AVU - Analysis 2

Analysis 2
Analysis 2
Prepared by Jairus M. KHALAGAI
African Virtual university

Universit Virtuelle Africaine
Universidade Virtual Africana
African Virtual University
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Table of Contents
I.
Analysis 2_________________________________________________ 3
II.
Prerequisite Course or Knowledge_ _____________________________ 3
III. Time_____________________________________________________ 3
IV. Materials__________________________________________________ 3
V.
Module Rationale_ __________________________________________ 3
VI. Content___________________________________________________ 4

6.1 Overview ____________________________________________ 4

6.2 Outline_ _____________________________________________ 5
6.3 Graphic Organizer______________________________________ 7
VII. Specific Learning Objective(s)__________________________________ 7

VIII. Teaching and Learning Activities________________________________ 8
IX. Learning Activities__________________________________________ 11
X.
Glossary of Key Concepts____________________________________ 47
XI. List of Compulsory Readings_ ________________________________ 54

XII. Compiled List of (Optional) Multimedia Resources_________________ 55
XIII. Synthesis of the Module_____________________________________ 56
XIV. Summative Evaluation_______________________________________ 57
XV. References_ ______________________________________________ 70
XVI. Main Author of the Module ___________________________________ 70
I. Analysis 2
by Prof. Jairus M. Khalagai
II. Prerequisite Courses or Knowledge

Unit 4 : Real Analysis

Analysis on the real line (unit 1)
Unit 5 : Topology

Real Analysis (unit 3)
Unit 6 : Measure Theory

Real Analysis unit 3 and unit 4
III. Time
The total time for this module is 120 study hours.
IV. Material
Students should have access to the core readings specified later. Also, they will need
a computer to gain full access to the core readings. Additionally, students should
be able to install the computer software wxMaxima and use it to practice algebraic
concepts.
V. Module Rationale
The rationale of teaching analysis is to set the minimum content of Pure Mathematics
required at undergraduate level for student of mathematics. It is important to note that
skill in proving mathematical statements is one aspect that learners of Mathematics
should acquire. The ability to give a complete and clear proof of a theorem is essential
for the learner so that he or she can finally get to full details and rigor of analyzing
mathematical concepts. Indeed it is in Analysis that the learner is given the exposition
of subject matter as well as the techniques of proof equally. We also note here that if
a course like calculus with its wide applications in Mathematical sciences is an end
in itself then Analysis is the means by which we get to that end.
VI. Content
6.1 Overview
This module consists of three units which are as follows:
Unit 4 Real Analysis
In this unit we define and give examples of general metric spaces which show that they
occur abundantly in mathematics. We then look at the structure of a general metric
space a long the lines of unit 1. In addition we introduce the concept of compactness
and its effects on continuity of functions.
Unit 5 Topology
The structures of topological spaces are studied along side those of metric spaces.
However the main difference here is that the axioms that define a metric space are
dependent on the concept of distance whereas in the axioms that define a topological
space the concept of distance is absent.
In particular the study of the twin concepts of convergence and continuity brings
out this difference very well. Finally a look at different topologies like product or
quotient topology endowed on a set is essential in this unit.
Unit 6/7 Measure Theory
In this unit we start with the study of both the Lebesgue outer measure and the real
line before we look at the Lebesgue measurable subsets of the real line. A look
at the sigma algebra of subsets of a given underlying set gives rise to measurable
space on which we can also study a class of functions called measurable functions.
A part from the Lebesgue measure we also study an abstract measure leading to an
abstract measure space on which we introduce an abstract integral. Finally a brief
comparison of the Lebesgue integral and the well known Riemann integral is also
essential in this unit.
6.2 Outline : Syllabus

Unit 4 - Real Analysis (30 hours)
Level priority Unit 1 is the Pre-requisite

Definition and examples of metric spaces

Nieghbourhoods, interior points and open sets
Limit points and closed sets
Dense and compact subsets
Compactness and continuity
Unit 5 Topology (30 hours)


Review of metric spaces

Topological spaces, neighbourhoods, interior and open sets
Limit points closed sets, closure and boundary
Bases, relative and product topologies
Continuity and homeomorphisms
Convergence and Hansdorff axiom.
Unit 6 - Measure Theory (40 hours)

Level priority Unit 3 and Unit 4 are the Pre-requisite
Lebesgue outer measure and Lebesgue measure on real line
Lebesgue measurable subsets of
Measurable spaces and measurable functions
Abstract measure spaces and abstract integral
Monotone convergence theorem, Fatous lemma and Lebesgue dominated
convergence theorem
Relation between Riemann Integral and Lebesgue Integral

Unit 7 - The Lebesgue Integral (20 hours)


Define the Lebesgue integral

Give examples of Lebesgue integrals defined on different sets.
State some properties of Lebesgue integral
Verify some properties of the Lebesgue integral
6.3 Graphic Organiser

Graphic Organiser
Space
Structure of a
metric space
Structure of a
topological
space
Functions on
metric spaces
Functions on
topological
spaces
Measurable
space
Measurable
functions
Measure
Space
Abstract
Integral
Continuity
and
compactness
Module Development Template
Continuity and
Homeomorphisms
VII. Specific Learning Objectives

(Instructional Objectives)
You should be able to:
1. Demonstrate understanding of basic concepts and principles of mathematical
analysis.
2. Develop a logical framework for stating and proving theorems.
VIII. Teaching and Learning Activities

PRE-ASSESSMENT
1. Which of these sets is countable?

(a)
(c) 0,1
(b) Qc
(d) A= a,b
where Q is the set of rational numbers.

2. Which of these sets has both supremum and infimum
{ x : 0 < x < 1 }
(b) B = { x : < x 1 }
(a) A=
{ x :x > 1 }
(d) D = { x :x < 1 }
(c) C =
, n J + how many limit points does A have?

n
3. Given the set A=

(a) 2
(b) 0
(c) 1
(d) Infinite
4. Given the sequence of real numbers
1 if n is odd
xn =
0 if n iseven
( )
which of the following statements is true about the sequence xn ?

(a) xn converges to 1
(b) xn converges to 0
(c) xn is bounded
(d) xn is Cauchy
5. Which of the following subsets of is an open set?
{ x : 1 < x 2 }
(b) B = { x : 0 < x < 1 }
(a) A=
{ x:0 x < 2}
(d) D = { x : 1 x 2 }
(c) C =
6. Which of the following subsets of is a closed set?
{ x : 1 x 5 }
(b) B = { x : 20 < x < 30 }
(a) A=
{ x : 0 < x 1}
(d) D = { x : 6 > x 0 }
(c) C =
7. State which of the following subsets of is neither open nor closed.
{ x : 2 x 5 }
(b) B = { x : 0 < x < 3 }
(a) A=
{ x:0 < x 4}
(d) D = { x : x > 0 }
(c) C =
8. Which of the following statements about a function of bounded variation is

true?

