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Fall 2016
II.
Fall 2016
Exercise II.1. Let A be a algebra of subsets of X, and let f : X X be arbitrary. Prove that the set
{f 1 [S] | S A}
is a algebra.
i=1
(A) = f
[
Ai
f 1 (Ai ) f 1 (A).
For complements, let Y \B A for all B A, since A is a algebra. Since preimages of functions preserve
intersections, we have
f
(Y \A) = f
[
\
\
1
Y \ Ai = f
(Y \Ai ) =
f 1 (Y \Ai ) f 1 (A)
1
Exercise II.2. Suppose that g : X R is -measurable and that f : R R is Borel measurable, meaning
that f 1 (a, ) is a Borel set for each real number a. Prove that f g is measurable.
Proof. Let (X, A, ) and (R, L, l) be measure spaces. Since f is Borel measurable, and Borel sets are elements
of A, we have that
f 1 (, a) L
for all a R. This implies that f is l-measurable. Note that since g is -measurable, g 1 maps measurable
sets in R to measurable sets in X. So, we have
(f g)1 (, a) = (g 1 f 1 )(, a) = g 1 f 1 (, a)) A,
since f 1 (, a) is a measurable set in R. Therefore, we conclude that f g is -measurable.
Fall 2016
Exercise II.3. Prove that every Lebesgue measurable subset of R is sandwiched between an F -set and a
G -set of the same Lebesgue measure.
Proof.
Fall 2016
l(I)
,
2
In such that l(O\E) < 2 . We want to show that l(O) < . So, we have
nN
.
2
X
nN
l(In )
nN
Thus, we have that l(O) l(E) l(E), which implies that l(E) l(O) l(E) < 2 . Finally, we conclude
that
l(O) = l(E) + l(O E c ) < + = .
2 2
Therefore, since l(O) < for all > 0, we have that l(E) = 0.
Fall 2016
Exercise II.11. Let A (0, 1) be a measurable set and l(A) = 0. Show that
l{x2 : x A} = 0 and l{ x : x A} = 0.
Proof. First note that f : (0, 1) (0, 1) with f (x) = x2 and g : (0, 1) (0,1) withg(x) = x are
homeomorphisms. So, for any open set O, we have that O2 = {x | x O} and O = { x | x O} are
open sets, and thus measurable. For any > 0, there exists an open set O (0, 1) such that
[
O=
(ai , bi )
i4
for disjoint (ai , bi ), l(O\A) < , and 4 is countable. Since l(A) = 0, we have that l(O) < . Also,
(ai , bi )2 = {x2 | x (ai , bi )} = {x2 | a2i < x2i < b2i } = (a2i , b2i )
and
p
p
(ai , bi ) = { x | x (ai , bi )} = ( ai , bi ).
Thus,
X
X
X
X
l (A2 ) l(O2 ) = l( (a2i , b2i ))
(b2i a2i ) =
(bi + ai )(bi ai ) 2
(bi ai ) < 2.
Since is arbitrary, as approaches 0, so does l (A2 ). So, A2 is measurable and l(A2 ) = 0.
Next, we have
X p
Xp
( bi ai ).
l ( x) l( ( ai , bi ))
p
To find the bound, choose O such that l(O) < /2. If > 1, then l ( A) < 1 < since A (0, 1).
Thus,
[
[
[ p
p
p
l ( A) l
( ai , bi ) = l
( ai , bi ) + l
( ai , bi )
i
bi /2
ai /2
X
p
l(0, /2] + l
( ai , bi )
ai /2
1
+
(bi ai )
2
bi + ai
ai /2
l(O)
+
2 2 2
< +
2 2
=
Therefore, l( A) = 0.
Fall 2016
Exercise II.22. Suppose A and B are measurable subsets of Rn , each one of strictly positive but finite
measure. Prove that there exists a vector c Rn such that
l((A + c) B) > 0.
