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Mathematical Pedagogy Course 35

Lng Vit Chng

MEASURE AND INTEGRAL EXERCISES

Prob. 2.6c and S


2.8b
We will show that n1 An need not be a algebra. Let us construct an example.
Let X = [0, ). For each n N, define


k1 k
,
In,k =
2n 2n
for k N (you can see this decomposition in Theorem 1.6.4 of Mr. Kys lecture) and
let
In = {In,k : k N}
Let An be the collection of all arbitrary unions of members of
S In (including ). Let
us show that An is a algebra of subsets of X. We have X = kN In,k and therefore
c
c
X An . Next let A An , then
S A is a union of members of In and hence A An .
Finally let (Ak ) An , then kN Ak is a union of members of In and thus it belongs
to An .
The fact that (An ) is an increasing sequence (I think it is not too difficult to show. If
you have any trouble, you can ask meS;p).
According Prob 2.6a this follows that nN An is an algebra of subsets
 1of
 X. We will
show that it is not a algebra of subsets
of X. Indeed, let An = 0, 2n In An
T
A
/ An for any n N and hence
for
each
n

N.
It
is
easy
to
see
that
nN n = {0} =
S
T
/ nN An .
nN An
Prob 2.9b
S
If
A
X
for
every
n

N
then
X

/
A
for
any
n

N.
So
X

/
n
n
nN An and therefore
S
A.
nN An
Prob 2.14
Let B be the collection of all subsets of X which have expressions of the type B1
... Bn where Bk is either Ak or Ack for each k = 1, 2, ..., n. Let A be the collection of
all finite unions of members of B. It is not difficult to show that A and B are finite.
Let us show that A = (C).
First of all we show that A is an algebra of subsets of X. Let x X. For every k =
c
1,
Tn...n we have x Ak or x Ak and thus
S x Bk for every k = 1, ...,c n. So x
k=1 Bk =: B B. This implies that X =
BB A. For every A A, A is a union
of members of B and thus Ac A (note that B is a disjoint collection). Finally, let
A1 , A2 A. Since A1 A2 is a union of members of B, A1 A2 A.
Moreover, for every k = 1, ..., n we have
Ak = Ak X = Ak (tBB B) = t (Ak B1 ... Bn ) = t (B1 ... Bn ) A
and therefore C A.
Next we will show that A is the smallest algebra of subsets of X containing C. Indeed, let D be an algebra of subsets of X containing C. Then Bk D for every
Measure and Integral Exercises

Lng Vit Chng

Mathematical Pedagogy Course 35

k = 1, ..., n where Bk is either Ak or Ack and hence nk=1 Bk D. This shows that every member of B is in D and therefore the finite union of members of B is in D.
This implies that A D.
By the above arguments we can conclude that (C) = A.
It remains to show that A is a algebra of subsets of X. Its so easy since A is a
finite algebra and thus it is a algebra.

Prob 2.18c
In the measure space (R, ML , L ), let A1 = (, 1], A2 = (0, 2] (the simple reason I
like the number 7 ;p ) and An = (n 1, n] for n 3.
We get (A1 ) = , (A2 ) = 2 and (An ) = 1 for every n 3. Hence we have
!
[
X

An = (R) = =
(An )
nN

nN

but (A1 A2 ) = ([0, 1]) = 1 6= 0.

Prob 2.33
It is not easy problem. Constructing a set satisfying condition of this problem is so
complex. I cant find a solution for my own. But if you really need it, I can share you
a book having the solution. ;p (see Subsection 1.5.3 in Mr. Kys Lecture or J.Yeh, Real
Analysis Theorem 3.45 )

Prob 2.34
I think this problem is not too difficult to you. So I dont show the solution. If you
have any trouble, you can ask me.