(a) It is continuous
(b) It is discontinuous
(c) It is uniformly continuous

(d) It is bounded
9. The following is a Riemann sum:
n
k
sin
n k =1
n
Use this fact to evaluate
n
k
lim sin
n n k =1
n
(a) 2
(b) 0
(c) -2
(d) -1
African Virtual University 10
10. Consider the function f : , defined by
()
f x = sin x
2
x
Using the intermediate value theorem determine the non-zero value of ,

4
such that:
sin =
(a)
Solutions
1. d
2. a
3. c
4. c
5. b
6. a
7. c
8. d
9. a
10. d
(b)
3
4
(c)
(d)
IX. Learning activities

Unit 4
Title: Real Analysis
Specific Objectives
At the end of this activity the learner will be able to:
Define the concept of a metric on a given space.
Give examples of metric spaces
Demonstrate how continuity of a function is dependent on the structure of the
space on which it is defined.
Define and distinguish among various concepts that constitute the structure
of a metric space such as neighbourhoods, interior and limit points, open and
closed sets etc.
Summary
It is of great significance to note that proper analysis as a branch of Pure Mathematics starts with a critical look at the structure of a space. The classical theory was
developed heavily on the real line whose structure is determined by the absolute
value function and the well known inequalities that hold true on it. Thus on we
can define a map
: + by
x,
x =
x,
x0
x<0
which satisfies the following axioms:

(i)
ab 0
(ii) a b = 0
(iii)
a, b
iff a = b
a +b a + b
(iv) a b, a b
a, b
iff a b
These axioms constitute a geometric structure on since it refers to distance which

over the years has been used in Analysis without paying special attention to the structure itself. In modern analysis this is where we start. Thus for a non-empty set X
we define a map d : X x X + called distance. Such that a number of axioms are
satisfied (see the section on key words below). In this case we say that the non-empty
set X has been endowed with the geometric structure d (also called a metric) and the
order pair X , d is called a metric space. We therefore note that all the definitions
of the concepts or components of the structure of the space X , d are given in terms
of the metric d. it is also of great interest to note that even concepts like continuity
of a function defined on such a space is given in terms of the metric d.
Key words and concepts

Space: This is a non-empty set which is furnished with either geometric or

algebraic structure.
Metric: This is a map X x X + defined on a non-empty set X such that:
x, y X
( )
(ii) d ( x, y ) = 0 iff x = y
x, y X
(iii) d ( x, y ) = d ( y, x )
x, y X
(iv) d ( x, z ) d ( x, y ) + d ( y, z )
x, y z X
In this case ( X , d ) is a metric space.
(i) d x, y 0
Neighbourhood: In any metric space
( X , d)
if x0 X is any fixed point
in X then the neighbourhood (in brief neighbourhood) of x0 is given by
) {
N x0 , r = x X : d x0 , x < r

} for some real number r > 0.

(
Interior point: In any metric space X , d if A X then a point pA is
( ) of p such
said to be an interior point of A if a neighbourhood say N p,r
( )
that N p,r A.
( X , d)
Interior of a set: For any subset A of
interior of A is given by
A0 = x : x is an interior point of A}.
( X , d ) is said to be open if every element of A is
Open set: Any subset A of

an interior point of A.
Limit point: In any metric space X , d if A X then a point p X is

said to be a limit point or cluster point or accumulation point of A if every nei-
ghbourhood of p contains at least one point of A (different from p if p A ).
Closed set: Let A be a subset of X , d . Then A is said to be closed if every

limit point of A belongs to A.
Closure of a set: For any subset A of
( X , d)
closure of A is given by
A = A x : x is a limit point of A}.

( )
such that d p, x < M

Bounded set: Any set A in X , d is bounded if for a fixed pX M > 0
x A.
( )
Open cover: Let A be a subset of X , d and let E

be a collection of

open subsets of X , d such that A
( )
E . Then the family E is

called an open cover for A. If also for i , i = 1,..................., n we have that
n
A

i =1
E , then E
i
i
is called a finite open sub cover for A.

i=1
Compact Set: Let A be a subset of X , d . Then A is said to be compact in X

if every open cover for A has a finite open sub cover for A.
) (
Pointwise continuity of a function: A function f : X , dx Y , dY

from a metric space
( X , dx )
into another metric space Y , dY
) is said
to be continuous at a point x0 X if for each > 0 > 0 such that
d X x0 , x < dY
Where d

( f ( x0 ) f ( x) ) <
X for all x X and dY denote metrics on X and Y respectively.
Uniform continuity of a function: A function f : X , dx Y , d y
is said to be uniform continuous on X if for each > 0 > 0 (depending only on ) such that for any pair of points x, y X we have:
d X x, y < dY
( f ( x ) f ( y )) <
Learning Activity: Real Analysis: On the Geometric Structure of a Space.
The Story of Building a House

A story has been told of a young man called Mr. Waweru from one of the villages in
Kiambu district in Kenya. He one day constructred a house with rectangular walls
but he had no idea that he had to ensure that parallel walls were to be of same lengths
and that adjacent walls were to be at right angles to each other. He ignored these
factors and after he had finished thatching the house he tried viewing it from different
corners and found out that it was not as rectangular as he would have wished it to
be. He also found out that even putting furniture in the house there was a problem
how different furniture could be arranged.
Question
Write a short passage to explain the mathematics that Mr. Waweru should have
considered when he was building his house?
Introduction
The most important message we get from the story above is that measurements of
both length and angles is essential and it is what constitutes the structure that comes
out of geometry. Indeed the geometric structure will create symmetry in any arrangement. In the story above geometry was lucking this is why even the arrangement
of furniture was a problem.
In a metric space as seen earlier we have a non-empty set endowed with a metric
which in itself is a concept of distance and hence gives rise to a geometric structure.
Thus, every component of the structure must be defined in terms of distance. If you
look back at all the definitions of the key words and concepts are given sequentially
and it terms of distance. In fact we can summarise them in form of the following
diagram.
neighbou
rhood
Interior
point
Interior of a
set
Open set
Limit point
Closed set
Closure of a
set
Examples 4.1
(i) The set of real numbers is one of the most common examples of metric spaces.
Here we define the metric as:

( )
d x, y = x y
x, y .
(ii) The set of complex numbers is also a metric space with the metric defined
as
d z1, z2 = z1, z2
z1, z2
(iii) The n-dimensional Euclidean space n is also a metric space with the metric
d defined as
d x, y =
x, y n
xi yi
i =1

Where x = x , x ,............, xn
y = y1 , y2 ,............, yn
Remarks 4.2
(i) Note that on a given set we can define more than one metric.
(ii) Note also that every definition has its negation. In general if the demand of
the definition is that for every ... then its negation is that there exists at
one. For instance we have already seen that a set is open if every member
of the set is an interior point. In this case its negation is that a set is not open
if there exists at least one member of the set which is not an interior point.
Exercise 4.3
(i) Try to give the negation of all definitions in this activity and any other related
definitions you have come across elsewhere.
(ii) Use definitions and their negations to show that the set A given below is neither
open nor closed
{ x : 0 < x 1 }
A=
Also state the closure of A denoted by A .
(iii) Show that any set A is open iff A = Int A and that A is closed iff A= A .
Remark 4.4
Note that definitions alone cannot tell how all the concepts are related to each other.
We also need theorems to do this. The following theorem gives us the relationship
between an open set and a closed set and also the relationship between a compact
set and a closed set.
Theorem 4.5
(i) In any metric space X , d a set A is closed iff Ac is open.
(ii) A is compact implies A is closed and bounded. The converse is true if the space
is n .
Remark 4.6
Note that the structure of a space such as a metric space can also be examined through
mappings on the space, in particular the continuous ones. To this end we have the
following theorem.
Theorem 4.7
Let X and Y be metric spaces and f : X Y be a function. Then we have
(i) If X is compact and f is continuous then f is uniformly continuous.
( )
(ii) If X is compact and f is continuous then the range f X is also compact.