(Hints: Consider the outer measure of A and B. Or, alternatively, consider the convolution 1A 1B .)
Proof. Note that the translation invariance of Lebesgue measure (Rn ) says that for any c Rn and measurable set A L(Rn ), we have that l(A) = l(A + c). Thus, 0 < l(A + c) < . So, since B is also measurable,
we have
l(A + c) = l((A + c) B) + l((A + c) B c ).
By monotonicity of l, we have that
l((A + c) B) l(A + c) and l((A + c) B c ) l(A + c).
Therefore, since l(A + c) > 0, it follows that both l((A + c) B c ) > 0 and l((A + c) B) > 0.
Exercise II.24. Suppose fn : X R is a measurable function for each n N, where (X, A, ) is a measure
space. Prove that the set
n
o
S = x lim fn (x) exists
n
is a measurable set.
Proof. We can rewrite F in terms of n and . Note that f is measurable. For > 0,
Fn () = {x X : |fm (x) f (x)| m n N}
\
=
{x X : |fm (x) f (x)| < }
mnN
[
n=1
Fn ()
Fall 2016
Proof. Let F be any nonmeasurable subset of Y . Then, the measure ( )({x} F ) = 0 (E = {x}) for
each singleton set {x} in X, being a subset of a null set. Hence
O
{x} F A(X)
B(X).
Thus, a counterexample has been provided.
III.
Fall 2016
Exercise III.1. Let 1[n,n] () denote the characteristic function of the interval [n, n] (n N). Consider
the sequence of functions
x
, (x R).
fn (x) := [n,n] (x) sin
n
(a) Determine f (x) = lim fn (x) and show that the sequence (fn )nN converges uniformly on compact
n
subsets of R. Does the sequence converge uniformly on R?
(b) Show that
Z
f (x) dx = lim
fn (x) dx.
= 1 6= 0.
kfn (x) 0ksup = sup 1[n,n] (x) sin
n
2
xR
So, fn does not converge uniformly to 0 on R.
(b) We have
Z
1[n,n] sin
x
n
dx =
and
sin
x
n
n
dx = cos
0 dx = 0.
So,
f (x) dx = lim
fn (x) dx.
x
n
n
n n
= =0
n
Fall 2016
f (x) =
1
1
if x is rational,
if x is irrrational,
then f is not Riemann integrable on the interval [0, 1]. Is f Lebesgue integrable?
Proof. For the Riemann integral, finding the supremum of lower sum involves taking a sum over finitely
many closed intervals which partition [0, 1] of the infimum of f over the respective closed interval. So, the
lower Riemann integral sup s() = 1 because for each closed subinterval of R, we can always find a rational
number and an irrational number So, the infimum for each closed subinterval is 1 . Similarly, the infimum
of the upper sum is the same except we take the supremum of f in each closed subinterval. So the upper
Riemann integral inf s() = 1 because for each closed subinterval of [0, 1], the supremum of f is 1. So, since
the upper and lower Riemann integrals are not equal, f is not Riemann integrable.
Let A be the set of rational numbers in [0, 1], and let B be the set of irrational numbers in [0, 1]. Since
Q is countable, A is countable (and measurable) and thus m(A) = 0. So, we have that
m([0, 1]) = 1 = m([0, 1] Q) + m([0, 1]\Q) = m(A) + m(B) = 0 + m(B).
Thus, m(B) = 1 and B is measurable. So,
Z
Z
Z
f d =
1 d +
1 d = 1 (A) 1 (B) = 1.
[0,1]
Exercise III.7. Let f (x) be a real-valued measurable function on a finite measure space (X, A, ). Show
that
Z
cos2n (f (x)) d = {x | f (x) Z},
lim
n
So, lim gn (x) = 1{x|f (x)Z} (x) + 0, which is a measurable function. By Lebesgues Dominated Convergence
n
Theorem,
Z
Z
Z
lim
gn (x) =
1{x|f (x)Z} (x) d =
1 d = {x|f (x) Z}.
n
{x|f (x)Z}
X
1
Fall 2016
Exercise III.8.
