Alberto Torchinsky

Problems in
Real and Functional
Analysis
Problems in
Real and Functional
Analysis

Alberto Torchinsky

Graduate Studies
in Mathematics
Volume 166

American Mathematical Society

Providence, Rhode Island
 EDITORIAL COMMITTEE
Dan Abramovich
Daniel S. Freed
Rafe Mazzeo (Chair)
Gigliola Staffilani

2010 Mathematics Subject Classification. Primary 26-01, 28-01, 46-01, 47-01.

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w w w .a m s . o r g /b o o k p a g e s /g s m - 166

L ib ra ry o f C on g ress C a ta lo g in g -in -P u b lica tio n D a ta

Torchinsky, Alberto.
Problems in real and functional analysis / Alberto Torchinsky.
pages cm. — (Graduate studies in mathematics ; volume 166)
Includes index.
ISBN 978-1-4704-2057-4 (alk. paper)
1. Mathematical analysis— Textbooks. 2. Functional analysis— Textbooks. 3. Set theory—
Textbooks. I. Title.
QA300.T65 2015
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10 9 8 7 6 5 4 3 2 1 20 19 18 17 16 15
To M assi
Contents

Preface ix

P a rt 1 . P r o b le m s

Chapter 1. Set Theory and Metric Spaces 3

Problems 6

Chapter 2. Measures 13
Problems 15

Chapter 3. Lebesgue Measure 29

Problems 30

Chapter 4. Measurable and Integrable Functions 41

Problems 44

Chapter 5. IP Spaces 59
Problems 60

Chapter 6. Sequences of Functions 75

Problems 76

Chapter 7. Product Measures 93

Problems 95

Chapter 8. Normed Linear Spaces. Functionals 105

Problems 108

V il
vm Contents

Chapter 9. Normed Linear Spaces. Linear Operators 125

Problems 127

Chapter 10. Hilbert Spaces 147

Problems 150

P art 2 . S o lu tio n s

Chapter 11. Set Theory and Metric Spaces 169

Solutions 169

Chapter 12. Measures 191

Solutions 191

Chapter 13. Lebesgue Measure 221

Solutions 221

Chapter 14. Measurable and Integrable Functions 249

Solutions 249

Chapter 15. IP Spaces 283

Solutions 283

Chapter 16. Sequences of Functions 315

Solutions 315

Chapter 17. Product Measures 349

Solutions 349

Chapter 18. Normed Linear Spaces. Functionals 365

Solutions 365

Chapter 19. Normed Linear Spaces. Linear Operators 403

Solutions 403

Chapter 20. Hilbert Spaces 433

Solutions 433

Index 465
Preface

Students tell me that they learn mathematics primarily from doing prob­
lems. They say that a good course is one that motivates the material dis­
cussed, building on basic concepts and ideas leading to abstract generality,
one that presents the “big picture” rather than isolated theorems and results.
And, they say that problems are the most important part of the learning
process, because the problems force them to truly understand the defini­
tions, comb through the proofs and theorems, and think at length about the
mathematics.
Exercises that require basic application of the theorems highlight the
power of the theorems. They also offer an opportunity to encourage stu­
dents to construct examples for themselves. Problems can also be used to
explore counterexamples to conjectures. Supplying a counterexample helps
the student gain insight into theorems, including an understanding of the
necessity of the assumptions. Well-crafted problems review and expand on
the material and give students a chance to participate in the mathematical
process. Open-ended problems ( “Discuss the validity o f . . . ” ) afford the stu­
dents the opportunity to adjust to researching and discovering mathematics
for themselves.
The purpose of this book is to complement the existing literature in in­
troductory real and functional analysis at the graduate level with a variety of
conceptual problems, ranging from readily accessible to thought provoking,
mixing the practical and the theoretical. Students can expect the solutions
to be written in a direct language, one they can understand; always the most
“natural” rather than the most elegant solution is presented.
The book consists of twenty chapters: Chapters 1 through 10 contain
the Problems, and Chapters 11 to 20 contain (selected) Solutions. Chapters

IX
X Preface

1 to 7 cover topics in real analysis, from set theory and metric spaces to
Fubini’s Theorem, and Chapters 8 to 10 cover topics in functional analysis,
from functionals and linear operators on normed linear spaces to Hilbert
spaces. Each of the Problem chapters opens with a brief reader’s guide
stating the needed definitions and basic results in the area and follows with
a short description of the problems. There are 1,457 problems.
The notation used throughout the book is standard or else is explained
as it is introduced. “Problem 2” means that the result alluded to appears as
the second item of the chapter in question, and “Problem 3.2” means that
it appears as the second item in Chapter 3.
It is always a pleasure to acknowledge the contributions of those who
make a project of this nature possible. Mary Letourneau was the best editor
and Arlene O ’Sean the best project manager this ambitious project could
have had. M y largest debt is to the students who attended the real variables
courses I taught through the years and kept a keen interest in learning
throughout the ordeal. Many examples, counterexamples, problems, and
solutions are due to them. They also proofread the text and made valuable
suggestions. I owe them much. I assume full responsibility for any typos
that the text may have and apologize for any confusion they may cause. To
quote from John Dryden: “Errors, like straws, upon the surface flow; He
who would search for pearls must dive below.”

A . Torchinsky
Part 1

Problems
 Chapter 1

Set Theory
and Metric Spaces

In this chapter we revisit basic notions of set theory and metric spaces.
W e consider sets in a naive fashion. As Cantor said, “A set is a collection
into a whole of definite, distinct objects of our intuition or our thought.”
W e say that the sets A and B are equivalent if there is a 1- 1, onto function
/ : A B. A finite set is one that is empty, denoted 0, or equivalent
to { 1 , . . . , n } for some n G N; any set that is not finite is called infinite.
Infinite sets equivalent to N are called countable, all other infinite sets are
uncountable. Often the term countable is applied to a set that is equivalent
to any subset of N.
Equivalent sets cannot essentially be told apart, which motivates the
following informal definition. W e associate with a set A its cardinal number,
denoted card(A) or o, with the property that any two equivalent sets have
the same cardinality. 0 is the cardinal number of the class of sets equivalent
to 0, n that of { 1 , . . . , n } , No that of N, and c that of [0,1] or M.
The inclusion relation for sets translates into a comparison relation for
cardinal numbers. More precisely, given cardinals a, 6, we say that a < b
if there are sets A ,B with card(A) = a and card(B) = b such that A
is equivalent to a subset of B. The Cantor-Bernstein-Schroder theorem
asserts that if there exist injective functions f :A B and g :B A,
then there exists a bijection h:A B. Thus if card(A) < card(B) and
card(B) < card (A ), then card(A) = card(B).
A s for the arithmetic operations, given cardinals a, b and disjoint sets
A, B with card(A) = a and card(B) = b, a + b is defined as the cardinal of

3
4 1. Set Theory and Metric Spaces

AUB-, the product a-bis similarly defined as the cardinal of A x B. And

6° is defined as the cardinal of BA, the collection of maps from A into B.
W e say that (M, x ) is an ordered set if the relation x on M x M is a
partial order on M, i.e., it satisfies the following three properties: (i) m X m
for every m G M. (ii) If mi -< m2 and m2 X mi, then mi = m2 • (iii) If
mi X m2 and m2 X m3 , then mi X m3 .
Given an ordered set (M, x ) , we say that m G M is the first element
of M if m precedes any other element of M. W e say that an ordered set
(M, x ) is well-ordered if it has a first element and any of its subsets ordered
with the restriction order has a first element. Zermelo proved that every set
can be well-ordered provided the axiom of choice is assumed. In one of its
equivalent formulations the axiom of choice states that given an arbitrary
family A = {Ai : %G 1} of nonempty sets indexed by a (nonempty) set
I, there exists a function / : I -> (Jig/ Ah called the choice or selection
function, such that f(i) G Ai for each i € I.
In particular, the axiom of choice is equivalent to Zorn’s lemma — or
Zorn’s dilemma as Zorn used to say — which can be stated as follows. M
is said to be totally ordered if for any m 7^ ml £ M, m X vr\! or m! X m.
And M' C M is said to have an upper bound m € M if m' X m for all
m! G M'\ note that m need not be an element of M 1. A n element m € M
is said to be maximal if there is no m' G M so that m X m'. Finally, we
say that A C M is a chain in M if A, equipped with the induced order
relation x |a , is totally ordered. Zorn’s lemma asserts that if every chain
in a partially ordered set (M, x ) has an upper bound, then (M , x ) has a
maximal element.
A s an immediate application of Zorn’s lemma it follows that a linear
space over a field contains a maximal linearly independent set, i.e., a basis.
A Hamel basis is a basis of R as a linear space over Q .
Finally, we need ordinals, in particular one, il. By Zermelo’s theorem
there exist uncountable well-ordered sets and there is one with the property
that all of its initial segments are countable. The ordinal of this set is
denoted il.

Recall that a metric space (X, d) is a nonempty set X together with a

nonnegative real-valued function d on X x X, called a metric, such that for
all x, y, z G X the following three properties hold: (i) d(x, y) = 0 iff x — y.
(ii) d(x,y) = d(y,x). (iii) d(x,y) < d(x,z) + d(z,y).
In a metric space the balls B(x,r) = {y G X : d(x,y) < r}, r > 0,
induce a natural topology on X where the open sets O are those sets such
that if x G O, there exists B(y,r ) C O with x G B(y,r)-, closed sets are the
complements of open sets. W e say that x G A C X is an interior point of
1. Set Theory and Metric Spaces 5

A if x G B(y,r ) where B(y,r) c A ; int(A ), the interior of A , denotes the

collection of interior points of A and is the largest open subset of A. The
closure A of A is the smallest closed subset of X that contains A, i.e., the
intersection of all closed sets containing A.
W e say that a metric space (X,d ) is
complete if all Cauchy sequences
d) converge. Cantor’s nested theorem asserts that the intersection of
of ( X ,
any nested sequence of nonempty compact subsets of a metric space X is
nonempty iff ( X , d) is complete.
W e say that G is a Gg set in X if G is the intersection of a countable
family of open sets in X ; similarly, F is an Fa set in X if F is the countable
union of closed sets in X .
W e say that D c X i s dense if D D O ^ 0 for every open set O in X . A
set in X is said to be nowhere dense if its closure has empty interior. The
sets of first category in X are those that are countable unions of nowhere
dense sets; all other sets are said to be of second category in X .
W e say that a metric space ( X , d) is a Baire space if every set of first
category in X has empty interior. The Baire category theorem asserts that
a complete metric space ( X , d) is of second category in itself, i.e., X cannot
be represented as a countable union of nowhere dense sets.

The problems in this chapter cover the various areas described above.
They include observations dealing with the basic set-theoretical nature of
sets, including the fact that the countable intersection of dense Gg sets
is a dense Gg set, Problem 4, and the construction and properties of the
Cantor set, or Cantor discontinuum, Problems 1 8-19 , as well as the Cantor-
Lebesgue function Problem 20. In the area of the Baire category problems
include the existence (and abundance) of functions satisfying various prop­
erties, Problems 3 7 -3 8 , as well as the nature of the set of discontinuities
of a continuous function, Problems 3 5-37 . In the area of limits of continu­
ous functions, we consider if x q > the characteristic function of the rationals,
is the limit of continuous functions, Problem 41, and whether pointwise
convergence corresponds to metric convergence for an appropriate metric,
Problem 42. The properties of the Baire class Bi, i.e., those functions that
are pointwise limits of continuous functions, are covered in Problems 4 3-51 .
Cardinality and cardinal arithmetic are discussed in Problems 5 4 -7 0 , and
the Hamel basis is discussed in Problems 7 2 -7 4 .

The interested reader can further consult, for instance, K . Devlin, The
Joy of Sets: Fundamentals of Contemporary Set Theory, Springer-Verlag,
2000; W . Brito, El Teorema de Categoría de Baire. Sus Aplicaciones, Edi­
torial Académica Española, 2011; R .-L . Baire, Sur les fonctions de variables
réelles, Annali di M at. Ser. 3 (1899), no. 3, 1 -123.
6 1. Set Theory and Metric Spaces

Problems

1 . Let (X , d) be a metric space. Prove that the following statements

axe equivalent: (a) ( X , d) is a Baire space, (b) The countable intersection
of open dense sets is dense, (c) If A is of first category, Ac contains a dense
Gs subset.
2 . Let (X, d) be a Baire space. Discuss the validity of the following
statement: A C X is nowhere dense iff Ac = X.

3 . Let (X, d) O of X is a
be a Baire space. Prove: (a) A n open subset
Baire space in the induced metric, (b) If {Fn} are closed subsets of X with
X = (Jn Fn, then |Jn int(Fn) is dense in X.
4. Let (X,d) be a complete metric space. Prove: (a) The countable
Gs sets in X is a dense Gs set in X. (b) If a set and its
intersection of dense
complement are dense subsets of A , at most one can be Gs- (c) A countable
dense subset of X cannot be Gs-

5 . Give an example of: (a) A sequence of open dense subsets of [0, 1]

Gs subset of R that
whose intersection is a countable subset of [0,1]. (b) A
Gs nor Fa. (d)
is neither open nor closed, (c) A subset of R that is neither
i 4 c l such that A £ Fas \ Fc and B c R such that B £ Gga \ Gs-

6 . Let (X,d) be a complete metric space. Prove: (a) A nonempty

countable closed subset A of X has isolated points, (b) If X is perfect, X
is uncountable.

7 . W e say that A ct has the Baire property if A = GAP with G open

and P of first category. Prove that if A, B are sets of second category that
have the Baire property, then A + B and A —B contain an interval.
8 . Let (X, d) be a metric space, <p : X X a homeomorphism, and
A C X. Prove that A and </?(A) are of the same category.
d{x) = d(x, Z ) denote the distance from x G R to Z . For g C N
9 . Let
and a > 0, let UQ{q) = {x £ R : d(qx) < q~a} and Ya = {x £ R : x
belongs to infinitely many Ua(q)}- Prove: (a) Ya is a Gs subset of R and
X = riaeR+ is a dense Gs subset of R. (b) For x £ R, x £ X iff there
exists a polynomial P with real coefficients such that P(n)d(nx) > 1 for all
n € N.

10 . W e say that a property in a metric space is generic if it holds except

possibly in a set of first category. Prove that a generic point in R 2 has both
coordinates irrational.
Problems 7

1 1 . W e say that a real numberx is Diophantine of exponent a > 0 if

there exists a constant c > 0 such that \x —p/q\ > cq~a for all rationals
v!Q- W e denote by V(a) the set of Diophantine numbers of exponent a and
by V = (Ja D(o;) the collection of Diophantine numbers. A real number x
that is neither rational nor Diophantine is said to be a Liouville number;
£ denotes the collection of Liouville numbers. Prove: (a) If an irrational
number x is algebraic of degree d > 1, x € V{d). (b) V is of first category
and, therefore, generic real numbers are Liouville.

12 . Prove that if A c R is of first category, then Ac —Ac = R.

1 3 . Let A = {x G R : the decimal expansion of x contains every possible
finite pattern of digits}. Prove that A is a dense Gs subset of R.
1 4 . Let M be a closed subset of R. Prove that M cannot be written as
M = (Jn Mn with Mn c M \ Mn for all n.

15. Let £ be an irrational number. Prove that X = {x € R : x =

m + n£,m,n integers} is dense in R.
1 6 . Let G C R be an open set unbounded above and let {A n} be such
that An —> oo and d = limsupn(An +i — An) = 0. Prove that every open
interval of R contains a point x with the property that x + An € G for
infinitely many n.

G be an unbounded open subset of (0, oo) and D = {x G (0, oo) :

1 7 . Let
nx G G for infinitely many integers n }. Prove that D is dense in (0, oo).
1 8 . Let {a n} be a fixed sequence in [0,1] such that ao = 1 and 0 < 2an <
an-1 for n > 1. Let Po = [0, 1] and let Pi be the set obtained by removing the
middle open interval of Po of length ao — 2ai, i.e., Pi = [0, ai] U [1 — a i, 1];
note that each interval of Pi is closed and has length a i. Next, having
constructed Pn let Pn+ i be the subset of Pn obtained by removing the middle
open interval of length an —2an+i of each of the 2n disjoint closed intervals,
each of length an, that comprise Pn. Thus Pn+ i consists of 2n+1 closed
intervals each of length an+ i. Finally, let P = f)^L 0 Pn.
(a) Give an explicit description of the Pn. (b) Let S = {x : xn = 0 or
xn = 1} be the space of sequences with terms 0 or 1. Set rn — On- i — an
and let <p : S —>• [0,1] be given by <p(x) = J2n xnTn- Prove that ip : S P is
1-1 and onto. That is, P consists precisely of those numbers in [0,1] of the
form E n xnrn with xn = 0 or = 1.
Also, prove: (c) P has empty interior, (d) Every point in P is an
accumulation point of P and, consequently, P is uncountable, (e) Each Pn
is closed and has Lebesgue measure |Pn| = 2na„. Thus P is a Borel set with
Lebesgue measure |P| = limn 2nan. (f) If 0 < /3 < 1, {a n} can be chosen so
that P has Lebesgue measure |P| = j3.
8 1. Set Theory and Metric Spaces

p be an integer greater than or equal to 3 and A a real number

1 9 . Let
such that 0 < A < p — 2. Proceeding as in the construction of the Pn in
Problem 18 remove open intervals of length Ap~n at the n-th stage and let
P\ = PinPn- (a) Find the Lebesgue measure of P\.
Now set p = 3 and A = 1. The resulting set is called the Cantor set, or
Cantor discontinuum, and is denoted C. Prove: (b) C is an uncountable
perfect set that contains no intervals and has Lebesgue measure 0. Also,
C consists of those x G [0,1] with ternary expansion x = xn/Zn where
xn ± 1 for all n. (c) C is symmetric about the point 1/ 2. Moreover, if
x G C, x/Z G C and, if x < 1 /3 , Zx G C. (d) Each point of [0,1] is the
midpoint of not necessarily distinct points of C. (e) C — C = [—1, 1] and
C + C = [0, 2]. Also: (f) Give examples of rational and irrational x € [0, 1]
that are, and are not, in C. (g) Characterize the set of left endpoints of the
removed open intervals in the construction of C.

2 0 . The Cantor-Lebesgue function f(x) is defined on [0,1] in two steps,

first on C and then on [0, 1] \ C. If x G C, let

where
n n

Prove: (a) / : C —>• [0,1] is onto, (b) If a, b are the endpoints of any of the
open intervals removed in the construction of C, then / ( a ) = f(b).
Next, if x G [0,1] \ C, x is in exactly one of the intervals (a, b) removed
from [0,1]. By (b), / ( a ) = f(b) and we define f(x) = / ( a ) for all x G (a, b).
Prove: (c) / is monotone and continuous, (d) / satisfies f(x) = 2f(x/Z) for
all x G [0,1]. (e) Determine where / fails to be differentiable.

21 . Discuss the validity of the following statement: There exist an

interval J = [o, 6] and a strictly increasing function g on J such that g'(x) =
0 a.e. on J.

22 . Let X = {sequences x : xn = 0 or = 1 for all n }. Prove that

equipped with the metric d(x,y) = ^2n2~n\xn - yn\, (X,d) is homeo-
morphic to the Cantor discontinuum, i.e., there is a continuous bijection
ip : X - * C with <p~l continuous.
2 3 . Prove that I = [0,1] is not the union of a countable family of: (a)
Pairwise disjoint nonempty closed sets, (b) Cantor sets of positive Lebesgue
measure.

24. Suppose that to every i g K there corresponds a set P(x) c M such

that x £ P(x) and x is not a limit point of P(x). W e say that two points
x,y G M are independent if x & P(y) and y g P(x)\ A C M is said to be
independent if every pair of points of A is independent. Prove that there is
an independent subset of M which is of second category in E.
Problems 9

2 5 . Discuss the validity of the following statements: There is an ordering

n ,r 2, . . . of the rationals in [0, 1] such that: (a) lim nrn exists, (b) J2nrn <
oo for some integer k. (c) Yhn rn < oo.
2 6 . For / : [0,1] -¥ R, let

D+f{a) = limsup f ^ /( a ) .
x— % O'

Prove that for each a G [0 ,1 ), Ga = { / G C7(J) : £>+ / ( a ) = oo} is a dense

subset of (7(7).

d) be a complete metric space and T = { / a } aga a pointwise

2 7 . Let ( X ,
bounded family of continuous functions on X , i.e., for each x G X there
is M(x ) < oo such that \f\(x)\ < M(x) for all f\ G 7 . Prove that T is
uniformly bounded in a ball B of X, i.e., there exist a constant M > 0 and
a ball B of X such that \fx(x)\ < M for all f \ & 7 and x € B.

2 8 . Let (X, d) be a Baire space and / : X —¥ R a lower semicontinuous

function on X. Prove that / is bounded on a nonempty open subset O of
X.
2 9 . Let { / n} be continuously differentiable functions on R. Prove: (a) If
M for each i g R and all n, { / n} has a uniformly conver­
l /» ( * ) l .l /A ( * ) l <
gent subsequence, (b) If for each x 6 R there are finite numbers M(x),N(x)
such that |/n(aj)| < M (a;), \fn(x)\ < N(x) for all n, a subsequence { / nfc} of
{ /n } converges uniformly in an interval J C R.

3 0 . Let { / n} C C (R ) be such that for each x G R there exists an integer

n so that f n(x) = 0. Let O = {x € R : there exist an integer n and a
neighborhood Vx of x such that f n\vx = 0 } . Prove that O is an open dense
subset of R.

3 1 . Let / : C —)• C be an entire function. Prove that / is a polynomial

or, given a positive integer n and a closed disk Dr(zo), f(n\z) ± 0 for some
z G Dr(zo).
—> R be an infinitely differentiable function such that for
3 2 . Let / : R
all x G R there exists an integer n (which may depend on x) with (x) = 0.
Prove that / is a polynomial.

3 3 . Let (X,d) be a metric space and A C X . Prove that x a is lower

semicontinuous iff A is open.
34. Let (X, d) be a Baire space and O an open subset of X. Prove:
(a) The set of points of discontinuity D(xo ) of the characteristic function
ofO is a nowhere dense subset of X. (b) Given open sets {O n} , there exists
x G X such that xon is continuous at x for each n.
10 1. Set Theory and Metric Spaces

3 5 . Let (X,d) be a Baire space and / a function on X. Prove: (a)

D(f) = {x G X : f is discontinuous at x} is an Fa set. (b) / is continuous
on a dense subset of X iff D(f) is of first category in X.

3 6 . Discuss the validity of the following statements: There exists a real­

valued function / on [0, 1] such that C(f), the points of continuity of / , are:
(a) The rationals in [0,1]. (b) The numbers with a finite decimal expansion,
(c) The algebraic numbers in [0,1].

—¥ R is left-continuous at x € R if given
3 7 . Recall that a function / : R
£ > 0, there exists S > 0 such that |f(x) —f(y)\ ^ e for x ó ^ t ^ x j sim­
ilarly for right-continuous. Discuss the validity of the following statement:
There exists a function / : R —> R that is left-continuous everywhere and
right-continuous nowhere.

J C R, let f'g{x) and f d(x) denote

3 8 . For / defined on an open interval
x € J,
the left-hand side derivative and the right-hand side derivative of / at
respectively, whenever they exist. Prove that A = {x € J : f g(x) ^ f d(x)}
is countable.

3 9 . Let A = {a n} be a countable subset of R. Construct a nondecreasing

real-valued function / on K with D(f) = A.
(X, d) be a Baire space, (Y, d') a separable metric space, and
4 0 . Let
/ : X —» Y with the property that the preimage of an open set in Y is Fa
in X. Prove that / is continuous in a dense G$ subset of X.

4 1 . Prove that xq >is not the pointwise limit of a sequence of continuous

functions. However, show that there exist continuous functions { / m,n} on R
such that limn limm fm,n(x) = x q (x ) for all x € R.
4 2 . Prove that X = { / : R R } cannot be equipped with a metric d
so that convergence in ( X , d) is equivalent to pointwise convergence.
(X, d) be a metric space. W e say that a function / on X is of
4 3 . Let
Baire class 1, and this is denoted / e Bi, if / is the pointwise limit of a
sequence of continuous functions on X. Prove that if X is a Baire space and
/ G Hi, the set C (f ) of points of continuity of / is a dense G¿ subset of X.

4 4 . Prove that if / on [0,1] has a finite number of discontinuities, / € B\.

In particular, B\ contains the step functions.
B\ be defined on I and JJn
4 5 . Let { / „ } C a convergent series of
positive real numbers. Prove that if \fn(x)\ < Mn for x € I and all n, then
'Lnfn(x) = f ( x ) e B 1.
4 6 . Let { / n} beB\ functions on I. Discuss the validity of the following
statement: If fn converges uniformly to / in I, then / 6 B\.
Problems 11

4 7 . Let (X , d) be a metric space and / a semicontinuous function on X.

Prove that D (f ) is of first category in X.
48. Prove that if a metric space (X,d) is of the first category in it­
self there exists an everywhere discontinuous bounded lower semicontinuous
function on X.
4 9 . Prove that if / : [0,1] —>■R is semicontinuous, then / £ B\.
5 0 . Let ( X,d ) be a metric space and A a first category Fa subset of X.
Construct / € B\ with D(f) = A.
5 1 . Let ( X,d ) be a complete metric space and / e B\. Prove that if
O C R is open, then / - 1( 0 ) is an Fa subset of X.
—> R be continuous and suppose that for An —>■ oo
5 2 . Let / : (0, oo)
with dn = An+ i — An —¥ 0, limn f(x + An) exists for all a: in an open interval
J. Prove that lim ^ o o f(x) exists.

—¥ R be a continuous function such that limn f(nx ) =

5 3 . Let / : (0, oo)
0 for each x > 0. Prove that f{x) -> 0 as x —> oo.

5 4 . Prove that the set of real numbers in [0,1] which have two decimal
expansions (one terminating in 9 ’s and one in 0 ’s) is countable.

5 5 . Prove that X = { 0 , 1 }N is uncountable.

5 6 . Discuss the validity of the following statement: There is a set T C
■P(N) that satisfies the following two properties: c a r d ^ ) = c and, if A, B €
X, card(A D B) < oo.
A be a countable subset of R. Is it possible to translate A by a
5 7 . Let
real number r into r + >1 so that A n (r + ^4) = 0?

t € R , A fl (—oo, t)
5 8 . Let y l c R b e uncountable. Prove that for some
and A fl (t, oo) are both uncountable. Furthermore prove that there exist
a < b € R such that A PI (—oo, a) and A n (b, oo) are both uncountable.
A be a set of real numbers with the property that |aiH------- hon| <
5 9 . Let
1 for every finite subset a\, . . . , an of A. Prove that A is at most countable.
60. Construct A C R with card(A) = c such that A intersects every
closed nowhere dense subset of R in a countable set.

6 1 . Prove: (a) Ho + n = Ho for all n = 1, 2, — (b) Ho + Ho = Ho-

A be an infinite set. Prove: (a) A contains a countable subset,

6 2 . Let
(b) If card(.A) = a, then a+H o = a. (c) For infinite cardinals a < b, a+b = b.