Exercise 4.8
(i) Look for a counter example in your readings to show that the converse of theorem
4.5 part (ii) is not true in general.
()
(ii) Let f : 0,1 be given by f x = x 2 x . Show that f is uniformly continuous on 0,1 .
(iii) Let X be a metric space which is compact and f : X be a continuous

function.
Define the numbers m and M by m = x X
()
f x and
()
M = lub f x .
xX
( )
()
Show that p, q X such that f p = m and f q = M

Readings 4.9
1. The student should read Mathematical Analysis 1 by Elias Zakon, The Trillia
Group. Read the sections fully and complete the exercises.
Unit 5
Learning Activity 3
Title: Topology
Specific Objectives
Define a topology on a set
Give examples of topological spaces
Recast the definitions of the components of the structure like neighbourhoods,
interior point, limit point etc without reference to the concept of distance
Recast definition of continuity of a function without reference to the concept
of distance
State and prove properties of continuity purely in terms of subsets of the
space
Summary
We summarise this activity along the same lines as in activity 2 in which we saw that
structure of a metric space is heavily depended on the concept of distance. In the
case of a topological space (see definition in the next section) the structure depends
on both open and closed sets.
Thus our main task in this activity is to see how we can recast those definitions in
the metric space without making any reference to the concept of distance. Since we
note that in a set based structure the concept of distance is generally absent. It is
also important to note that any definition in a metric space which does not refer to
distance can still carry through in a general topological space.
We also note that the concept of continuity of functions in particular acquires considerable generalization when its definition and properties are stated in terms of open
sets. This is significant since the concept of continuity has exceptional properties
which carry a lot of applications in mathematics.
Key Words And Concepts
Topology: Let X be any non-empty set and be a collection of subsets of X.

Then is called a topology on X if the following properties are satisfied
(i)
(ii) X
(iii)
(iv)
Open set: Let A be a subset of a topological space X , , then A is said to be
Oi whenever Oi i = 1,......., n.
i =1
O whenever O for each .

open if A .

Closed set: Let A be a subset of a topological space X , , then A is said to be
( )
closed if its complement denoted by C A .

Neigbourhood: Let X , be a topological space and p X . Then a subset

N of X is called a neighbourhood of p if N contains an open set O which contains
p. i.e. p O N for O . In this case p is also called an interior point of
the subset N.
Interior of a set: Let A be a subset of a topological space X , , then interior of A denoted by A0 or Int A is the set of all interior points of A. clearly
Int A A.

Limit Point: Let X , be a topological space and A be a subset of X. Then

a point x X is said to be a limit point of A if for each neighbourhood N of x
we have that N A .
)
A} . Clearly A A
Closure of a set: For any set A in X , closure of A denoted by A is given
by A = A x : x is a limit poitn of
Boundary of a set: For any subset A of a topological space X, boundary of A
( )
( )
denoted is given by B ' dary A = A C A .

( X ,1) and (Y , 2 ) be two topologif : ( X ,1 ) (Y , 2 ) be a function. Then f is said to be
Continuity of a function: Let

cal spaces and
()
f 1 ( 0 ) = { x X : f ( x ) O} .
continuous on X if f 1 0 is open in X for every open set O in Y. Where
( )
Thus f is continuous if f 1 O 1 whe-
never O 2 .

Homeomorphism: Let X and Y be topological spaces. If both f : X Y and

its inverse f 1 : Y X are continuous then f is called a homeomorphism.
Learning Activity: On Set Based Structure of a Space.

Story of a designer
One day while walking in the streets of Nairobi, the Capital City of Kenya I came
across a designer who was using a drawing package (OpenOffice Draw) to create
some symmetrical images.
She was doing this in stages whereby she first drew a star then produced about a
hundred copies of them. She then assembled the copies into a symmetrical image.
Stage 1
Stage 2
Question
Can you make a suggestion of any other shape whose copies can be assembled to
create a symmetrical pattern?
Introduction
We note that in our learning activity 2 we referred to some geometric structure which
accounts for symmetry or beauty. However, in our story above we have a case where
beauty or symmetrical images can be created without necessarily using the concept
of distance. The structure here depends on some arrangement of collections of items
in the space. This is a situation that is analogous to the structure of a general topological space which is dependent on sets and their collections. Indeed the definitions
in a topological space as we have already seen depend on components like neighbourhoods, open sets or closed sets or their collections. It is also important to note
that the definitions in metric spaces which do not refer to the concept of distances
will remain unchanged in general topological spaces. For instance definitions like,
open cover, compact set etc are intact whether in metric space or topological space.
In this connection the set based structure on a topological space re-organises the
sequence of concepts in such a way that can be summarized by the following diagram.
Open set
Neighbourhoods
Interior of
a set
Closed set
Limit point
Closure of
a set
Boundary
of a set
Example 5.1
The following are examples of general topological spaces.
(i) Let X = a,b,c . Define
{ } { } { } { }}
2 = { , X }
3 = {All subsets of X }
1 = , X , a,b , b , a , b,c
Then 1 , 2 , and 3 are all topologies on X. Where 3 is called the finest topology
)(
on X and 2 is called the coarsest topology on X. Thus X ,1 , X , 2 , and X , 3

are topological spaces.
(ii) Consider X = with its standard metric an let
= All open intervals in . Then is a topological space.

(iii) Let X be any metric space and let
= All open subsets of X
Then X , is a topological space.

In order for the learner to understand example 5.1 part (iii) better we now work out
the following exercise together.
Exercise 5.2
In any metric space X show that:

(i)
The null set is open
(ii)
The whole space X is open
(iii)
(iv)
Oi is open whenever Oi
i =1
O is open whenever

is open i = 1,..........., n
O is open for each .
Solution
(i) If is not open then x which is not an interior point. But there is no
such x in since is empty. This is a contradiction. Hence is open.
( )
(ii) For any point p X r > 0 such that the neighbourhood N p,r X . Thus
any point p X is an interior point. Hence X is open.
(iii) Assume O1 , O 2 ,..........., O n are open.
Let O =
Oi
and p be any point in O. Thus
i =1
p O i m p l i e s
pO i i = 1, ..........., n.
Thus nbhs
N p, ri
) such that N ( p, ri ) Oi
{}
Let r = min ri . Then the nbh

1 i n
i = 1,........., n.
N p, r is such that:
p N p, r O = Oi
i =1
Hence O =
Oi
i =1
is open.
(iv) Let O be open for each and let O =
O .

Now pO pO for some . But O is open. Hence a nbh say
N p, r
) of p such that
( )
p N p,r O O i.e. p is an interior point of O.

Hence O =
O is open.

Remark 5.3
We note from the solution of the exercise above that if is the collection of all open
subsets of a metric space then we have that:

(i)
(ii) x
(iii)
(iv)
Oi , whenever Oi i = 1,......., n.
i =1
O , whenever O for each .

This is why every metric space is an example of a topological space

Now try the following exercise.
Exercise 5.4
(a) In any metric space X show that:

(i) is closed
(ii) X is closed
(iii)
(iv)
F i is closed whenever F i
i =1
is closed i = 1,......., n.
F is closed whenever F is closed for each .

i =1
(b) Give reasons why we can not use the collection of closed sets to define a topology
on a metric space X.
We now state some theorems which give us deeper relationship among some concepts
in a topological space.
Theorem 5.5
Let X be a topological space. Then we have:
(i) For each x X , a neighbourhood N of x in X.
(ii) If N is a neighbourhood of xX then xN .
(iii) If for each, neighbourhood N of x we have N N then N is also a neighbourhood of x.
(iv) If for each x X both N and M are neighbourhoods of x then N M is
also a neighbourhood of x.
Theorem 5.6
Let X be a topological space. Then a subset O of X is open iff O is a neighbourhood
of each of its points.
Theorem 5.7
Given a subset A of a topological space X we have:
(i) If F is a closed set such that A F , then A F .
(ii) If
{ F } is a family of closed sets with each one of them containing A,
then A = F .

{ }
(iii) If O
is a family of open subsets of X with each one of them contained
in A then Int A = O .

