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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
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
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
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
Prob 2.59
Using the method being similar as proof of F. Rieszs Theorem (see Theorem 1.7.2,
Measure and Integral Exercises
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 &
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)|
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
k=1
A k=1
A n1