A be an infinite set. Prove: (a) A can be expressed as a pairwise

6 3 . Let
disjoint union of countable subsets of A. (b) If A is uncountable, A can be
expressed as A = X U X c where X and X c are uncountable.
12 1. Set Theory and M etric Spaces

64. Prove that if A is an infinite set, then A x A ~ A. Therefore, if

card(j4) = a, then a •a = a.

b, let {od}d <6 be cardinals such that

6 5 . Given an infinite cardinal < b
for all d. Prove that J2d<b ad < b. In particular, prove that the countable
union of countable sets is countable.

66 . Discuss the validity of the following statements: (a) There exists an

uncountable pairwise disjoint collection of balls in R n. (b) There exists an
uncountable pairwise disjoint collection of spheres in R n. (c) There exists
an uncountable pairwise disjoint collection of figure eights in the plane.

6 7 . W e say that a sequence {a n} is eventually constant if there is an

integer N such that an = an for all n > N. W h at is the cardinality of the
set of all eventually constant sequences of rational numbers? Real numbers?

68 . Find the cardinality of C(I) and B\.

6 9 . Prove that card(H(R)) = c.

7 0 . Compute the cardinality of the family C of the compact subsets of

R.

71. Construct a set B C R such that both B and B c intersect every

uncountable compact subset of the line.

7 2 . Prove that if H is a Hamel basis of R, card(ff) = c.

7 3 . Prove that there are 2C different Hamel bases of R.
7 4 . Prove that the Cantor discontinuum contains a Hamel basis.

{An} C R such that R =

7 5 . Prove that there exist pairwise disjoint
(Jn An and for any open interval J C R , An fl J is of second category for
all n.
 Chapter 2

Measures

This chapter is devoted to the notion of measure, a generalization of such

elementary concepts as the length of a line segment, the area of a rectangle in
the plane, and the volume of a parallelepiped in R n. The natural setting for
measures is one that allows to operate freely with sets, including the taking
of limits; this is achieved with the introduction of algebras and cr-algebras
of sets.
A nonempty class A of subsets of a universal set X is called an algebra
of subsets of X, or plainly an algebra, provided the following two properties
hold: (i) If A € A, then X \ A 6 A. (ii) If Ai , . . . , An € A, then (J£=1 Ak G A.
Given a family C of subsets of X, the intersection of all algebras containing
C clearly contains C and is an algebra; this algebra is denoted A(C) and is
called the algebra generated by C.
A s for the limit, given a sequence { An} of subsets ofX we consider
the sets lim supn An = {x 6 X : x belongs to infinitely many An} and
lim infn An = {x € X : x belongs to all but finitely many An}. In concrete
terms,

OO

and lim inf An = ^ Q A^j .

n k=n

W hen the above limits are equal we say that {An} converges to the common
value, which is denoted limn An.
It becomes quickly apparent that limiting operations are not necessarily
closed in an algebra, and one is thus led to the concept of cr-algebra. W e
say that an algebra M of subsets of A is a a-algebra of subsets of X if it
satisfies the additional property: (iii) If { An} c M , then (JnAn € M .
14 2. Measures

Given a family C of subsets of A , there is the question of determining

the smallest family of subsets of X that contains the limits of sequences in C;
the answer is, of course, the smallest cr-algebra of subsets of X that contains
C. Now, the intersection of all cr-algebras containing C clearly contains C
and is a cr-algebra; this cr-algebra is denoted M(C) and is called the <j-
algebra generated by C. One of the most important examples in this setting
is M (O n), the cr-algebra generated by the open subsets On of R n; these are
the Borel subsets ofW1 and the cr-algebra is denoted B (R n).
Other important concepts discussed below include monotone classes and
A-systems; their main use is to prove that if the class of sets generating a
cr-algebra satisfies a certain property, the property is satisfied by all the sets
in the cr-algebra.

A set function ip on an algebra A of subsets of X is a function that

assigns to each set in A a real value or ± o o ; we require that if ip assumes
infinite values, they all be of the same sign, ip is said to be additive provided
the following property holds: if Ai , . . . , An C A axe pairwise disjoint, then
WUb.i4b) = Efa,iK4k).
p on a cr-algebra M. of subsets of X is said to be
Finally, a set function
a measure provided the following three properties hold: (i) p : M [0, oo].
(ii) p(0) = 0. (iii) If {An} C M axe pairwise disjoint, then p (U n An) =
]CnM-^ra)-
W e then say that (A , A4, p) is a measure space and the sets in Xi are
said to be measurable. In particular, when M = B (R n), p is called a Borel
measure. Borel measures on R that are finite on bounded sets are charac­
terized in terms of distribution functions. A nondecreasing right-continuous
function F on R is said to be a distribution function if it has a limit as
x —> ± o o . If F is a distribution function, the set function pp given by

P f ((x , y}) = F(y) - F(x ) , all x< y€ R,

can be extended to a Borel measure on R , called the measure induced by F.

The basic continuity properties of measures are: (Continuity from below)
If A\ C A2 C . . . is a nondecreasing sequence of measurable sets, then
p{{JnAn) = limnp(An). (Continuity from above): If A\ D A2 D ... is a
nonincreasing sequence of measurable sets and p(An) < 00 for some n, then
t^iCXi-An) = limnp(An).
A measure space ( X , M , p ) is said to be complete if given N e N =
{N e M : p(N) = 0 } and B C N, then B € M and p(B) = 0.
A measure space (A , M , p) is said to be finite if p(A ) < 00, a probability
measure space if p(X) = 1, and a-finite if there are pairwise disjoint finite
measure measurable subsets { A n} of A such that A = (Jn A n. And, a
Problems 15

measure is said to be semifinite if p-{X) = oo and given 0 < M < oo, there
exists Ac X with M < p(A) < oo.
p) be a measure space. W e say that A e M with 0 < p{A) <
Let (X , M ,
oo is an atom if whenever B C A and p{B) < p(A), then p(B) = 0. W e say
that p is purely atomic if every measurable set of positive measure contains
an atom. A measure with no atoms is called nonatomic.

In this chapter we pose the questions as to whether there exist an infinite

a-algebra with countably many sets, Problem 14, and if a cr-algebra can be
extended to include a given nonmeasurable set, Problem 18, and the original
measure extended to a measure in this new setting, Problems 4 1 -4 3 . The
uniqueness of measures is discussed in Problems 3 9 -4 0 , Problem 71, and
Problem 95. The notion of induced cr-algebra is discussed in Problem 21
and that of induced measure in Problems 4 5 -4 7 . The completion of mea­
sures is covered in Problems 5 4 -5 6 . In Problem 64 we consider whether an
arbitrary measure can be written as the sum of a purely atomic measure and
a nonatomic measure. The support of a measure is discussed in Problems
7 5-76 . Various properties of measures, such as regularity, semifiniteness,
and saturation, are covered in Problems 70, Problems 7 9-83 , and Problem
82, respectively. Metric properties of the space of measures are discussed
in Problem 84 and Problems 8 9 -9 0 . 7r-systems and A-systems, including
Dynkin’s 7T — A theorem, are covered in Problems 9 3 -9 8 . Independent sets,
including the second Borel-Cantelli Lemma, are discussed in Problems 1 0 6 -
110, and measure preserving transformations in Problems 111- 112. Dis­
tribution functions are covered in Problems 113-121, and finally, doubling
measures, in Problem 127.

The interested reader can further consult P. Halmos, Measure theory,

Springer-Verlag, New York, 1974; V . I. Bogachev, Measure theory, I and II,
Springer-Verlag, New York, 2007; and P. Billingsley, Probability and Mea­
sure, J. Wiley, New York, 1986.

Problems

1 . Let A be an algebra of subsets of X and A ,B £ A. Is the same true

of A U B1
2. Show that the union of algebras of subsets of X is not necessarily an
algebra. How about the union of an increasing collection of algebras?

3. W e say that T C V{X) is a 7r-system on X if T is closed under

finite intersections. Let J - be a 7r-system on X such that X G T and if
16 2. Measures

A 6 J , then Ac = Ufc=i A-k with A/. G T. Prove that A = {A C X : A =

ULi -Afc € A7} = A{T), the algebra of subsets of X generated by T.

4. A left half-open interval in R is an interval of the form (a, 6] where

—oo < a < b < oo; in particular, (a, oo) is a left half-open interval. B y a left
half-open interval J in R n we mean a set of the form J = *^fc where Jk
is a left half-open interval in R , 1 < k < n. Let T denote the collection of
left half-open intervals in R n and A the collection of finite unions of intervals
in T. Prove that A is an algebra of subsets of R n.

X be an infinite set. (a) Prove that A = {A C X : A is finite

5 . Let
or X \ A is finite} is an algebra of subsets of X. (b) Given 0 ^ A C X, let
Sa = {B C X : B c A or Bc c A}. Prove that <S^ is a cr-algebra of subsets
of X.

6 . Let X be an infinite set. Describe the cr-algebra generated by: (a)

the singletons of X, and (b) pairs of elements of X.
7 . Is the union of an increasing family of a cr-algebra of subsets of A a
cr-algebra of subsets of X?
8 . Let (X, d) be a metric space and S = {A C X : A is open}. W hen is
S a cr-algebra of subsets of X ?
9 . Given a nonempty class C of subsets of X, let C\ = {A C X : A G C
or Ac G C), C2 = | fin An : An G C i j , and C3 = [\Jn An : An <EC2 |. Prove
that Cz = M(C).
H be a nonempty collection of subsets of X closed under count­
1 0 . Let
able unions and relative complements (i.e., ifA, B G 11, then A \ B in It),
1Z' = {Ac : A G 1Z}, and S = 1ZU 'Rl. Prove that S is a cr-algebra of subsets
of X.

X, A C X, not necessarily in
1 1 . Let Ad be a cr-algebra of subsets of
M , and M a = { M fl A : M G M } . Prove that M a is a cr-algebra of subsets
of A .

12 . Let Ad be a cr-algebra of subsets of X that contains countably many

nonempty pairwise disjoint sets. Prove that Ad is uncountable.

X. Given x G X, let Cx = {A e
1 3 . Let Ad be a cr-algebra of subsets of
Ad :x G A) and Bx = C\AeCx Prove that for x ^ y, Bx,By are identical
or disjoint.Are the Bx necessarily measurable? Show that an arbitrary
union of Bx is not necessarily measurable.

1 4 . Does there exist an infinite cr-algebra Ad with countably many sets?

X and A = {An} measurable

1 5 . Let Ad be a cr-algebra of subsets of
sets. Prove that Bk = {x G X : x belongs to exactly k sets in A}, k > 1, is
measurable.
Problems 17

1 6 . Let Ci and C2 be collections of subsets of X. Prove that if Ci C

M(C2 ) and C2 C A t (Ci), then M(Ci) = M(C2).
1 7 . Let £ be a collection of subsets of X. Prove that M(£) = Uj-M(F)
where T ranges over all countable families of £.
1 8 . Let S be a a-algebra of subsets of X and V £ S. Prove: (a)
M(S,V), the cr-algebra of subsets of X generated by S and V, coincides
with T = {M C X : M = (A n V ) U (B n Vc) with A ,B 6 S}. (b) If
{Mn} are pairwise disjoint sets in M(S, V), there are {An} and {Bn}, each
consisting of pairwise disjoint sets in S , such that Mn = {AnC\V)\J(BnC\Vc)
for all n.
1 9 . Let M be a a - algebra of subsets of X, {An} C M , and {Bn} given
by B\ = Ai, Bn+1 = Bn A An+1, n = 1, 2, ___ Characterize those sequences
{An} for which limn Bn exists.
20. Let <S(R) be a cr-algebra of subsets of R, A = { 0, { —00}, {00},
{ —00,00}}, and K = E l l { —00,00}. Prove: (a) <S(R) = {B U C : B €
<S(M), C € A} is a cr-algebra of subsets of R, specifically the cr-algebra gen­
erated by <S(R) and A. (b) <S(R) = <S(R) fl R.
21. Given a mapping T : X —> Y and a cr-algebra N of subsets of Y , let
M t = {T ~ 1(B) c X : B € J\f}. Prove that M t is a a-algebra of subsets of
X ; M t is called the cr-algebra induced by T and is the smallest cr-algebra
of subsets of X that makes T measurable.
22. Given a mapping T : X Y and a collection C of subsets of Y ,
characterize M (T~l(C)), the cr-algebra generated by T~l(C) = { T - 1(C) :
C eC }.
2 3 . Let / be a function defined on R with values in (R, £?(R)). Prove
that the singletons {x} € M f for all x G R iff / is injective.
24. Let / be a nondecreasing real-valued function on R. Discuss the
validity of the following statement: M f = B{R).
2 5 . Consider the function / on R with values in (R , 6 (R)) given by
f(x) = x2. Characterize the cr-algebra M / induced by / . Also, if g(x) = x,
is g : (R, M f) (R, <B(R)) measurable?
26. Consider the function F on R 2 with values in (R, B(R)) given by
F (x ,y ) = x —y. Characterize the cr-algebra M f induced by F.
2 7 . Let £ be an arbitrary collection of subsets of R n that contains all
the open and closed sets. Prove that if £ is closed under countable unions
and intersections, £ contains B{ R n).
18 2. Measures

28. Let ( X ,M ,n ) be a measure space and

{An} c M . Prove that
{En} c M such that En c An and |Jn En =
there are pairwise disjoint sets
U nAn- Furthermore, n({JnAn) = m (U „ En) = £ n /* (# » ) < E n M(^n)-
2 9 . Let (X, M , y) be a finite measure space and S = {A e M : ¡jl(A) = 0
or /¿(A ) = ¡jl(X)}. Prove that S is a a-algebra of subsets of X.
3 0 . LetA be an algebra of subsets of X , ip a nonnegative set function
on A such that ip(Q) = 0, and C = {C G A : ip{A) = ip{CnA)+ip{CcC\A) for
all A € .4 } . Prove: (a) C is an algebra of subsets of X. (b) The restriction
of ip to C is finitely additive, (c) If {C \ , . . . , Cn} C C are pairwise disjoint
and A € A, then ip{[X=1 (Ck D >1)) = E £ = i n A).

31. M be a <r-algebra of subsets of X and ip a positive, finitely

Let
additive set function on M . Prove that ip is cr-additive iff the following
condition holds: If {An} is a decreasing sequence of sets in M with An =
0, then limn ip{An) — 0.

3 2 . Let (X,/A,fi) be a finite measure space and ip a positive, finitely

additive set function on A4. Prove that if for any sequence {An} C M. with
n(An) 0 and also ip(An) ->• 0, ip is a measure on M .
3 3 . Let M be a cr-algebra of subsets of X and ip a positive, finite set
function on M . Prove that ipis a-additive iff ip is additive and <r-subadditive.
3 4 . Let (X, d) be a complete metric space and <S = {A C X : A is of
first or second category}. For j 4 e < S define

0, if A is of first category,
fi(A) =
1, if A is of second category.

Prove that S is a cr-algebra of subsets of X and that is a measure on S.

3 5 . Let ( X , d) be a complete metric space. Prove that C = {A c X : A
has the Baire property} is the cr-algebra generated by the open sets together
with the sets of first category.

3 6 . Let S = {A € B (R 2) : if ( x,y ) € A, then (y,x) € A}. Prove that

S is a cr-algebra of subsets of R 2. Furthermore, show that if ¿x is a measure
on S, it is possible to extend ¡i to B(R 2) and that the extension need not be
unique.

37. W e say that a nonempty collection M.q of subsets of a universal

set X is a monotone class if it is closed under countable increasing unions
and countable decreasing intersections. {An} c Mo and
Specifically, if
(i) Ai c A2 C . . . , then U kAk € M o , and (ii) Ai D A2 D . . . , then
fjfc-4fc € Mo- Prove: (a) If Mo is monotone, Af = {A € Mo : Ac e Mo}
Problems 19

is monotone, (b) Let C be a collection of subsets of X . If Mo is monotone,

N = {A G Mo : A D C G Mo for all C G C} is monotone, (c) Given a
collection C of subsets of X , there is a smallest monotone class of subsets of
X that contains C; this class is denoted M q(C) and is called the monotone
class generated by C. (d) If a monotone class Mo is an algebra of subsets of
X , Mo is a a-algebra of subsets of X.
3 8 . Let A be an algebra of subsets of X. Prove that Mo(A) = .A4(.4).
3 9 . Give an example of a collection C of subsets of X and measures ß, v
on M(C) such that ß(Ä) = v(A) for all A G C yet ß and u do not coincide
on M(C). On the other hand, prove that if A is an algebra of subsets of X
and ß, v are finite measures on M(A) such that ß(A) = v(Ä) for all A G A,
then ß = v.

4 0 . LetA be an algebra of subsets of X and ß, v measures on M (A)

A , i.e., X = (Jn An with the An pairwise disjoint
that are cr-finite relative to
sets in A and ß(An) = u(An) < oo for all n. Prove that if ß(A) = v{A) for
all A € A, then ß = v. Is the result true if the measures are not <7-finite
relative to A'i

41. Let ( X ,S ,ß ) be a finite measure space,

V $ S, and M(S, V)
as in Problem 18. ßi and ße be defined on M ß , V) by ßi{M) =
Let
SUPA<zM,AzS № ) and Pe(M) = infADM,AeS ß(A), respectively. Prove: (a)
If M ,iV G M (S ,V ) with Mr\N — 0 and M ö N G S, then ßi(M )+ße(N) =
ß(M U N). (b) If Mk C Ak with {Ak} c S and the Ak pairwise disjoint,
then ßi(\JkMk) = and ße(\JkMk) =

S , ß) be a finite measure space and V S. Prove that the set

4 2 . Let ( X ,
functions on M (S , V ) given by = ßi(MnV) and v*(M) = ße(MC\V),
M e M ( S , V ) , are measures on S.
S, ß) be a finite measure space and V £ S. Prove that the
4 3 . Let ( X ,
set functions ß*,ß* on M iß , V) given by ß*(M) = ßi(Mi) V) + ß e(M fl Vc)
and ß*(M) = ße(M fl V ) + ßi(M n Vc) are extensions of ß to M ß , V )
that satisfy ß*(V) = ß%{V) and ß*(V) = ße(V). Furthermore, if £ is a real
number such that ßi(V) < £ < ße(V), there exists a measure v on M(<5, V)
such that u\s = ß and v(V) = £.

(X ,M ,ß) be a measure space and T : ( X , M ) -A ( Y,Af) a mea­

4 4 . Let
surable map, i.e., M t C M . Discuss the validity of the following statement:
T (M ) is a a-algebra of subsets of Y.
(X ,M ,ß) be a measure space and T : X - * Y a mapping from
4 5 . Let
X Y. Prove that Af = {B C Y : T~1{B) G M } is a (7-algebra of
onto
subsets of Y and that the set function v on N given by v{B) = ß(T~1(B))
is a measure, called the measure induced by T.
20 2. Measures

Furthermore, if ¡j, is a probability measure, so is v; similarly for <j-

finiteness and completeness. Finally, if S : Y —)• Z, characterize the measure
induced by S o T : X —> Z.

4 6 . Let A i = {A C R : A is countable or Ac is countable} and n the

measure on A i given by p (A ) = 0 for A countable and = oo otherwise. If
Y = { 0 ,1 } , prove that the mapping T : (R, B(R)) —> (Y, V{Y)) defined by
T(x) = 0 if x G Q and = l i f x € R \ Q i s measurable and determine the
measure induced by T.

4 7 . Describe the measure fj, induced by T(x) = |a;| on (R, Z3(R)) endowed
with the Lebesgue measure A.

4 8 . Let ( X ,M ,n ) be a measure space and

A an algebra of subsets of
X with M. = M(A) such that X is cr-finite relative to A. Prove that A is
dense in Ai in the sense that given e > 0 and M € M with n(M) < oo,
there is A € A such that n(MAA) < e.

4 9 . Let (AT, M ., ¡j) be a measure space, { A i , . . . ,

An} c Ai finite measure
sets, denote 1% = {I c { 1, . . . , n } : card (/) = k}, 1 < k < n, and let
Aj = H ie / A<. Prove the inclusion-exclusion principle, i.e., p ( A i U .. .U A n) =
X)fc= i ( —l )fc+1 Yliei™ [¿(Ai)- Deduce from this Poincare’s formula

card( ( J A^j = ] P ( - l )fc+1 card( ^ / ) •

Vi= l fc=i i elg

5 0 . Let (X,Ai,fi) be a measure space and { A ra} c Ai such that each

An intersects at most one other Am with n ^ m. Prove that /x(Un An) <
^2n^(An) ^ 2 /i((Jn An).
X denote the collection of permutations a on { 1, 2 , . . . , n } and
5 1 . Let
V(X) given by fj,(cr) = 1 /n ! for a £ X.
consider the probability measure on
Let An = {cr e X : a(m) ^ m for all m = 1 , . . . , n } . Find n(An) and
compute limn /i(A n).

5 2 . Let A I be a <r-algebra of subsets of X , Y c X , and suppose that

H is a measure on (Y, Aiy)- Does v(M) = /x(M fl Y) define a measure on
(X,Ai)?
5 3 . Let (X,Ai,ii) be a measure space where fj. is not complete, Ai =
{N e Ai : /j,(N) = 0 }, A f i = {A € A i : Mi C A C M 2 with M i , M 2 €
A i , M 2 \ M i € M}, A i2 = {M U B : M <E A4,B e V(N)}, and A i 3 =
{M A B : M G A i , B € P(Af)}. Prove that A i i = A i2 = Aiz is a «r-algebra
of subsets of X.

5 4 . Let ( X ,A i ,/x ) be a measure space where fj, is not complete, Ai =

{IV G Ai : n{N) = 0} , and <S = S(A4,V(Ai)) the cr-algebra generated by
Problems 21

Ad and V{N). Prove that there is a unique extension ¡j,\ of /x to <S such
that (X,<S,/xi) is complete; (X, <S, /xi) is called the completion of (X, Ad, n).
Furthermore, /x is cr-finite iff fi\ is cr-finite.

55. Let (X , Ad, /x) be a complete measure space. Prove: (a) If A U N G

M where /x(iV) = 0, then A g M . (b) If A, B C X are such that A € M
and n(AAB) = 0, then B G M and /.i(B) = n(A).

Let (X,M,fi) be a measure space and (X, S, ¡jl\) its completion.

56.
For A C X define fi*{A) = in f{/x (M ) : M G Ad, A C M } and fi*(A) =
sup{/x(M ) : M G M , M C A}. Prove: (a) If A G S, fi*(A) = /x*(A) =
/xi(A ). (b) Conversely, if A c X is such that n*(A) = ¿x*(A) < oo, then
A g <S.
57. Let (X,M,fi) be a cr-finite measure space and C a collection of
pairwise disjoint sets in M of positive measure. Prove that C is countable.
5 8 . Let (Xn, M n, f^n) be measure spaces where the X n form a pairwise
disjoint partition of X = (Jn X n. Prove that M = {B C X : B D X n G M n
for all n } is a cr-algebra of subsets of X and n(B) = Yhn№n{BC\Xn), B G M ,
a measure on M . Also, prove that ¡jlis cr-finite iff all the /xn are cr-finite.

5 9 . Let Ad be a cr-algebra of subsets of X and

{/¿h} a monotone sequence
of measures on M . Discuss the validity of the following statement: The set
function /a on M defined by fr(A) = lim^ fik(A), A G M , is a measure on
M.
60. (X,M,fi) and (X ,M , v) be finite measure spaces and let A
Let
denote the set function on M given by A(A) = /x(A) + v{A), A G M . Prove
that A is a measure.

6 1 . Let Ad be a cr-algebra of subsets of X and /x, v measures on Ad with

v{A) < ¡i(A) for A G Ad. Prove that there exists a measure A on Ad such
that¡x{A) = v{A) + A(A) for A G Ad. Show that in general A is not unique
and give a condition that ensures it is.

6 2 . Let ( X , M,n) be a finite measure space. Prove: (a) A is an atom

iffii{AC\B) = 0 or ¡j,(A\B) = 0 for all B G Ad. (b) If ¡i is nonatomic, given
A with /x(A) > 0 and e > 0, there exists B c A with 0 < /x (5 ) < e. (c) If /x
is nonatomic, for every ri G [0, n(X)] there is A G Ad such that ¡x(A ) = 77.

6 3 . Let Ad be a cr-algebra of subsets of X and u and A purely atomic

measures on Ad. Prove that /x = v + A is a purely atomic measure on Ad.
(X,M,/x) be a measure space. Prove that there exist a purely
6 4 . Let
atomic measure /x1 and a nonatomic measure /x2 such that /x = 7x1 + /X2.

65. (X ,M ,/ j,) be a measure space such that {/x(A ) : A G A d}

Let
consists of exactly N nonnegative real numbers together with 00. Prove
that there exist a positive integer n < N and pairwise disjoint measurable
22 2. Measures

sets A i, ... ,An,Aoo such that /¿(A^) = oo, the Ak are atoms with 0 <
li(Ak) < oo for k = 1 , . . . , n, and /x(X \ {A\ U . . . U An U A » ) ) = 0.
(X,M,tx) be a finite measure space and {A -}re(o,i] measurable
6 6 . Let
subsets of X satisfying Ar c As for r < s. Prove that A = flr>o Ar is
measurable and ¡x{A) = limr_+o /¿(Ar).
(X,M,fx) be a finite measure space and suppose that for some
6 7 . Let
r/ > 0, X = \JnX n with ^2niJi(Xn) < ¡x(X) + r}. Prove that for all A e M ,
E n » ( X n n A )< /x(X D A) + 7].

68 . Let (X,M,/x) be a measure space and {An} measurable sets with

M(Un An) < oo. Discuss the validity of the following statement: ¿¿((JnAn)
= En iff n Am) = 0 for all n ^ m .
(X,M,/x) be a probability measure space and {An} c M such
6 9 . Let
that /x(An) = 1 for all n. Prove that fx(f)nAn) = 1.
7 0 . Let ju b e a finite Borel measure on R n. Prove that p is regular, i.e.,
for any B e B(Rn), n(B) = sup {n{C) : C c B, C compact} = i n f } ^ ^ ) :
A d B, A open}. In other words, for any B e B (R n) both inner and outer
regularity hold. Does the result hold if n is <r-finite?

7 1 . Let ¡x, v be finite Borel measures on Mn such that ¡x(C) = v(C) for
every compact C. Prove that ¡x = u.
7 2 . Let ip be a nonnegative, finite, finitely additive set function on B(Mn)
that is inner regular. Prove that ip is cr-additive and, hence, a measure.
fi be a Borel measure on Mn. Prove: (a) If there is a compact set
7 3 . Let
K C R n with ¡jl{K) = oo, given rj > 0, there is an open cube Q of sidelength
less than rj such that fx(Q) = oo. (b) If \x is inner regular and V = { (J 0 : 0
is open and /x(O) = 0 }, then /x(V) = 0.

/x such that ¿¿({x}) = 0

7 4 . Does there exist a probability Borel measure
for all x £ R n and ¡x{B) only assumes the values 0 or 1 for all B G B(Rn)7
7 5 . For a Borel measurefi on R n, the support supp (fx) of /x is defined
as the set supp(^x) = {x 6 R n : fx(0) > 0 for every open O containing x}.
Let ¡x be a finite Borel measure on Rn with /i(R n) = rj. Prove: (a) F, the
support of p, satisfies ¡x(F) — r) and /x(K) < r/ for every proper compact
subset K of F. (b) R n \ F is the largest open set in Rn with fx measure zero.