Remark 5.8
Note that part (i) of the theorem above simply asserts that every closed set F that
contains A also contains closure of A while part (ii) simply says that: Closure of
A is the smallest closed set that contains A. We also note that part (iii) asserts that
interior of a set is the largest open subset of the set.
Exercise 5.9
Using the readings try to give the proof of theorem 5.6 above.
Remark 5.10
Note that the definition of continuity on a topological space can also be stated in
( )
terms of closed sets. Thus f : X Y is continuous if f 1 A is closed in X

whenever A is closed in Y.
It is in view of this equivalent definition that the theorem stated below can be proved.
Theorem 5.11
Let X and Y be topological spaces and f : X Y be a function. Then f is continuous iff for any subsets A of X we have
( )
( )
f A f A
Exercise 5.12
(a) For any two subsets A and B of a topological space X show that

(i) A B = A B
(ii) A B A B
(b) By expressing closure of a set A as:
( )
A = A B dary A ,

show that:
A is closed iff B dary A A
( )
(c) Make a brief comparison between continuity of a function in metric spaces and
continuity of a function in general topological spaces.
( )
(d) Consider the open interval (0,1) with any other open interval say a,b in .
( )
( )
Let X = 0,1 and Y = a,b in be endowed with the standard topology.
() (
( )
Let also f : X Y be defined by f t = a 1 t + bt t 0,1
Show that f is a homeomorphism from X onto Y.
UNIT 6
Title: On Set Based Structure with Measures.
Specific Objectives

Give definition of the Lebesgue outer measure and state its properties.
Give definition and examples of Lebesgue measurable sets.
Define and give examples of algebras.
Define and give examples of measurable spaces.
Define and give examples of measurable functions.
Define and give examples of measure spaces.
Summary
We have already seen in the last two activities that a space is a non-empty set endowed with either geometric or algebraic structure. Indeed, in the case of a metric
space X , d we have a geometric structure since d is distance while in the case of
a topological space X , we have an algebraic structure since the analysis in X

depends on the collection of sets and their combinations. In this activity we look
at a measurable space along the same lines and then extend this to the concept of a
measure space.
We also define a class of functions called measurable functions and study their properties in order to understand the structure in a deeper sense. We note here that like
the case of a topological space, the structure of a measurable space also depends on
collections of sets. However, these collections of sets are such that we can introduce
a measure on them. This in itself suggests that the structure of a measure space is
both geometric and algebraic since in a measure we have the concept of length.
Key Words And Concepts

( ) denote the length of an interval I and
Lebesgue Outer Measure: Let I
(I )
( r ) =
I r
where r is a countable collection of open subintervals of .For any subset E of

we denote the class of all countable collections of open subintervals of which
( )
cover E by C E . Then the number given by

( )
E =
inf
r C ( E )
( r )
is called Lebesgue outer measure of the Set E.

Lebesgue measurable set: Any subset E of is said to be Lebesgue measurable

if for any other subset y of we have that:
y = Y E + Y E C
( )
algebra: Let X be a non-empty set and be a collection of subsets of X

such that:
(i)
(ii) If x then AC
(iii) If An
Measurable space: Let X be a non-empty set and denote the algebra
An .
( ) n=1 is a sequence of elements of , then n=1
of all subsets of X. Then the ordered pair X , is called a measurable space.

Thus any member of is called -measurable set.

Measurable function: Let X , be a measurable space and f : X Re

be an extended real valued function. Then f is said to be -measurable if the
set:
{ x X : f ( x) < r }
(
r .
Measure: Let X , be a measurable space. The restriction of the outer

measure to only members of is called a measure.
Measure Space: Let X , be a measurable space and be a measure on
( X , ) . Then the ordered triple ( X , , ) is called a measure space.
Learning Activity: On Set Based Structure with Measures.
Story of Designing Symmetrical Patterns

In our activity 3 we had a story of a designer who could create some symmetrical
images by simply generating patterns without reference to distance or any measurements. In this story we draw your attention to the fact that there are times when
designers also require measurements in order to create symmetrical images. While
walking on the streets of Nairobi one day I also came across such a designer who
would start with say a number of squares on a line then measure some distance and
angle before putting other figures like equilateral triangles on a line e.t.c. until a
complete figure like a hexagon is created.
Question
Apart from generating a hexagon whose sides has different shapes of figures can you
generate other patterns?
Introduction
We note that in the story above the designer is not just concerned with producing
copies of a given figure like a star but has also to use measurements of length and
angles to generate a pattern as seen in the diagram above.
This is a case which best relates to a structure that combines both geometry and algebra
in a space. In Measure Theory we deal with a space called Measure Space (as already
defined in previous section) where we have the ordered triple X , , . We note

that apart from the underlying set X itself, the algebra is about combinations
of subsets of X which is the algebraic aspect of the space. However the measure
is about measurements on the subsets of X. For example if I is an interval in , then
()
I is simply the length of the interval I. Thus constitutes the geometric aspect
of the structure of a measure space. It now follows that the definitions of concepts
in a measure space have to depend on these basic components of the structure in the
space. In fact we can summarise the sequence of concepts in this space as follows.
Underlying set
X
Outer Measure
algebra
Measurable set
Measurable space
(X , )
Measure
Measurable
function
Measure space
(X , , )

Example 6.2
(i)
Let X = , the class of all Lesbegue measurable subsets of is denoted by
m and we have that the null set , and belong to m .

Also m is a - algebra of subsets of .
( )
( )
( )
( )
(ii) Let and denote the class of all subsets of and the class of
the Borel subsets of .

Then and are also - algebra and we have that:
( )
( )
m .
Note that we also have that:
= * m is the Lebesgue measure on .
( )
( )
(iii) Let X = and = or = m or = , then we have that
( , ( )) , ( , m ) and ( , ( )) are measurable spaces.

(iv) Let X = , = m and = * m be the Lebesgue measure on .
Then the ordered triple , m ,
is a measure space.
Example 6.3
Let E be a measurable subset of X.
Consider the function; E defined by:
1 if
E x =
0 if
()
x E
x E C
We show that E is measurable, where E is called the characteristics function of

the set E.
Indeed, for r > 1, the set: x X :

For 0 < r 1, the set:

E ( x)
<r = X .
{ x X : E ( x) < r } = E C .
Also for r 0, the set:

{ x X : E ( x) < r } = .
Hence for all r we have that the set:

{ x X : E ( x) < r }
Thus E is measurable.
Note that the class of all measurable functions on a measurable functions on a measu-
rable space X ,
) is denoted by M ( X , ).
(
In this case E M X , .
If X = and = m then we say that E is a Lebesgue Measurable function.
Exercise 6.4
In the example above letting X = and = m sketch the graph of E and use
it to verify that E is indeed Lebesgue measurable.
We now state some theorems which give us properties and some relationship among
some concepts in measurable spaces and measure spaces.
Theorem 6.5
Let be the Lebesgue outer measure on the subsets of . Then we have:
()
(ii) ({ x}) = 0
(i) = 0
( )
( )
(iii) is a monotone i.e. A B for A B

(iv) is translation invariant. i.e.
()
where r x = x + r
(v) is countably sub-additive i.e. if

. then
( r ( E ) ) = ( E )
( E n )n=1 is any sequence of subsets of

E n E n
n=1 n=1
( )
Remarks 6.6
(i) Note that apart from the properties stated above we have from definition of
( )
: + e
that 0.
(ii) Note also that the main difference between the properties of the Lebesgue outer
measure on . and the Lebesgue measure on . is that is countably
( )
additive. Thus if E n
is a sequence of subsets of . then
n=1

E n = E n .
n=1 n=1
( )

Theorem 6.7
Let X , be a measurable space and f , g : X e be measurable. Let c

be any constant. Then we have:
(i) f + g is measurable
(ii) c + f is measurable
(iii)
cf is measurable
Exercise 6.8
(a) Let E be a countable set in the sense that we can arrange it as:

E = x1, x1,.................
(i)
}
Show that ( E ) = 0
(ii)
Show that for the set of rational numbers = 0.
( )
(b) From the definition of a algebra , show that

(i) X
(ii) An
n=1
)(
(c) (i) Let X , , Y , Y be two measurable spaces and f : X Y be a function.

