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MATH5011 Exercise 3.2013

The document contains 10 problems related to measure theory and Lebesgue measure: 1) Prove a conclusion of the Lebesgue Dominated Convergence Theorem replacing a condition. 2) Show the equivalence of two conditions for convergence in measure. 3) Define an outer measure and show it exists and is also an outer measure. 4) Extend a premeasure to a measure on a generated sigma-algebra. 5) Show a completion of a measure space generates a sigma-algebra. 6) Find a complete measure space related to a theorem. 7) Show the Baire sigma-algebra coincides with the Borel sigma-algebra. 8) Show an open ball cannot be disjoint

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Defri Ahmad Lagu Lamo
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96 views3 pages

MATH5011 Exercise 3.2013

The document contains 10 problems related to measure theory and Lebesgue measure: 1) Prove a conclusion of the Lebesgue Dominated Convergence Theorem replacing a condition. 2) Show the equivalence of two conditions for convergence in measure. 3) Define an outer measure and show it exists and is also an outer measure. 4) Extend a premeasure to a measure on a generated sigma-algebra. 5) Show a completion of a measure space generates a sigma-algebra. 6) Find a complete measure space related to a theorem. 7) Show the Baire sigma-algebra coincides with the Borel sigma-algebra. 8) Show an open ball cannot be disjoint

Uploaded by

Defri Ahmad Lagu Lamo
Copyright
© Attribution Non-Commercial (BY-NC)
We take content rights seriously. If you suspect this is your content, claim it here.
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MATH5011 Exercise 3

Standard notations are in force. (1) Prove the conclusion of Lebsegues dominated convergence theorem still holds when the condition {fk } converges to f a.e. is replaced by the condition {fk } converges to f in measure. (2) Let fn , n 1, and f be real-valued measurable functions in a nite measure space. Show that {fn } converges to f in measure if and only if each subsequence of {fn } has a subsubsequence that converges to f a.e.. (3) Let X be a metric space and C be a subset of PX containing the empty set and X . Assume that there is a function : C [0, ] satisfying () = 0. For each > 0, show that (a) (E ) = inf
k

(Ck ) : E
k

Ck ,

diameter(Ck )

is an outer measure on X , and (b) (E ) = lim0 (E ) exists and is also an outer measure on X . (4) Here we consider an application of Caratheodorys construction. An algebra A on a set X is a subset of PX that contains the empty set and is closed under taking complement and nite union. A premeasure : A [0, ] is a nitely additive function which satises: () = 0 and ( whenever Ek are disjoint and
k=1 k=1 k=1

Ek ) =

(Ek )

Ek A. Show that the premeasure can

be extended to a measure on the -algebra generated by A. Hint: Dene the outer measure (E ) = inf
k

(Ek ) : E
k

Ek , Ek A .

This is called Hahn-Kolmogorov theorem. (5) Let (X, M, ) be the completion of (X, M, ) as described in Ex 1. Show that M is the -algebra generated by M and all subsets of measure zero sets in M. (6) Find a complete measure space (X, M, ) in which M is related to Theorem 2.2. (7) Let X be a metric space and C (X ) the collection of all continuous real-valued functions in X . Let A consist of all sets of the form f 1 (G) which f C (X ) and G is open in R. The Baire -algebra is the -algebra generated by A. Show that the Baire -algebra coincides with the Borel -algebra B . (8) Show that the open ball {(x, y ) : x2 + y 2 < 1} in R2 cannot be expressed as a disjoint union of open rectangles. Hint: What happens to the boundary of any of these rectangles? This is in contrast with the one-dimensional case. (9) Show that every open set in Rn can be expressed as a countable almost disjoint union of rectangles. Here almost disjoint means the interiors of rectangles are mutually disjoint. The following problems are concerned with the Lebesgue measure. Let R = I1 I2 In , Ij bounded intervals (open, closed or neither), be a rectangle in Rn . (9) For a rectangle R in Rn , dene its volume to be |R| = (b1 a1 ) (b2 a2 ) (bn an ) where bi , ai are the right and left endpoints of Ij . Show that MC . This problem

(a) if R =
k=1

Rk where Rk are almost disjoint (thats, their interiors are


N

pairwise disjoint), then |R| =


k=1 N

|Rk |.

(b) If R
k=1

Rk , then
N

|R|
k=1

|Rk |.

(10) Let R be the collection of all closed cubes in Rn . A closed cube is of the form I I where I is a closed, bounded interval. (a) Show that (R, | |) forms a gauge, and thus it determines a complete measure Ln on Rn called the Lebesgue measure. (b) Ln (R) = |R| where R is a cube, closed or open. (c) For any set E and x Rn , Ln (E + x) = Ln (E ). Thus the Lebsegue measure is translational invariant. (d) Show that the Lebesgue measure is a Borel measure. Hint: Use Caratheodorys criterion. (e) Show that for every E Rn , Ln (E ) = inf Ln (G) : E G, G open . It means that the Lebsegue measure is outer regular.

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