7 6 . Given a compact K in R n construct a Borel measure ¡x supported

in K and a probability Borel measure u supported in K.
7 7 . Let / i b e a Borel probability measure on I = [0,1], m = J} x d/x(x),
and a = fax2d/x(x) —m2. Prove that a < 1 /4 and determine the unique
measure fx for which a = 1 /4 .
Problems 23

78. Let X be an uncountable set and M the cr-algebra of subsets of X

given by M = {A C X : A is countable or X \ A is countable}. Prove: (a) If
{An} are pairwise disjoint measurable sets with union X , exactly one An is
uncountable, (b) Let /x be the counting measure on M , i.e., for A G M , /x(A)
is the number of elements in A if card (A) < oo and ¡¿(A) = oo otherwise.
Then n is a semifinite, but not a-finite, measure on M . (c) Let v be the
set function on M given by u(A) = 0 if A is at most countable and = 1 if
Ac is at most countable. Then v is a probability measure and those A € M
whose complement is at most countable are atoms of v.

79. Let (X, M,n) be a measure space where ¡i is semifinite and A € M

B C A with
with /x(A) = oo. Prove: (a) Given c > 0, there is a measurable
c < ii{B) < oo. (b) A contains a measurable subset B with n(B) = oo such
that B is the countable union of sets of finite measure.

80. Let {X,M., im) be a measure space and v the set function on M
given by v{A) = sup{/x(i?) : B € M , B C A,/j,(B) < oo}, A G M . Prove:
(a)v is a semifinite measure, (b) If /x is semifinite, v = ¡j,. (c) n = u + A
where v is semifinite and the measure A assumes only the values 0 and oo.

81. Prove that a semifinite Borel measure ¡j, on Rn is inner regular.

82. Let ( X,M ,[ i ) be a measure space, M f = { M G M : jtx(M) < oo},
and Mioc = {A C X : AO M G M for all M G M f } ; sets in Mioc are
called locally measurable. Prove: (a) Mioc is a a-algebra of subsets of X
that contains M- (b) W e say that /x is saturated if M = Mioc• If A4 is a~
finite, /x is saturated, (c) The set function v on Mioc given by v(A) = [¿(A) if
A G M and = oo otherwise is a saturated measure on Mioc■ (d) If (X, M , /x)
is complete, (X, Mioc,v) is complete.
(e) Also, we say that N G M is locally null if ¡x(A fl N) = 0 for all
A & M f . Discuss the validity of the following statement: If N is locally
null, then n(N) = 0.

83. Let (X,M,fi) be a measure space where ¡jl is semifinite and let A
be the set function on Mioc given by A(A) = sup{/x(B) : B c A } , A G M .
Prove that A is a saturated measure on Mioc that extends ¡jl. Discuss the
validity of the following statement: W ith v as in Problem 82, A = v.
84. LetM be a cr-algebra of subsets of X and V the linear space
of finite measures on M. Prove that the function d, in V x V given by
d(/x, v ) = sup^gju |^x(A) — v{A)\ is a distance and that (V, d) is a complete
metric space.

85. Let (X,M,fi) be a measure space and {An} C M . Discuss the

validity of the following statements: (a) ¿x(liminfn An) < lim infn /x(An). (b)
limsupn ¿i(An) < /x(lim sup nAn). (c) If lim nAn exists, then /x(limn An) =
limn /x(An).
24 2. Measures

86 . Let (X,A4,/r) be a measure space and {An} measurable sets such

that /¿(|Jn A i ) < oo. Compute r] = lim supn /¿(lim inf/.(An fl A%.)).

87. Let (X ,A 4 ,/u ) be a finite measure space and {An} C M. such that
EnM ^n \ An+1) < oo. Prove: (a) /¿(lim info A ) = /¿(lim supn A ) = L.
(b) limn / ¿ ( A ) = L.
88 . Let ( X , M , ¡jl) be a probability measure space and Ai , . . . , A o dis­
tinct subsets of X with / ¿ ( A ) = 1 /3 , all n. Prove that A — {x € X : x
belongs to at least four distinct An} is a measurable set of positive measure.
Can the same conclusion be reached with only nine A ?

89. Let ( X , M,(j,) be a probability measure space. Given A, B e M , we

say that A ~ B iff n(AAB) = 0. (a) Prove that ~ is an equivalence relation
on M . (b) Consider the quotient space M = M / ~ and for [ A [B] e M
let d{[A\, [B]) = fx(AAB). Prove that (M , d ) is a complete metric space.

90. Let ( X , M , fi) be a measure space and (M, d) as defined in Problem

89. Prove that the mappings from (M, d) x (A4, d) —v (Ai,d) given by
<pi(A, B) = A U B , 4>2(A, B) =^A fl B , and 4>s(A, B) = AAB are continuous
and that the mapping <f> : ( M , d ) (M,d) given by <p(A) = Ac is an
isometry.

M,n) be a probability measure space and A \ ,. . . , A^ mea­

9 1 . Let ( X ,
surable sets such that X)n=i K-^n) > N - 1 . Prove that /¿(fln =i ^ n ) > 0.
92. Let (X,M,fr) be a measure space and {An} a decreasing sequence
of measurable sets such that /¿(Ai \ A1+2) = 2-n and / ¿ ( A \A ) = 1/ 3.
Find /¿((Jn(A A Ai+i))-
93. Let V c V{X). W e
say that V is a system, or Dynkin system, on
e V, (ii) A,B £ T> and A C B, then B \ A e T > , and (iii)
a set X if (i) X
{An} c V and An C An+1, n > 1, then (JnAn € V. (a) Give an example of
a A-system that is not an algebra.

LetT> be a A-system on X . Prove: (b) Condition (ii) in the definition of

V is equivalent to: If A € V, Ac G V. (c) Condition (iii) in the definition of
V is equivalent to: If { B n} are pairwise disjoint sets in V, |Jn B n € V. (d)
If x C V{X), there is a smallest A-system V{F), say, containing T\ V{T)
is called the A-system generated by T. (e) For A € T>, T>a — {B c X :
A n B G V} is a A-system on X . (f) V is a a-algebra iff V is closed under
intersections.

94. (Dynkin's 7r - A theorem) Let D be a A-system and T C V a

7r-system. Prove that M(B) C V.
95. Let T be a 7r-system in X and /¿, v measures on M{T) that are
cr-finite relative toT, i.e., X = \JnAn with the An pairwise disjoint sets
in T and / ¿ ( A ) = v(A„) < 00 for all n. Prove that if n(A) = u(A) for
Problems 25

all A e F, then ¡1 = v. Is the result true if the measures are not <j-finite
relative to FI

9 6 . Let ( X , A4, ß) F, F\ C A4 be
be a probability measure space and let
7r-systems in X. Prove that ß(B D C) = ß(B)ß(C) for all B G Ai(F),C G
M(Fi) iff ß(B f)C) = ß(B)ß(C) for all B G F, C G Fi.
97. F be a 7r-system on X, (X,A4(F),ß) a probability measure
Let
space, and (f> : X —> X such that A4<j> C A4(F). Prove that if ß(F) =
ß ^ - ^ F ) ) for F G F, then ß(A) = ß{<j)-l{Ä)) for A G M(F).
X, Y be nonempty sets, <f> : X —¥ Y, and T>x a A-system in X.
9 8 . Let
Prove that Vy = {F € V(Y) : <f>~l{F) € T>x} is a A-system in Y.

9 9 . Let (X , A4,
ß) be a measure space, {An} c M with limn n(X\An) =
0, and G = {x G X : x belongs to finitely many An}. Prove that G is a
measurable set with ß(G) — 0.

100 . Let (X,M,ß) be a finite measure space and { A n} c M . Prove:

(a) If p(An) < oo, then /¿(lim supn An) = 0. (b) If /x(lim supn An) — 0,
then limn ß(An) = 0. (c) If limn ¡J.(An) = 0, there is a subsequence {Ank} of
{An} such that ¿¿(limsupnfc Ank) = 0. Is it true that /x(limsupn An) = 0?
101 . Let (X, A4, ß) be a probability measure space and {An} c A4 such
that limsupn ß{An) = 1. Prove that given 0 < rj < 1, there is a subsequence
{Ank} of {An} such that ß(f]nk Ank) > 1 “ V-
102 . Let ß be a nonatomic Borel measure on I and define for n > 1,
an = max{ß([i/n, (i + l ) /n ] ) : 0 < i < n — 1}. Prove that limn an = 0.
103. Let ( X , A4, ß) be a probability measure space, {An} C A4, and 0 <
T] < 1. Prove that the following statements are equivalent: (a) /x(limsupn An)
> t]. (b) If ß{B) > 1 — 17, then ]T)n ß(An D B) = 00.
104. Let (X, A4, ß) be a finite measure space, M G A4, and { A n} c A4
such that ^2nß(M fl An fl A^+l) < 00 and /x(liminfn M fl An) = 0. Prove
that /j(lim supn An) < ß ( X ) - ß ( M ) .

105. Let (X,A4,ß) be a finite measure space and {An} C A4 such that
ß(An) > 77 > 0, all n. Prove that /x(lim supn An) > rj. Is the conclusion
true if ß(X) = 00? On the other hand, show that there exists a sequence
{An} as above so that for any of its subsequences {Ank}, if the measurable
set B c Ank for all nk, then ß(B) = 0.

106. Let (X,A4,ß) be a probability measure space. Recall that we say

that {An} C A4 is independent if for every finite subfamily An i , Ank
of {An}, /x (n r= i Ank) = TlfcLi ß(Ank)- Prove that if {An} are independent
sets, A\, A2 , ... , An, . . . are independent sets.
26 2. Measures

1 0 7 . Let (X,M,fi) be a probability measure space. Prove that A € M.

is independent of all B E M iff n{A) = 0 or fi(A) = 1.
1 0 8 . Let be a probability measure space and {An} indepen­
dent measurable sets. Prove that if M-^n) = oo, then /x(lim supn An) =
1.
1 0 9 . Let (X , M , n ) be a probability measure space,
{An} independent
measurable sets with p,(An) = an where a 2n<^2n+i = oo, and Cn =
An (~l An+i, n = 1, 2, — Compute /¿(limsupn Cn).
110 . Let (X,M,ii) be a probability measure space and {An} indepen­
dent measurable subsets of X such that p(An) < 1 for all n. Prove that
M U nAn) = 1 iff /i(lim sup nAn) = 1.
111 . Let (X,M,fi) be a measure space. W e say that T : X -> X is
measure preserving if T~1(A) € M. for all A € M. and ¡i(T~l{A)) = p(A).
Prove that if T is measure preserving and { An} are measurable sets such
that n(An) < oo, then for ¿i-a.e. x G X there exists an integer N(x)
such that Tn(x) ^ An for all n > N(x).

112 . Let (X,M,pL) be a probability measure space and T : X —» X

measure preserving. Prove that the following are equivalent: (a) If A 6 M.
and r -1(i4) = A, then ¡i{A) — 0 or 1. (b) If A 6 M and T~1(A) c A, then
p(A) = 0 or 1. (c) If A € M and T - 1(A) D A , then p{A) = 0 or 1.
1 1 3 . Given nonnegative reals {pn}> let F(x) = J2n<xPn- Prove that F
is a distribution function.

1 1 4 . Letn be a Borel measure on R such that p{J) < oo for bounded

intervals J c l . Prove that there exists a distribution function F such that
H = HF-

1 1 5 . Let ip be the set function on B(R) given by ip(A) = ^ x a (^ ),

A € B ( R ) . Prove that ip is a Borel measure associated to a distribution F
and find F.

116. Let hf be a Borel measure on R associated to the distribution

function F such that p j r ( ( a - l,a ] ) < oo for all a € R. Prove: (a) ¿iF ( { a } ) =
F(a) —F(a~). Obtain the expression for ¡jlf{J) where J is an interval in
R. (b) Compute p,p(Bj) for each of the following sets: B\ = { 2} , B2 =
[—1 / 2 , 3),.E?3 = (—1,0] U (1 ,2 ), and £4 = [0 ,1 /2 ) U (1,2], where

0, x < -1,
1 + £, —1 < x < 0,
2 + x 2, 0 < x < 2,
9, x > 2.
Problems 27

117. ¡j,p be the Borel measure on R induced by the distribution

Let
function F. Prove that /j,f {{x }) = 0 iff F is continuous at x.

F be a continuous distribution function and ¡jlf the measure

1 1 8 . Let
induced by F. Discuss the validity of the following statement: If B is a
Borel set with hf (B) > 0 and /¿i?(R \ B) = 0, B is dense in R.

1 1 9 . Given

F(x) = h x< °’
I x + n, n < x < n + 1, n = 0, 1, 2, . . . ,
find Hf (A) for an arbitrary A g S (R ).

120 . Let F be a distribution function of a probability measure fj, such

that F(x) = 0 or = 1 for all x G D, where D is dense in R. Prove that ¡jlis
a Dirac measure.

121 . Given a right-continuous nondecreasing function F : [a, 6] —>■ R

with F(a) = 0 and F(b) = L, —oo < a < b < oo, let F - 1(i) = in f{s G [a, 6] :
F(s) > t}. Prove: (a) {t G [0, L] : F - 1(i) < s } = [0,.F(s)j for every s G [a, 6]
and F -1 is Borel measurable on [0, L\. (b) If /jl is the set function on the Borel
subsets of [a, 6] given by /j,(A) = |{i G [0, L) : F~l(t) G j4}| = |F- 1(^4)|, then
ju is a measure and /x([a, s]) = fr((a, s]) = F(s) for all s G [a, 6].

122 . Given a right-continuous, nondecreasing function F : R —¥ [0, 1],

find F - 1(u) if F corresponds to a discrete function that takes the values
x\,X2, with \{F = Xi} | = Pi, 1 < i < k.
1 2 3 . Let F be a nondecreasing, right-continuous function on R, $ : R —»
R continuous, increasing, with a continuous inverse, and /¿j? and / xfo* the
measures induced by F and F o $ , respectively. Prove that ¿¿fo$ ( $ - 1(-A)) =
Hf (A) for all Borel A C R.
1 2 4 . Let n be a finite Borel measure on R 2, Sx = {y G R 2 : \x —y\ = 1} ,
and (p(x) = /jl(Sx). Prove that <~pis continuous at x iff ip(x) = 0.
1 2 5 . Given a finite Borel measure ¡jlon R n and an open subset O of Rn,
let ip : Rn -> R be defined by <p(x) = ¡i(x + O). Is (p continuous? If not, is
if lower or upper semicontinuous?
1 2 6 . Let n be a Borel measure on R n. Prove that the upper fc-density
Dk(x) = limsupr_>0+ r~kf(B(x,r)) is a Borel measurable function of x for
each given k > 0.
Q in Rn of sidelength i(Q), let AQ denote the cube
1 2 7 . Given a cube
concentric with Q of sidelength £(XQ) = A£(Q). A Borel measure /i on R n
is said to be doubling if n(2Q) < c/j,(Q) for all cubes Q. Prove that if p. is
doubling, /x(Rn) = 0 or f,{Rn) = oo.
 Chapter 3

Lebesgue Measure

This chapter is devoted to the Lebesgue measure on R re. The <7- algebra
£ ( R n) of Lebesgue measurable sets is required to contain the intervals I
of R n, i.e., those sets of the form I — {x G R n : < x* < bk,k =
1 , . . . ,n } , and the Lebesgue measure to be complete, translation invariant,
and to agree with the volume on intervals. First one defines the Lebesgue
outer measure, a nonnegative cr-subadditive set function on ^ ( R 71), and the
Lebesgue measurable sets are selected as those subsets of Rn that can be
approximated by open sets in the sense of the Lebesgue outer measure. The
Lebesgue measure is then the restriction of the Lebesgue outer measure to
£ ( R n). A of R n, the Lebesgue outer measure
Specifically, given a subset
\A\e of A is defined as the quantity |j4| e = inf { J2kv(Ik) : A C (Jfc/& },
where v(ifc) denotes the volume of the closed interval Ik and the infimum
is taken over the family of all coverings of A by countable unions of closed
intervals. The Lebesgue outer measure is additive for sets that are far apart,
A,B c R n are such that d(A,B) > 0, then \A U B\e = \A\e -f- |5|e,
i.e., if
cr-subadditive, and \I\e = v(I) for all intervals in R n.
W e say that A C Rn is Lebesgue measurable, or A G £ ( R n), if, for any
e > 0, there is an open set O D A such that |O\ A\e < e. £ ( R n) is then a
cr-algebra of subsets of Rn and the restriction of the Lebesgue outer measure
to £ ( R n) is a measure, which is called the Lebesgue measure on Rn and is
denoted |• |.
Sets in £ ( R n) can be described in one of two ways, namely, A e £ ( R n)
iff A = H U N, where H is Fa and N € £ ( R n) is null, and A G £ ( R n) iff
A = G \ N, where G is G$ and N is null. Also, for arbitrary sets A C Rn,
there exist H C A C G such that H is Fa, G is G¿, and \H\ = \A\e = |G|.

29
30 3. Lebesgue Measure

Also, the Lebesgue measure isregular. That is, if A G £ ( R n) and e > 0,

there areF C A C O such that F is closed, O is open, and \0 \ F| < e.
Moreover, if \A\ < oo, F can be chosen to be compact.
A characterization of £ ( R n) due to Caratheodory highlights the interplay
between the Lebesgue measurable sets and the Lebesgue measure, and its
interest lies in the fact that it can be used to define the Lebesgue measure, as
well as other measures on more general a-algebras of sets. Caratheodory’s
characterization states that A G £ ( R n) iff \E\e = \E fl A\e + \E \ A\e for
every E c R n.

The problems in this chapter include the existence of Lebesgue non-

measurable sets, Problem 1, and properties of the Lebesgue outer measure,
including the existence of infinitely many pairwise disjoint subsets of [0, 1]
with Lebesgue outer measure 1, Problem 8, and the Lebesgue outer measure
version of the Borel-Cantelli lemma, Problem 22. The fact that a transla­
tion invariant measure on the Borel subsets of R, as well as one that satisfies
appropriate “dilation” properties, is a multiple of the Lebesgue measure is
addressed in Problem 23 and Problem 54, respectively. A couple of impor­
tant properties of Lebesgue measurable sets of positive measure are that
there exists a cube that contains an arbitrarily large proportion of the set
in question, Problem 55, and the Steinhaus theorem that asserts that the
difference set of a set of positive Lebesgue measure contains a neighborhood
of the origin, Problem 67. Also, such sets contain arbitrarily long sequences,
Problem 38.
The action of linear and Lipschitz maps on subsets of Rn is addressed in
Problem 49 and Problem 43, respectively. The properties of points of den­
sity, and dispersion, of a Lebesgue measurable set are discussed in Problems
7 8-81 . The Lebesgue measurability, and measure, of various sets defined in
terms of general expansions, including dyadic, ternary, or decimal, is dis­
cussed in Problems 8 5 -9 0 . Properties of the Hamel basis are discussed in
Problems 101-104. The relation between category and measure are discussed
in Problems 111-113.

The interested reader can further consult R. L. Wheeden and A . Zyg-

mund, Measure and integral, Marcel Dekker, 1977.

Problems

1 . Construct a Lebesgue nonmeasurable set in Rn.

2 . How many Lebesgue nonmeasurable sets are there in R?
Problems 31

3. Prove that £ ( R n) is the smallest a-algebra of subsets of R n that

contains B(M.n) and the sets of Lebesgue measure 0.
B be a Lebesgue nonmeasurable subset of Rn. Prove that there
4 . Let
exists Bq c B such that Bq ^ £ ( R n) and if A C Bo is Lebesgue measurable,
\A \ = 0.
5. B ^ £ ( R n) iff there exists e > 0 such that for every
Prove that
Lebesgue measurable A c B, |_B\A|e > £ .

6 . Does there exist a Lebesgue nonmeasurable set B C R such that

A = {x G B : x is irrational} is measurable?
7 . Prove that if A C R " intersects every compact subset of Rn of positive
measure, \A\e = oo.

8 . Do there exist pairwise disjoint subsets {Bn} of [0 , 1] such that

\Bn\e = 1 for all n?
9 . Let {Jn} be a finite collection of open intervals that covers [a, 6] fl Q.
Prove that |Jn| > b —a. Does it follow that |[a, 6] fl Q| > b —a?
1 0 . Prove that for a compact subset A of R n, |^4| can be computed using
finite covers, i.e., \A\ = inf { ¿ ^ =1 v(Ik) : A C UfcLi 4 } -

B C R n be bounded and for an interval J consider the expres­

1 1 . Let
sion |J\ — \J \ B\e. Prove that as long as
J contains B this expression is
independent of J.

12. Let {Ak} C R n be pairwise disjoint measurable sets and A c Rn.

Prove that |A n (_Jfc Ak\e = \A n Ak\e.
1 3 . Let A, B \A\e, \B\e < oo such that |AU B\e =
be subsets of R n with
|j4|e+|5|e. Prove: (a) \AnB\ =
IfAUB € £ ( R n), then A,B G £ ( R n).
0. (b)

1 4 . Let A, B e Rn. Prove: (a) If A € £ ( R n), \AnB\e+ \AUB\e = \A\ +

\B\e. (b) If there exists a measurable C such that A c C and \B n C\ = 0,
then |A U B\e = \A\e + \B\e.

1 5. Discuss the validity of the following statement: If A C Rn is such

that inf{|G| : A C G, G open in Rn} = sup{|F| : F c A, F closed in R n} ,
then A is Lebesgue measurable.

1 6 . Discuss the validity of the following statement: A C R n is Lebesgue

measurable iff |Q| = \Q HA\e + \Q \ A\e for all cubes Q in R n.

1 7 . Let A c Rn with \A\e < oo. Prove that A € £ ( R n) iff given e > 0,
there exists a finite collection of closed intervals 4 , . . . , / jvi say, such that
|a a u £ .,/» | .< í .
32 3. Lebesgue Measure

A e £ ( R n) with |A| < oo. Prove that there exists {Ak}, where
1 8 . Let
each Ak is a finite union of intervals, with the following two properties:
\irakXAk{x) = X a (x ) a.e. and |AA(lim inffc Ak) | = 0.
19. Prove that the Lebesgue outer measure is continuous from be­
low. Specifically, if {A *,} C R n is an increasing sequence, then |(J*. -^fcle =
limfc\Ak\e-
20 . Suppose {Aj} c Rn is such that for a strictly increasing sequence
ni < n 2 < . . . , I U £ i Aj\e = Y T j t i \ A o\e- Prove that |U j A j\ e = E j \Aj\e-
21 . Give an example of: (a) Pairwise disjoint sets {A&} such that
\{JkAk\e < Efc \Ak\e • (b) A decreasing sequence {Ak} with |Ai|e < oo
and I f l f e ^ f c l e < limfc \Ak\e ■
2 2 . Let { Ak} C R n be such that Efc \Ak\e < oo. Prove that limsupfc Ak
is a measurable set of measure 0.
n be a Borel measure on R such that p ( ( 0 ,1]) < oo and D a
2 3 . Let
dense subset of R such that fj,(d+ (o, b]) = /¿((a, b]) for d G D and a < b € R.
Prove that ¡j, is a multiple of the Lebesgue measure on the Borel sets, i.e.,
for every A € B (R ), n{A) — c |A|, where c = ¿t((0, 1]).

2 4 . Prove thatA c R n has |A| = 0 iff given e > 0, A can be covered

infinitely often by intervals {Ik} with Ylkv(^k) < £-
A € £ ( R n) with |A| > 0, {a ^ } a bounded sequence in R n, and
2 5 . Let
Afc = xk + A for k > 1. Prove that |A| < |limsupfc Ak\-
2 6 . Discuss the validity of the following statements: (a) A measurable
set in Rn has measure 0 iff its closure has measure 0. (b) There is an open
set A of arbitrarily small measure whose boundary dA has arbitrarily large
measure.

27. Let H be a hyperplane in Rn perpendicular to a coordinate xk

direction, 1 < k < n. Prove that \H\ = 0.
2 8 . Prove that a line segment in R 2 has measure 0.

A be the collection of finite unions of sets of the form (o, 6] fl Q

2 9 . Let
where —oo < a < b < oo. (a) Prove that A is an algebra of subsets of Q and
identify M(A). (b) Discuss the validity of the following statement: There
exists a measure ¡jldefined on P ([ 0, 1] fl Q ) such that n((a, 6]) = b —a for all
rationals a < b.

30. Discuss the validity of the following statement: If A is a closed

subset of Rn and Ok = {x € R n : d(x,A) < 1/k}, then |A| = limfc |Ofc|.
3 1 . For A € £( R n), let <p a (x ) = |AnB (0, |®|)|. Find limia-i^oo <pA(x) and
discuss the validity of the following statement: <pA is uniformly continuous
in R n.
Problems 33

A c Rn with \A\e > 0. Prove that for r\ G (0, \A\e), there is a

3 2 . Let
compact K c A with \K\ = rj.

33. Let A € £ (R ) with |A| < oo. Prove that |.4n(—oo, x)| = |.4 n(x,oo)|
for some i e R .

3 4 . Let A € £ ( R n) have infinite measure and let {A*,} be positive real

numbers. Prove that there are pairwise disjoint measurable subsets of
A such that \A^\ = Xk for all k.
3 5 . Let Q be a cube in R n. Prove that if A C Q is such that |.A| = |<3|,
A is dense in Q.
3 6 . Discuss the validity of the following statements: (a) There is a closed
set F c [0,1] consisting entirely of irrational numbers such that \F\ = rj,
0 < rj < 1. (b) Given e > 0, there is an open dense O c l with \0\ < e. (c)
For any 0 < e < 1 there is a closed nowhere dense subset F of [0,1] with
|F| > 1 — £. (d) Every closed subset of R with empty interior has Lebesgue
measure 0.

3 7 . Let A be a measurable subset of Rn with positive finite measure.

Prove that lim^i^o D (x + ,A)| = |j4|.

38. Let A e £ (R ) have |^4| > 0. Prove that A contains arbitrarily

long arithmetic progressions, that is, for every positive integer n, there exist
a € A and h > 0 such that the points a,a + h,a + 2h, . . . , a+ (n — l)h belong
to A.
A € £ ( R 2) have |^4| > 0. Discuss the validity of the following
3 9 . Let
statements: (a) A contains the vertices of an equilateral triangle, (b) There
exists £ > 0 such that, for all 0 < rj < e, A contains the vertices of a square
of sidelength rj.

4 0 . LetAbe &bounded measurable set in Rn with |A| > 0. Prove that

lim|x|^o \AA(x + j4)| = 0 . Show by means of an example that the result
may fail for sets of infinite measure.

4 1 . Let A 6 £(M n) with |j4| < oo and put ip(x) = \A n (x + ^4)| for
x € Rn. Prove that lim |I|_>00 <p(x) = 0.
4 2 . Let A € £ ( R n) and B € £ ( R n) be bounded, and put <p(x) =
\A fl (x + B)|. Prove that <p(x) is a continuous function of x € R n.
4 3 . Let T : Rn —> Mn be a locally Lipschitz transformation, i.e., |T(x) —
T{y) I < Mj(\x —y | for all x , y in a compact K of R n and a constant M r
that may depend on K. Discuss the validity of the following statements: (a)
If A C Rn is bounded, \T{A)\e < oo. (b) If |4| = 0, \T(A)\ = 0. (c) T maps
measurable sets into measurable sets, (d) If A G £ ( R n) has |j4| < oo, then
\T(A)\ < oo.
34 3. Lebesgue Measure

4 4 . Suppose that A C [0,1] is measurable. Prove that B = cos(A) =

{cos(a;) : x E A} is measurable and |.B| < .85 |A|.
A c R n, \A\e < oo, and r G R. Prove: (a) The dilation of A by
4 5 . Let
r, rA = {rx : x G A}, satisfies \rA\e = |r|n|^4|e. (b) A is measurable iff rA
is measurable for some r ^ 0, and then \rA\ = |r|n|^4 |.

