -finite measures on such that . Then

13. Let , , =Lebesgue measure, and =counting measure on .

Clearly for if , then . Suppose

for some function

. Then taking to be the singleton , we have

Thus , but this is true for all , so is identically 0, then

. Thus we conclude that for any .

b. has no Lebesgue decomposition with respect to .

is infinite. Let be a countably infinite subset of . Then , so

14. If is an arbitrary signed measure and is a -finite measure on such that

b. With these assumptions, there exists

for all sets that are -finite for .

c. The Radon-Nikodym theorem applies on . If , then either or

15. A measure on is called decomposable if there is a family with the

for all then .

b. If is decomposable and is any signed measure on such that

that is -finite for

, and on any that is -finite for . (Use Exercise 14 if is not -finite.)

16. Suppose that , are -finite measures on with , and let . If

Multiplying both sides by and applying Theorem 3.9 gives

almost everywhere, thus

We have shown that

17. Let be a finite measure space, a sub--algebra of , and . If

all ; if is another such function then -a.e. (In probability theory, is

Hint : Consider the measure defined by

pf) if f is a characteristic function then

where g is a characteristic function

and we can expand it to by

applying it to positive negative parts for real and imaginary parts.

18. Prove Proposition 3.13c.

, for , and where .

Here is a way to show (remember, where

then argue that

19. If is a complex measures and is a positive measure, then iff , and