(a) Show that f (x) = xr is a Lebesgue integrable function on [0, 1] if 0 r < 1.
(b) If 0 r < 1, let
Z
an =
0
dx
.
n1 + xr
Compute lim an . Be sure to quote the appropriate integration theorems to justify your calculations.
n
Proof.
1
n
if |x| n,
if |x| > n.
while
Z
R
lim fn (x) dx 6= 2.
(b) Explain why this example does not contradict the Lebesgue dominated convergence theorem.
Proof.
10
Fall 2016
lim
for every Lebesgue integrable function f on R. (Hint: Do the problem first for step functions.)
Proof.
Z
cos(xy)g(y) dy for x R where g is an integrable function on R. Show
Proof. Note that for each x0 R, cos(xy) is continuous at x0 , for any y R. In other words,
Z for each > 0,
there exists a > 0 with |x x0 | < such that | cos(xy) cos(x0 y)| < /M , where M =
g(y)dy, which
exists since g is integrable over R. So, for |x x0 | < , we have
Z
Z
Z
= [cos(xy) cos(x0 y)]g(y)dy
cos(xy)g(y)dy
cos(x
y)g(y)dy
0
R
R
ZR
<
/M g(y)dy
R
Z
= /M
g(y)dy
= .
Therefore, for every x0 R, f is continuous.
Z
Exercise III.15. Let f be a differentiable function on [1, 1]. Prove that lim
Proof.
11
<|x|1
1
f (x) dx exists.
x
Fall 2016
Exercise III.18. Compute the following limit and justify your calculations:
Z
x
x n
1+
dx.
lim
sin
n 0
n
n
Proof.
Exercise III.29. Let f be a nonnegative integrable function on [0, 1]. Suppose that for every n N
Z
(f (x))n dx =
f (x) dx.
0
Show that f is almost everywhere the characteristic function for some measurable set.
Proof. Since the above equality holds for any n N, we have
Z 1
Z 1
Z 1
Z
n
n1
n+1
(f (x)) dx =
(f (x))
dx =
(f (x))
dx =
0
f (x) dx.
So,
Z
(f (x))n1 (f (x) 1) dx =
and
Z
(f (x))n (f (x) 1) dx
Since g(x) = (f (x))n1 (f (x) 1)2 L+ , g(x) = 0 almost everywhere. So, f (x) 1 = 0 f (x) = 1
or f (x)n1 = 0 f (x) = 0 almost everywhere for all x [0, 1]. Since the only two values in the range
of the characteristic are 0 and 1, we can partition [0, 1] into sets A0 , A1 with A0 = {x : f (x) = 0} and
A1 = {x : f (x) = 1}. f (x) is a simple function such that f (x) = 0 1A0 + 1 1A1 . Since f (A0 ) = 0 , 0 = 0.
Also, f (A1 ) = 1 = 1. So, we have that
f (x) = 1A1 .
Z 1
Since
f (x) dx = (A1 ), we have that A1 is a measurable set.
0
12
Fall 2016
Exercise III.30. Provide an example of a sequence {fn } of measurable functions on [0, 1] such that fn f
Z 1
Z 1
a.e., and fn 0, yet lim inf
fn dl 6=
f dl.
0
n if x (0, 1/n)
0 otherwise
fn (x) =
Z
Note that fn 0, the zero function. But,
Z 1
Z 1
lim inf
fn dl 6=
f dl.
0
Z
fn dl = 1 for all n N while
0 dl = 0. Thus,
0
Z
lim
sin
1
n3
dx.
n 1 + n2 x3
x
Proof.
Exercise III.35. Let p(x1 , x2 ) be a polynomial in two variables, but not the zero polynomial. Prove that
the set of points x R2 with p(x) = 0 has 2-dimensional Lebesgue measure (l l)(p1 (0)) = 0.