4 6 . Let A E £ ( R n). Prove that B = —A Li A € £ ( R n) and |A| < \B\ <

2\A\.
47. A £ £ (R ) be such that for each irrational x , exactly one of
Let
—x, x is in A. Prove that |A| = \AC\= oo.
4 8 . Let A, B C In be Lebesgue measurable with |A| + \B\ > 1. Prove
that there exist x £ A,y E B such that y = ( 1 , . . . , 1) — x.
4 9 . Let T : R n —>■ R n be a linear map. Prove: (a) For a closed cube
Qr of sidelength r, \T(Qr)\e — rj\Qr\where 77 > 0 is a constant independent
of Qr and compute rj explicitly, (b) Let M be the n x n matrix such that
T{x) = Mx for all x G R n. Then |T(4)| = |det(M)| \A\ for all A € £ ( R n).
5 0 . Prove that the Lebesgue measure is rotation invariant.

5 1 . Can Rn be written as a countable union of hyperplanes?

€ in Rn with center xq is a set of the form £ = {x E

5 2 . A n ellipsoid
Rn : (A(x —:eo) , x — xq) < 1} where A is an n x n positive definite matrix
and (•, •) denotes the Euclidean inner product. Find \£\.

5 3 . An isometry <f> : R n —» R n is a mapping such that \(f>{x) —<f>(y)\ =

|x — y\ for all x,y £ R n. Prove that if <j>is an isometry, \<f>{A)\ = |A| for all
A E £ ( R n).
y, be a Borel measure on R that is finite on bounded subsets of R
5 4 . Let
such that y(tA) = |i| y(A) for all t E R, A E B (R ). Prove that y(A) = rj |A|
where 77 = y((0,1]).

A c Rn have \A\e > 0 and 0 < r] < 1. Prove that there is a

5 5 . Let
cube Q in R n such that |A fl Q\e/\Q\ > r}. Furthermore, prove that Q may
be assumed to have arbitrarily small measure.

56. Let A c Rn be such that |A fl Q\e > rj \Q\ for some rj > 0 and
all cubes Q c Rn. Prove that if A E £ ( R n), \AC\ = 0, and show that if
A £ £ ( R n), |Ac|e may be positive.
5 7 . LetA C Rn with \A\e > 0 and 0 < 77 < 1. Prove that there is a
cube Q in Rn centered at a point of A such that \A n Q\e >77 \QV
A E £ ( R n) be such that, given x ^ y £ A, (x + y)/2 £ A. Prove
5 8 . Let
that |A| = 0.

5 9 . Prove that if A c R n has \A\e < 00, then Ac —Ac —R n.

Problems 35

6 0 . Discuss the validity of the following statement: If A , B £ £ (R ) and

|A| = |B| = 0, then |A + B\ = 0.
A, B be measurable sets in R of finite measure such that A + B
6 1 . Let
is measurable. Prove: (a) |A| + |I?| < \A + B\. (b) If 0 < rj < 1 and
(1 — r})A + r]B is measurable, then |A|1_,?|i?|,? < |(1 — t])A + tjB\.

6 2 . Let A c [—1,1] be measurable with |A| > 1. Prove that 1 € A —A.

6 3 . Prove that if A £ £ (R ) has |A| > 0, A —A contains: (a) A n irrational
point x. (b) A rational point 0 ^ x.
6 4 . Prove that if A £ £ ( R n) has \A\ > 1, A —A contains a point with
integer coordinates.

B be a convex set in Rn centrally symmetric with respect to 0

6 5 . Let
with |£| > 2n. Prove that B contains a point x ^ 0 with integer coordinates.

6 6 . Prove that if A £ £ (R ) has |A| > rj > 0, A — A and A + A contain

a measurable subset with measure > 2V-

6 7 . Prove that if A £ £ ( R n) has |A| > 0, A —A contains a neighborhood

of the origin.

6 8 . Prove that if A , B £ £ ( R n) have positive measure, A — B and A + B

contain a nonempty open interval.

6 9 . Prove that if A £ £ ( R n) has |A| > 0, then card(A) = c. In other

words, if A € £ ( R n) and card(A) < c, then |A| = 0.

7 0 . Let E = {(x,y) £ R 2 : x —y ^ Q } . Prove that E does not contain

a set of type A x B with A , B £ £ (R ) with positive measure.
7 1 . Prove that if A £ £ ( R n) is a subset of a Vitali Lebesgue nonmea-
surable set V , then |A| = 0.

7 2 . Prove that if A C Rn has |A|e > 0, A contains a Lebesgue nonmea-

surable subset.

7 3 . Let V be a Vitali set in [0,1), {<&} the rationals in (0 ,1 ), Vk = qk+V,

and A n = (Jfc=i Prove that the A n are Lebesgue nonmeasurable.

7 4 . Let / : [0,1] —> [0,1] be a continuous function. Discuss the validity

of the following statements: (a) If / is Lipschitz and A £ £ ([0 ,1 ]), then
/ - 1 (A ) £ £ ([0 ,1 ]). (b) If / is a homeomorphism, i.e., / is invertible and
has a continuous inverse, and K c [0,1] is a compact set of measure 0, then
i / m i = o.
75. Prove that if 0 ^ O C Rn is open, O can be expressed as the
countable union of disjoint open balls and a set of measure 0.
36 3. Lebesgue Measure

7 6 . Discuss the validity of the following statement: There exists a se­

quence of pairwise disjoint closed disks {Dn} contained in the open unit
square Q — (0 ,1 ) x (0 ,1 ) of R 2 such that |A»I = L

77. Given a measurable set A C (0 ,1 ) with |A| > 1 — l/N, let B =

U ~ 0 (n +A). Prove that given a finite collection of points x\, . . . , in R,
there exists x £ (0 ,1 ) such that x — xn £ B for 1 < n < N.

78. W e say that A £ £ ( R n) has density d at x £ R n if

lim
i—>0+ \B(x,r)\
If d = 1 we say that x is a point of density of A and if d = 0 we say that x
is a point of dispersion of A. (a) Given xq £ R and d £ (0 ,1 ), construct a
set A c R with density d at xq. (b) Construct B with no density at 0.

79. Prove that if 0 is a point of density of A £ £ ( R n), then AA fl A ^ 0

for |A| > 1.

80. A £ £ ( R n), there exist Xk —> 0

Prove that if 0 is a point of density of
such that (a) Xk £ —A D A for all k, or (b) Xk, 2 Xk £ A for all k.

81. Let A £ £ ( R n). W e say that A has a well-defined density D(A) if

the limit
|^4 fl .5 ( 0 ,r)|
D(A) = lim
r ->00 |B(0,r)|

exists. Discuss the validity of the following statements: (a) D(A) is well-
defined for allA £ £ (R ). (b) If D(A) and D(B) are well-defined and AnB =
0, D(A U B ) is well-defined and D(A U B) = D(A) + D{B). (c) If {Am} are
pairwise disjoint sets with well-defined density and A = |Jm Am, then A has
a well-defined density and D(A) = D(Am).
82. Prove that if A £ £ ( R n) has |^4| > 0, there is a sequence {xk} in
Rn such that |Rn \ \Jk(xk + ^)| = 0. For {a:/.} one may take any countable
dense set D in Rn.
8 3 . Let A = UceC where the Ic are intervals of length 1 /1 0 centered
at the points c of the Cantor discontinuum. Find |A|.

{rjk} be a sequence in (0 ,1 ). Let Pq — [0,1], Pi the set obtained

8 4 . Let
by removing the middle open interval of Po of relative length r)\, and, having
constructed Pfc, let Pk+i be the subset of Pk obtained by removing the middle
open interval of relative length r)k of each of the 2k disjoint closed intervals
that comprise Pk- Let P = fj£Lo Prove that |P| = 0 iff = oo.

8 5 . Fix an integer l > 1. For x £ [0,1] consider its expansion in base £,

x= ^ ^ , 0 < xn < l —1 for all n ,

71
Problems 37

where in case of ambiguity we pick the nonterminating expansion. W hen

i = 2 the expansion is called dyadic, when l — 3 ternary, and when t = 10
decimal, (a) Let An(k) = { « € / : xn = k} where 0 < k < i — 1 and
n € N. Prove that An(k) is Borel measurable and find its measure, (b)
Let Ak = {x E [0,1] : xn ± k, all n } , 0 < k < l — 1. Prove that Ak is
Borel measurable and find its measure, (c) Let Bk = {x E [0,1] : xn = k
for infinitely many n}, 0 < k < i — 1. Prove that Bk is Borel measurable
and find its measure, (d) Describe Ak + Ak, 0 < k < £, prove that it is
measurable, and determine its measure.

8 6 . Suppose that i > 3 and let 0 < m < n < t. (a) Let A = {x E [0,1] :
Xk = m or Xk — n for all k}. Prove that A is an uncountable compact set
of measure 0. (b) Let B = {x E [0,1] : m appears before n in the expansion
of x}. Prove that B is Borel and find \B\.

8 7 . Suppose thatl > 3 and let 0 < l\,li < t, i\ ^ ¿2- Let A = {x =
Yhkxk^~k e [0)1] : if xm = l\ there is n < m such that xn — 12}. Prove
that A is measurable and compute its measure.

A = {x =
8 8 . Let xk%~k ^ [0,1] : Xk = 0 ,1 , and X2k = 0 for all &}.
Prove that A is a compact, uncountable, nowhere dense set of measure 0.

8 9 . LetA = {x = Yk xklQ~k : Xk = 0 , . . . , 9, and, for each n = 0 , 1 , . . . ,

there is m with 2n < m < 2n+1 and xm = 0 }. Discuss the validity of the
following statement: A is Lebesgue measurable and |.A| = 0.

90. Given x € M, define the mantissa M(x) of x as M(x) = x — [x]

where [x] is the integer part of x; M assumes values in [0,1). Prove that if
An = [2- n M(ln(ra + 1)), 2 “ nM (ln (n + 1)) + 1], then |limsupn An\= 0.
9 1 . Construct a set A c R with |j4| = 0 such that A D J is uncountable
for every interval J.
A be such that \Afl J\ = r)\J\ where 0 < rj < 1 is fixed and J is
9 2 . Let
a subinterval of M. Prove that \A n [0 ,1]| = 0 or = 1.

9 3 . Let A € £ ( R n) and D c l # a dense subset of R ra such that d+A = A

for all d € D. Prove that |j4| = 0 or \AC\= 0.
94. Let A G £ (R ) have the following property: If x E A and if the
decimal expansions of x and y differ in finitely many places, then y G A.
Give examples of such sets and prove that |A| = 0 or |R \ A| = 0.

9 5 . Let A G £ ( R n) have |.A| > 0, let Q n = {<?} be the rational n-tuples

in Rn, and let B = U geQn(<7 + A)- Prove that |BC| = 0.
9 6 . W e say that p E R is a period of A if p + A — A. Let A E £ (R )
have arbitrarily small periods. Prove that \A\ = 0 or \AC\= 0.
38 3. Lebesgue Measure

9 7 . Let A e £ ( R + ) be such that rA = A for all rationals r > 0. Prove

that |j4| = 0 or \AC\= 0.
9 8 . Let A E £ ( R n) be such that for all x in a dense subset D of Rn,
\AA(x + A)| = 0. Prove that |.A| = 0 or \AC\= 0.
99. Construct a rotation invariant probability measure p on the unit
circle S1 = {(a :,y) E R 2 : x2 + y2 = 1} in R 2.
100. Let {o n} be a real sequence and {An} a strictly positive real
sequence. Prove that if ^2nV\i < oo, 5^n An|:r — an|_1 < oo for x a.e.
in R.

1 0 1 . Prove that the existence of a Hamel basis of R as a linear space

over Q implies the existence of a Lebesgue nonmeasurable set.

1 0 2 . Prove that if a Hamel basis H of R is Lebesgue measurable, then

|ff| = 0.
1 0 3 . Prove that the Cantor discontinuum contains a Hamel basis of R.

1 0 4 . Construct a Lebesgue nonmeasurable Hamel basis for R.

105. Characterize the differentiable functions / : [0,1] —> [0,1] such

that | /- 1 (J)| = |J\ for every interval J c [0,1].
1 0 6 . Let O c R b e open and <p : O —¥ R a continuous function so that
E £ (R ) for every open interval J of R and |</?- 1 (J)| = |J|. Prove
that if A E £ (R ), ^(A ) E £ (R ) and I ^ O 4)! = \A\.

107. Discuss the validity of the following statement: The mapping

/ : [0,1] [0,1] given by f(x) = 2x if 0 < x < 1 /2 and = —2x + 2
otherwise, is measure preserving.

1 0 8 . Does there exist a function / : R -> [0,1] such that the set D(f)
of discontinuities of / has measure 0 yet D(f) D / is uncountable for every
II
109. (C,d) denote the metric space introduced in Problem 2.88
Let
corresponding to the Lebesgue measure on I. Prove that S = {[.A] € £ :
\AHJ\ > 0 and \ACD J\ > 0 for all intervals J C 1} is of second category in
(£,d).
1 1 0 . Let {An} be positive reals such that An < oo and for A: > 0 let

xE P > for all integers p, q, q

q ~ k\q\

Prove that |R \ (Jfe ^fcl = 0.

111. Give an example of a subset of R: (a) O f first category and full

measure, (b) O f second category and measure 0.
Problems 39

1 1 2 . Discuss the validity of the following statement: There exists a set

A c R o i first category and measure 0 such that A + A = R.
1 1 3 . Discuss the validity of the following statement: If A, B are disjoint
subsets of R with A of second category, B positive measure, and A u B = R,
then A + B contains an interval.
114. Discuss the validity of the following statements: (a) Given an
integer n, there are n pairwise disjoint Borel subsets A \, . . . , An of R, say,
such that \Ak fl J\ > 0 for every nonempty open interval J and 1 < k < n.
(b) There are pairwise disjoint Borel sets {An} in R such that \An (1 J| > 0
for every nonempty open interval J and all n.

115. Let D = {m + y/2n : m,n £ Z } and for x, y € R consider the

equivalence relation x ~ y i f f x — y£ D. By the axiom of choice there is a
set V, say, consisting of one point from each equivalence class. Prove that
V 0 £ (R ).
 Chapter 4

Measurable and
Integrable Functions

This chapter is devoted to the notions of measurable and integrable

functions. Given a cr-algebra M of subsets of X , we say that a real-valued
function / on X is measurable if the level sets {x G X : f(x) > A} of / are
measurable, i.e., are in M , for all A e R. A n extended real-valued function
/ on X is measurable if { / = —00} G M and {A < / < 00} G M for each
real A. In the case of a measure space (X, M , p) the measurability of various
expressions involving / , such as f + (x) = V(0, f(x)) and \f(x)\p, 0 < p < 00,
for instance, follow at once from the fact that if / is a measurable p- a.e.
finite function on X and ip a real-valued continuous function on M, then
ip o f is measurable.
W e say that a function <p on X is simple if ip = X)fc=i ^ kXAk where
the Ak are scalars and the measurable subsets of X. Every measurable
function / is the /¿-a.e. pointwise limit of simple functions assuming rational
values; when / is nonnegative the functions are given by

. . . f ( k - l ) / 2 n, (k - l)/2n < f(x) < k/2n, for k = 1 , 2 , . . . , n2n,

fn{x) = < ... .
[ n, f{x)>n.

For arbitrary functions f = f + — f~ the simple functions are obtained by

approximating f + and f~ separately and then subtracting to approximate
/•
The integral of a nonnegative simple function (p over X with respect
to /t is denoted fx <p(x) dp(x), or fx (pdp, and is defined as the quantity
fx <pdiJ, = J2k=i Now, given a nonnegative measurable function /

41
42 4. Measurable and Integrable Functions

on X, let Ff = {ip : is simple and 0 < <p < / } . The integral of f over
X with respect to p is denoted fx / ( x) dp(x), or fx f dp, and is defined as
fx f dp = sup { fx ipdp : cp G Xf}. Arbitrary functions f = f + —f~ have
an integral defined by Jx f dp = fx f + dp — fx f~ dp provided at most one
of the integrals in the right-hand side of the definition is infinite.
X is integrable if Jx |/| dp < oo
W e say that a measurable function / on
and the linear space L1(X) is defined as Ll(X) = { / : / is measurable and
fx |/| dp < oo}; endowed with the metric d(f,g) = Jx \f —g\dp, {Ll(X),d)
becomes a complete metric space.
Integrable functions satisfy Chebychev’s, or Markov’s, inequality, i.e.,
V ({| / l > A>) < /{|/|>A} l/l ^ for a11 A > °-
In the case of the Lebesgue measure in Rn, or A G £ ( R n), the integral
of / is denoted fK„ f(x ) dx, or fA f(x) dx, respectively, and if a function /
defined on a finite interval of Rn is Riemann integrable, / has a Lebesgue
integral and both integrals coincide. The Lebesgue integral is translation
invariant and simple or compactly supported smooth functions are dense
e > 0, there is a simple or compactly
in L 1(Mn) in the sense that given
supported smooth function g such that d(f,g) = fRn \f(x) — g(x)\dx < e.
Also, L 1(Rn) functions are continuous in the metric, i.e., if / G L 1(Rn),
given e > 0, there exists 6 > 0 such that fRn |f(x + y) — f(x)\ dx < e
whenever \y\ < S.
A n essential feature of the Lebesgue integral is the Lebesgue differen­
tiation theorem. It states that if / is locally integrable, i.e., integrable on
bounded subsets of R n, then with Q(x,r) denoting the cube centered at x
of sidelength r > 0,

lim
r->o+
Í
\Q(x,r)\ JQA
JQ(x>r)
f(y) dy = / ( x) a.e. x G

x G Rn in the domain of a locally integrable function

W e say that a point
/ on Rn is a Lebesgue point of f if

l™, ,n ( l v. [ |/(y) - /(*)\dy = 0.

\Q[x,r)\ jQ(xtr)
r -> 0 +

Then, the strong version of the Lebesgue differentiation theorem holds, i.e.,
almost every point in the domain of a locally integrable function / on R n is
a Lebesgue point of / .
Some of the important questions in Lx{X) concern the passing of the
limit under the integral sign. A basic result is the Beppo Levi or monotone
4. Measurable and Integrable Functions 43

convergence theorem (M C T ), which states that if { / „ } is a nondecreasing

sequence of nonnegative finite g- a.e. measurable functions on X, then f(x) =
limnfn{x) exists everywhere on X, f is nonnegative and measurable, and
limn fx fn dg = fx f dg. The possibility that the limit is infinite is allowed.

Now, limits are hard to find and so Fatou’s lemma is an essential tool
in dealing with convergence. It states that if { / „ } are extended real-valued
measurable functions on X so that g < fn ¿¿-a.e. for an integrable function
g, then Jx lim infn fn dg < lim infn fx fn dg.
Then there is one of the most celebrated theorems in real variables,
namely, the Lebesgue dominated convergence theorem (L D C T ). It states
that if { / „ } are extended real-valued measurable functions onX such that
limn / n = / existsg- a.e. and |/|,|/n| < g /¿-a.e. for g € Ll(X) and all n,
then limn fx fn dg = fx f dg.

Now to the problems. In Problem 13 we consider the relation of a mea­

surable function and the nature of the underlying measure space, in particu­
lar when it is not complete. Also the general form of a measurable function:
it is a linear combination of not necessarily pairwise disjoint characteristic
functions of measurable sets with rational coefficients, Problems 17-18. In
the particular case of Rn, various classes of functions, such as monotone
or semicontinuous, are Borel or Lebesgue measurable, Problems 2 1-29 . On
the other hand, for an arbitrary cr-algebra of subsets of R n, not all continu­
ous functions are measurable, Problem 30. The composition of measurable
functions can also be problematic, Problems 3 6 -3 8 . The properties of mea­
surable, not necessarily continuous, functions on R that satisfy the relation
f(x + y) = f(x) + f(y) for all real x , y, are explored in Problems 4 5 -4 6 .
That integrable functions in Euclidean space can be approximated in
the L1 norm as well as g- a.e., and continuous integrable functions every­
where, and often uniformly, by simply constructed classes of functions is
done in Problems 54-55 . The question as to whether two functions that
have the same integral over all measurable sets are equal g- a.e. is considered
in Problem 69. And, the fact that if a Lebesgue integrable function on R
has vanishing integral over all intervals of fixed length c > 0, it vanishes
a.e., is given in Problem 72. That integrable functions have a higher order
of integrability is done in Problem 73. The relation between the Riemann
improper integral and the Lebesgue integral on R is explored in Problems
9 3-95 . Various forms of the Lebesgue differentiation theorem are given in
Problems 111-112. The question as to whether Lebesgue integrable func­
tions on Rn tend to 0 as |«| -»• oo is discussed in Problems 122-130. A
general version of the Riemann-Lebesgue lemma is given in Problem 147.
44 4. Measurable and Integrable Functions

Problems

1. Let f,g be Lebesgue nonmeasurable functions on I. W h a t can one

say about / + g, |/|, and fgl
2 . Let ( X ,M,/x ) be a measure space, / a measurable function on X,
and g = f fx-a.e. Is g measurable?
S denote the cr-algebra of subsets of R given by <S = {A c R :
3 . Let
A = —A}. Characterize the measurable functions: (a) / : (R, S) —»■ (R, S).
( b ) c ? :( R ,« S ) - > ( R ,£ ( R ) ) .

4. Let X — (0,1]. Consider the cr-algebras of subsets of X , <Si =

M { ( 0 ,1 /2 ] , ( 1 /2 ,3 /4 ] , (3 /4 ,1 ] } and «S2 = M { ( 0 ,1 /4 ] , ( 1 /4 ,1 /2 ] , (1 /2 ,1 ] } .
Give the following examples of functions / on X: (a) / is «Si measurable
but not «S2 measurable, (b) / is «S2 measurable but not <Si measurable, (c)
/ is both <Si and S2 measurable, (d) / is neither «Si nor «S2 measurable.

5 . Let <S be the cr-algebra of subsets of R given by <S= {0 , ( —00,0 ], ( 0 , 00),

R }. Describe the S measurable functions / on R. If |/| is measurable, does
it follow that / is measurable?

6 . Let M be a cr-algebra of subsets of X and / a function on X such

that |/| is measurable. Find an additional condition that ensures that / is
measurable.

7 . Given a,b,c € R, let mid (a, b, c) denote the middle value when
a, b, c are arranged in an increasing (or decreasing) order. Let M be a cr-
algebra of subsets of X and given measurable functions / 1, / 2, / 3 , let g(x) =
mid / 2(2)1 / 3(2 ))• Prove that g is measurable.

8 . Let M be a cr-algebra of subsets of X and / 1, / 21/ 31/4 measurable

functions on X. Let

/1(2 ), /2(2) < /3(2),

f(x) =
/4 (x'), otherwise.

Prove that / is measurable.

M be a cr-algebra of subsets of X, {An} C M with (Jn An = X,

9 . Let
{ / „ } measurable functions on X such that fn = fm on An fl Am, and / :
X ->■ R given by f(x) = fn(2 ) for x G An. Prove that / is a well-defined
measurable function on X.

(X,M,/x) be a measure space, / a measurable function on X ,

1 0 . Let
and O an open subset of R containing the origin. Prove that there exists
A € M with n{A) > 0 such that f(x) —f(y) 6 O whenever x,y G A.
Problems 45

11. Let be a measure space and / a measurable function

on X that is not constant ¡jl- a.e. Prove that there exists A € R such that
¿ ¿ ( { / < A}) > 0 and n({f > A}) > 0.

12. Let <S denote the a-algebra of subsets of R 2 generated by the

open balls B( 0, r) of R 2 centered at the origin. Prove: (a) The function
u : (R2,<S) - * (R + ,5 ( R + )) given by u(x1, 0:2) = (xj + £ 2) 1 2 is measurable,
(b) The function v : (R + ,£?(R+ )) —> (R 2,<S) given by v(x) = (x, 0) is mea­
surable. (c) Let a, b € R 2 be such that u(a) = u(b) and put C = {A € S : a
and b are simultaneously in A or in Ac}. Prove that C = S. (d) Discuss
the validity of the following statement: If / : (R2,<S) - » (R + ,# ( R + )) is
measurable, then / ( 3 , 4 ) = / ( 4 , 3 ) = / ( 0 , 5 ) .

1 3. Let (X,M,fi) be a measure space where g is not complete and

(X, S, fj,i) is its completion. Prove that / : (X, S ) —> (R, B (R )) is measurable
iff there exists a measurable g : (X, M ) —>• (R, B(R)) such that f — g /ii-a.e.

14. Construct a Lebesgue nonmeasurable function / : R —» R such

that if g : R —> R satisfies |g(x) — f(x)\ < 1 for all x € R, g is Lebesgue
nonmeasurable.

1 5 . Let A € £ (R ). Prove that given e > 0, there is a continuous function

/ on R such that \{x G R : f(x) ^ x a (®)}| < £•
1 6 . Let / : [a, b] —> R be measurable and finite a.e. Prove that / is the
a.e. pointwise limit of polynomials.

M be a a-algebra of subsets of X and / an extended real-valued

1 7 . Let
measurable function on X. Prove that / can be expressed as / = AnXA„
with the An rational and the An in M., not necessarily pairwise disjoint.

M be a a-algebra of subsets of X and / a nonnegative mea­

1 8 . Let
surable function on X. Prove that / can be expressed as / = n ~ 1XAn
where the An are in M .

19. T be a 7r-system in X with X G T and V a linear space of

Let
functions on X such that: (1) xa £ V for all A G X. (2) If { / n} C V is an
increasing sequence with limn fn = / , then / G V. Prove that V contains all
measurable functions / : (X, M{F)) -¥ (R, 5 (R )).

M be a a-algebra of subsets of X and R = [—oo, oo] the ex­

2 0 . Let
tended real line. Prove that / : (X,M) —> (R ,f?(R )) is measurable iff
: (X,M) -> ( R ,5 (R )) is measurable a n d / -1 ({o o }) a n d / -1 ( { —oo})
€ M.

2 1 . Let f(x ) be a continuous function on [0,1]. Prove that A = {x €

[0,1] : f(x) > f(y ) for all y € [0 ,x )} is Borel measurable.
2 2 . Let / be a bounded function on R and A = {a: 6 R : lim ^ -^ f(y) =
f(x)}. Prove that A € B(R ).
46 4. Measurable and Integrable Functions

2 3 . Prove that a function / on R is measurable iff for every finite a< b

the restriction fa^ = fx[a,b] of / to [a, b] is measurable.
2 4 . Prove that if / : Rn —> R is continuous a.e., / is Lebesgue measur­
able.

2 5 . Prove that if / on Rn is lower semicontinuous, / is Borel measurable.

2 6 . Let / be a function on R that is right-continuous at each point of

M. Prove: (a) / is Borel measurable, (b) / is continuous a.e. in R.

2 7 . Let / : M —> R be monotone. Prove that / is Borel measurable.

2 8 . Suppose that / is differentiable everywhere on R. Prove that f is
Borel measurable.

