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HW9 Soln Fall18

This document contains solutions to homework problems from a real analysis course. It addresses several concepts related to measurable functions, including: 1. Constructing increasing and decreasing sequences of simple functions that converge uniformly to a bounded measurable function. 2. Showing that any measurable function can be approximated uniformly by semisimple functions. 3. Proving identities relating characteristic functions of sets and their complements and unions. 4. Proving a function is measurable if and only if the inverse image of every Borel set is measurable.

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44 views3 pages

HW9 Soln Fall18

This document contains solutions to homework problems from a real analysis course. It addresses several concepts related to measurable functions, including: 1. Constructing increasing and decreasing sequences of simple functions that converge uniformly to a bounded measurable function. 2. Showing that any measurable function can be approximated uniformly by semisimple functions. 3. Proving identities relating characteristic functions of sets and their complements and unions. 4. Proving a function is measurable if and only if the inverse image of every Borel set is measurable.

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Analysis John
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We take content rights seriously. If you suspect this is your content, claim it here.
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Real Analysis 1, MATH 5210, Fall 2018

Homework 9, Sequential Pointwise Limits and Simple


Approximation, Solutions
3.12. Let f be a bounded measurable function on E. Prove there are sequences of simple functions
on E, {ϕn } and {ψn }, such that {ϕn } is increasing and {ψn } is decreasing and each of these
sequences converges to f uniformly. HINT: Use partitions and refinements of these partitions.
Proof. As in the Simple Approximation Lemma, let (c, d) be an open, bounded interval that
contains the image of E. For n = 1 partition (c, d) as c = y0 < y1 < · · · < yk = d such that
yi − yi−1 < 1/2 for 1 ≤ i ≤ n. Define Ii = [yi−1, yi ) and Ei = f −1 (Ii) for 1 ≤ i ≤ k. As in the
Simple Approximation Lemma, each Ei is measurable. Define the simple function

X
k X
n
ϕ1 = yi−1 χEi and ψ1 = y i χ Ei .
i=1 i=1

Now, for n ∈ N, refine the partition inductively so that in the nth partition satisfies yi −yi−1 <
1/2n (by cutting each subinterval of the partition for n = 1 uniformly into 2n−1 pieces).
Similarly define ϕn and ψn . As in the Simple Approximation Lemma, φn ≤ f ≤ ψn and
0 ≤ ψn − ϕn < 1/2n on E, which implies that |f − ϕn | < 1/2n and |ψn − f| < 1/2n on E. So
{ϕn } and {ψn } converge uniformly on E. Since the n + 1-partition of (c, d) is a refinement of
the n-partition, then {ϕn } is increasing and {ψn } is decreasing.

3.13. A real-valued function is said to be semisimple provided it takes on only a countable number
of values. Let f be any measurable function. Prove that there is a sequence of semisimple
functions {fn } on E that converges to f uniformly on E.
Proof. Let n ∈ N. Consider Ai = [(i − 1)/n, i/n) for i ∈ Z. Then R = ∪·i∈Z Ai . Let

Ei = f −1 (Ai ) = f −1 ([(i − 1)/n, i/n)) = {x ∈ E | (i − 1)/n ≤ f(x) < 1/n}

= {x ∈ E | f(x) ≥ (i − 1)/n} ∩ {x ∈ E | f(x) < i/n}.


P
Then Ei ∈ M and E = ∪·i∈ZEi . Define ϕn (x) = i∈Z (i − 1)/nχEi . Then ϕn is semisimple
and for all x ∈ E, |f(x) − ϕn (x)| < 1/n. So {ϕn } converges uniformly to f on E.

3.20. Let A and B be any sets. Prove that χA∩B = χA · χB , χA∪B = χA + χB − χA · χb , and
χAc = 1 − χA . HINT: Let U be the universal set and justify each claim for all x ∈ U.
Proof. Let U be the universal set.
For x ∈ A ∩ B, we have x ∈ A and x ∈ B so χA∪B = 1, χA (x) = 1, χB (x) = 1, and hence
χA∪B (x) = χA (x) · χB (x). For x 6∈ A ∩ B, we have that either x 6∈ A or x 6∈ B so χA∩B (x) = 0
and either χA (x) = 0 or χB (x) = 0. Hence χA∩B (x) = χA (x) · χB (x). Therefore on all of U
we have χA∩B = χA · χB .
For x ∈ A ∩ B ⊂ A ∪ B we have (as above) that

1 = χA∪B (x) = 1 + 1 − 1 · 1 = 1 = χA (x) + χB (x) − χA (x)χB (x).

For x ∈ A \ B ⊂ A ∪ B we have χA∪B (x) = 1, χA (x) = 1, and χB (x) = 0 and hence

1 = χA∪B (x) = 1 + 0 − 1 · 0 = χA (x) + χB (x) − χA (x)χB (x)

(and similarly for x ∈ B \ A ⊂ A ∪ B). For x 6∈ A ∪ B we have neither x ∈ A nor x ∈ B so


χA∪B (x) = 0, χA (x) = 0, χB (x) = 0, and hence

0 = χA∪B (x) = 0 + 0 − 0 · 0 = χA (x) + χB (x) − χA (x)χB (x).

Therefore on all of U we have χA∪B = χA + χB − χA · χB .


For x ∈ A we have x 6∈ Ac and so χA (x) = 1, χAc (x) = 0 and hence 0 = χAc (x) = 1 −
1 = 1 − χZ (x). For x 6∈ A we have x ∈ Ac and so χA (x) = 0, χZ c (x) = 1 and hence
1 = χAc (x) = 1 − 0 = 1 − χA (x). Therefore on all of U we have χAc = 1 − χA .

3.7. (Bonus) Let the function f be defined on a measurable set E. Prove that f is measurable if
and only if for each Borel set A, f −1 (A) is measurable.
Proof. Let A be the collection of subsets of R such that A ∈ A implies f −1 (A) ∈ M. Recall
that for any function,

f −1 (∪Ai ) = ∪f −1 (Ai ), f −1 (∩Ai) = ∩f −1 (Ai), and f −1 (R \ A) = R \ f −1 (A).

So if {Ai }∞
i=1 ⊂ A, then

f −1 (∪Ai ) = ∪f −1 (Ai ) ∈ M and f −1 (∩Ai ) = ∩f −1 (Ai ) ∈ M

since each f −1 (Ai ) ∈ M and M is a σ-algebra. Also for each A ∈ A, f −1 (R\A) = R\f −1 (A) ∈
M since f −1 (A) ∈ M and M is an algebra. So ∪Ai, ∩Ai , R \ A ∈ A and A is a σ-algebra.
Suppose f is measurable. By Proposition 3.2, for each open set O, f −1 (O) ∈ M. So each
open set O ⊂ R is an element of A; that is O ∈ A. Therefore A is a σ-algebra containing
all open sets. Hence A contains all Borel sets (since the Borels sets, B, form the smallest
σ-algebra containing the open sets). That is, B ⊂ A and the inverse image of every Borel set
is measurable.
Finally, suppose f −1 (A) ∈ M for all Borel sets A. Since each open set O is Borel, then
f −1 (O) ∈ M for all open sets O. Then, by Proposition 3.2, f is measurable.

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