Real Analysis Homework VII

Analysis I
August 22, 2018

Lemma 1. Let {En } be a collection of ascending sets and f an intergrable function on R.

Then, Z Z
f = lim f.
∪∞ n→∞
n=1 En En

Proof. Define m1 = E1 and mn = En ∼ En−1 for all n > 1. Thus, by continuity of

integration,
Z Z m Z
X Z Z
f= f = lim f = lim f = lim f.
S∞ S∞ m→∞ m→∞ Sm m→∞
n=1 En n=1 mn n=1 mn n=1 mn Em

Exercise 4.37. Let f be a integrable function

 R onE. Show that for each  > 0, there is a
natural number N for which if n ≥ N , then  En f  <  where En = {x ∈ E| |x| ≥ n}.

Proof. As f is integrable, define mn = [−n, n] ∩ E, and

Z Z  Z Z 
∞> |f | ≥  f =  f − f .
   
En En E mn

Notice {mn } is a sequence of ascending sets, so by continuity of integration,

Z  Z Z  Z Z  Z Z 
lim  f  =  f − lim f =  f − S f =  f − f  = 0.
       
n→∞ En E n→∞ mn E ∞
mn E E
n=1

Thus, from the

R definition
 of convergence, for all  > 0, there exists an index N such that for
all n ≥ N , En f <  .
 

Exercise 4.44. Let f be integrable over R and  > 0. Establish the following three approx-
imation properties.
R
a. There is a simple function η on R which has finite support and R |f − η| <  (Hint:
First verify this if f is nonnegative.)

1
Proof. As f is integrable, then
Z Z
+
f < ∞ and f − < ∞.
R R

We can also find bounded, nonnegative functions h1R, h2 of finite support where 0 ≤ h1 < f +
and 0 ≤ h2 < f − such that R |f + − h1 | < 4 and R |f − − h2 | < 4 . Similarly, we can find
R

simple functions η1 , η2 , (and notice η1 = 0 and η2 = 0 on the portion of R where h1 = 0 and

h2 = R0 respectively, as 0 ≤ R η1 < h1 and 0 ≤ η2 < h2 thus giving η1 , η2 finite support) such

that R |h1 − η1 | < 4 and R |h2 − η2 | < 4 . Thus, if we define η = η1 − η2 ,
Z Z   Z  
−
(f − h1 ) + (h1 − η1 ) + (f − − h2 ) + (h2 + η2 )
 +  +
|f − η| = (f − η1 ) − (f − η2 ) ≤
 
R R R
Z   Z   Z   Z  
 +  −
≤ f − h1  + h1 − η1  + f − h2  + h2 + η2  < 
     
R R R R

R b. There is a step function s on R which vanishes outside a closed, bounded interval and
R
|f − s| < 
Proof. As Rf is integrable, we can find a bounded measurable set E = [−t, t] for some t > 0.
such that R∼E |f | < 3 . By part a, we can find a simple function η such that
Z Z

|f − η| ≤ |f − η| < .
E R 3
Thus we wish to find a step function s such that
Z Z Z Z
|f − s| ≤ |f | + |f − η| + |η − s| ≤ ,
R R∼E E E

thus it would be sufficient to find a step function s such that on R ∼ E, s = 0 and on E

Z

|η − s| ≤ .
E 3
Pn Sn
Notice that η on E can be written as, η = i=1 ai χEi where i=1 Ei = E. So on Ei ,

η = ai χEi , we can find an open set such that m(O ∼ Ei ) < 6(|ai |+1)n , and we can write O
S∞
as a disjoint union of open intervals O = k=1 Ik and since Ei is bounded, we can find an
index N such that m( ∞
S 
PN
k=N Ik ) < 6(|ai |+1)n . On Ei define si = j=1 ai χIj and thus

Z N Z
X ∞
X Z
|si − ai χEi | ≤ |ai (χE∩Ij − χIj )| + |ai (χE∩Ik )|
E j=1 E k=N +1 E

N ∞ ∞
 [   [  [  
≤ |ai | m Ik ∼ E + Ik ∼ E ≤ |ai |m(O ∼ Ei ) + |ai |m Ik ≤ .
i=1 i=N +1 k=N
3n

2
 Pn
If we continue such a process for all Ei , and define s = i=1 si , we will find
Z n Z
X 
|η − s| ≤ |ai χEi − si | ≤ ,
E i=1 E 3
R
thus R
|f − s| < .