2 9 . Discuss the validity of the following statement: If / : [0,1] —> R is

bounded and Lebesgue measurable, then / agrees a.e. with a function in the
Baire class B\. If the statement is false, consider the following alternative:
/ agrees a.e. with a function in the Baire class Bk, for some k.
3 0 . Let M. be a cr-algebra of subsets of Rn that does not contain B (R n).
Prove that there is a continuous real-valued function on R n that is not
measurable with respect to M..
3 1 . Let / : R n -> R m be continuous. Prove that G B(Rn) for
all B G B(R m).
3 2 . Let / : Rn -> R n be continuous, 1-1, and onto. Prove that / maps
Borel sets onto Borel sets.

3 3 . Discuss the validity of the following statement: If / is a Lebesgue

measurable function on Rn and B G B (R ), f ~ l(B) G £ ( R n).
34. Let / : Rn —> R be measurable. Prove that f ~ 1(A) G £ ( R n) for
every A G £ (R ) iff / - 1 (/V) has measure 0 whenever N c R is a null set.
3 5 . Let B ^ £ (R ) and A = {(a:, x) G R 2 : x G B}. Prove that
A G £ ( R 2) \ B (R 2).
3 6 . Let / ,g : R —>■R be such that / is Lebesgue measurable, g continu­
ous, and f o g well-defined. Discuss the validity of the following statement:
/ o g is measurable.

3 7 . Let / be a measurable function on Rn and <p : R n —>•R n a continuous

function with the property that for every null set N C R n, <£>_ 1 (./V) g £ ( R n).
Prove that / o <p is Lebesgue measurable.

3 8 . Let ip : [—oo, oo] -> [—oo, oo] be monotone and suppose that / :
R —> [—oo, oo] is measurable. Prove that <po f is measurable.
3 9 . Let / be a measurable function on X and g(x) = 0 if f(x ) is rational
and = 1 if f(x) is irrational. Is g measurable?
Problems 47

—> R and L\(f) = {x G R : f(x ) = A}, A real. Prove: (a) If

4 0 . Let / : R
/ is measurable, L\{f) is measurable for all A. (b) If / is a simple function
and L\(f) is measurable for every A € R , / is measurable, (c) Suppose
L\{f) is measurable for all A € R. Does it follow that / is measurable?
4 1 . Let / : R n —> R be Lebesgue measurable and define g : R —> [0, oo]
by g(A) = |{x € R ” : f(x) = A}|. Prove that g is Lebesgue measurable and
compute / K <7(A)dA.

x = X )n V
4 2 . Let / be the function on [0,1] defined as follows: If n.
0 < xn < i — 1) let f(x) = maxn xn. Prove that / is Lebesgue measurable.
4 3 . Consider ternary expansionsx = ^ n xn3-n in [0,1) (possibly ter­
x, y e [0,1), let g(x,y ) denote the smallest n such
minating in 0 ’s) and, for
that xn — yn and g(x, y) = oo if no such n exists. Prove that g is Lebesgue
measurable.

44. Consider the functions { / n} on [0,1] given by / n(x) = xn where

x = YlnXn2 _ n > Xn = 0) Í- (a) Prove that fn is measurable, n > 1. (b) If
a : N -> N denotes a permutation, let f(x) = x<r(n)2_ n - Prove that / is
well-defined and measurable in [0,1], and calculate | { / < A}| for A € [0,1].

4 5 . Let / be a measurable function on R that satisfies f(x + y ) =

f(x) + f(y) for all real x,y. Prove that f(x) = cx for some constant c
provided: (a) / is integrable in some neighborhood of a point in R, or (b) /
assumes finite values in a set of positive measure.

f(x + y) =
4 6 . Let / : R —»•R be a discontinuous function that satisfies
f(x) + f(y) for all x ,y € R. Prove: (a) For every irrational x there is a
sequence xn —> x such that f(xn) —> 0. (b) / - 1 ( { 0 } ) is dense in R iff for
every Hamel basis {e^}AeA ° f R over Q , T — {f(e\)} is linearly dependent
over Q. (c) If / ( 1 ) = 1, the graph G(f) of / is dense in R 2.

47. Let / be a Lebesgue measurable function on R with periods s ,t

with s/t irrational. Prove that / = c a.e.
4 8 . Prove that if a continuous / : Rn -> R vanishes a.e. in Rn, f(x) = 0
for all x € Rn.
4 9 . Given / : [0,1] —>• R, which of the following statements implies the
other? (a) / is continuous a.e. in [0,1]. (b) There is a continuous function
g : [0,1] —¥ R such that g = / a.e.
X be an uncountable set and M. the cr-algebra of subsets of X
5 0 . Let
given by M. = {A C X : A is countable or X \ ^4 is countable }. For A G A4,
let /i be the counting measure on M , i.e., n(A) = the number of elements
in A if card(.A) < oo and = oo otherwise. Characterize the measurable
functions on X and describe L 1( X ) .
48 4. Measurable and Integrable Functions

51. Let ( X, M ., y ) be a measure space. Discuss the validity of the

following statement: / G Lx(X) iff lim ^ o o /{|/|>,\} l /l dy = 0-
5 2 . Let ( X , M , y ) be a finite measure space and / a measurable function
on X. For an integer n, let An = {|/| > n } and Bn = {n < l /l < n + 1}.
Prove that the following statements are equivalent: (a) / 6 L 1( X ) . (b)
E n M - B n ) < oo. (c) E n M A O < oo.
5 3 . Show that (C(I), || • ||i) is not complete.
54. {Q\} of Rn consisting of nonoverlapping dyadic
Consider a grid
cubes with \Q¿\ = 2 -nfe, all Í. Given / G L (R n), let {sk} be given by
Sk(x) - \Qe\~1fQkf(y) dy for x G Qk , all £. Prove that «& (/) ->• / in
L ^ R ” ) and a.e.

55. Let / be a continuous function on [—1 /2 ,1 /2 ] with / ( —1 /2 ) =

/ ( 1 / 2 ) = 0 and {sfc} nonnegative integrable functions on [—1,1] with integral
1 for all k such that lim*, Sk(x) dx = 0 for each S > 0. Prove that
if fk(x) = / _ ^ 2 sk(x - y)f{y) dy, x G [ - 1 / 2 , 1 / 2 ] , then fk - » / uniformly in
[ -1 /2 ,1 /2 ] .

5 6 . Let / G L 1(Rn) and g G L °°(R n). Prove that

ljmn f |/ ( * + h)~ f(x) |g(x) dx = 0.

N-»■0 Jun

57. ( X ,M ,y ) be a measure space,

Let g a nonnegative measurable
function on X , and v the set function on M. given by v{A) = Jx gxA dy,,
A G M . Prove: (a) v is a measure, (b) If / is a nonnegative measurable
function on X, $x fdv = fx fg dy,. (c) If v is cr-finite, g is finite y- a.e.
5 8 . Let ( X, M ,y) be a measure space, / a measurable function on
X, and v = / o y the set function on the Borel subsets of R given by
v(B) = y (f~ 1(B)), B G B(R). Prove: (a) v is a Borel measure on R. (b) A
Borel measurable function : R —> R has an integral with respect to u iff
<pof has an integral with respect to y and in that case fx <pofdy = fu ipdv.
M be a cr-algebra of subsets of X. W e say that F : (X , M) —>■
5 9 . Let
(R2, B (R 2)) is measurable if F~1(AxB) g M . for all open intervals A, B C R.
(a) Let f,g be real-valued functions on X and F : X ->■ R 2 be given by
F(x) = (f(x),g(x)), x € X. Prove that F is measurable iff / : (X,M) —*
(R ,B (R )) and g : (X,M) —> (R, B (R )) are measurable, (b) Let $ : (X,M)
(R2, B (R 2)) be measurable. Prove that the set function y<s> given by
y$(E) = y(^~1(E)) for E G £ ( R 2) is a measure, (c) Prove that / r2 / dy$ =
lx f ° $ d y for all /x<j> integrable functions / : (R2,B ( R 2)) ( R , B(R )).

6 0 . Let <p : [0,1] —> R be a strictly monotone absolutely continuous func­

tion with continuous derivative and J = <p(I). Prove: (a) / |v?,(íC)l dx
Problems 49

= |j4| for every Borel A C J. (b) If / is integrable on J, f ^ Aj f{y) dy =

Ja / ( (H a:)) W(x)\dx for every Borel A c (a, b).
6 1 . Let / 6 L 1(M) be a nonnegative function with integral 1, F(x) =
f-oo f(y) dy, and yp the Borel measure induced by F. Prove that for a
Borel measurable function g, fRg(x)f(x) dx = JRg(x) dyp(x).

g : R —> [0, oo) be a continuous function such that g(0) > 0 and
6 2 . Let
g(x) = 0 if x ^ [—1,1]. Prove that if h is a measurable function such that
g(x - n) < h(x) for n = 0 , 1 , 2 , . . then h <£ L ^ R ) .
(X,M.,y) be a measure space and / a nonnegative integrable
6 3 . Let
function on X. Prove that for every e > 0, there is A € M. with y(A) < oo
such that fx fd y < JAf d y + e.

6 4 . Let (X,M ,y) be a measure space and / a nonnegative measurable

function on X. Discuss the validity of the following statement: / € Ll{X)
iff given e > 0, there exists <5 > 0 such that jA f dy, < e whenever y(A) < 5.

6 5 . Let(X,M ,y) be a measure space and / € Ll{X). Show that the

parameter ó in the definition of absolute continuity of the integral cannot
be chosen to depend on e and ||/||i alone.

66. Let (X,M ,y) be a measure space and A C X with y(A) < oo.
Prove that for some x € A, |/(rc) | < (l/y(A)) fA |/| dy.
6 7 . Let ( X ,M.,y ) be a measure space and / a measurable function on
X such that JA f d y > 0 for all A e A4. Prove that / > 0 y- a.e. From this
deduce that if fA f dy = 0 for all A <E M , then / = 0 y- a.e.

6 8 . Let (X,A4,y) be a measure space and T a 7r-system of subsets of

X such that M(F) = M. Suppose that / is integrable, or measurable and
nonnegative y- a.e. Prove that if JA f d y = 0 for all A € F and A = X, then
/ = 0 y- a.e.

6 9 . Let (X, M , y ) be a measure space and / , g measurable functions on

X. Discuss the validity of the following statement: If

all A€M ,

then f —g y- a.e.
70. Let ( X , M , y ) be a semifinite measure space, F c l a closed set,
and / an integrable function on X such that

all A G A4 with y(A) < oo.

Prove that f(x) G F for y- a.e. x € X.

50 4. Measurable and Integrable Functions

7 1 . Let ( X , M ,
p) be a measure space and / G Ll(X) such that |JA f dp\
< cp(A) for all measurable A with p(A) < oo and a constant c. Prove that
|/| < c ¡i-a.e.

72. Let / € L 1(M) and c > 0. Prove that if Jjf(y)dy = 0 for all
intervals J with |J\ = c, then / = 0 a.e.
^ ( X ) . Prove that there is a nondecreasing Borel function
7 3 . Let / G
ip : R + —> R + with lim ^ o o (pit)/t = oo such that fx dp < oo.
(X,Ai,p) be a measure space, / an integrable function on X,
7 4 . Let
and g a bounded measurable function on X such that o < g{x) < b /¿-a.e.
Prove that Jx g |/| dp = c Jx |/| dp for some c with a < c < b .

75. (X,M, p) be a measure space and f,g G L}(X). Prove that

Let
min(f,g) is integrable and fx m in (/, g) dp < min (Jx f dp, fx gdp). W hen
does equality hold?

7 6 . Let (X , M , p ) be a measure space and / an integrable function on

X such that |Jx f dp\ = Jx |/| dp. Prove that / is of constant sign p-a.e.
77. fix) = 0 at each point of the Cantor discontinuum C and
Let
f(x) = n in each interval of length l / 3 re in the complement of C. Prove that
/ is measurable and calculate Jj fix ) dx.

78. Let / be the function on [0,1] given by f(x) = 0 if x is rational

and = n if there axe exactly n zeros immediately after the period in the
decimal representation of x. Prove that / is Borel measurable and compute
fj f(x) dx.
79. Let
- 2, x < 1,
F(x) = < 1, 1 < x < 4,
12, x > 4.
Compute fRx2 dpp(x) where pp denotes the Borel measure induced by F.
80. Let / be defined on (0 ,1 ) by

n 1, if n is the smallest integer with xn = 7,

f(x)
0, otherwise.

Prove that / is measurable and compute ff f(x) dx.

81. Let [i] denote the integral part of t > 0 and for x G [0,1] put

0, x rational, 0, x rational,
f(x) = and g(x)
[1/x ], otherwise, [ l /* ] > otherwise.

Prove that / , g are measurable and compute their integrals.

Problems 51

82. Compute

83. Given x G [0,1], let x — Y nxn£~n denote the expansion of x in

base £, 0 < xn < l — 1, all n, let x n(x) denote the function on I given by
xn(x) = xn, all n, and put for an integer m > 0,

n 71

Prove that / and g axe well-defined and compute their integrals over I.
84. Discuss the validity of the following statement: n is a Borel
If
measure on R such that (f^ t dfi(t))2 = / Q
x t3 dy,(t) for all x > 0, then y, is
the Lebesgue measure on B(R ).

A G £ (R n), M an invertible n x n matrix, and / G Ll{A). Prove

8 5 . Let
that / o M G Ll{ M - xA) and fA f(x) dx = |det(M)| JM_1A f o M(x) dx.

8 6 . Let / G L 1(Rn). Prove that if A > 0, fRn / ( A x ) dx - Xn fR„ f(x) dx.

8 7 . LetT : R 2 -> R 2 be the linear transformation given by T(x,y) =
(2 x +
y,x —y). Prove that if / G L ^ R 2) is invariant under T , i.e., f o T = f,
then fR2 f(x) dx = 0.

8 8 . Let A be a real n x n symmetric positive definite matrix, i.e.,

(Ax,x) > 0 for x 0. Compute fRn e~l'Ax'x'>dx.
F : R —> R and a continuous, increas­
8 9 . Given a distribution function
ing, invertible function $ : R—> R, let ¡if and denote the measures
induced by F and F o $ , respectively. Prove that if / G lA (R , ¡jlf), then
/ o $ e L1(R, mfo$ ) and fRf d¡j,p = fRf ° ® d¡j,Fo<t>-

9 0 . Let / G L : (R). Prove: (a) Y^L-oo f( x + n ) converges absolutely

for x a.e. in R. (b) If Y n If( x + n )l is integrable, / = 0 a.e. (c) If {An} is
a real sequence, J2n /( ^ n (x —xn) ) G L X(R) for any sequence { x n} in R iff
Y n l^nl 1 < ° ° -
91. Let / ( x ) be a strictly positive continuous function on [0,1] and
A = { ( x,y ) G R 2 : 0 < x < l , 0 < y < / ( x ) } . Compute |i4|.
9 2 . Discuss the validity of the following statement: A function / on R +
is Riemann integrable in the improper sense iff / G L 1(R + ) in the Lebesgue
sense.
93. Discuss the validity of the following statement: A function / on
a finite interval [a, 6] is Riemann integrable in the improper sense iff / G
I^Q a, 6]) in the Lebesgue sense.
52 4. Measurable and Integrable Functions

9 4 . Let / : (0 ,1 ) -»• R be given by / ( x ) = xn\nn{l/x) for - 1 < rj < 0

and n > 0. Prove that / is Lebesgue integrable, that its integral coincides
with an improper Riemann integral of / , and compute it.

9 5 . Compute xv(l — x) _1 ln(x) dx, rj > —1.

96. f(x) = (x ln 2(x ))-1 if x G (0, e- 1 ) and
Let / be given on R + by
= 0 if x g (0, e- 1 ), and F(x) = x~x f(t)dt. Verify that / G L 1(R) and
discuss the validity of the following statement: Jq F(x)dx < oo for some
rj > 0.
9 7 . Let / be the function on R + given by

7r/ 2 cos(i)
/( * ) = f dt, x > 0.
Jo t+ X
Prove that / is well-defined and continuous, give the asymptotic expres­
sions for / at 0+ and oo, and determine, if they exist, limx_ >0+ f(x) and
lim ^ o o f(x).
98. fa and ga denote the functions on R given by / o(0) = 0 and
Let
fa(x) = l / ( № + M 1/a) for x ± 0, and ga(y) = / 0°° fa(x) cos(xy) dx, re­
spectively. Find the values of a > 0 for which: (a) fa G L 1(R ). (b)
xfa(x) € ^ ( R ) . (c) ga G C 1^ ) -
9 9 . Let F{x) be given by

—oo < x < 1.

(a) Compute l i m ^ - o o F(x) and l i m . ^ - F(x). (b) Prove that for all k the
derivative F ^ of order k of F is given by
OO J-X
/
3 ^ 2 Ink(t)dt, x G ( oo, 1 ).

(c) Prove that F'(x)2 < F(x)F"(x), x g ( —oo, 1), and conclude that the
function ln (F )(x ) is convex in ( —oo, 1).

100 . Compute I = fR e~%2 cos (ax) dx, a G R.

101. Let / G L (R ) be such that if (p is a compactly supported smooth
function, J^f(x)<pl(x) dx = 0. Prove that / R f(x)ip(x) dx is independent of
ip where xp is compactly supported and has integral 1.
102 . (X,M,fr) be a measure space and f,g complex-valued, in-
Let
tegrable functions onX such that ||/ + 0 ||x = ||/||t + \\g\\v Prove that
f(x)g(x) > 0 n-a.e.
103. fjXkf(x) dx = 0, 0 < k < n —1,
Suppose that / G L 1( / ) satisfies
and fj xnf (x) dx = 1. Prove that \f(x)\ > 2n(n + 1) on a subset of I of
positive measure.
Problems 53

104. g be continuous functions on [0,1] such that / is nonin-

Let / ,
creasing and 0 < g < 1. Prove that with rj = g(x)dx, f(x)g(x) dx <
Jo f(x) dx-
105. Let f,g be increasing functions on [0,1]. Prove: (a) f(x)g(x) dx
^ (fo f(x) dx)do 9(x) dx). ( b ) /01 f{x)g{ 1-x) dx < (fj f(x) dx)(fj g(x) dx).
1 0 6 . Let (X,A4,g) be a probability measure space and / , g, h nonneg­
ative integrable functions on X with integral 1. Prove: (a) g{{ f,q < 5 )) >
3 /5 . (b) MU, 9, A < 5 }) > 1 / 5 . '

1 0 7 . Let / be a locally integrable function on [0, oo) such that for each
a > 0, / 0°° \f(x)\ e~ax dx < oo. Does it follow that / is integrable? W h at if
there exists M such that / 0°° \f(x)\e~axdx < M < oo, all a > 0? W h at can
one say about / if there exists M' such that / 0°° \f(x)\eax dx < M' < oo, all
a > 0?
108. Given / on R + , letF(x) = ^2nf(n2x), x > 0. Prove: (a) If /
is integrable, the series defining F(x) converges absolutely for a.e. x > 0,
F is integrable, and / 0°° F(x) dx = A / 0°° f(x) dx where A is a constant to
be determined, (b) If / is continuous and (1 + x)f(x) is bounded, F{x) is
defined for all x > 0, and lima._>0+ ^fxF(x) = B exists where B is a constant
to be determined.

1 0 9 . Let (X,A4,fi) be a measure space with X = Mn and suppose that

5 ( 0 , 1 /n ) £ M for all n. Discuss the validity of the following statement: If
/ £ Ll{X), limn Jm i / n ) fdn = 0.

n be a Borel measure on / so that fj fgd/j, = (Jjf dfi)(fj gdg)

1 1 0 . Let
for all continuousf,g on I. Prove: (a) There exists xq £ I such that
Jjfdg = 0 implies f(xQ) = 0 for all / £ C(I). (b) g = 6X0.
A c Rn have |A| = 0. Prove that if Q(x, £) denotes the closed
1 1 1 . Let
cube centered at x of sidelength £, there exists a nonnegative / £ L 1(Mn)
such that

x £ Rn, there exist cubes

1 1 2 . Let / £ L (R n) and assume that for each
{Qi.fe} containing x such that Jq^ f(y ) dy = 0, all k, and lim*. = 0.
Prove that / = 0 a.e.

113. A £ £ ( R n). Prove: (a) Alm ost every a: € A is a point of

Let
density ofA and almost every x £ Ac is a point of dispersion of A. (b) If
0 < |A| < oo there are a subset Ao of A and N > 0 such that |Ao| > |A|/2
and n|A fl (x — 1/n,x + l/n )| > 1 for all x £ Ao and n > N. (c) Let
A = {x £ K n : |A fl B(x, r)| > 0 for all r > 0 }. Compute |A \ A|.
54 4. Measurable and Integrable Functions

114. Suppose A C I satisfies the following property: There exists a

dense setD c I such that if a, 6 G D, then |A fl (a, 6)|/|(a, f>)| = |d n I\/\I\.
Prove that \A\ = 1 or |d| = 0.

1 1 5 . LetA G £(R fc) and e > 0. Prove that there exist l e R * and r > 0
such that \AC\ B(x,r)\/\B(x,r)\ < e or 1 — e < \A fl B(x,r)\/\B(x, r)|.
1 1 6 . Discuss the validity of the following statement: There exists A e
£ (R ) such that if f(x) = |^4 n ( —l ,x ) | , / '( 0 ) = 1 /4 .
1 1 7 . Given a closed subset F of R , let S(x) = d(x,F). Prove that
6(x 4- y)/\y\ —> 0 as |y| —> 0 for a.e. x G F.
1 1 8 . Let / G L{I). (a) Does there exist x G I such that Jq f(y)dy =
J*1 f(y) dyl (b) W h at can one say about / if f{y) dy = f* f(y) dy for all
x € /?
1 1 9 . Prove that if / G L 1([a, 6]) satisfies

then / = constant a.e.

1 2 0 . Let / G L 1( [0 ,1]), Jj f(x) dx = L. Does there exist a subset

A c [0 , 1] such that |A| = 1/2 and fA f(x) dx = L / 2?
121 . Let (X, M , n) be a probability measure space and / a nonnegative
measurable function on X with fx f d/j, = 1. Prove: (a) For all 0 < rj < 1,
J{f>v} f dpi > 1 — r/. (b) If / is bounded above by 1, then / = 1 ¿/-a.e. in X.
122 . Discuss the validity of the following statement: If / is a continuous
integrable function on R, f(x) —» 0 as |s| —>•oo.
1 2 3 . Let (X, M,/i) be a measure space and / G L 1( X ) . Prove that given
e > 0, there is a measurable set A with ¡jl{A) < oo such that sup^g^ |/(x)| <
oo and fAc |/| dy, < e.

1 2 4 . Let / G L 1(Rn). Prove that given e > 0, there exist: (a) R > 0
and B C {|x| > I?} with |5| < s such that |/| < e for x G {|x| > R}\B.
(b) B G £ ( R n) such that |i?| < e and f(x) X b c(%) 0 as |x| oo.
125. Let / G L 1(R ), { / ? n } a positive sequence and { a n} such that
Y,nPn/\otn\ < oo- Prove that limn /3n|/(o:nx)| = 0 a.e.
1 2 6 . W e say that a function (p on Rn is radial if <p(x) = </?(|x|), x / 0.
Prove that if <p is a nonnegative, nonincreasing, integrable radial function,
then linift-Kx, BF(p(R) = 0.

127. Let / be a uniformly continuous, integrable function on [0, oo).

Prove that limx_ >.0o f(x) - 0.
Problems 55

1 2 8 . Suppose / £ L 1(R + ) is nonnegative and satisfies a Lipschitz con­

dition |/(a;) — f(y )| < M \x —y\. Prove that lim infn \ /ñ /( n ) = 0.
1 2 9 . Let /£ L ^ R ) and {o n} such that no more than N of the an lie
in any interval of length 1. Prove that limn f(x + an) = 0 a.e.

1 3 0 . Let /£ L 1([ 0 ,1]). (a) Prove that there is a sequence {an} decreas­
ing to 0 such that an| /(an)| -¥ 0. (b) Let {/& } be integrable functions. Does
there exist a sequence {£>„} decreasing to 0 such that limn bn\fk{bn)\ —> 0 for
all*?
1 3 1 . Suppose that / € L 1( [ 0 , 1]) and l i m ^ ! - f{x) — A. Compute

132. Let / be a Lebesgue integrable function on finite intervals of R n

such that lim|x|_KX) f(x) = A. Compute

133. Given / £ L 1(Rn) and A > 0, compute

1 3 4 . Let be a probability measure space. Does there exist a

nonnegative integrable function / on X such that limn fx f ndg, = 2?
1 3 5 . Let ( X , A l,fi) be a finite measure space, / a nonnegative measur­
able function on X, and g a nondecreasing function on R that is continuous
at 0 and oo. Find limn fx g(fn) dfi.
M., ¡j) be a finite measure space and / a measurable func­
1 3 6 . Let ( X ,
tion on X. Find limn fx |cos(irf(x))\nd/j,(x).

137. Let ( X , M,fi) be a finite measure space and / a nonnegative

measurable function on X such that there exist a constant c > 0 and a
sequence ->• oo such that fx f nk d/j, = c. Prove that / is the characteristic
function of a measurable set.

M,fi) be a measure space and / a measurable function on

1 3 8 . Let (X ,
X such that fx f ndy, = c for n = k, k + 1 , k -I- 2 where A; is a positive integer.
Prove that if k is even, f = xa ¿¿-a.e. for some measurable set A C X and
that the same holds if k is odd provided that / > 0 ¿¿-a.e. Can you think of
a circumstance under which only two successive indices suffice?

1 3 9 . Prove that given e > 0, there is a nonnegative integrable function

f on I such that f(x) = 0 on a set of measure > 1 — e and f(x) dx > 0
for any interval (a, b) C I.
56 4. Measurable and Integrable Functions

1 4 0 . Let {rk} denote an enumeration of Q n, Jk the interval centered at

rk of sidelength 1, {ak} a nonnegative sequence such that Ylkak < oo, and
set

Prove: (a) / G L ^ R ” ). (b) / 2 is finite a.e. but is not integrable on any

interval of Rn. (c) / is discontinuous at every point of Rn and unbounded on
every interval of Rn and it remains so after any modification on a Lebesgue
set of measure 0.
141. Let / € L 1(R n),
B(x,r ) the ball centered at x of radius r, and
g(x, r) = JB^x f(y) dy. Prove: (a) For each fixed x G Rn, g(x, r) is a
continuous function of r. (b) For each fixed r > 0, g(x,r) is a uniformly
continuous function of x and lim^i^oo g(x, r ) = 0.

1 4 2 . Let ( X ,M ,y ) be a measure space and / 6 L 1( X ) . For r > 0 let

Br = {\x\ < r } and define g : [0,oo) —^ R by g(r) = JB f dy,. Prove that g
is continuous at r iff y(dBr) = 0.

1 4 3 . Let( X, M ,y) be a measure space, {An} c M , and / G Ll{X) a

yu-a.e. strictly positive function on X. Discuss the validity of the following
statement: limn fA f dy = 0 iff limn y(A n) = 0.

144. Let <p : I

I be a Borel measurable function. Prove that the
following are equivalent: (a) For all Borel A c I, |</?- 1(i4)| = |j4|. (b) If / is
a nonnegative Borel measurable function on I, fj f(x) dx = Jj f(ip(x)) dx.
(c) If / is a continuous function on / , Jj / ( x) dx = fj f(<p(x)) dx. (d) For
all x G I, |{í € I : <p(t) < x}\ = x.