Prob 2.41
a. Without loss of generality, assume that b d. Since [a, b] [c, d] A 6= , we get
c b. We consider two cases:
Case 1: a c b d. We have
L ([a, b]) L ([a, b] \ A) = L ([a, c]) + L ([c, b]) L ([a, c] \ A) L ([c, b] \ A)
= L ([c, b]) L ([c, b] \ A)
By the similar method we show that
L ([c, d]) L ([c, d] \ A) = L ([c, b]) L ([c, b] \ A)
Thus we obtain what need to show.
Case 2: c a b d.Show by the method which is similar as above we also get the
result.
b. () Suppose A L . Then L (A) = L (A) = (A).
() Suppose L (A) = L (A). Recall that a set is open if and only if it can be expressed as a countable union of open intervals, i.e, a set belongs to the set Ioo is
Measure and Integral Exercises

Lng Vit Chng

Mathematical Pedagogy Course 35

the countable union of members of Ioo . Thus the outer measure of a set A can be
rewritten as
L (A) = inf { (I) : A I, I Ioo }
Then for E Icc and E A we get
L (A) = (E) L (E \ A)
= (E) inf { (I) : E \ A I, I Ioo }
= sup { (C) : C A, C Icc }
By the definitions of infimum and supremum for every given  > 0 there exist B
Icc and C Ioo such that B A C and


L (A) < (B) + , L (A) > (C)
2
2
Thus
L (C \ A) L (C \ B) = (C) (B) < 
Hence L (C \ A) = 0 and therefore C \ A is measurable. Since C is measurable, too,
we obtain A is measurable.

Prob 1.57
Suppose that f is continuous almost everywhere. Let A = {x R : f is continuou at x}.
We have (Ac ) = 0 and therefore Ac is measurable. So A is also measurable. Next,
let > 0 arbitrarily and let
O = {x R : f (x) < }
We have f restricted to A is continuous and so O A is open in A. So there exists an
open set O1 in R such that O A = O1 A. Hence, O A is measurable. Moreover,
O Ac is a subset of the null-set Ac , so O Ac is measurable.
Therefore we get
O = (O A) t (O Ac )
is measurable. Thus f is measurable.

Prob 2.58
For each n N let us define
(
fn (x) =

f (x+1/n)f (x)
1/n

if x + 1/n D
otherwise

Clearly, fn is measurable for every n N. Moreover, fn f 0 . Thus f 0 is measurable.

Prob 2.59
Using the method being similar as proof of F. Rieszs Theorem (see Theorem 1.7.2,
Measure and Integral Exercises

Lng Vit Chng

Mathematical Pedagogy Course 35

Mr. Kys Lecture), we get there is a subsequence (fnk ) of (fn ) that converges to f almost everywhere. Thus f is measurable as limit of a sequence of measurable functions is itself measurable.

Prob 2.60
For each , let A = {x X : |f (x)| > }. Obviously, 0. Let us show that is
decreasing on [0, ). Let 1 < 2 . Then A1 A2 and hence (A1 ) (A2 ), that
is, (1 ) (2 ).
Suppose that (0 ) < for some 0 0. It suffices to prove that lim (n ) =
n &

(), that is, lim (An ) = (A ). However, this is true because of the Monotone
n &

Convergence Theorem for Sequences of Measurable Sets.

Prob 2.65
We will prove that E is the intersection of countably F sets. Since f converges on
E, the set E can be expressed as

\ [ \
1
E=
x R : |fn+p (x) fn (x)|
m
m1 n1 p1
(see Theorem 1.7.3 in Mr. Kys Lecture). We have
|fn+p fn | is1a continuous function
1
and therefore x R : |fn+p
(x)

f
(x)|

= |fn+p fn | [0, 1/m]


m
is a closed set
S
T n
1
for every n, p N. Thus n1 p1 x R : |fn+p (x) fn (x)| m is a countable
union of closed sets, so it is an F set. This completes the proof.

Prob 2.67

Since fn
f , there exists a subsequence (fnk ) of (fn ) such that fnk f almost
everywhere on A. Hence |f | g almost everywhere on A.

Prob 4.28
a. By the Monotone Convergence Theorem we have
Z X
XZ
|fn | d =
|fn | d
>
A n1

n1 A

P
P
(note that ( nk=1 |fk |)
Pis an increasing sequence). Hence n1 |fn | is integrable on
A. This implies that n1 |fn | < a.e on A.
b. We have
n

n
X X
X


fk
|fk |
|fn | <



k=1

k=1

n1

By the first Lebesgues Dominated Convergence Theorem we get


Z X
Z X
n Z
n
X
lim
fk d = lim
fk d =
fn d
n

k=1

Measure and Integral Exercises

A k=1

A n1

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