Give definition of measurability of f along the lines of definition of continuity
in topological spaces.

(ii) Show that if f : is continuous then f is Lebesgue measurable.
(d) (i) Show that if a function f is measurable then f is also measurable.

(ii) Let f : A where A m be given by
1
f x =
1
()
x A
x AC
Show that f is Lebesgue measurable but f is not.

Readings 6.9
1. Theory of functions of a real variable by Shlomo Stenberg (2005) pp 95 116
and pp 133 156.
UNIT 7
Title: The Lebesgue Integral
Specific Objectives

Define the Lebesgue integral

Give examples of Lebesgue integrals defined on different sets.
State some properties of Lebesgue integral
Verify some properties of the Lebesgue integral
Summary
We have already seen in unit one of Analysis 1 Module how the Riemann integral is
developed and the restrictions on the nature of the functions that are Riemann integrable. Indeed Riemann integrable functions are subject to rather stringent continuity
conditions. However the Lebesgue theory enables us to integrate a much larger class
of functions. Its greatest advantage lies perhaps in the ease with which many limit
operations can be handled and from this point of view the Lebesgue convergence
theorems may well be regarded as the core of the Lebesgue theory.
One of the difficulties which is encountered in the Riemann theory is that limits
of Riemann integrable functions (or even of continuous functions) may fail to be
Riemann integrable. This difficulty is eliminated in Lebesgue theory since limits of
measurable functions are always measurable.
Key Words and Concepts

Simple function: Let f : X be a function whose range is finite. Then f

is called a simple function. For example a constant function is a simple function.
Canonical representation of a simple function: Suppose the range of a simple

function f consists of the distinct non zero real numbers a1 , a2 ,.......an . Let
( )
()
f 1 ai = E i i = 1,................., n, so that f x = ai x E i .
Then E i E j = for i j and the simple function f has the canonical representation as:
f =
ai
i =1
where E is the characteristic function on E i i = 1,................., n.
Integral of a simple function: Let X , , be a measure space and let Q
be a simple function in M + X , . Thus is non-negative measurable

simple function. Let Q have the canonical representation as
k =1
ak E
Then the extended real number given by

n
ak ( E k )
k =1
is called the integral of the simple function Q with respect to and is denoted
by

Q d
X
Abstract integral: Let X , , be a measure space and f : X e be any
function in M + X , . Then the integral of f denoted by
f d is given by
X
f d = sup S d
X
where the supremum is taken over all simple functions S satisfying the condition
()
()
S x f x
x X.
If E , then the integral

If sup
s f
s d = +
then
f d =
f E d
f d = + .
If is the Lebesgue measure then

function f.
d is called the Lebesgue integral of the
General case of abstract integral: Let
( X , , ) be a measure space and
f : X e be measurable. Let
{ () }
f (+x ) = max f x , 0
xX
{ () }
f (x ) = max f x , 0
xX
where f = f + f and f = f + + f
Then if f + d and f d are finite we say that f is integrable and the

integral of f with respect to is given by:
f d = f
we then write f L X , , . If E then we have
If
d f d
f d =
f + d
d = and
f L X , , .
f d
d < then
d = and in this case
Property of -almost everywhere .a.e : Let X , , be a measure

space. A property P is said to hold true .a.e on X if there is a subset N of X
( )
with N = 0 such that P fails on N, but P is true on X N .
Learning Activity The Lebesque Integral
Story of felling a tree

It is a story told in a village called Luyia of Transzoia district in Kenya that about fifty
years ago a man called Mulunda wanted to build a house. He took only a panga to
try and fell a big tree for this purpose. One passerby just laughed at him wondering
why Mulunda had embarked on an almost impossible mission. The second passerby
sympathised with Mulunda so much that he went and borrowed an axe for him. While
using an axe Mulunda realized that it took him a short time to fell the tree. He also
admitted his ignorance of some neighbours owning tools like axes which can make
work easier.
Question
Apart from an axe can you think of other tools that can be used to fell a big tree?
Introduction
We note that the main message from the story above is that Mr. Mulunda had owned
a panga for a long time over trusting it with every work without being innovative
enough to think of other tools. Indeed he only needed to consult with some of his
neighbours to know that some jobs are beyond certain tools. It is significant to note
that mathematical tools also behave in a similar manner. There are concepts which
are beyond certain techniques. Indeed the Lesbegue theory enables us to evaluate
integrals of a large class of functions than the Riemann theory would do. It is a well
known fact that the limit of a Riemann integrable function need not be Riemann
integrable. However, in the case of the Lebesgue integral the limit of a Lebesgue
integrable function is still integrable.
We now state without proofs some of the most important theorems on monotonicity
and convergence of the Lebesgue integral.
Theorem 7.1
Let X , , be a measure space. Then we have:
(i) If f , g M + X , such that f g then
f d g d
(ii) If E , f with E F then
f d
f d
Remark 7.2
Note that the result above shows that the Lebesgue integral is monotonic with respect
to functions and sets.
Theorem 7.3 (Monotonic convergence theorem)
Let
( X , , ) be a measure space and ( fn ) be a sequence of functions in

( X , ) such that ( fn ) is monotonic increasing and converges to a function f
M+
.a.e on X. Then we have:
lim
lim f n d
fn d = n

=
Theorem 7.4 (Fatous Lemma)
( X , , ) be a measure space and ( fn )

M + ( X , ) . Then we have
Let
be a sequence of functions in
lim fn d lim fn d .
n

n
where lim denotes limit infimum.
Corallary 7.5
If

( fn ) in theorem 7.4 above converges to f then Fatous Lemma gives

f
d lim
fn d
Remark 7.6
Note that in corollary 7.5 above since f n converges to f we have that

lim f n = f
Hence
d = lim f n d lim
fn d.
Remark 7.7
Let X , , be a measure space and f : X e be - measurable. Then

we have
f L X , , iff f L X , ,
Furthermore,
f d
f d.
Theorem 7.8 (Lebesgue dominated convergence theorem)
( )
Let X , , be a measure space and f n be a sequence of measurable functions

on X. which converges .a.e to f.
Let g L X , , such that
()
()
f n x g x .a.e on X.
Then
lim
lim
fn d = n
f n d
f d
Remark 7.9
Note that in the Monotone convergence theorem there is no analogue for a monotonic
decreasing sequence of functions
( fn ) as the example below shows.
Example 7.10
Consider the measure space , B, B

Let
) where B is the Borel measure on .
( fn ) be a sequence of functions given by

fn =
n ( n,
where
is the characteristic function of the interval n, . We first note
( n,
that
lim f =
n n
0.
In fact f n 0 function, uniformly on
fn ( x ) 0 =
Indeed,
( x)
( n,
1
1
< n + 1 and x .
n

However

whereas
d = 0 d = 0;
fn d = n

Thus
( n,
1
n, ) n d = nJ
lim
fn d = 0 = f d .
Exercise 7.11
Let
( X , ,)
be a measure space and f : X e be measureable. Let also
f : X e be such that g L X , x , and f g .

Use the Lebesgue Dominated convergence theorem to show that

f L X , , .
7.12 Readings
Theory of functions of a real variable by Shilomo Stenberg (2005) pp 134- 140.
X. Glossary of Key Concepts

Space: This is a non-empty set which is furnished with either geometric or

algebraic structure.
Metric: This is a map X x X + defined on a non-empty set X such that:
x, y X
( )
(ii) d ( x, y ) = 0 iff x = y
x, y X
(iii) d ( x, y ) = d ( y, x )
x, y X
(iv) d ( x, z ) d ( x, y ) + d ( y, z )
x, y z X
In this case ( X , d ) is a metric space.