145. Prove that if </? : R \ { 0 } —> R is given by <p(x) = x — 1/x and

9 = f°<P, then fRf(x) dx = fRg(x) dx.
1 4 6 . Let ( X , A 4,y) be a probability measure space and T : X —> X a
measure preserving mapping. Prove that the following axe equivalent: (a)
If A E M and T~1(A) = A, then y(A) = 0 or 1. (b) If A G M and
y{AAT~l(A)) = 0, then y{A) = 0 or 1. (c) If / G Ll{X) and / o T = f
y- a.e., then / is constant y- a.e.
147. G L 1(R) and tp,
Let / bounded measurable functions on R.
Prove: ip(x + ¡3) = —^(x) for some ¡3 > 0 and all x G R, then
(a) If
limn JRf(x) if>(nx) dx = 0. (b) If >p(x + /3) = <p(x) for some /? > 0 and all
x G R , then limn JRf(x) g>(nx) dx = (/3-1 Jq <p(x) dx) fRfix) dx.
1 4 8 . Let an(x) = 2 + sin(na:), n = 1 , 2 , . . . , x G [0,1]. Prove: (a) If / G
bmn fj f (x)an(x) dx = 2 f I f (x)dx. (b) limn Jj f(x)an(x)~1dx
exists and compute it.
Problems 57

1 4 9 . Let ( X , M,n) be a measure space and / , g independent measurable

functions on X. Prove that cos( / ) and sin(g) are independent.
1 5 0 . Let X = [0,1] and for x = xn%~n € X , let fn(x) — xn. Prove
that if n ± m, / „ and fm are independent with respect to the Lebesgue
measure.

151. (X,M ,/ j) be a probability measure space and / , g bounded

Let
functions on X. Prove that if / and g are independent, then fx fgdy, =

152. x = xq.x \X2 . . . be the decimal expansion of x G M; the

Let
expansion is unique except for a set of measure 0, which can be disregarded.
Define

xn even.
xn odd.

Prove that if / € L 1(M), limn / R f(x)tpn(x) dx = 0.

g e L1(Mn) be such that Jq g(ry + s)dy = 0 where Q is a fixed

1 5 3 . Let
cube in Rn and r G Q and s = ( s i , . . . , sn) e Q n are arbitrary. Prove that
g = 0 a.e.
1 5 4 . Let r i, r 2, . . . be an enumeration of the rationals in [0,1], fn(x) =
H(x —rn) where H is the Heaviside function, and put f(x) = 2~kfk(x).
Compute fj f(x) dx.

1 5 5 . Let (X,M,y.) be a measure space and / € Ll(X). Evaluate

1 5 6 . Let ( X , M , y) be a finite measure space, {An} с M with y,{An) >

e > 0 for all n, and let n(x) denote the number of integers к such that
x € Ak. Prove: (a) n(x) > 2 for some x € X. (b) sup^g^ n(x) = oo. (c)
y,({x € X : n(x) = oo}) > e > 0.
157. (Х,М.,ц) be a probability measure space and A\,... , An
Let
measurable subsets of X such that ц almost every x in X belongs to at least
к of these subsets. Prove that m axi <т<пц(Ат) > k/n.
1 5 8 . Let (Х,М,/л) be a measure space, {An} с M , and A = (Jn An.
Prove that if each x e A belongs to at most к different A n’s, y(An) <
к y,{A).
1 5 9 . Let (Х,М,ц) be a probability measure space, 0 < r] < 1, and
A i, . . . , A n in M. with y{An) > 77 for all n. Let 0 < a < 77 and A = {x G
X : x € An for at least aN values of n}. Prove that ¡л{А) > (77 — a ) / ( l — a).
58 4. Measurable and Integrable Functions

1 6 0 . Let {pn} be real-valued polynomials with pn of degree exactly n,

all n, and / G L 1( I) such that fjf(x)pn(x)dx = 0 for all n. Prove that
/ = 0 a.e.
1 6 1 . Characterize those locally integrable functions <pon R which satisfy
Jjg Hj(x)<p(x) dx = 0 for all dyadic intervals J c K . Here {Hj} denotes the
Haar system of functions on R.

1 6 2 . Let / : R + ->■ R be a C 1 function such that <p(t) = sup{|/'(a;)| :

x > t}, t > 0, satisfies / Q°° <p(t) dt < oo. Prove that for a > 0, $ (a , x) =
( /( o x ) — / ( x ) ) / x is integrable and compute its integral.

163. Let / : [0, oo) —>■ [0, oo) be continuous, nonincreasing, and inte­
grable. Prove that

iff for each t > 0,

164. Let / G L 1( [ 0 ,1]), An measurable subsets of / , and gn(x) =

Jo XAn(t) f(t) dt, all n. Prove that a subsequence {gnk} of {g n} converges
uniformly to a continuous function g in [0, 1].
(X,M,p) be a measure space and f,g nonnegative integrable
1 6 5 . Let
functions on X with integral 1. Let A and v denote the probability measures
with density / and g with respect to p, respectively. Prove that the total
variation ||A — v || = su p ^ g ^ |A(^4) — v{A)\ is equal to ( 1/ 2) fx \f —g\ dp.

1 6 6 . Let j u b e a Borel measure on (R, B, p) and define I : [0, oo) —>•R

by I ( x ) = / [0 x] f(t)dp(t) = ¡ RX[o,x](t)f(t)d»(t)> f € L 1(R). Prove that if
p has no atom at x, i.e., p ( { x } ) = 0, 7(x) is continuous at x.
167. Let / be a nonnegative absolutely continuous function on I —
[0,1], M = maxx€/ / ( x ) , and A = {x G I : f(x) = M}. W hich of
the following statements is true? (a) lim n fI(f(x)/M)n dx = |A|. (b)
limn fj |/'(x)| ( / ( x ) / M ) n dx = 0.

1 6 8 . Prove that if A = An < oo where the An are positive, there is

a sequence pn —> oo such that Mn < 2 A.
1 6 9 . Let (X, M , p) be a probability measure space and / a nonnegative
integrable function on X. Prove that Jx In( / ) dp < In(Jx f dp).
1 7 0 . Let G(t) : R —> R + be given by G(t) = Jj0 |<p(x) —t| dx, where
<p is integrable. Prove that G is continuous and find the condition that
guarantees that G is differentiable at t.
 Chapter 5

L P Spaces

This chapter is devoted to the spaces of p-integrable functions on a

measure space (X,M,p), 0 < p < oo. For p < oo, the expression ||/||p =
(fx \f\Pdp)l^p is called the IP norm of / and IP(X) = { / : / is defined on
X, measurable, and ||/||p < 00} is a linear class of functions which, endowed
with the metric dp(f,g) = ||/—^||p , 1 < p < 00, or d%(f,g) = \\f-g\\p when
0 < p < 1, becomes a complete metric space. W hen p = 00, the expression
ll/lloo = inf{A > 0 : p{{\f\ > A }) = 0 } is called the p-essential supremum
of / and the linear space L°°(X ) = { / : / is defined on X, measurable, and
ll/lloo < c o }, endowed with the metric doo(f,g) = ||/ — p||oo, is a complete
metric space. As is the case for Ll(X), simple functions are dense in IP(X)
and, for the Lebesgue measure, compactly supported smooth functions are
dense in L ^ R 71), 1 < p < 00.
LP satisfy Chebychev’s inequality Xpp({\f\ > A}) < ||/||p ,
Functions in
0 < A <00, and an efficient way to evaluate the IP norm is given by
fx \f\pdp = p / 0° ° p({\f\ > A})Ap - 1dA, 0 < p < 00. The weak LP spaces
are closely related to the IP spaces and are defined as W k -LP{X) = { / : /
is measurable on X and Xpp({\f\ > A}) < c for a finite constant c and all
A > 0 }, 0 < p < 00. The infimum of the constant c is called the Wk-IP(X)
norm of / .
Essential tools in dealing with these spaces include various inequalities.
Jensen’s inequality states that, in a probability measure space, if / is in­
tegrable and ip is convex on R , then <p(fx f dp) < fx (<P0 / ) dp. If tp is
concave, the inequality is reversed
p, q < 00 are conjugate indices,
Holder’s inequality states that, if 1 <
i.e., 1/p + l/q = 1, then fx |fg\dp < ||/||p||p||9, with equality when \g(x)\

59
60 5. I ß Spaces

= c | /(x )|p_1 ¿¿-a.e. Also, fx \fg\ dp < ||/||i||fl'||oo, with equality when \g\ =
Iblloo
Next, Minkowski’s inequality states that if f,g € LP{X)^ 1 < p < oo,
then ||/ + g ||p — Il/llp + ||p||p- The case of equality here depends on p. For
1 < p < oo the condition is: There exist nonnegative constants A, B not
both 0 such that A f = Bg p- a.e. On the other hand, if p = 1 the condition
is: There exists a nonnegative measurable function h such that fh = g p- a.e.
on the set { f g ^ 0} .
Finally, Minkowski’s integral inequality states

(fx fYh^x'y^dv^ d^ x^) /P^ f { f \h(x>v)\Pdv(x)) /P

<Mz/)-
Now, the problems. The central role of the distribution function of a
function / , i.e., the measure of the level sets of / , in the computation and
estimation of the Iß norm of / for 0 < p < oo is covered in Problems 5 -7
and Problems 3 0-32 . The Marcinkiewicz W k -Iß(X) classes are discussed in
Problem 35 and Problem 53.
The separability of Iß(X) is considered in Problem 43. Holder’s inequal­
ity is exploited in Problems 4 5 -4 6 , Problems 9 3 -9 4 , and Problem 97. The
version of Holder’s inequality for indices 0 < p < 1 is given in Problem 119.
The fact that an inclusion between Lp spaces reflects the nature of the mea­
sure in the underlying measure space is covered in Problems 5 7 -5 8 . And,
that in a finite measure space it is possible to define a function whose Iß
norm grows at an arbitrary rate is done in Problem 61.
L°°(X ) is discussed in Problems 6 5 -6 8 , and interesting questions, in­
cluding when it is finite dimensional, are considered.
Jensen’s inequality is explored in Problems 8 1 -8 2 , Hardy’s inequality in
Problems 8 4 -8 7 , and Schur’s lemma in Problems 8 8 -8 9 .
Problems 100-104 examine limp_>0+ ||/||p, and Problems 122-124 exam­
ine the limit lirrip-Hx, ||/||p. Properties of the sequence HP spaces, including
compactness, are discussed in Problems 131-148. The local Iß spaces de­
fined in open subsets of Mn are studied in Problems 155-156.

Problems

1 . Can it happen that / 2 G Ll{X), yet / 0 L2(X)1

2 . Prove that for all 0 < p < oo, the equivalence class of an 77*(R n)
function contains at most one continuous function.
Problems 61

(X, M,p) be a finite measure space, 0 < p < oo, and / ^ LP(X).
3 . Let
Prove that /X {|/|> a} ^ I^(X) for any A > 0.
4 . Let ( X , M,p) be a measure space and 0 < p < oo. Given a measur­
able function / on X , let

Prove: (a) If / € U>(X), ||/n - /||p -> 0. (b ) If f t IP{X\ {||/n ||p} is an

increasing unbounded sequence.

5. Let (X,M,p) be a measure space, / a measurable function on X ,

and An = {2n < |/| < 2n+1} , Bn = {|/| > 2n}. Given 0 < p < oo, prove
that the following statements are equivalent: (a) / G ¡ /( X ) . (b) Ip =
£ “ - o o 2np/i(A n) < oo. (c) Jp = ¿ “ -o o 2 npM(^n) < oo. Furthermore,
verify that ||/||p ~ 7P ~ Jp.

6 . Let (X,M,p) be a measure space and 1 < p < oo. Prove that
f e u > ( x ) iff E n « ‘ (p+1)M { I /I > i/™ }) + E n nP“ V ( { l / l > n >) < oo.
7. Let <p be a nonnegative, nonincreasing measurable radial function
and 0 < p < oo. Prove that ¡p G L ^ R ” ) iff EfeL-oo 2fen y>(2fe)p < oo.
8 . For 0 < a < /3 < oo, consider

For what values of p does / G ^ ( [ 0 , oo))?

9 . Let / : R 3 —> R be given b y / ( a ; i , 22>* 3) = ( * i + * 2+ £C3) - p - For what
positive values of p is / integrable: (a) at the origin, and (b) at infinity?

10. Let / be the function on Rn given by f(x) = (1 — |*|) X{|x|<i}(x)-

For what values of p, —oo < p < oo, is f p integrable?
11. Let 0 < a , 7 < oo, and suppose that / , g are measurable functions
on R ra that satisfy

l / M I < ! | i r “ ln 1 ( 1 /W ) ’ W - 1, | 9 ( z ) | < r l~ “ ln" 1 ( 1 / W ) ' w - 1,

\o, M > 1, \o, |x| > 1.
For what values of p are f,g in Lp(Rn)?
12 . Let 0 < / 3,7 < oo, and suppose that f,g are measurable functions
on R n that satisfy

1*1 < I»
1*1 > 1-
For what values of p are f,g in Lp(Rn)?
62 5. IP Spaces

1 3 . Let 0 < p < oo. Give an example of a measure space (X , M , p) and

a function / on X so that / € IP(X) and / ^ Lq(X), 0 < q < oo, for all
Q^P-
1 4 . Let ( X , A t, IP(X). Prove that there
be a measure space and / €
exists a convex increasing function <p : [0, oo) - » R such that <¿>(0) = 0,
lim ^oo <p(i)/£p = oo, and fx p(\f\) dp < oo.
15. (X,M,p) be a finite measure space, 0 < q < oo, and / a
Let
nonnegative measurable function on X such that p({f > i } ) < c / ( l + tq),
t > 0. For what values of p does / € IP(X)?
(X,M,p) be a probability measure space and / € L2(X) such
1 6 . Let
that Jx fdp = 0 and Jx f 2 dp = 1. Prove that p{{f > i } ) < 1/(1 + i 2),
i > 0.
M , p) be a finite measure space, 1 < p < q < oo, and A > 0.
1 7 . Let ( X ,
Prove that ||/||p < A M {| /I < A })1^ + ||/|U ({|/| > \})1/p- 1/q.
18. Let (X,M,p) be a probability measure space and / a measurable
function on X such that p(f~1([k/2n, (k + l ) / 2 n))) = 2- n for n > 1, k =
0 , . . . , 2n — 1. Compute Jx f 2 dp.

19. Let ( X , M , p ) be a probability measure space and / a measurable

function on X such that Mf(t) = Jx dp(x) < oo for some e > 0
and |t| < e; Mf is called the moment generating function of / . Prove:
(a) Jx \f\r dp < oo, all 0 < r < oo, and |£| < e. (b) the fc-th
derivative of M /( i ) , exists and find lim ^ o

20. For / 6 IP(I), 1 < p < oo, let irn(f) : [0,1] —>■ R be given by
7Tn/(0) = 0 and irnf(x) = 2n f(y)dy if k2~n < x < (k + l)2~n for
k € { 0 , . . . , 2n - 1} , n > 1. Prove: (a) |7rn/(x )| p < 7rn|/(a:)|p for x € [0,1],
and, consequently, ||7rn(/)||p < ||/||p. (b) limn 7rn( / ) = / in IP(I).

21 . Let {fk} be bounded measurable functions on R n with each /*.

vanishing outside B( 0 , 1/k) and having integral equal to p, such that \\fk\\i <
c for all k. For g € ^ ( R ” ) define

fk(y)g{x-y)dy.

Prove that gk £ Lp(Rn) and 5% —> vg in /^ ( R ” ).

22 . Let / G IP(I) be nonnegative. Find
n—1 P p ^ l/p
lim f(y) dy)
n
<•-' 5 U l[k/n,(k+l)/n) '

23. (X, M , p ) be a measure space and 0 < p < oo. Prove that p is
Let
cr-finite iff IP(X) contains a strictly positive function.
Problems 63

2 4 . Let(X,M,p) be the measure space where X = {a , b}, M = V(X),

and /¿ ({a }) = 1, p({b}) = oo. Discuss the duality relation between LP{X)
and Lq(X), 1Ip + 1/q = 1, for 1 < p < oo.

2 5 . Let(X, M , p) be a measure space and g a measurable function on X

such that fg G LP{X) whenever / G LP(X). Does it follow that g € L ° ° ( X ) ?
If so, what is Halloo equal to?

2 6 . Let(X,AA,p) be a measure space, 1 < p < oo, and consider the

following statement: If a measurable function / on X is such that fg is
integrable for every g G Lq(X), 1/p + 1/<j = 1, then / G U’(X). Prove that
the statement is true iff p is semifinite.

27. Prove: (a) If y? is a nonnegative function on Rn, then A = {/ G

I ^ R ” ) : \f(x)\ < <p(x) a.e.} is a closed subset of L ^ R ” ). (b) B = { / G
C(I ) : fj f 2(x) dx > 1} is open in C(I).
28. Let 1 < p < oo. Discuss the validity of the following statement:
T = { / G LP(R) : / > 0 a.e.} has empty interior.
2 9 . Let (X,M,p) be a nonatomic finite measure space, (p a continuous
function on R , and 0 < p, q < oo. Prove that p(f) G Lq(X) for all / € LP{X)
iff l i m s u p i t i ^ |<¿>(f)M*lp < o°-
3 0 . Let (X,M,p) be a measure space, / a measurable function on X ,
and 0 < p < oo. Prove: (a) If / G L?(X), then lim ^ o o Xpp({\f\ > A})
= 0. (b) lim ^ o o Ap /x({|/| > A}) = 0 does not imply that / G LP{X).
Nevertheless, if p(X) < oo, / G Lr(X), 0 < r < p. (c) If p(X) < oo and
M Í I / I > A}) < cA- p ln(A)_ (1+£) for A large, then / G LP{X).

(X,M,iu) be a measure space, / a measurable function on X,

3 1 . Let
1 < p < oo, and q —p = r > 0. Discuss the validity of the following
statement: I = E n 2_nr I{\f\<2”} l / l 9 ^ < oo iff / G LP(X).

3 2 . Let ( X , M , p .) be a finite measure space, / a measurable function

on X , and 0 < p < oo. Prove that the following statements are equivalent:
(a) Jx I / N m < oo- (b) E n M ( l / l p > « } ) < oo. (c) If a > 1, 7,/3 > 0
are such that 7/3 - a + 1 = p/3, then E n n _a /{|/|<n ^} l / l 7 < oo. (d)
If 0 < a < 1, 0 < 7 < p, ¡3 > 0 are such that 7^ - a + 1 = pi3, then
E „ ™ - a / { |/|>n0} l / l 7 < ^ < 00.

3 3 . Let Ty denote the translation operator ryf(x ) = f(x + y) and 1 <

p < 00. Discuss the validity of the following statements: (a) ry is bounded in
D>(Rn). (b) For p e L ° ° ( R ") , lim|fc|_»o/Rn |rhf(x) - f(x)\p<p(x) dx = 0. (c)
Tyf converges to / in Lp(Rn) as \y\ -7 00. If not, does it converge weakly?
T be a relatively compact subset of Z /( R n), 1 < p < 00. Prove
3 4 . Let
that T is bounded and that, given e > 0, there exists <5 > 0 such that
\\Thf —/lip < £ for all h with |h| < S and / G T.
64 5. IP Spaces

3 5 . Let (X,M.,p) be a cr-finite measure space, / a measurable function

on X, and 0 < r < p < oo. Prove that / € Wk-Lp(X) iff there exists
a positive finite constant c such that fA |/|r dp < cp(A)l~r/p for every
measurable A with p(A) < oo.

3 6 . Let ( X , M , p ;) be a finite measure space and, for 1 <

p < oo, put
a pU ) = / 0°° M i l /I > A })1/pd\. Prove: (a) ||/||p < cpAp(f). (b) For r > p,
Ap(f ) < Cptr ||/||r with cpr y oo as r ^ p.
3 7 . Let Sp — {g G ¿ ^ ( [ 0 ,1]) : g2(t) dt = 1} and for / G £ ^ ([0 ,1]) let
dp(f, Sp) denote the distance from / to Sp in 1]). If f{x ) — x — 1/ 2,
find di(f,Si), d2(f,S2), and doo(/,*5oo)-

3 8 . Let / be a continuous function on I with / ( 0 ) = 0 that has a right-

hand derivative at 0. Prove that a:- 3 / 2/ € IP (I), 1 < p < 2. Furthermore
show that without the differentiability assumption at the origin the result
is false.

3 9 . Let / be a continuously differentiable function on [0,1] with / ( 0 ) =

0, l/p + l/q = 1, and 0 < r < oo. Prove: (a) |/(x)| < a ^ H /'l l p , x € ( 0 , 1).
( b ) l l / l l r < ( 9/(9 + r ) ) 1/ ’J / V

4 0 . Let / be a differentiable function such that / , / ' e L2(R ). Prove

that / is bounded and |/(x)| < ||/||2 \\fW2 , all x € E.
4 1 . Let T = { / € C'1([—1,1]) : jf(x)\2dx < 1 }. Discuss the validity
of the following statement: If 0 < a < 1, then

77 = sup sup
\f(x) — f(y)\ < 00 .
\x-y\a

4 2 . A step function is one that can be written as a finite linear com­

bination of pairwise disjoint intervals of Rn. Prove that step functions are
dense in IP{Rn), 1 < p < 00.
4 3 . Let (X,M,p) be a cr-finite measure space and 1 < p < 00. Prove
that if M is countably generated, IP(X) is separable.
44. Let (X,M,p) be a measure space. Discuss the validity of the
following statement: If / , g G L2(X), then fg G L2(X).
4 5 . Prove that if ||/s||r < c||/||p ||p||9 for all / G L ?(R n) and g G L «(R n),
then l / p + l/q = 1/r .
(X,M,p) be a measure space and 0 < p, q < 00. Prove that if
4 6 . Let
/ G IP(X) and g G L « ( X ) , then fg G Lr(X) where 1 /r = l/p + l/q and

ll/dlr < ll/IUMI,.

4 7 . Let ( X , M , p ) be a measure space, 1 < r < p, and g a measurable
function on X such that fg G Lr(X) for all / G IP(X). Prove: (a) The
Problems 65

mapping T given by T(f) = fg is bounded from LP(X) into LT(X). (b) If

p is cr-finite, then g G Lq(X) where 1 /r = 1/p + 1/q.
48. T be a linear mapping from real 17 (R) into real Lq(R ), 0 <
Let
p,q < oo, such that / > 0 implies T(f) > 0. Prove that T is bounded.
4 9 . Given / G I 7 ( / ) , 1 < p < oo, let g(x) = f(xv)cos(x) and h(x) =
f(xq) sin(x), 1 < r¡ < oo. For what values of p are g and h integrable?
5 0 . Let / G Z7(R n), 0 < s < p < oo, and a > n ( l — s/p). Prove:

(a) limí?_>0+ 7?n(s/p_!) fB(0j¡) |/(x)|s dx = 0.

(b) lim ^ o o Ti°+n(s/P-1) fmn)c |/(a;)|* |o:|-« dx = 0 .

51. 1 < p < oo, and

Let (X , M , p ) be a probability measure space,
/ G £P(X) a nonnegative function on X such that Jx f dp > A. Prove that
fx (f “ X) dp < p({f > X})1/q(Jx f pdpy/P where 1/p + l/q = 1.
(X,M,p) be a measure space, f,g measurable functions on X,
5 2 . Let
and 0 < p < oo. Prove that if 0 < a < p, 0 < /3,r, and m ( { M > ^ })
< A- " X[|/|>a^} If\Tdp for all A > 0, there is a constant ca¡p such that

5 3 . Let ( X ,M , p) be a measure space and 0 < p < q < oo. Prove that if
/ G D>{X) n Lq(X), then / G U {X ) for p < r < q and ||/||r < ||/||J | | /1| ^
where 0 < r¡ < 1 is given by the relation r = rjp + (1 — rj)q. W h a t if
/ G W k - I 7 ( X ) n W k -Lq(X) instead?

54. i) C Rn denote the cube centered at the origin of side-

Let Q (0,
length i and / p < oo. Discuss the validity of the following
G L p(Rn), 1 <
statement: lim^_^oo ./q (o,2^^)\Q(o,2^) (^) — 6.

55. Let / G LP{I) and 0 < p < q < oo. Prove that given e > 0
K > 0, there exists a function g
and G LP(I) such that ||/ — g\\p < £ and
MU > K.
5 6 . W e say that a locally integrable function / on R has weak derivative
g if fRf(x)p/(x) dx = — / R g(x)g>(x) dx for all compactly supported smooth
functions <p. Prove: (a) / has weak derivative 0 iff / = c a.e. (b) If
/ G I 7 (R ), 1 < p < oo, / has weak derivative 0 iff / = 0 a.e.

5 7 . Let ( X , M , p ) be a measure space and 0 < p < q < oo. Prove that
LP{X) Lq{X) iff X contains sets of arbitrarily small positive measure.
5 8 . Let ( X , M , p ) be a measure space and 0 < p < q < oo. Prove that
Lq{X) <f. LP{X) iff X contains sets of arbitrarily large finite measure. How
about q = oo?
66 5. IP Spaces

5 9 . Let ( X , M , p) be a probability measure space and suppose that / is

such that H/llp = ll/Hg for some 0 < p < q < oo. Prove that |/| is constant
//-a.e.

6 0 . Let (X,M.,p) be a measure space and 0 < p,q < oo. W hen are
IP{X) and L*{X) equal?
6 1 . Let limp ^ (p ) = oo. Construct a function / G P|
p<00 LP(I) \ L°°(I)
such that limp ||/||p = oo and ||/||p < 'L(p) for all p large.
6 2 . Let p be a nonatomic Borel measure on Rn and / G L 1(Rn) with
A*({|/l > 0 }) > 0. Given 1 < p < oo, construct a measurable function g such
that Jr » l / s l dp < co and fRn |/| \g\pdp = oo.
6 3 . Discuss the validity of the following statements: (a) Simple functions
are dense in L°°(I). (b) CQO, 1]) is dense in LP([0,1]), 1 < p < oo.
64. M = {^4 G M : p(A) = 0} ,
Let ( X , M , p ) be a measure space,
and for measurable / let A(f) = {A G R : {|/| > A} G M}. Prove: (a) If
A(f) = 0, ll/lloo = OO. (b) If A(f) JL 0, |/| < H/lloo p-a.e. and ||/||oo € A(f).
65. Let ( X , M , p ) be a measure space and / G L°°(X). Prove that
/ > 0 p-a.e. iff ||A - / ||oo < A for a ll A > ||/||oo-
66 . Let (X , M , p ) be a measure space and / a real-valued measurable
function on X. The //-essential infimum of / , or plainly the essential infimum
of / , is defined as ess inf / = sup{A : p({f < A}) = 0 }. Prove that if / ± 0
is nonnegative, ess inf / = 1/e ss s u p ( l //) .

6 7 . Let (X,M.,p ) be a measure space. Prove that the following state­

ments are equivalent: (a) No collection of pairwise disjoint measurable sub­
X with positive measure is infinite, (b) L°°(X) is finite dimensional,
sets of
(c) L°°(X) is separable, (d) If / : (X,M) —>■ (R, B (R )) is measurable,
/ e L°°(X).