Proof.
13
Fall 2016
Exercise III.47. Let (X, A, ) be a measure space for which (X) < . Show
Lq (X, A, ) Lp (X, A, )
whenever 1 p q .
Proof.
Exercise III.48. Let (X, A, ) be a probability space, meaning that the nonnegative measure (X) = 1.
Suppose that f Lp (X, A, ).
(a) Use Jensens inequality to prove that
Z
! p1
|f |p d
14
! q1
|f |q d
IV.
Fall 2016
Bounded Variation, Absolutely Continuous Functions and Measures, Convex Functions, the Fundamental Theorem of Calculus, and the Radon-Nikodym Derivative.
Exercise IV.3. Show that if f is absolutely continuous on [a, b], then the total variation Vax f where
a x b is given by
Z x
x
Va f =
|f 0 (t)| dl(t).
a
0
Vax f .
x+h
(Hint: Let
(x) =
show F (x) |f (x)| a.e. by using
Z F
ZFirst
Z c Vx f |f (x + h) f (x)| and then
c
c
conclude
|f 0 (x)| dx
F 0 (x) dx VAc f . Then show Vac f
|f 0 (x)| dx.)
a
Proof.
15
Fall 2016
Exercise IV.8. Show that the product of two absolutely continuous functions on a closed finite interval
[a, b] is absolutely continuous.
Proof. Let f and g be absolutely continuous functions on [a, b]. Then, for each > 0, there exist f and g
such that for each n N, and for each choice of
a x1 < y1 x2 < y2 xn < yn b,
with
n
P
i=1
n
P
i=1
n
X
i=1
n
X
and
.
|g(yi ) g(xi )| <
2N
2M
i=1
So,
n
X
i=1
n
X
i=1
n
X
i=1
n
P
i=1
n
X
i=1
n
X
M |g(yi ) g(xi ) +
i=1
<M
Therefore, f g is absolutely continuous.
16
+N
= .
2M
2N
n
X
i=1
N |f (yi ) f (xi )
Fall 2016
1 + I2
1 + f 2 (x) dx 1 + I.
: R+ R by (x) = 1 + x2 .
Exercise IV.11. Suppose f is a nonnegative integrable function on [0, 1]. Prove that
s
Z 1
Z 1p
f (t) dt
f (t) dt.
0
Proof.
17
Fall 2016
S
A=
An . Show
n=1
Proof. We need to construct a set of disjoint sets from the collection {Ai }. Since {Ai } is increasing, let
n1
n1
S
S
S
Bi = Ai+1 /Ai . So the Bi s are disjoint, and
Bi = A. Also, note that
Bi =
Ai+1 /Ai = An .
i=1
i=1
i=1
n1
[
X
Bi =
Bi = lim (An ).
(A) =
(Bi ) = lim
(Bi ) = lim
i=1
i=1
i=1
i=1
18
Fall 2016
we have
l(O) = l(O E) + l(O E c ) = l(E) + l(O\E).
So, l(O) l(E) < a . Thus, for O, we have
X
X
l(O) =
l(In )
a l(E In ) = a l(E O) = a l(E).
nN
nN
Thus, we have that l(O) l(E) (a 1)l(E), which implies that l(E) (a 1)l(E) l(O) l(E) <
Finally, we conclude that
l(O) = l(E) + l(O\E) (a 1)l(E) + l(O\E) <
a.
(a 1)
+ = .
a
a
Therefore, since l(O) < for all > 0, we conclude that l(E) = 0.
Problem 4. Suppose and are two finite (nonnegative) measures on a measurable space (X, A). Show
there is a nonnegative measurable function f on X such that for all E A,
Z
Z
(1 f ) d =
f d.