(i) d x, y 0
Neighbourhood: In any metric space
( X , d)
if x0 X is any fixed point
in X then the neighbourhood (in brief neighbourhood) of x0 is given by
) {
N x0 , r = x X : d x0 , x < r

} for some real number r > 0.

(
Interior point: In any metric space X , d if A X then a point pA is
( ) of p such
said to be an interior point of A if a neighbourhood say N p,r
( )
that N p,r A.

( X , d)
Interior of a set: For any subset A of
interior of A is given by
A0 = x : x is an interior point of A}.
( X , d ) is said to be open if every element of A is
Open set: Any subset A of

an interior point of A.
Limit point: In any metric space X , d if A X then a point p X is

said to be a limit point or cluster point or accumulation point of A if every nei-
ghbourhood of p contains at least one point of A (different from p if p A ).
Closed set: Let A be a subset of X , d . Then A is said to be closed if every

limit point of A belongs to A.
Closure of a set: For any subset A of
( X , d)
closure of A is given by
A = A x : x is a limit point of A}.

( )
such that d p, x < M

Bounded set: Any set A in X , d is bounded if for a fixed pX M > 0
x A.
( )
Open cover: Let A be a subset of X , d and let E

be a collection of

open subsets of X , d such that A
( )
E . Then the family E is

called an open cover for A. If also for i , i = 1,..................., n we have that

E , then E
i
i
Compact Set: Let A be a subset of X , d . Then A is said to be compact in X

if every open cover for A has a finite open sub cover for A.
Pointwise continuity of a function: A function f : X , dx Y , dY
i =1
is called a finite open sub cover for A.

i=1
) (
from a metric space
( X , dx )
into another metric space Y , dY
) is said
to be continuous at a point x0 X if for each > 0 > 0 such that
d X x0 , x < dY
( f ( x0 ) f ( x) ) <
Where d
X for all x X and dY denote metrics on X and Y respectively.
Uniform continuity of a function: A function f : X , dx Y , d y
is said to be uniform continuous on X if for each > 0 > 0 (depending only on ) such that for any pair of points x, y X we have:
d X x, y < dY
( f ( x ) f ( y )) <
Topology: Let X be any non-empty set and be a collection of subsets of X.

Then is called a topology on X if the following properties are satisfied
(i)
(ii) X
(iii)
(iv)
Oi whenever Oi i = 1,......., n.
i =1
O whenever O for each .

open if A .

Open set: Let A be a subset of a topological space X , , then A is said to be
Closed set: Let A be a subset of a topological space X , , then A is said to be
( )
closed if its complement denoted by C A .

Neigbourhood: Let X , be a topological space and p X . Then a subset

N of X is called a neighbourhood of p if N contains an open set O which contains
p. i.e. p O N for O . In this case p is also called an interior point of
the subset N.
Interior of a set: Let A be a subset of a topological space X , , then interior of A denoted by A0 or Int A is the set of all interior points of A. clearly
Int A A.

Limit Point: Let X , be a topological space and A be a subset of X. Then

a point x X is said to be a limit point of A if for each neighbourhood N of x
we have that N A .
by A = A x : x is a limit poitn of

)
A} . Clearly A A
Closure of a set: For any set A in X , closure of A denoted by A is given
Boundary of a set: For any subset A of a topological space X, boundary of A
( )
( )
denoted is given by B ' dary A = A C A .
( X ,1) and (Y , 2 ) be two topologif : ( X ,1 ) (Y , 2 ) be a function. Then f is said to be
Continuity of a function: Let
cal spaces and
()
f 1 ( 0 ) = { x X : f ( x ) O} . Thus f is continuous if f 1 ( O ) 1 whenever
continuous on X if f 1 0 is open in X for every open set O in Y. Where
O 2 .
Homeomorphism: Let X and Y be topological spaces. If both f : X Y and
its inverse f 1 : Y X are continuous then f is called a homeomorphism.
( ) denote the length of an interval I and
Lebesgue Outer Measure: Let I
( r ) =
(I )
I r
where r is a countable collection of open subintervals of . For any subset E

of . we denote the class of all countable collections of open subintervals of
( )
which cover E by C E . Then the number given by
( )
E =
inf
r C ( E )
( r )
is called Lebesgue outer measure of the Set E.

Lebesgue measurable set: Any subset E of is said to be Lebesgue measurable if for any other subset y of we have that:
y = Y E + Y E C
algebra: Let X be a non-empty set and be a collection of subsets of X

such that:
( )
(i)
(ii) If x then AC
(iii) If An
( )
is a sequence of elements of
n=1
, then An .
n=1
Measurable space: Let X be a non-empty set and denote the algebra
of all subsets of X. Then the ordered pair X , is called a measurable space.

Thus any member of is called -measurable set.

Measurable function: Let X , be a measurable space and f : X Re

be an extended real valued function. Then f is said to be -measurable if the
set:
{ x X : f ( x) < r }
(
r .
Measure: Let X , be a measurable space. The restriction of the outer

measure to only members of is called a measure.
Measure Space: Let X , be a measurable space and be a measure on
( X , ) . Then the ordered triple ( X , , ) is called a measure space.

Simple function: Let f : X be a function whose range is finite. Then f

is called a simple function. For example a constant function is a simple function.
Canonical representation of a simple function: Suppose the range of a simple

function f consists of the distinct non zero real numbers a1 , a2 ,.......an . Let
( )
()
f 1 ai = E i i = 1,................., n, so that f x = ai x E i .
Then E i E j = for i j and the simple function f has the canonical representation as:
f =
ai
i =1
where E is the characteristic function on E i i = 1,................., n.

i
(
)
be a simple function in M + ( X , ) . Thus is non-negative
Integral of a simple function: Let X , , be a measure space and let Q

measurable
simple function. Let Q have the canonical representation as
k =1
ak E .
k

Then the extended real number given by
n
ak ( E k )
k =1
is called the integral of the simple function Q with respect to and is denoted by

Q d
X
Abstract integral: Let X , , be a measure space and f : X e be

any
function in M + X , . Then the integral of f denoted by
f d is given by
X
f d = sup S d
X
where the supremum is taken over all simple functions S satisfying the condition
()
()
S x f x
If E , then the integral
If sup
s f
x X.
s d = +
then
f d =
f d = + .
f E d
If is the Lebesgue measure then

function f.

d is called the Lebesgue integral of the
General case of abstract integral: Let
( X , , ) be a measure space and
f : X e be measurable. Let
xX
{ () }
f (x ) = max f x , 0
xX
{ () }
f (+x ) = max f x , 0
where f = f + f and f = f + + f
Then if f + d and f d are finite we say that f is integrable and the

integral of f with respect to is given by:
f d =
d f d
we then write f L X , , . If E then we have
If
f d =
f + d
d = and
f d
d < then
d = and in this case
f L X , , .
Property of -almost everywhere .a.e : Let X , , be a measure

space. A property P is said to hold true .a.e on X if there is a subset N of X
( )
with N = 0 such that P fails on N, but P is true on X N .
XI. List of Compulsory Readings

Mathematical Analysis 1 by Elias Zakon, The Trillia Group.
Theory of functions of a real variable, 1990, Lynn Loomis and Shlomo Stenberg,
pp 95 116 and pp 133 156.
XII. Compiled List of Multimedia Resources

and Useful Links
Reading 1: Wolfram MathWorld (visited 03.11.06)
Complete reference : http://mathworld.wolfram.com
Abstract : Wolfram MathWorld is a specialised on-line mathematical encyclopedia.
Rationale: It provides the most detailed references to any mathematical topic. Students should start by using the search facility for the module title. This will find a
major article. At any point students should search for key words that they need to
understand. The entry should be studied carefully and thoroughly.
Reading 2: Wikipedia (visited 03.11.06)