R c. There is a continuous function g on R which vanishes outside a bounded set and

R
|f − g| < .
Proof. By the results of part
R b, we can find a step function, s1 that vanishes for some
bounded measurable set E, R |f − s1 | ≤ 2 . Define s by taking the step function guaranteed
by the previous theorem, and attaching
Pn+1two bounded intervals two the left endpoint and
right endpoint, which will thus s = i=0 ai χ[xi−1 , xi ], and thus a0 = 0 and an+1 = 0. We
wish to find a continuous function g such that
Z Z Z
|f − g| ≤ |f − s| + |s − g| < ,
R R E

and thus it is sufficient to show

Z n+1 Z
X 
|s − g| ≤ |ai − g| ≤ .
E i=0 [xi−1 ,xi ] 2

Thus, it would also be sufficient for [xi−1 , xi ],

Z

|ai − g| ≤ .
[xi−1 ,xi ] 2(n + 2)
δ1
Define δi = min{, l([xi−1 , xi ])}, and thus on [xi−1 , xi−1 + (ai −ai−1 )(2(n+2))
],

ai − ai−1
g(x) = ai−1 + (x − xi−1 ),
xi − xi−1

and otherwise, on [xi−1 , xi ], g = ai . Then,

Z Z

|ai − g| = |ai − g| = ,
[xi−1 ,xi ] [xi−1 ,xi−1 + (a
δi
] 2(n + 2)
i ai−1 )n

and as we have show

R in previous homeworks, by this linear interpolation, our creation g will
be continuous and R |f − g| < .

Exercise 4.46. (Riemann-Lebesgue) Let f be integrable over (−∞, ∞). Show that
Z ∞
lim f (x) cos(nx)dx = 0.
n→∞ −∞

3
Proof. As f is integrable, we can find a step function s which vanishes outside a bounded
set T such that R |f − s| ≤ 2 . Thus
R

Z Z Z Z
f (x) cos(nx) = (f (x)−s(x)+s(x)) cos(nx) = (f (x)−s(x)) cos(nx)+ s(x) cos(nx).
R R R R

As s vanishes outside a bounded set T ,

m m
sin(nxi ) − sin(nxi+1 )
Z Z X Z X
s(x) cos(nx) = s(x) cos(nx) = ai cos(nx) = ai .
R T i=0 [xi ,xi+1 ] i=0
n

We know m
X sin(nxi ) − sin(nxi+1 )
lim ai = 0,
n→∞
i=0
n
thus there exists an index N such that if n > N
Z

s(x) cos(nx) > .
R 2

As −|f − s| < (f (x) − s(x)) cos(nx) < |f (x) − s(x)|,

−
Z

≤ (f (x) − s(x)) cos(nx) ≤ .
2 R 2
Thus Z
 
0≤ f (x) cos(nx) < + < .
R 2 2

Exercise 4.49. Let f be integrable over R. Show that the following four assertions are
equivalent:
(i) Rf = 0 a.e on R
(ii) RR f g = 0 for every bounded measurable function g on R
(iii) RA f = 0 for every measurable set A
(iv) O
f = 0 for every open set O

Proof. Assume (i). As g is bounded and measurable, it is finite. On A = {x ∈ R|f (x) = 0},
f g = 0, and m(R ∼ A) = 0 thus
Z Z Z
fg = fg + f g = 0.
R R∼A A

Assume (ii). Let A be a measurable set and g = χA , then

Z Z Z
0= fg = f χA = f.
R R A

4
Assume (iii). As open sets are measurable, let A = O be an open set, then
Z
0= f
O

Assume (iii). As open sets are measurable, let A = O be an open set, then
Z
0= f
O

R
Assume (iv). As R is open, 0 = R
f be an open set, then let C be a closed set and there
exists an open set O such that
Z Z Z
0= f− f= f.
R O C

Define A = {x ∈ R|f (x) 6= 0} and for sake of contradiction, assume that this set is of
positive measure, and without loss of generality, assume A+ = {x ∈ R|f (x) > 0} has
positive measure, and thus on this set, f > 0. Thus, as A+ is measurable, we
R can find a
closed set C ⊆ A such that m(C) > 0, thus as f is nonnegative on this set, C f (x) > 0,
which is a contradiction. Therefore A is of measure zero, and f = 0 a.e.

Exercise 5.7. Let E have finite measure, {fn } → f in measure on E and g be a measurable
function on E that is finite a.e. on E. Prove that {fn .g} → f g in measure, and use this
to show that {fn f } → f 2 in measure. Infer from this that if {gn } → g in measure, then
{fn gn } → f g in measure.

Proof. (1) Let  > 0 and η > 0. We wish to show that there is an index N such that if
n > N,
m({x ∈ E| |g(x)(f (x) − fn (x))| > η} < .
As g is finite a.e, for all k > 0,
 η
x ∈ E| |g(x)(f (x) − fn (x))| > η} ⊂ {x ∈ E| |g(x)| > K} ∪ {x ∈ E| |(f (x) − fn (x))| > .
k
We can find an K > 0 such that for all k > K, m({x ∈ E| |g(x)| > k}) < 2 and as
{fn } converges in measure to f , we can find an index N such that if n > N , m({x ∈
η
E| |(f (x) − fn (x))| > k ) < 2 . If we look at the limit as k → ∞. As for all k if n > N , then,

η
m({x ∈ E| |g(x)| > K} ∪ {x ∈ E| |(f (x) − fn (x))| > )
k
η
≤ m({x ∈ E| |(f (x) − fn (x))| > ) + m({x ∈ E| |g(x)| > k}) ≤ ,
k
{fn g} must converge in measure to f g.