E
Proof. Observe that + . So, there exists a nonnegative function f L1 (X, A, + ) such that for
each E A,
Z
Z
Z
(E) =
f d( + ) =
f d +
f d.
E
Thus, we have
Z
(E) =
Z
f d +
Z
(E)
ZE
Z
E
Z
f d =
f d
ZE
1 d
f d =
f d
E
Z
ZE
(1 f ) d =
f d
E
19
f d
E
Z
Problem 5. Define f (x) =
Fall 2016
f (x)gn (x) dx = 0,
lim
f (x)gn (x) dx 6= 0
lim
Proof.
(a) For each n N, we have that
1
n3
Z
f (x)n[0,n3 ] dx =
nf (x) dx.
0
So,
Z
lim
n3
Z
nf (x) dx =
nf (x) dx.
0
Z
Since an integral over a singleton set is zero for any function, we have that
f (x)gn (x) dx = 0.
0
(b)
20
Fall 2016
Problem 7. Let (X, A, ) be a measure space. Suppose fn is a sequence of nonnegative integrable functions
on X that converges a.e. to an integrable function f , and
Z
Z
lim
fn d =
f d.
n
Let B A. Show
lim
fn d =
f d.
Now, since f 1B is integrable since f 1B f . Also, fn is integrable for sufficiently large n, which implies that
fn 1B is as well. By Fatous Lemma, we have that
Z
Z
(f f 1B ) d lim inf
(fn fn 1B ) d.
X
That is,
Z
Z
f d
Z
fn lim sup
Z
fn
Z
f d lim inf
Z
f , and we have lim
Z
f lim sup
fn =
X
fn .
B
Z
fn d =
f d.
B
Problem 8. Let (X, A, ) be a finite measure space. Suppose fn Lp (X) for n = 1, 2, . . . , fn f a.e.,
f Lp (x), and kfn kp kf kp . Show that fn f in Lp (x). (Hint: Use Egoroffs Theorem.)
Proof.
21
Fall 2016
\
Aj = lim (Aj ).
j=1
(b) Give an example of a measure space (X, A, ), ( additive) with (X) = , and a sequence of
decreasing measurable sets {Aj }jN in A such that (a) fails.
Proof.
(a) ()
Assume that is countable additive, and let {Aj }jN in A be a decreasing sequence, that is, Aj Aj+1
for all j N. We need to create a disjoint sequence from {Aj }. So, let Bj = A1 \Aj . Thus,
!
!
!
[
[
\
Bj =
A1 \Aj = A1 \
Aj
j=1
j=1
j=1
= (A1 )
!
Aj
j=1
= (A1 ) lim
n
n
\
!
Aj
j=1
!
Aj
= lim (An ).
n
j=1
()
Assume that for every decreasing sequence {Aj }jN in A, we have
!
Aj = lim (Aj ).
j
j=1
Since
Aj A, we have
j=1
(A1 ) = A1
j=1
\
c !
+ A1
Aj
=
j=1
j=1
!
Aj
22
!
Aj +
[
j=1
!
A1 Acj
\
j=1
!
Aj +
[
j=1
!
A1 \Aj .
Fall 2016
Thus,
!
Aj
= (A1 )
j=1
[
j=1
!
A1 \Aj
= lim (An )
n
(b)
Problem 2. Let (X, A, ) be a measure space such that (X) > 0. Let f : X R be measurable and
suppose that f is finite -a.e. Show that there exists Y A such that (Y ) > 0 and f is bounded on Y .
Proof.
23
Fall 2016
Problem 3. Let (X, A, ) be a finite measure space. Let {fn }nN be a sequence of measurable functions
fn : X R that converges almost everywhere to a measurable function f : X R. Show that the sequence
{fn }nN converges to f in measure.