68 . Let (X , M , p ) be a measure space, M f = {M g M : p(M) < oo},

and A if = {A G M. : p{A f l M) = 0 for all M G M f}- W e say that a
measurable function / on X is locally //-essentially bounded if ||/||oo,/oc =
inf {A > 0 : {\f\ > e M,} < oo; H/lloo,ioc is called the local //-essential
supremum of / and we let L^C(X) = { / : / is measurable and locally p-
essentially bounded}. Let A{g)f = {A G M : {|g| > A} G Mf}. Prove: (a) If
A(9)f = 0, then IM U /o c = oo. (b) If A(g)f ^ 0, then (|5 | > \\g\\oo,ioc} G Mf,
or Hfflloo.ioc G A(g)f. (c) Modulo functions that coincide except on sets in
Mf, (L%C(X), || • Hoopoe) is a Banach space, (d) L°°(X) c Lf^(X) and
11/lloo.ioc < ll/lloo for all / G L°°(X).

(X,M,p) be a measure space and / a measurable function on

6 9 . Let
X such that fg G IP(X) whenever g G IP(X). Discuss the validity of the
following statement: / G L^C(X).
Problems 67

70. Let / e L °°([a, &]) be such that linxE_i.a+ f(x) = 7 exists. Discuss
the validity of the following statement:

lim / *
f( x) dx
*-►»+ Ja y / ( x - a)(t - X)
exists.

7 1 . Let V = {polynomials p : p( 1) = 0 }. Prove that V is dense in Lq(I)

for 1 < q < 00.
7 2 . Prove that V = {e~\x\2p{x) : p is a polynomial} is dense in Lq(Rn),
1 < q < 00.
7 3 . Let {pm} be a sequence of polynomials that converge uniformly to
a function / on Rn. Prove that / is a polynomial.

7 4 . Let (X,M,p) be a finite measure space where X = [0, 1]. Prove:

(a) xn -¥ 0 in LP(X), 1 < p < 00, iff p ( { l } ) = 0. (b) xn 0 in L°°(X) iff
p([l — 77, 1]) = 0 for some 77 > 0.
r < p < 00, and suppose
7 5 . Let ( X , M , p ) be a measure space, 0 <
that{An} are measurable sets such that limn p,(An) = 0. Prove that if
/ 6 then limn //( A „ )r/p-1 fAn \f\r dp = 0.

7 6 . Given / € Zf1( [0 ,1]) and 0 < p < 00, let fp(x) = pxp~1f(xp). Dis­
cuss the validity of the following statement: limp_ ,i JJ0 \fp(x) — f(x)\ dx =
0.
77. p be a probability Borel measure on M and <p, ip monotone
Let
functions on R. If p, are monotone in the same sense (i.e., both decreasing
or increasing), prove: (a) (fRi/>(f)dp) (fR<p(f)dp) < dp. (b)

J i>U) ¥>(/) dlJ'+ (p(JRf dlJ)'lt’ ( f VLf dlJ)

>ip( f fdp) f (p(f) dp + tp( [ fdp) f i>(f)dp.

' Jr ' J m. 'J r / Jr
On the other hand, if <p, ip are monotone in the opposite sense, the opposite
inequalities hold.

7 8 . Let ( X , M , p ) be a measure space and / on X such that |/| < 1

p-a.e. Prove that

79. Let ( X , M , p ) be a measure space and 1 < p < 00. Suppose that
/ G LP(X) satisfies fx fgdp = 0 for all g e V, a dense class in Lq(X) where
1 /p + 1/q = 1. Prove that / = 0 p-a.e.
68 5. IP Spaces

8 0 . Let (X,M,p) be a measure space, / a measurable function on

X, and <p,ip monotone functions on R + such that <p(A |/|) and t/>(A|/|)
are integrable for all A > 0. Prove: (a) If <p is increasing, then p({\f\ >
t}) < in fA > o ^ (A i)_ 1 / { |y;|>t} (/?(A|/|)dju, t > 0. (b) If ip is decreasing, then
/* ( { 1/1 < *}) > sup A>0 -0 (A i )-1 /{|/|<t} V’CA |/|) rf/z, t > 0.
8 1 . Suppose <p is a real continuous function such that <p(Jq f(x) dx) <
fo <P(f{x)) dx f ° r aU bounded measurable functions / . Prove that ip is con­
vex. Similarly, if ip(f(x)) dx < ip(fj f(x) dx), ip is concave.
82. Let (X, M , p) be a probability measure space and <p a strictly
monotone function on R with a strictly monotone derivative. Prove that
fx V(f) = <P(fx / dp) iff / = c p-a.e. on X.
8 3 . Let (X,M,p) be a measure space and / , g € IP(X), 1 < p < oo,
with II/IIp . IIp IIp < M • Prove that fx \|/|p - \g\? \dp < 2pMp~l \\f - g\\p.
8 4 . Prove Hardy’s inequality: If / is a nonnegative LP([0, oo)) function,
1 < p < oo, and
1 fx
F(x) = — I f(t) dt, x > 0,
x Jo
then ||F||p < p'H/llp where p' is the conjugate to p. Furthermore, prove that
p' is the best possible constant. W h a t if p = 1? p = oo?
8 5 . Let { / i , . . . , fn} C IP([0, oo)), 1 < p < oo, be nonnegative functions.
Prove that if

Fk(x) = - [ fk(t) dt, 1 < k < n,x > 0,

x Jo
t h e n I K I K .1 f t ) 17 “ !!, < ( p 7» )II H U A l l , -
86 . Prove the following variants of Hardy’s inequality: (a) Let / be a
nonnegative locally integrable function such that J0°° x~r(xf(x))pdx < oo,
1 < p, r < oo. If F(x) = Jq f(t) dt, x > 0, then

J x~TF{x)pdx < j x~r(xf ( x))Pdx .

(b) Let / be a nonnegative locally integrable function such that for 0 < r < 1
and 1 < p < oo, Jq00 x~T(xf(x))pdx < oo. If F(x) = JJ° f(t) dt, x > 0, then

f x rF(x)pdx
(* r f x r(xf(x))pdx.

87. 1 < p < oo.

Let / i , . . . , / n be nonnegative L p([0,oo)) functions,
Prove that if Fk(x) = f j fk{t) dt, 1 < k < n, x > 0, and 1 < r < oo, then
№ .. a ) 17"!!« < (p/»(r - 1)) II H U All«-
Problems 69

88 . Let K(s,t) be a nonnegative integrable function defined for s,t > 0

which is homogenous of degree —1, i.e., K(\s,Xt) = A~1K(s,t), A > 0.
Also, suppose that / 0°° t) dt = 7 < 00 for some 1 < p < 00. Let
Tf(s) = / 0°° K{s,t)f(t)dt. Prove that ||T(/)||P < 7 ||/||P •
8 9 . Verify that K(x,y ) = 1/(x + y) and K\(x,y) = 1 / m a x(x,y) satisfy
the assumptions of Problem 88 and calculate the norm of the associated
integral mappings.

g be nonnegative lower semicontinuous functions on R and h

9 0 . Let / ,
a function on R such that f(x)1~vg(y)v < h((l —r¡)x + rjy) for all x,y G R
and some r¡ € (0 ,1 ). Prove that if Ф is increasing and Ф(£) = $ ; (s) ds,
then

{^J Ф (/(а;))<£г) V J Ф(д(х)) dxY < J Ф(h(x))dx.

A4,fj) be a measure space, / a nonnegative integrable func­

9 1 . Let ( X ,
tion on X , g a nonnegative measurable function on X , and 1 < p < 00.
Prove that ( fx gfd¡x)p < ||/||?_1 ! x 9pf dP-
92. Let (Х,М,ц) be a measure space and 1 < p < 00 . Discuss the
validity of the following statement: Given / € 1 ^ ([0 ,1]), there is a unique
g G L 9([ 0 ,1]) with ||0||9 = 1 such that JI f(x)g(x) dx = \\f\\p.
93. Characterize the nonnegative functions g(x) e L4(I) that satisfy
(fj xg(x) dx)4 = (2 7/12 5) fjg(x)4dx.
9 4 . Prove that

ж1/ 2
1=
(1 — ж)1/ 3

95. Let (X,M, g) be a measure space and f,g G L 3( X ) such that

Wfh = Ik/lh = 1. Prove: (a) f 2g G L x( X ) . (b) If Jx f 2gdfi = 1, then
g = l/l /i-a.e.
9 6 . Let (X , M , y ) be a probability measure space and f,g measurable
functions on X . Prove that if |Cov(/, g)| = iv/V a r ( /) i /V a r ( ^ ) , there exist
constants a and b such that g = af + b /x-a.e.
9 7 . Prove that a:-1/ 3 sin2/ 3(a:) da: < 21/ 37t2/ 3.
9 8 . Let (X ,A 4 ,/x ) be a measure space, 0 < p < g < o o , A c X with
0 < g(A) < 00, and / a nonnegative function on X such that

For 0 rj ^ 1, let Aifj — ( / ^ arj) . .Find a constant c ^ 0 depending on

ri,a,P, such that /x(A^) > cfj,(A) holds.
70 5. LP Spaces

9 9 . Let / G L 1(M) n L 2(M) and put /o (x ) = xf(x). Prove that ||/||2 <
8 II/II2 II/0 II2 .
100 . Let (X,M,p) be a probability measure space and / an integrable
function on X such that p({f ± 0 }) < 1. Prove that limp_ ,0+ ||/||p = 0.
101 . Let (X,M,p) be a finite measure space and / e Lr(X) for some
0 < r < 00. Does limp_).0+ Jx \f\pdp exist? If so, what is it equal to?

102. Let ( X,M.,p) be a probability measure space, / a nonnegative

function in Lr(X) for some r > 0 such that l n ( /) € Ll(X), and F be given
by F{p) = fx f p dp, p € [0,r], F (0 ) = 1. Prove that F is right-differentiable
in [0, r) and compute the value of the derivative.

103. Let ( X , M , p ) be a probability measure space and / a simple

function on X. Prove that limp_+0+ ||/||p exists and compute it.
(X,Ai,p) be a probability measure space and / € Lr(X) for
1 0 4 . Let
some 0 < r < 00 and fx ln(\f\)dp > —00 . Prove that limp_>0+ ||/||p =
e x p (/x ln(|/|)d/i).

105. Let ( X , M , p ) be a probability measure space and 0 < p < 00 .

Prove that (fx \f\pdp)\n(fx \f\pdp) < fx \f\p ln(\f\p)dp.
M , p) be a measure space and / a nonnegative function in
1 0 6 . Let ( X ,
Lr(X) fl LS(X) where l < r , < p < s < o o . Prove that (fx / p l n ( /) dp)2 <
(fx f pdp)(Jx f pln2( / ) dp) and deduce that (j>{p) = ln(||/||p) is convex.
1 0 7 . Let01, . . . , an be nonnegative reals and pi, - ■■,pn > 1 such that
E L i 1/Pk = 1- Prove that n L i ak < E L 1tft/Pk-
1 0 8 . Let ( X , M , p ) be a measure space and / a nonnegative function
on X with fx f dp = 1. Prove that for every A C X with p(A) < 00 we
^ ave I a ln (^) df* - P(A) ln (l//x (j4 )), and fA f pdp < p{A)l~p for 0 < p < 1.
1 0 9 . Prove that if / , g € LP{X), 0 < p < 1,

ll/+9ll,<2<VP)-l(||/ ||p+ ||9||I>).

1 1 0 . Let J = [0, tt] and / € L2(J). Is it possible to have simultaneously

~ sin(a:))2 dx < 4 /9 and Jj(f(x) - cos(x))2dx < 5 /9 ?
1 1 1 . Let / be a nonnegative integrable function on Mn. Prove that for
all real A,

(J^f(x)c°s(\\x\)dx'j + (J^f(x)sin(\\x\)dx'j - [ J f(x) dx) •

112 . Given t h a t /0°° e 1 sin x dx = 1/ 2, estimate f™e~x (3 + 2 sincc)??dx

where 0< 77 < 1 .
 Problems 71

(X,A4,p) be a finite measure space and l/p + 1/q = 1, 1 <

1 1 3 . Let
p < oo. Prove that if / G LP{X) has integral 0,

1 1 4 . Let (X,M,p) be a probability measure space, / G LP(X), 1 <

p < oo, and A G (0 ,1 ). Prove: (a) (1 - X) Jx f dp < fx fX{f>\fx fdy.} dp-
(b) p({f > Xfx fdp}Y~x > (1 - A)p(fx fdp)p/Jx f pdp.

M , p) be a measure space, / a measurable function on X,

1 1 5 . Let ( X ,
and r > s > t > 0. Prove: (a) If / G Lr(X) n L\X), ||/||* < № + ||/|||.
(b) (fx Ifl'dp)'-* < (fx |f\rd p y - y x |t f d p y - .

116. Let (X , M , p ) be a finite measure space and

f,g nonnegative
measurable functions on X such that f(x)g(x ) > 1. For what values of p
and q, 0 < p, q < oo, is it true that

1 1 7 . Let ( X , M,p) be a finite measure space and / a measurable, finite

p-a.e. function defined on X. Prove that for any 0 < p, q < oo,

( ^ ) I p nT)M4 /r( m I x e-qmd^ 4 ,q^

1 1 8 . Let ( X , M , p ) be a measure space, 0 <
p < oo, and suppose there
is a measurable function / on X such that / and 1/ / are m IP{X). W hat
can one say about p7

(X, M , p) be a measure space and 0 < p < 1, — oo < q < 0 be

1 1 9 . Let
conjugate indices, i.e., l / p + l / q = 1. Suppose that f,g are positive measur­
able functions on X such that f p,gq are integrable, and fg is integrable.
Prove: (a) (Jx f pdp)1/p(Jx gqdp)1^ < Jx fgdp. (b) (Jx gqdp)1/g =

infy [fx fgdp/(Jx f pdp)1 p], and if 0 < ||/g||i < oo equality in (a) holds
iff A\f\p = B\g\q p-a.e. on X for some A, B > 0.

. Let (X,M,p) be a finite measure space and 1 < p < r < oo.
12 0
Compute M = sup{||/||p/||/||r : / G Lr( X ) , / ^ 0 }.

121 . Let (X , M , p) be a measure space and / a function on X such that

/ G Lr(X) for all r < p. Discuss the validity of the following statement:
/ G Lp(X) and ||/||p = limr_>p- ||/||r .

122 . Let (X,M,p) be a finite measure space. Discuss the validity of

the following statement: Plpcoo LP(X) = L°°(X).
72 5. IP Spaces

1 2 3 . Let (X,A4, p) be a measure space and / € Lr(X) for some r <

oo. Prove that limp_>oo ll/llp — ll/lloo- Does the conclusion hold if the
assumption that / belongs to some Lr(X) is dropped?
124.Let (X,M,p) be a measure space, / € Ll(X) D L°°(X) with
M({|/| > 0}) > 0, and for each positive integer n, put an = Jx \f\ndp.
Prove that limn an+i/an exists and calculate it.

1 2 5 . Let ( X , M ,p) be a finite measure space. Prove: (a) For a nonneg­

ative function / on X,

“ “ n ln 11/1100 '
(b) If h is a bounded continuous function on X,

lim — In
» n
( f
\Jx
e~nhdp] = — m in h(x) .
/ xex

126. Let {o n} be a sequence of positive numbers such that an <

oo where 0 < e < 1. Prove that if { x n} c [0,1],
dn
E X — Xr

converges absolutely a.e., and that the statement is not true for e = 1.
(X,M,p) be a measure space, / a function on X such that
1 2 7 . Let
ll/llp <cpv, where c is a constant independent on p, and 0 < tj < 1. Prove
that / is exponentially integrable and / x (exp(( 7 |/(x)|)1/ T?) — l)dp(x) < ci
where c\ is a constant independent of / and 7 = rjl^v/Qc.

1 2 8 . Let (X,M,p) be a measure space, { / „ } nonnegative measurable

functions on X, and 1 < p < 00. Prove that

p < 00. W e say that a mapping T : LP(I) -4 LP(I) is a

1 2 9 . Let 1 <
contraction if ||T(/)||P < c||/||p for some constant 0 < c < 1. Let T be given
by Tf(t) = H f(s ) ds. Prove: (a) If 1 < p < 00, T is a contraction on LP{I).
(b) T 2 is a contraction on L°°(I ) but T is not. (c) T is not a contraction on
L\I) but T n( / ) -4 0 in Ll(I) for all / <E L\I).
1 3 0 . Discuss the validity of the following statement: The linear space
of sequences with finitely many nonzero terms is dense in tP for 1 < p < 00.
131. Let 0 < p < q < 00. Prove: (a) (P C £9, 0 < p < q < 00. (b)
U p <9 ^ £ (c) For * € U p <o o ^» limp^oo IMIp = ||*||oo.
1 3 2 . Let 1 < P, q < 00, q ^ p. Prove that (iP, || • ||9) is not complete.
Problems 73

1 3 3 . Let <p : N —¥ N be a bijection. Prove that ^2n <p(n)/n2 = oo.

1 3 4 . Let A = {x £ P : E J sinOn)| < oo}. Prove that A is a dense
subspace of ft and characterize it.
1 3 5 . Let M = {x £ (P : E n nPW p < 1 }, 1 < P < oo. Prove that M is
convex.

x = {xn} be a sequence such that Yhn n\xn\p < oo. Prove that
1 3 6 . Let
x £ (P for 0 < r < p < 2r.
1 3 7 . Discuss the validity of the following statements: (a) A = {x £ £2 :
\xn\< 1 /n for all n } is closed in t2. (b) B = {x £ £2 : \xn\< 1/n for all n }
is open in £2.

138. Characterize those positive sequences {A n} such that A = {x £

£2 : \xn\< An for all n } is open in t2.
1 3 9 . Let A be a nonnegative sequence and for 1 < p < oo, let C\ =
{x 6 £p : \xn\< \n for all n }. Prove that C\ is compact iff {A n} 6 HP.
1 4 0 . Given a nonnegative real sequence A ^ OP, 1 < p < oo, let C\ =
{x € £P : \xk\ < Afc for all k} and M\ — B f)C\ where B is the closed unit
ball in (P. Discuss the validity of the following statement: M\ is compact.

141. Let { 6n} be an unbounded sequence of positive numbers. Show

that there is a positive sequence {o n} such that Yhn an < oo but Yhn anbn =
oo. Along similar lines, let{cn} ft. Show there is a positive sequence
{dn} with limn dn = 0 such that cndn = oo.
a = {a n } be a real sequence such that E n
1 4 2 . Let converges for
every b — { 6n} € c q . Prove that a £ i 1.

a = {a n} be a real sequence such that

1 4 3 . Let anbn converges for
every b = { 6n} € IP. Prove that a £ lq, where 1/p + 1/q = 1.
144. Prove that for summable sequences { a « } , {bn} of nonnegative
reals, ( E n “ « ) l n ( ( E n ° » ) / ( E n M ) ^ ¿ „ o n ln io n /ft n ).
1 4 5 . Let {a n} , { 6n} be sequences of positive real numbers such that
0 < an < 1, all n, and £ n bn = 1. Prove that E n(ln(a™)) bn < l n ( E n anK)
and limfc I I * = i an < E n anbn-
1 4 6 . Construct sequences { x n} such that, simultaneously, limn ||xn ||i =
oo, limn ||xn||2 = 1, and limn ||xn||oo = 0.
1 4 7 . Let Ap = {x £ £P : Yln xn = 0}. For what values of p is Ap closed
in £?, 1 < p < oo?
1 4 8 . Prove that 1$, 1 < p < oo, is of first category in itself.
1 4 9 . Prove that for 1 < p < oo, IP(I) is of first category in L 1( /) .
74 5. IP Spaces

Y c Lx(X) a closed
1 5 0 . Let ( X ,M ,f i ) be a finite measure space and
subspace of Ll(X) with the property that if / € Y, then / 6 IP(X) for
some p > 1. Prove that there is a fixed p > 1 so that Y c IP(X).

151. Let / € L 1(R n) n L °°(R n) satisfy ||/||oo < tt/ 2. Prove that
lim*; fRnsink(f(x)) dx = 0. W h a t if / € IP(Rn) instead, 1 < p < oo?
152. Show that L 1(R) D L 2(R) is not closed in ( £ 1( R ) ,I H I i ) or in
( £ 2(R ), II • Ik).
(XtM,p) be a finite measure space and 1 < p < oo. Explain
1 5 3 . Let
the following situation: IP(X) is separable but the subspace IP(X)nLco(X),
which is dense in both IP(X) and L°°(X), is not separable.

154. Let (X,M,p) be a measure space and 1 < p < r < oo. Prove
that ||/|| = ¡/U p + ||/||r is a norm in IP(X) n Lr{X) and that ( IP(X) n
Lr(X), || • ||) is a Banach space. Furthermore, if p < Q < r, the inclusion
map LP{X) n Lr(X) Lq{X) is continuous.
155. O be an open set of finite measure in M.N and 1 < p < oo.
Let
W e denote Ilc{0 ) = { / € IP(0) : s u p p (/) C O is compact} and Lfoc(0) =
{ / : O —>■R : / is measurable and fxK G LP{0) for all compact K C O}.
(a) Equip L^oc(0) with a complete metric d such that for each sequence
{fn} c q j O ) and / G L?oc( 0 ) , lim nd(fnJ ) = 0 ifflim re \\(fn~ f)x K\\P = 0
for all compact K C O. (b) Prove that Lc(0) is dense in (Lfoc(0),d).

O be an open set in R w of finite measure, 1 < p < oo, and q

1 5 6 . Let
the conjugate exponent of p. (a) Given g G L ? ( 0 ) , let Lg denote the linear
functional on Lfoc(0) given by Lg(f ) = fQ f(x)g(x) dx. Prove that Lg is a
well-defined continuous linear functional on Lgoc{0) and that the mapping
$ : Ll(0) —> Lfoc(0)* given by $(g) = Lg is a linear isomorphism (L^oc(X)
endowed with the distance d, or the norm q).
(b) W e say that a linear functionali on Ifc(O) is continuous if for every
compact K C O , the restriction of I to the space { / G IP(0 ) : s u p p (/) C
K}, endowed with the norm of || • ||p, is continuous. Denote by Lc(0)*
the collection of continuous linear functionals on Lc(0). If g G Lioc(0), let
Ig denote the linear functional on L ? ( 0 ) given by Ig(f) = f0 f(x)g(x) dx.
Prove that the mapping ’F( g) = ig establishes a linear isomorphism from
L U O ) onto IE ( 0 )*.
 Chapter 6

Sequences of Functions

This chapter is devoted to some of the various ways sequences of func­

tions converge to a limit. The general setting is that of a real-valued sequence
{fn} defined on a measure space ( X , A4, p ); when the functions are complex­
valued the results often follow by considering the real and imaginary parts
separately.
First, there is pointwise convergence. W e say that { / n} converges point-
wise to f at x € X if limn fn(x) = / ( « ) ; here the term convergence means
to a finite limit. O f course, there is also the familiar notion of uniform
convergence.
Now, the notion of p-a.e. convergence is relevant in the presence of a
measure. {fn} converges to f p-a.e. on A C X if p({x G A :
W e say
limn fn(x) ^ f(x)}) = 0. Egorov’s theorem states that, if { / „ } , / are mea­
surable functions on a finite measure space ( X , M , p) and / n —» / pointwise
/x-a.e. in X, then, for every e > 0, there exists a measurable B C X such
that p(B) < e and fn converges uniformly to / on X \ B.
Another way to incorporate the measure is convergence in measure. W e
say that { / n} converges to f in measure if

lim/Li({x G X : |fn(x) —f(x)\ > e }) = 0 for each e > 0.

n

W hen p(X) = 1 we say that the convergence is in the sense of probability.

converges to f completely if ^ n p ( {| /n —f\ > r?})
Finally, we say that { / ra}
< oo for all 77 > 0.
The monotone convergence theorem (M C T ), Fatou’s lemma, and the
Lebesgue dominated convergence theorem (L D C T ) deal with conditions that

75
76 6. Sequences o f Functions

allow for the limit to be taken under the integral sign, including norm con­
vergence. converges to f in LP(X), 0 < p < oo, if
W e say that { / n}
limn ||fn — f\\p = 0. And, we say that { / n}
converges weakly to f in IP(X),
1 < p < oo, and write fn f in IP(X), if limn Jx fng dp = fx fg dp for all
g G Lq(X), where q is the conjugate Holder index of p given by the relation
l / p + l / q = l.

The problems in this chapter include the question of whether measur­

ability is preserved under the operations of sup and inf and the taking of
pointwise limits, addressed in Problems 1 -5 . The behavior of the various
types of convergence with respect to usual concepts is covered in the next
few problems; for instance, convergence in measure is highlighted in Prob­
lems 2 7 -3 4 and Problem 36. A s for /t-a.e. convergence, the question as to
whether it is equivalent to a metric convergence is considered in Problem
35.
The version of Fatou’s lemma for convergence in measure is discussed
in Problem 38 and that of the L D C T in Problem 42. And, the fact that
the existence of a majorant is not needed for the conclusion of the L D C T
to hold is covered in Problems 5 3 -5 4 . As for convergence in IP, deep and
useful results are covered in Problems 8 4 -8 5 .
The concept of a uniformly absolutely continuous family of functions is
introduced in Problem 90, and its central role in the theory of L1, as well
as IP, convergence is explored in Problems 9 1-101.
The role of uniform convergence as it relates to IP convergence is ex­
plored in Problems 117-119. Weak convergence is discussed in Problems
145-156.

The interested reader can further consult his or her favorite real variables
textbook or the classics, including I. P. Natanson, Theory of junctions of a
real variable, Ungar Publishing Co, 1955; and E. Hewitt and K . Stromberg,
Real and abstract analysis, Springer-Verlag, New York, 1965.

Problems

1 . Discuss the validity of the following statement: If Ad is a a-algebra

of subsets ofX, A = [0,1], and {fa}aeA measurable functions on X, then
suP»eA fa{%) is measurable.

(X,M,p) be a measure space and { / a }aeA, { 5a}aeA measurable

2 . Let
functions on X. Consider the following statement: If f a < gp /x-a.e. for
a, (3 £ A, then supagA fa < inf/3eA gp /x-a.e. (a) Show that the statement is
Problems 77

not necessarily true for arbitrary A. (b) W h a t condition on A ensures that

the statement is true?

3. Let {/<*}aeA be measurable functions on R and A = {x € R :

lima_ ^ fa(x) exists}, (a) Show that A need not be measurable, (b) W h a t
condition on {fa} ensures the measurability of A7 (c) W h a t condition on A
ensures the measurability of A1

4 . Let Ad be a a-algebra of subsets of X, {fn} measurable functions on

X y and / = lim inf„ / „ . Discuss the validity of the following statement: If
An = {fn > 0 } G Ad for all n, then A = { / > 0} G Ad.
5 . Let (XyMyH) be a measure space and { / n} measurable functions on
X such that fn —> f /¿-a.e. Is / measurable?
6 . Let (XyMyH) be a measure space and { / n} , / measurable functions
on X. Prove: (a) B = {x € X : limn / n (a:) ^ f(x)} = G x '■
supn> m |fn(x) - f{x) | > l/k}. (b) If fn - t / M-a-e-, then

for every e > 0.