Complete reference : http://en.wikipedia.org/wiki
Abstract : Wikipedia is an on-line encyclopedia. It is written by its own readers.
It is extremely up-to-date as entries are contunally revised. Also, it has proved to be
extremely accurate. The mathematics entries are very detailed.
Rationale: Students should use wikipedia in the same way as MathWorld. However,
the entries may be shorter and a little easier to use in the first instance. Thy will,
however, not be so detailed.
Reading # 3: MacTutor History of Mathematics (visited 03.11.06)

Complete reference : http://www-history.mcs.standrews.ac.uk/Indexes
Abstract : The MacTutor Archive is the most comprehensive history of mathematics
on the internet. The resources are organsied by historical characters and by historical
themes.
Rationale: Students should search the MacTutor archive for key words in the topics
they are studying (or by the module title itself). It is important to get an overview
of where the mathematics being studied fits in to the hostory of mathematics. When
the student completes the course and is teaching high school mathematics, the characters in the history of mathematics will bring the subject to life for their students.
Particularly, the role of women in the history of mathematics should be studied to
help students understand the difficulties women have faced while still making an
important contribution.. Equally, the role of the African continent should be studied
to share with students in schools: notably the earliest number counting devices (e.g.
the Ishango bone) and the role of Egyptian mathematics should be studied.
XIII. Synthesis of The Module

We note that having gone through this module you should now be fully equipped with
the knoweldege of the concepts involved in the following contents:
In unit 4 the main task has been to understand the structure of a general metric space.
The grasping of cencepts such as interior points, limit points or open sets and closed
sets together with their combinations, is essential, properties of functions defined on
metric spaces are well exposed in this unit. Leading to some of the most important
results in analysis like those covering the concepts of continuity and compactness.
In unit 5 the main aspect of understanding is that of removing the geometric structure
dealing with the concept of dictance from a metric space and replacing it with a set
based structure which constituts a topological space. The analysis of the concepts
is then carried out in a similar manner up to the level of continuity and homeomorphisms.
Finally, in units 6 and 7 we have dealt with the structure that combines both geometric and algebraic components. Thus in concepts like Lebesque Outer Measure and
Lebesque Measure on the real line have both algebraic combination of sets like union
and measurements like length of an interval. A good grasp of the properties of the
Outer Measure leads to easy understanding of Lebesque measureable subsets of the
real line. A study of measurerable functions opn a measureable space is analagous to
that of continuous functions on topological spaces. This leads to the definition of an
abstract integral on an abstract measure space.
XIV. Summative Evaluation

Final Assessment
Questions
1. Let X , d be a metric space and A X . Give the definition of interior of A

denoted by AO
Prove that
(a) AO = A iff A is open.
(b) AO is the largest open subset of A.
2. Let X , d be a metric space and A X . Give the definition of closure of A

denoted by A .
(a) For the set A = x : 0 < x 1 state A .

(b) Prove that A = A iff A is closed.
3. Give the definition of a Cauchy sequence in a metric space X , d .

(a) Prove that a convergent sequence is Cauchy.
(b) Use an example to show that a Cauchy sequence need not be convergent.
4. Show that a real-valued continuous function on a closed interval attains its minimum and maximum values on the interval. Use an example to show that this
fails when the interval is not closed.
5. Let X , be a topological space and A X .

Given a collection A such that:
A = 0 A : 0 = A U , U , show that A is a topology on A.
5. Let X be a topological space and A and B be subsets of X.

Give the definition of boundary of A denoted by Bdary (A).

Prove that:
(a) A is closed iff Bdary (A) A.
(b) A B = A B
(c) A B A B
6. (a) Give the definition of a Hausdorff topological space.
Let X = a, b,c and be a collection of subsets of X such that
{ }}
= , X , a,c
Show that is a topology on X and that X , is not Hausdorff.

(b) Let S be a subspace of a Hausdorff topological space X. Show that S is also
Huasdorff.
7. Let be the Lebesgue outer measure on .
( )
(a) Show that if A is a countable subset of then A = 0.

(b) For any two subsets A and B of with A countable show that:

( )
A B = B .
8. Let m denote the -algebra of all Lebesgue measurable subsets of .
( )
(a) Show that if A is a subset of with A = 0 then A m .
( )
that A M and ( A) = ( E ) , show that E M .
(b) Let E be a subset of with E < . If there is a subset A of E such
9. (a) Let f : be a continuous function. Show that f is Lebesgue measurable.

(b) Show that if a function f is a measurable then f 2 is also measurable.

Use an example to show that the converse is not true in general.
Final Assessment SOLUTIONS
)
Ao = { x : x is an interior point of A}
1. For a subset A of a metric space X , d interior of A denoted by Ao is given by
(a) We show that Ao = A iff A is open.

Assume A is open. Then every point of A is an interior point of A. Thus we have:

x A x is an interior point of A
x A0
i.e. A Ao
(1)
(2) is obvious
But the inclusion

Ao A
From (1) and (2)

Ao = A .
Conversely let A = Ao . Then A is open since Ao is open.

(b) We show that Ao is the largest open subset of A. We prove this by contradiction.
Suppose there is an open subset of A such that:

Ao B A
Then we also have:
Ao B o Ao
i.e. Ao = B o
But B is open B = B o .
Thus Ao = B.
Hence Ao is the largest open set contained in A.
2. For a subset A of a metric space X , d the closure of A denoted by A is given

by
A= A x : x is a limit point of A
(a)
A= A 0
Given A = x : 0 < x 1
{}
(b) We show that A = A iff A is closed.

First assume that A is closed and let A denote the set of all limit points of A.
Then we have that A A
Thus A = A A = A .
Conversely assume that.
A = A. Then A is closed since A is always a closed set.
( )
( )
( xn ) is called Cauchy if for each > 0 N ( ) J + such that:
3. Let X , d be a metric space and xn be a sequence of elements of X. Then
d xn , xm < n, m > N
(a) We show that a convergent sequence is Cauchy
Let xn x. Then for each > 0 N J + such that
d xn , xm <
()
n> N
2
Now take m > n , then we also have that:
d xm, x <
m> n
2
) (
Thus d xn , xm d xn , x + d xm, x <

+ =
2 2
n, m > N
( )
Hence xn is Cauchy.
(b) Example
( )
Let X = (0, 1 with the standard metric on . Consider the sequence xn of

elements of X given by
xn =
1
,
n
n J + .
( )
Then xn is Cauchy. Indeed for a given > 0 we can find

Now taking m > n we also have
1
<
m 2
m> n > N.
Thus d xn , xm < + = m > n > N

2 2
( )
Hence xn is Cauchy.
However, lim xn = lim

= 0 X.
n
n n
( )
Thus xn is Cauchy but not convergent.
1
<
n 2
n> N .
4. Given f : a, b is continuous. Let X = a, b .
( )
( )
Then X is compact. Since f is continuous f X is also compact. Hence f X

is closed and bounded.
In particular f X is a bounded subset of . Thus by the completeness axiom

the numbers m and M given by
( )
()
()
m = glb f x and M = lub f x do exist.

xX
xX
( )
( )
Since f X is closed m, M f X .
Thus p,q X such that:
( )
()
f p = m and f q = M .
Hence f attains its minimum and maximum values on a,b which are m and
M respectively.
Example
( )
Let f : 0, 1 be given by
()
f x = x2 + 1
( )
Then f has no minimum nor maximum value on 0,1 because the interval (0, 1)
is not closed. Thus f 0 and f 1 are not defined.
()
()
5. Given a topological space X , and A X , we show that:
A = 0 A : 0 = A U : U is a topology on A.
(i) A : = A , A
(ii) A A : A = A X , X A A
(iii) Let O1 , O1, ............,On A . Then
O1 A : O1 = U 1 A, U 1
O2 A : O2 = U 2 A, U 2
M
M
On A : On = U n A, U n .
O A : Oi = U i A
i =1 i
i =1
i =1
n
= U i A,: U i
i =1
i =1
Hence
(iv)
O A .
i =1 i
Let O A for each
Then O A : U A, U
i.e.
U O A : U O = U U A

= U U A, U U

Hence U O A

Hence A is a topology on A.
6. A topological space X is said to be Hausdorff if for any pair of points x, y X

nbhs say U and V for x and y respectively such that

U V = .
Given X = a,b,c and = , X , a,c
We have:
(i)
(ii) X
(iii) X a,c = a,c
{a,c} =
{ }}
{ } { }
X =
{ }
{ }
(iv) For A = or X or a,c we have that U A = a,c or X .
Hence is a topology on X. We now show that X , is not Hausdorff.
{ }
Consider the points a and b. The open sets in containing a are X and a,c and
X is the only open set in that contains b. Thus for any nbh U of a and any nbh V
of b we have that.