Proof. Since fn converges to f pointwise almost everywhere in X, we can apply Egoroffs Theorem. So, for
each > 0, there exists a set B A such that (B) < and such that fn f uniformly on X\B. In other
words, for each > 0, there exists N N such that |fn (x) f (x)| < for all n N and all x X\B. This
means that for all x B, |fn (x) f (x)| for all n N . So, we have that
B = {x | |fn (x) f (x)| }.
Since (B) < , we can conclude that fn converges in measure to f .
Problem 4. Determine if the following limits exist. If the limit exists, find the limit and justify your answer:
Z n
x n
dx.
(a) lim
1
n 0
n
Z +
sin(x/n)
(b) lim
dx.
n R
1 + x2
Z
(c) lim
f (x)gn (x) d(x) where f : R R is a continuous
n
Proof.
24
Fall 2016
1
n
if |x| n,
if |x| > n.
Find
Z
lim fn = f and lim
fn (x) d(x).
R
Explain why your result does not contradict the Lebesgue dominated convergence theorem.
Proof. Exercise III.9
Problem 6. Let (X, A, ) be a measure space. Assume that fn L1 (X, ) for n N and that
Z
X
n=1
Show that
(a) The series
n=1
Z
X
n=1
Proof.
25
fn (x) d(x).
Fall 2016
Problem 8. For < a < b < let I = [a, b] and let be a signed measure on I (with respect to the
Borel -algebra). Let f (x) = ([a, x]). Then f is of bounded variation.
Proof. Since is a signed measure, there exists a real number Mx for each x [a, b] such that
|([a, x])| = |f (x)| Mx .
Let 4 be an arbitrary partition
4 = {a = t0 tn = x}
of [a, x] by finitely many points. Then, we have
v(4) =
n
X
|f (ti ) f (ti1 )|
i=1
n
X
Mti + Mti1 R.
i=1
26
Fall 2016
Problem 2. Let (X, A, ) be a measure space and suppose fn : X R is a measurable function for each
n N. Prove that the set
n
o
x | lim fn (x) exists
n
is a measurable set.
Proof. Exercise II.24.
Problem 3. Suppose A and B are Lebesgue measurable subsets of R, each one of strictly positive but finite
measure. Prove that there exists a number c R such that
l((A + x) B) > 0,
where l denotes Lebesgue measure. (Hint: Consider the outer measure of A and B. Or, alternatively,
consider the convolution 1A 1B and use Fubinis Theorem.)
Proof. Exercise II.22.
27
Fall 2016
lim
for all Lebesgue integrable functions f on R. (Hint: The compactly supported step functions are dense in
L1 (R).
Proof.
Problem 5. Let f (x) =
sin x
x
if x > 0
Prove that lim
if x = 0.
b
Proof.
28
Z
0
Fall 2016
Z
cos(xy)g(y) dy for x R and g and integrable function on R. Show that f
is continuous.
Proof. Exercise III.14.
Problem 7. Show that if f is absolutely continuous on [a, b], then the total variation Vax f , where x [a, b]
is given by
Z x
Vax f =
|f 0 (t)| dt.
a
0
Proof.
Problem 8. Let X be the set of Lebesgue measurable functions on [0, 1]. For f, g X, define
Z
(f, g) =
0
|f (x) g(x)|
dx.
1 + |f (x) g(x)|
Proof.
29
Fall 2016
30
1
= 0.
m
Fall 2016
Z
f dl.
E
S
E=
En and (En ) < for all n.
n=1
Proof.
(a) Suppose that l(E) = 0. Thus, E is a null set, and the Lebesgue integral of any function over a null set
is zero. Thus, (E) = 0. This implies that l.
(b)
Problem 4. Suppose A and B are measurable subsets of R, each one of strictly positive but finite measure.
Prove that there exists a number c R such that l((A + c) B) > 0.
Proof. Exercise II.22.
31
Fall 2016
nN
An
Z
(b) Prove or disprove: lim
f d = 0.
S
Xn
nN
Proof.