5
(2) Let  > 0 and η > 0. We wish to show that there is an index N such that if n > N ,

m({x ∈ E| |(fn2 (x) − f 2 (x))| > η} < .

This is equivalent to

m({x ∈ E| |(fn (x) − f (x))2 − 2fn2 (x) + 2f (x)fn (x)| > η} < .

Notice f by the definition of convergent in measure is finite a.e and

x ∈ E| |(f (x) − fn (x))2 − 2fn2 (x) + 2f (x)fn (x)| > η}



√ η
⊂ {x ∈ E| |(f (x) − fn (x))| > η} ∪ {x ∈ E| |f (x)(f (x) − fn (x))| > .
2
From the previous part, we know we can find an index N such that if n > N then m({x ∈
E| |f (x)(f (x) − fn (x))| > η2 }) < 2 and also as {fn } converges in measure to f, there is
√
an index K such that if k > K, m({x ∈ E| |(f (x) − fn (x))| > η} < 2 ), thus if we let
R = min{N, K}, then if r > R,

m({x ∈ E| |(fn (x) − f (x))2 − 2fn2 (x) + 2f (x)fn (x)| > η}) < .

Thus {fn g} must converge in measure to f g.

(3) Let  > 0 and η > 0. We wish to show that there is an index N such that if n > N ,

m({x ∈ E| |((fn (x)gn (x) − f (x)g(x)))| > η} < .

This is equivalent to

−(fn (x) − gn (x))2 2 (f (x) − g(x))2

m({x ∈ E| | + fn (x) + gn (x) + − f 2 (x) − g(x)| > η} < .
2 2
Notice f, g by the definition of convergent in measure are finite a.e and

−(fn (x) − gn (x))2 (f (x) − g(x))2

m({x ∈ E| | + fn2 (x) + gn (x) + − f 2 (x) − g(x)| > η} < .
2 2
⊂ {x ∈ E| |(f 2 (x) − fn2 (x))| > η}
(f (x) − g(x))2 (fn (x) − gn (x))2 η
∪{x ∈ E| |(g 2 (x) − gn2 (x))| > η} ∪ {x ∈ E| | − |> .
2 2 2
From the previous part, we know we can find an index N such that each of these sets are
less than 2 , and thus our origimal set is less than  for such a choice of N . Thus {fn gn }
must converge in measure to f g.

Exercise 5.17. Let f be aR function on [0, 1] that is continuous on (0, 1]. Show that it is
possible for the sequence { [1/n,1] f } to converge and yet f is not Lebesgue integrable over
[0, 1]. Can this happen if f is nonnegative?

6
Proof. Let  > 0. Define I1 = [ 21 , 1] and In = [ n+1
1 1
, n+1 ]. Define the function f on the set
[0, 1] to be: (
f (x) =  n2 +n   0   if x = 0
1
2
π sin 2π n2 + n x − n+1 if x ∈ In
If we were to look at any point in the interior of In , the function f is continuous. Otherwise,
at n1 , there exists a δ1 such that f ( n1 ) meets the  challenge on In−1 and there exists a δ2
1
such that f ( n+1 ) meets the  challenge on In , and let δ = min{m(In )/2, δ1 , δ2 }, and thus if
     R1 R1
y ∈ Bδ n1 , then f (y) ∈ B f n1 . Now for all 1/n f = 0, thus, { 1/n f } → 0. However,
by the definition of Lebesgue integrable for general functions, in order for f to be integrable,
Z 1
|f | < ∞.
0

Notice that Z 1
|f | = n,
1/n

and thus the limit as n goes to infinity does not converge to a real number, and thus, the
function is not integrable. We cannot construct such a problem if we restrict f to nonnegative
functions, as what made f fail to be integrable was the function’s negative portion on each
interval having the same area as the positive portion, and the total area in each interval
being constant.

Exercise 6.9. Show that a set E of real numbers has measure zero if and only if there is a
countable collection ofPopen intervals {Ik }∞
k=1 for which each point in E belongs to infinitely
∞
many of the Ik ’s and k=1 m(Ik ) < ∞.

Proof.

Exercise 6.10. (Riesz-Nagy) Let E be a set of measure zero contained in the open interval
(a, b). According to the preceding problem, there is a countable collection of open intervals
∞
contained in (a, b), {(dP
k , ck )}k=1 for which each point in E belongs to infinitely many intervals
in the collection and ∞ k=1 (dk − ck ) < ∞. Define

∞
X
f (x) = l((ck , dk ) ∩ (−∞, )) for all x in (a, b).
k=1

Show that f is increasing and fails to be differentiable at each point in E.

Proof.

Exercise 6.18. Show that if f is defined on (a, b) and c ∈ (a, b) is a local minimizer for f ,
−
then Df (c) ≤ 0 ≤ Df (c).
−

7
Proof.
−
Exercise 6.19. Let f be continuous on [a, b] with Df ≥ 0 on (a, b). Show that f is
−
increasing on [a, b]. (Hint: First show this for a function g for which Df (x) >  > 0 on (a, b).
Apply this to the function g(x) = f (x) + x.)

Proof.