{ }
{ }
U V = a,c X = a,c or U V = X X = X .
Hence X , is not Hausdorff.

(a) Given S a subspace of a Hausdorff topological space X. We show that S is also
Hausdorff.

Let x any y be any pair of distinct points in S. Then x and y are also members
of X. Since X is Hausdorff nbhs U and V of x and y respectively such that
U V = .
Consequently U S and V S are disjoint nbhs of x and y in S.
Hence S is also Hausdorff.
7. (a) Let A be a countable subset of Then we can enumerate A as:
A = x1, x2 , x3 ,................ .

Thus A = U xn
n=1
{ }
i.e. By countable subadditivity of we have:
U xn
n=1
({ xn})
{ }
({ x1}) + ({ x2 }) +..................
= 0 + 0 + ........ + 0 + .....
=0
n= 1
i.e
U xn 0
n=1
{ }
But 0 .
{ }
Thus U xn = 0
n=1
( )
Hence A = 0.
(b) We first note that, by countable subadditivity of
( )
( )
A B A + B
( )
Now A is countable implies A = 0.

Hence we have that:

( )
A B B
.. (1)
We also have by monotone property of that since B A B
( B ) A U B
From (1) and (2) we have:

( A B ) = ( B ) .
(2)
8. (a) Given that ( A) = 0, we show that A m .

Let X be any other subset of . Then we have that.

A X A
Thus by monotone property of we have:
( A X ) ( A) = 0.
i.e. ( A X ) = 0.
Also X Ac X . Thus ( X ) Ac X
In this case we have that:
( X ) 0 + ( Ac X )
i.e. ( X ) A X + Ac X .
Hence A m .
(b) Given that A m means for any subset X of we have:
( X ) = A X + ( Ac X )
In particular put X = E A.
Then we have:
(
)
c
= ( A) + ( A E )
= ( A) + ( E A ) .
( E ) = A E + ( Ac E )
( )
( )
i.e. ( E A) = A E = 0
i.e. ( E A) = 0 E A m
Now A, E A m
E = A E A m
Hence the result.
9. (a) Given f :
measurable.
a continuous function, we show that f is Lebesgue
Now f is continuous implies for the open set ,r in or f 1

is also open in
( ( ,r ))
( ( ,r )) ( ) C m
f 1 ( ( , r )) = { x : f ( x ) < r } m.
Thus f 1

i.e.
Hence f is Lebesgue measurable.
(b) Given that a function f is measurable we show that f 2 is also measurable.

() }
Now f is measurable means r the set x X : f x > r .

Thus for r 0, the set:
{ x X : f 2 ( x) > r } = { x X : f ( x) > + r } U { x X : f ( x) < r }.
()
()
But x X : f x > r and x X : f x < r . Hence there

union also belongs to .
Thus for r 0, the set x X : f 2 x > r .
For r < 0 the set:
{x X : f 2 ( x) > r } = {x X : f ( x) > + r } U {x X : f ( x) < r } =
Since
But . Hence r the set:
() }
r does not exist in .
{x X : f 2 ( x) > r } .
Hence f 2 is measurable whenever f is measurable.
However the converse of this result is not necessarily true as the following counter
example shows:
Counter example
Let A be such that A m. Thus A is not Lebesgue measurable.
Define a function
f : by
1 x A
f x =
c
1 xA
()
()
Then f 2 x = 1 x .
Thus f 2 is a constant function which is measurable. But f is not measurable

since for r = 0 we have that the set:
{ x : f ( x) > r } = { x : f ( x) > 0 } = A m .
XV. References
Mathematical Analysis 1, Elias Zakon, 1973, The Trillia Group, Indiana, USA
Theory of functions of a real variable, 1990, Lynn Loomis and Shlomo Stenberg,
Jones and Bartlett, Boston, USA
XVI. Main Author of the Module

The author of this module on Basic Mathematics was born in 1953 and went through
the full formal education in Kenya. In particular he went to University of Nairobi
from 1974 where he obtained Bachelor of Science (B.Sc) degree in 1977. A Master
of Science (M.Sc.) degree in Pure Mathematics in 1979 and a Doctor of Philosophy
(P.HD) degree in 1983. He specialized in the branch of Analysis and has been teaching at the University of Nairobi since 1980 where he rose through the ranks up to
an Associate Professor of Pure Mathematics.
He has over the years participated in workshop on development of study materials
for Open and Distance learning program for both science and arts students in which
he has written books on Real Analysis, Topology and Measure Theory.
Address:
Prof. Jairus M. Khalagai
School of Mathematics
University of Nairobi
P. O. Box 30197 00100
Nairobi KENYA
Email: khalagai@uonbi.ac.ke

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Analysis 2

Prepared by Jairus M. KHALAGAI

African Virtual university

African Virtual University 

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Prerequisite Course or Knowledge_ _____________________________ 3

Module Rationale_ __________________________________________ 3

6.1 Overview ____________________________________________ 4

VII. Specific Learning Objective(s)__________________________________ 7

Glossary of Key Concepts____________________________________ 47

XI. List of Compulsory Readings_ ________________________________ 54

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II. Prerequisite Courses or Knowledge

Analysis on the real line (unit 1)

Real Analysis (unit 3)

Unit 6 : Measure Theory

Real Analysis unit 3 and unit 4

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6.2 Outline : Syllabus

Definition and examples of metric spaces

Unit 5 Topology (30 hours)

Review of metric spaces

Unit 6 - Measure Theory (40 hours)

Unit 7 - The Lebesgue Integral (20 hours)

Define the Lebesgue integral

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6.3 Graphic Organiser

Module Development Template

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VII. Specific Learning Objectives

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VIII. Teaching and Learning Activities

1. Which of these sets is countable?

where Q is the set of rational numbers.

, n J + how many limit points does A have?

3. Given the set A=

4. Given the sequence of real numbers

which of the following statements is true about the sequence xn ?

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5. Which of the following subsets of is an open set?

6. Which of the following subsets of is a closed set?

7. State which of the following subsets of is neither open nor closed.

8. Which of the following statements about a function of bounded variation is

(c) It is uniformly continuous

9. The following is a Riemann sum:

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10. Consider the function f : , defined by

Using the intermediate value theorem determine the non-zero value of ,

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IX. Learning activities

which satisfies the following axioms:

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These axioms constitute a geometric structure on since it refers to distance which

Key words and concepts

Space: This is a non-empty set which is furnished with either geometric or

Metric: This is a map X x X + defined on a non-empty set X such that:

Neighbourhood: In any metric space

if x0 X is any fixed point

in X then the neighbourhood (in brief neighbourhood) of x0 is given by

} for some real number r > 0.

Interior point: In any metric space X , d if A X then a point pA is

said to be an interior point of A if a neighbourhood say N p,r

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