(a) Since f L1 (X, A, ), we have f = f + f for f + , f , L+ . Since X is -finite, we have
Z
Z
Z
lim
f d = lim
f + d lim
f d
n A
n A
n A
n
n
n
Z
Z
h d
= lim sup
g d lim sup
n 0gf
gS1
n 0hf
hS1
An
An
Z
lim
Mg d lim
sup
n 0gf
gS1
= lim
Z
sup
n 0gf
gS1
An
sup Mh (An )
n 0hf
hS1
n 0gf
gS1
0hf
hS1
= 0.
(b)
32
Mh d
An
(Mg , Mh R+ )
Fall 2016
then
nN
f (x) dx =
0
XZ
fn (x) dx.
nN
Proof. Define the function g : N [0, 1] with g(n, x) = fn (x) on the measure space (N X, A B, )
where is the counting measure. Since fn is Lebesgue integrable, its measurable. Also, all functions defined
on N are measurable with respect to the counting measure. So, g is measurable on NZ X. Thus, |g| is
X
g d =
g. So,
measurable as well. Note that in N with respect to the counting measure, we have that
N
nN
by Tonellis Theorem,
1
XZ
|fn (x)| dx =
nN
XZ
Z
|g| d =
nN
|g| =
0 nN
0 nN
So, by Fubinis Theorem, we know that |g| = |fn (x)| is integrable on N. So,
nN
fn is
nN
absolutely convergent and thus convergent a.e. to a function f . Since fn is integrable for all n N, so is f .
n
P
Define sn :=
fi . So, sn is a monotone increasing sequence of integrable functions that converge to f a.e.
i=1
Z
f (x) dx =
Z
lim sn = lim
0 n
Z
sn = lim
n
1X
i=1
fi = lim
n Z
X
i=1
fi =
X Z
n
fn dx.
Z
cos(xy)g(y) dy for x R, where g is an integrable function on R. Show that
33
Fall 2016
Problem 8. Suppose that f and g are in L1 (Rn ) and let h(x, y) = f (x y)g(y). Show that h L1 (R2n ).
Use this to show that the function
Z
f g(x) =
f (x y)g(y) dy
Rn
is defined for almost all x and that f g L1 (Rn ). Then show that
kf gk1 kf k1 kgk1 .
(Hints: (i) You may assume in this problem that the function h is Lebesgue measurable on R2n . (ii) You may
use Fubinis Theoem and/or Tonellis Theorem, being very careful to show that all hypotheses are satisfied.)
Proof. Since h is measurable on R2n , Tonellis Theorem tells us that
Z Z
|f (x y)g(y)| dl(x) dl(y)
Rn
Rn
Rn
Z
|g(y)|
f (x y) dl(x)
Rn
dl(y)
Rn
Z
|g(y)|
f (x) dl(x)
Rn
Rn
! Z
|g(y) dl(y)
=
Rn
dl(y)
!
|f (x)| dl(x)
Rn
<
Therefore, h is integrable on R2n and thus h L1 (R2n ). We also have that h is integrable
on Rn Rn . So,
Z
Fubinis Theorem tells us that h(x, ) = f (x y)g(y) is integrable a.e. on Rn . Thus,
f (x y)g(y) dl(y)
Rn
is defined almost everywhere on Rn . So, since h is integrable on Rn Rn , so is |h|. Note that |h|(, y) =
|h(, y)| = |f (x)g(y)| and |h|(x, ) = |h(x, )| = |f (x y)g(y)|. So, by Fubinis Theorem, we have
Z Z
kf gk1 =
f (x y)g(y) dl(y) dl(x)
Rn Rn
!
Z
Z
Rn
Z
|f (x)g(y)| dl(x)
=
Rn
dl(y)
Rn
Z
=
! Z
f (x) dl(x)
Rn
Rn
= kf k1 kgk1
34
!
g(y) dl(y)
Fall 2016
Problem 2.
(a) State Fatous Lemma for a complete measure space (X, A, ).
(b) Give an example of a sequence fn of nonnegative functions on R for which
Z
Z
f < lim inf
fn ,
R
1
if n is even.
A
Z
Z
fn d = (AC ) if n is even. Thus,
Z
lim inf
Therefore, since the measure of A is nonzero, finite, and positive, so is the measure of AC . Hence,
Z
Z
f d = 0 < lim inf
fn d = min{(A), (Ac )}.
X
35
Fall 2016
Problem 3.
(a) State the Lebesgue Dominated Convergence Theorem for a complete measure space (X, A, ).
(b) Give an example of a sequence fn of nonnegative integrable functions on [0, 1] that converges pointwise
to an integrable function f and for which
Z 1
Z 1
fn 6=
f.
lim
n
Proof.
(a) Let (X, A, ) be a complete measure space. Let fn : X R be a sequence of measurable functions
converging pointwise a.e. to a function f . Suppose there exists an integrable function L such that
|fn (x)| (x) for all x X and for all n N. Then
1. f is integrable and
Z
Z
fn d.
2.
f d = lim
X
(b)
36
Fall 2016
Problem 4.
(a) State the definition of convergence in measure on a measure space (X, A, ).
(b) Give an example of a sequence {fn } of bounded measurable functions on [0, 1] which converge to a
function f in measure but does not converge pointwise at any t [0, 1].
Proof.
(a) On a measure space (X, A, ), a sequence of measurable functions fn is said to converge in measure to
a measurable function f provided that for each > 0, there exits N N such that n N implies that
{x | |fn (x) f (x)| } < .
(b) We cut the interval [0, 1] into n pieces of length for each n N. We then create a sequence of intervals
{In }
n=1 as follows:
[0, 1],
[0, 1/2], [1/2, 1]
[0, 1/3], [1/3, 2/3], [2/3, 1]
[0, 1/4], [1/4, 2/4], [2/4, 3/4], [3/4, 1]
..
.
Define fn = 1In restricted to [0, 1]. Let f . Then {fn } 6 f pointwise since for each x [0, 1],
fn (x) = 1 for an infinite number of n N. Notice that fn =
6 0 on an interval of length 1/m for some
m n. So, as n , m and
1
= 0.
m m
Problem 5. If f is absolutely continuous on an interval (a, b), E (a, b), and m(E) = 0, then
m(f (E)) = 0.
Here m denotes Lebesgue measure and f (E) = {f (x) : x E}.
Proof.
37
Fall 2016
f (x)
1
x4
dx
is finite.
Proof.
Problem 7. Determine
Z
lim
sin
1
n3
x
dx.
n 1 + n2 x3
38
Fall 2016
Problem 8. If E is a measurable subset of [0, 1] prove that there is a measurable subset A E such that
m(A) = 12 m(E). Here m denotes Lebesgue measure.
Proof. Let E be a Lebesgue measurable subset of [0, 1] and let m be Lebesgue measure. Let
f (x) = m([0, x) E) such that f is increasing, f (0) = 0, and f (1) = m(E). Claim that f is continuous. So,
for all > 0, there exists > 0 such that for x, y [0, 1], |x y| < and |f (x) f (y)| < . Let x, y [0, 1]
so that f (y) y and f (x) x. So, since
f (x) = m([0, x) E) x
and
f (y) = m([0, y) E) y,
we have
f (x) f (y) = m([x, y] E) y x.
Take = . Then |f (x) f (y)| |x y| < . Therefore, f is continuous. By the Intermediate Value
T
1
1
Theorem, there exists a c [0, 1] such that f (c) = m(E). Then A = [0, c] E. Thus m(A) = m(E).
2
2
Problem 9. Suppose (X, A, ) is a measure space and m(X) = 1. Suppose f and g are positive measurable
functions on X such that f g 1. Show that
Z
Z
f d(x)
g d(x) 1.
X
Proof.
39