(X,M,fi) be a probability measure space and { / „ } measurable

7 . Let
functions on X. Prove that the following statements are equivalent: (a)
There is a subsequence { / nfc} of { / n} that converges to 0 /i-a.e. (b) There
is a sequence {cn} with limsupn |cn| > 0 such that J2n cnfn(x) converges
Ai-a.e. (c) There is a sequence {c n} with |cn| = oo such that cn/ n(x)
converges absolutely (i-a.e.
8 . Let Ad be a <r-algebra of subsets of X and {fn} measurable functions
on X. Prove that A = {x G X : fn(x) = 1 for exactly one n } is measurable.
9 . Let (X,M,[f) be a finite measure space and { / n} measurable func­
tions on X such that \fn(x)\ < M(x) for each x G X and all n, where M(x)
is finite everywhere. Discuss under what conditions on the fn and M(x) the
following holds: Given e > 0, there exist a measurable set A and a constant
M such that ¡jl{X \ A) < e and \fn(x)\ < M for all n and x E A.
10 . Let (X,M,fi) be a probability measure space and { / n} measurable
functions on X. Discuss the validity of the following statement: / n —> /
fj,-a.e. where / is finite /¿-a.e. iff given e > 0, there is a finite constant Me
such that /¿({supn |/n| < Me}) > 1 — e.

11 . Let {fn} be the measurable functions on I = [0,1] given by fn{x) =

n-th digit in the binary expansion of x G I ; since there are countably many
binary rationals the choice at those points is irrelevant. Suppose {gn} are
Lebesgue measurable functions such that supn |{x € I : gn(x) / fn(x)}\ =
78 6. Sequences o f Functions

7} < 1 /4 . Prove that no subsequence {gnk} of {</n} converges in a subset of

I of measure 1.
12 . (Borel-Cantelli) Let (X,M,p) be a measure space and {An} c M .
Prove that if Yln p{An) < oo, then /¿(lim supn An) = 0.

1 3 . Let (X,M,p) be a probability measure space and { / „ } measurable

functions on X such that /¿({| /n| < 2 _re}) > 1 — 3- n . Does it follow that
En \fn(x)\ converges /¿-a.e.?
14. (X,M,p) be a probability measure space, { / n} measurable
Let
functions on X, and {A n} such that An and ^ An}) converge.
Prove that fn converges /¿-a.e.
1 5 . Let ( X , A4, /¿) be a probability measure space, { / n} integrable func­
tions on X with fx |f n |dp, < c < oo, and for a positive sequence {A n}
such that ^2n A ' 1 < oo, let An = {| /ra - Jx fndp\ > An}. Prove that
/¿(limsupn An) = 0.

16. Let (X,M,fi) be a probability measure space and { / n} nonneg­

ative independent functions on X. Prove that supnfn(x) < oo (¿-a.e. iff
S n ^ ( { /n > M }) < oo for some M < oo.

1 7 . Let (AT, M,/i) be a probability measure space and { / „ } independent

functions on X such that > A}) = A-5 for all A > 1 and all n. Prove
that limsupn ln (/n(a ;))/ln (n ) = c /¿-a.e. for some number c, and find c.

(X,Xi,n) be a probability measure space and for independent

1 8 . Let
measurable functions {fn} on X let / ¿ ( { / n = 1 }) = pn and / ¿ ( { /n = 0 }) =
1 — pn- Prove: (a) fn 0 in probability iff pn -> 0. (b) / n —> 0 /¿-a.e. iff
SnPra ^ ° ° -
(X,M,p) be a probability measure space and { / n} and {<?n}
1 9 . Let
X such that fn —> / /¿-a.e. and ^ re/x ( { /n ^ gn}) <
measurable functions on
oo. Prove that gn f /¿-a.e.
20 . Let ( X , M,p) be a finite measure space and { / n} finite /¿-a.e. mea­
surable functions on X. Prove that there is a positive sequence {A n} such
that limn \nfn(x) = 0 /¿-a.e.

21 . Let (-X-, M,p) be a finite measure space and { / n} nonnegative mea­

surable functions on X such that limn fn = 0 /¿-a.e. Prove that there exists a
nondecreasing integer sequence A with An —> oo such that limn An/ n(x) = 0
/¿-a.e.

22 . Let (X,M,p) be a measure space and { / n} measurable functions on

X such that / n —> 0 /¿-a.e. Discuss the validity of the following statement:
/ „ -> 0 in measure.
Problems 79

2 3 . Let(X,M,/r) be a measure space, {An} a positive sequence, and

{ / n} measurable functions on X such that E n /■i({|/n|/An > 1}) < oo.
Prove: (a) - 1 < lim min(fn(x)/ \n) < limsupn( / n(x )/A n) < 1 /x-a.e. (b) If
{A n} tends to 0, then limn fn = 0 /x-a.e. and limn fn = 0 in measure.

2 4 . Let (X,M, /x) be a measure space, { / n} measurable functions on

X, and Xm An a convergent series with An > 0 for all n. Prove that if
E ~ = i M { l /n + i - fn\ > An}) < O O , there exists / on X such that / „ - > • /
/x- a.e.

M , /x) be a measure space and { / n}, / measurable functions

2 5 . Let ( X ,
on X. Prove that if limn fn = f completely, then fn ->■ / /x-a.e.

(X,M,n) be a probability measure space and { / n} , / measur­

2 6 . Let
able functions on X. Prove that if fn -> / /x-a.e., a subsequence { / nfc} of
{fn} converges to / completely.
(X,M ,/ j,) be a measure space and { / n} , / measurable functions
2 7 . Let
on X such that fn f in measure, (a) Prove that a subsequence {fnk} of
{fn} converges to / /x-a.e. (b) M ust lim„ fx |/n —/| dfi = 0? (c) Assume that
{fn} is an increasing sequence that converges to / in measure. Prove that
limn fx fn dfi = fx f dfi. (d) Prove that if a sequence { / re} of nonnegative
measurable functions converges to / in measure, then / > 0 /x-a.e.

2 8 . Let (X,M,fi) be a measure space and { / „ } a monotone sequence

of measurable functions on X that converges to / in measure. Prove that
fn - t / M-a-e-
29. Let { / „ } be a sequence of nondecreasing functions on [0,1] that
converges to / in measure. Prove that if x is a point of continuity of / , then
limn / n (a:) = f{x).
30. Let (X,M ,/ jl) be a finite measure space and { / n} a sequence of
measurable functions on X that is Cauchy in measure. Prove that { / „ }
converges to a measurable function / in measure.

3 1 . Let(X,M,n) be a finite measure space and { / n} measurable func­

tions on X. Prove: (a) If fn —> f in measure and fn ->9 /x-a.e., then f = g
/x-a.e. (b) If { / „ } converges to / and g in measure, then / = g /x-a.e.

3 2 . Let(X,M,fi) be a finite measure space and { / n} measurable func­

tions on X. Prove that fn —t f in measure iff every subsequence { / nfc} of
{ / n} in turn has a subsequence {fnke} that converges to / /x-a.e.

(X,M,ff) be a finite measure space and { / n}, {gn} measurable

3 3 . Let
functions on X that converge in measure to / and g, respectively. Prove that
if •0 : R x R —> M is continuous, V’i/n , 5n) converges to ip(f,g) in measure.
Also, show that the finiteness of /x (X ) and the continuity of are necessary.
80 6. Sequences o f Functions

(X,M,p) be a probability measure space and for measurable

3 4 . Let
X , let Fn(t) = ¿ ¿ ({/„ < i } ) and F(t) = ¿ ¿ ( { / < f } ) ,
functions { / n} , / on
i £ 1 . Prove that if / « —>•/ in measure, then limn Fn(t) = F(t) at each
point of continuity t of F.

3 5 . Let (X,M,i u) be a finite measure space with no atoms and T the

class of measurable functions on X where functions that agree ¿¿-a.e. are
identified. Discuss the validity of the following statement: There exists a
metric p : T x T —>•K + such that convergence in the metric p is equivalent
to ¿¿-a.e. convergence.

36. (X,Xi,p) be a finite measure space and T the class of mea­

Let
surable functions on X where functions that agree ¿¿-a.e. are identified, (a)
Prove that d, d\ : T x T —»• [0, p(X)] given by

respectively, are metrics on T. (b) Discuss the validity of the following state­
ment: ( C(I ), d) is a complete metric space, (c) Prove that limn d(fn, / ) = 0
iff limn di(fn, f) = 0 iff fn -»• / in measure.

3 7 . Let(X,M,i u) be a probability measure space and <p a nonnegative

continuous function on X with ip(0) = 0. W e say that { / n} converges to
0 in ip if limn fx <p(fn) dp = 0. Prove that the following statements are
equivalent: (a) There exists <psuch that { / n} converges to 0 in ip iff fn —> 0
p-a.e. (b) If limn fn = 0 in probability, then limn fn = 0 ¿¿-a.e. (c) X is a
countable union of atoms.

(X, M , p) be a measure space and { / „ } nonnegative measurable

3 8 . Let
functions on X such that limn fn = / in measure. Prove that fx f dp <
lim infn fx fndp.

(X, M,p) be a measure space and {fn}, f measurable functions

3 9 . Let
on X such that / n —> / in measure and <p = supn |/n | € Ll{X). Prove that
limn fx \fn —/| dp = 0 and show that the conclusion may not hold if <p is
not integrable.

(X, M,p) be a measure space and { / n} , / nonnegative measur­

4 0 . Let
able functions onX such that fn < / p- a.e., all n, and / « —>•/ p-a.e. Prove
that fx f dp = limn fx fn dp.

41. Let ( X,A4,p ) be a measure space and {/n }> / nonnegative inte­
grable functions on X such that fn - * / ¿¿-a.e. and fx fn dp —)■ fx f dp. (a)
Prove that for every measurable A c X, limn fA fn dp = JAf dp. (b) W hat
if /»» -> / in measure instead? (c) W h at if the functions are allowed to have
variable sign? If / 0 L 1( X ) ?
Problems 81

42. Let(X, A4, ¡i) be a measure space and { /„ },< ? integrable func­
tions on X such that |/n | < g ¿¿-a.e. and fn —> / in measure. Prove that
limn Jx fn dg> = Jx f dji-
(X,M,ff) be a measure space and { / n}, {gn} measurable func­
4 3 . Let
tions on X such that gn, g are integrable, gn ->• g in Ll{X), fn ->■ / in
measure, and |/n| < gn ¿¿-a.e., all n. Prove that lim„ fx \fn — /| d¿¿ = 0.

44. (X,M,fi) be a measure space, { / n} , / measurable functions

Let
on X, and gG Lx(X) such that fn —> f ¿¿-a.e. and |/n | < g ¿¿-a.e. for all
n. Prove that given e > 0, fn -> / uniformly on X \ B where B G M. has
fj,(B) < e.
45. r¡ < 1. Prove that, for no bounded sequences {a n } and
Let 0 <
{^n }, fn(x) = ansin(2nnx) + bncos(2-irnx) tends to t? a.e. in [0, 1].

46. Let A c [0,27r] have positive measure and {r n} a real sequence.

Find limn fA cos2(nx + rn) dx and limn fA sin2(nx + rn) dx.
(X,M,n) be a measure space, { / n} measurable functions on
4 7 . Let
^ 0 for all A with A )
With H/nll oo ^ c, all n, and lim.n fA fn dfr — oo.
Prove: (a) If a subsequence { / nfc} of { / n} converges for x in A with 0 <
n(A) < oo, it converges necessarily to 0. (b) If fn(x) = sin(na;), n = 1, 2, . . . ,
no subsequence {fnk} ° f {fn} converges for all x in a set A C M with |A| > 0.

4 8 . Let (X,M,n) be a measure space, {An} c M such that n{An) >

r¡ > 0 for all n, and {An} nonnegative reals such that ip(x) = AnXAn(x) <
oo ¿¿-a.e. Discuss the validity of the following statement: < oo.

4 9 . Let (X,M.,ff) be a measure space and { / n}, / integrable functions

on X. Consider the following statements: (a) / n —> / /¿-a.e. and Jx fn d(x - »
fx f djx. (b) fx |fn —/| dg, —¥ 0. W hich statement implies the other?
5 0 . Let(X,M,ti) be a measure space and / G lA{X). Discuss under
what conditions on a sequence {An} of measurable subsets of X does it
follow that limn fA f d/i = 0.

ip(x) be a positive function on [0, oo) such that, together with x,

5 1 . Let
<p(x) decreases to 0 as x —>• oo, and fn = AnXAn where {A n} is a nonnegative
sequence and An c [0, oo) are measurable sets such that 0 < fn < <p and
fn —> 0 a.e. Prove that limn f£° fn(x) dx = 0.
{X,M,g) be a measure space, { / n} integrable functions on X,
5 2 . Let
and / a measurable function onX such that limn fx \fn —f\ d¡i = 0. Prove
that / G Lx{X) and if g,(AnAA) —> 0, then fAn fndg, —> JAfdg,.

53. {fn} be given by fn(x) = X[n,n+i/n](x), n > 1. Prove: (a)

Let
fn —> 0 a.e. and in Lebesgue measure, (b) limn Jj0 ^ fn(x) dx = 0. (c) If
82 6. Sequences o f Functions

<Pm(x) = supn>m |/n(x)|, <pm # ^ ([O .o o )). (d) Given e > 0, it is not true
that limm |{<pm > e}| =0.
fn(x) = (n /ln (n ))x (o ,i/ 7i)(a;)- Verify
5 4 . Let { / n} be given on [0,1] by
that f n —^0 a.e. and prove that fj fn{x) dx —$■0 although for no ip € L(I)
does it hold that fn < <p a.e. for all n and, consequently, the L D C T does
not apply.

5 5 . Let a € R. Compute
f°° 1
!T n l ( I T S 5) dx'

56. fn{x) = n2x( 1 — x)n on [0,1]. Find f(x) = limn / n(æ) and
Let
decide whether limn fg fn(x) dx = fg f(x) dx.

5 7 . Find conditions on a nonnegative measurable function <p and A G 1

for the following limit to exist:

lim [ (l + —) e~Xx (p(x) dx.

« Jo V n/
5 8 . For integers n > 1, consider the integrals
r _ f 1 1 + x2 H------ 1- x2n j T - f 1 x + x2 A------ \-xn j
ln ~ Jo l + x + --- + x* d X ’ Jn~ J1/2x + x y 2 + - - - + x * / n dX'
Discuss the validity of the following statements: (a) {Jn} has a finite limit
as n —y oo. (b) { Jn} has a finite limit as n oo.

5 9 . Find
f 2n ( x\n
lim / ( 1 -------) dx.
™ Ji V n/
6 0 . Let (p in L°°(R + ). Find limn fg xne~nx<p(x) dx.
61. Prove that G(x) = n -2 ln (l + n2x), x > 0, is continuously
differentiable and compute G'{x).
6 2 . Let F(x) = Yjne~nXani an > 0, x > 0. Prove that Y^nan < oo iff
the right-hand derivative of F exists at the origin.

6 3 . Let a > 0, b > 0, and

~ l _ e -bx ’
x e R+ .

Compute fR+ f(x) dx.

64. By differentiating the relation ff° e~tx dx = 1 /t for t > 0, prove
that / 0° ° xn e~x dx = n\, for all n G N.
6 5 . Prove that ~ \/sin(:r))n cos(a:) dx is finite and find its
value.
Problems 83

66 . Compute Jq x x dx.
6 7 . Find sequences {An}, {Bn} c R such that limn An = limn Bn = R,

lim / _ X „ dx ± lim / , X -z dx ,
N JAn 1 + Z2 N JBn 1 + X2
and both of the limits are finite.

68 . Let p(x) = ^2f=i ajxK Find lim^ fg p(x)xn(l — x/k)kdx.

6 9 . Find
rh?

7 0 . Prove that if 0 < a < 1 and b > 0,

rr „a—1
f X 1 (, x \ br hT , 7T
hm / -------- ( 1 -------) e° d x = - r ~f— r •
r —^oo J o 1 + X \ r/ S in (7 r a )

7 1 . Prove that
X 7T
lim
r ^ + x> + l nätt{x/n)dx = m -
Jo
7 2 . In Rn, let \f{x)\ < (1 + M ) a , ot < 1. Find

lim f
A->oo J Rn
f(x) , 1|„hn+i Asin(|ar|/A)
|x|(l + |x|)n+
dx.

7 3 . Calculate
POO

lim / dx
n J0o 11 + (x/2n)n + ¿ j sm (x - 1e*) cos(x) - 2

74. Let / be a positive, monotone, integrable function on [0,1], and

gn(x) = f(xn), n > 1. Find lim„ fg gn(x) dx.
7 5 . Find
sin(xn)
lim / C dx.
n Jo xr
7 6 . Let 0 < p < 1 and consider { / n} on I given by fn(x ) — x n sinn( l / x)
for x^ 0 and fn(x) = 0 for x = 0. Does limn Jj f n(x ) dx exist?
7 7 . Given ip{x) so that xa \<p{x)\ < c, a < 1 /2 , find

lim / e 1/® -— ^- 5— sin (ne~1^x)<p(x)dx.

n J0 l + n2x

7 8 . Let {r n} be a sequence of real numbers. Prove that

lim
n f e Xsinn( x + rn)dx = 0 .
84 6. Sequences o f Functions

7 9 . Calculate

“.m/ (i + L t & m cos(nl)<fe'

8 0 . Let ( X , M , y ) be a measure space and { / n} functions on
X such
that supn||/n||2 < c and fx fnfmdp = 0 for n ^ m . Prove that given e > 0
and A with p(A) > 0, / n(a:) > e for x in A for at most finitely many n.

8 1 . Let / G L 1(R n) and {yk} C Mn a bounded sequence. Prove that

{/( • + yk)} has a subsequence that converges in L 1(Mn) and a.e.
8 2 . Let ( X , M , p ) be a measure space, 0 < p < 1, and suppose that
fn -> / in I?{X). Prove that | /n|* - > \f\? in L\X).
83. (X,Xi,p) be a measure space and {fn} , f nonnegative inte­
Let
grable functions on X with integral 1 such that fn —» / p-a.e. Compute

limn I x i f n 2 ~ f 1/2)2 dp.

8 4 . Let ( X , M , ¡x) be a measure space, 0 < p < oo, and { / n} , / € IF^X)
such that fn —> f At-a.e. Prove: (a)

2P Jr \f\pdfx < hininf (2Pj r \fn\pd/x - \fn - f\p dy^j .

(b) limn ||/n - /||p = 0 iff H/nllp ->■ ||/||p- (c) W h a t can be said about the
case p = oo?
(X,M,/x) be a measure space, 0 < p < oo, and { / n} , / mea­
8 5 . Let
surable functions on X. Prove that if ||/n ||p < c and / n —> / /x-a.e., then
p - |/ - f n\p - \f\p\d,x = 0.
limn fx |\fn\

86 . Let (X , A4, p) be a measure space and { / „ } , / measurable functions

on X. Discuss the validity of the following statements: (a) fn - » / in
L°°(X) iff fn —> f almost uniformly, (b) / „ —>•/ in L°°(X) iff there exists
a measurable set B with p(B) = 0 and limn / n(a:) = f(x) uniformly for
x G Bc.
(X,M,/x) be a measure space and {An} measurable subsets of
8 7 . Let
X. Prove that if XAn —> / in ^ ( X ) , 1 < p < oo, / is equal /x-a.e. to the
characteristic function of a measurable set.

88. Let ( X,M,fx ) be a measure space, 1< p< oo, and { / „ } c LP{X)
such that IIfn ||p < oo. Prove that fn —>■0 fx-a.e.
89. (X,M,/x) be a probability measure space, { / n} independent
Let
square integrable functions on X with ||/n||2 < M for all n, and

¥>»(*) = ^ {fa(x) ~ Jx fk dp) » n = 1, 2, . . . .

Prove: (a) H^nlb —> 0. (b) naipn —> 0 in measure for a < 1 /2 .
Problems 85

(X,M,n) be a measure space. W e say that T = { / } C Ll(X)

9 0 . Let
is uniformly absolutely continuous (or uniformly integrable) if given £ > 0,
there exists 6 > 0 such that supj>eX \fA f dpi\ < e whenever pi(A) < S. Prove
that T is uniformly absolutely continuous iff {|/| : / G T} is uniformly
absolutely continuous.

91. Let(X,M,pi) be a finite measure space and {fn} , f integrable

functions on X. Discuss the validity of the following statements: { / n} is
uniformly absolutely continuous provided that: (a) The fn are nonnegative,
fn / M-a-e., and fx / „ dpi-A fx f dpi. (b) limn fx |/„ - f\dpi = 0.

(X,A4,pi) be a measure space and T a bounded set in Ll(X).

9 2 . Let
Prove that the following statements are equivalent: (a) J~ is uniformly ab­
solutely continuous, (b) If the modulus of uniform continuity u>(X) of T is
given by

u>(X) = lim w( X, e ) ,
£->0+

then oj(T) = 0. (c) Let Bftn = {|/| > R}. If u{T) is given by

then uj{X) = 0. (d) There exists a nonnegative Borel measurable function

(p on M+ such that lim¿^oo <p(t)/t = oo and supyGj- Jx ip(\f\) dpi < oo.
9 3 . Let (X , M , pi) be a probability measure space. Discuss the validity of
the following statement: T C Ll(X) is bounded iff T is uniformly absolutely
continuous.

(X,M,pi) be a measure space, { / n} integrable functions on X,

9 4 . Let
and / a finite pi-a.e. function on X such that limn fn = f pi-a.e. Prove:
/ € Ll(X) and limn fx \fn — f\ dpi = 0 iff (a) { / „ } is uniformly absolutely
continuous, and (b) given e > 0, there exists A G M with pi(A) < oo such
that JAc \fn\dpi < e for all n.
Prove that this result, known as Vitali’s theorem, implies the L D C T .

9 5 . Let ( X,M,pi) be a probability measure space, { / „ } C Ll(X), and

/ a pi-a.e. finite function on X. Prove: / G L : ( X ) and fn - > f in L 1( X ) iff
(a) fn / in probability, and (b) {fn} is uniformly absolutely continuous.

96. Let ( X,M,pi) be a measure space andT — { / „ } a bounded se­

quence in Ll(X). Prove that there exist a subsequence { / nfc} of { / n} and a
pairwise disjoint sequence c M with pi(Ap.) - t 0 such that {xA%fnk}
is uniformly absolutely continuous.

(X,M,pi) be a probability measure space, { / „ } C LP(X), 1 <

9 7 . Let
p < oo, such that fn - > f i n probability, and / pi-a.e. finite on X. Prove that
86 6. Sequences o f Functions

the following are equivalent: (a) {| /n|p} is uniformly absolutely continuous.

(b) / € D>{X) and / „ -> / in D>{X). (c) ||/„||p -4 ||/||p < oo.
98. Let (X,M.,g) be a measure space and T = { / n} a bounded se­
quence of nonnegative L1(X) functions that converges to g in measure.
Prove that g is integrable and the following statements are equivalent: (a)
{fx fn is a convergent numerical sequence, (b) For every subsequence
F = { / n j of { / „ } , limnfc Jx fnk dn = u{F) + fx gdg and u(F) = u)(F).
(c) There exist subsequences F - { / nfc} and F ' = {fne} of { / „ } such that
limnfc / x fnk dg = lim infn fx fn dg, limní fx fni dg - lim supn Jx fn dg, and
u(F) = oj( F ) .
99. Let (X,M,g) be a measure space and T = { / „ } a bounded se­
quence of Ll(X) functions that converges to g in measure, (a) Prove that
lim supn fx \fn-g\ dg, < oj(T). (b) Assuming that limn fx \fn—9\ dn exists,
find it. (c) Prove that if /z (A ) < oo, fn -4 g in L 1(A ) iff limsupn ||/n ||i <
llfflli-

100 . Let (X,M,n) be a finite measure space and T = { / n} a bounded

sequence in Ll(X) such that / „ - » / p-a.e. Prove that {||/n ||i} converges iff
{ | | /n - /| | i } converges, and then lim„ ||/n - / | | i = w(F) = lim«(||/»||i—H/||i)-

101 . ( X, M ,/ u) be a measure space and T = { / „ } a bounded

Let
sequence of nonnegative Ll(X) functions that converges in measure to an
integrable function g. Prove that the following statements are equivalent: (a)
F = { / n j is a subsequence of { / „ } and limnfc fx fnk d/i = lim infn Jx fn dg,.
(b) u{F) = min{w(Jr" ) : F ' = {fne} is a subsequence of { / n} } .

102 . Let (X,M,g) be a measure space, { / „ } measurable functions on

X such that /1 > /2 > ••• > 0, and f(x) = l i m „ /n(x ), x € X. Discuss
the validity of the following statements: (a) limn fx fn dg = Jx f dg. (b) If
limn fx fn dg = 0, then / = 0 g- a.e. on X.

103. Let (X , M , g ) be a probability measure space, { / n} nonnega­

tive integrable functions on X such that limn fx fndg = 1, and {Bn} with
g(Bn) ->• 1 such that f Bn fn dg -¥ 0. Prove that f(x) = supn fn{x) £ L1( A ) .
(X,Xi,g) be a measure space, { f n} nonnegative measurable
1 0 4 . Let
functions on X that converge to 0 g- a.e., and <pn = s u p { / ! , . . . , fn}. Prove
that if fx <pndg < c for all n, then limn fx fn dg = 0.

1 0 5 . Let (X, A4, g) be a measure space and {fn} measurable functions

on X such that g({\fn\> A}) < c¿¿({|/i| > A }), A > 0, for all n. Further­
more, suppose that ||/i||i = 1 and let <pn(x) = suPl< fc< n |/fc(*)|. Discuss the
validity of the following statement: limn n -1 fx tpn dg = 0.
Problems 87

106. (X,M,p) be a measure space and { / „ } nonnegative measur­

Let
able functions on X. Prove that if supn fn is integrable, then

Verify that the inequality may be strict and that it may fail unless supn fn €
L\X).
107. (X, A f, /x) be a measure space and 1 < p < oo. Prove that
Let
{fn} on X is Cauchy in LP^X) iff the following conditions hold: (a) { / n}
is Cauchy in measure, (b) {| /n |p} is uniformly absolutely continuous, (c)
Given e > 0, there is a set A with p(A) < oo such that fAc \fn\pd/x < e for
all n.

108. Let (X,M,p) be a measure space, 0 < p < oo, and { / n} , / in

IP{X) such that fn —> f in IP{X). Prove that there exist a subsequence
l / n j of { / „ } and h € L?(X) such that fHk ->■ / /x-a.e. and |/„fc| < h /x-a.e.

1 0 9 . Let (X , M , n ) be a measure space, 1 < p < oo, { / n} measurable

functions on X, and Sn = /1 + ••• + / „ . Prove: (a) If / n -> 0 ¿x-a.e.,
Sn/n -»• 0 /x-a.e. (b) If fn -»• 0 in LP(X), Sn/n -> 0 in IP{X). (c) If / „ ->• 0
in measure, it does not necessarily follow that Sn/n —> 0 in measure.

110 . Let (X,M,p) be a measure space with p(X) = 2 and { / „ } non­

negative L2(X ) functions such that ||/n ||i = 2 and |||/n||2 — \/21 < 2 _ n , all
n. (a) Prove that / „ —>■ 1 /x-a.e. on X. (b) If the assumption that fn > 0 is
dropped, what conclusion follows?

1 1 1 . Let (X,M,n) be a finite measure space and { / n} C L2(X) with

ll/nlh < 1 for all n. Prove that given e > 0, there is an integer N such that
M ( l /» l ^ n2/3 for n > N }) > (1 - e)-
112 . Let (X,M,fi) be a finite measure space, {fn} , f integrable func­
tions on X such that fn > p > 0 /x-a.e. and fn —> f in Ll{X), and
<p : [rj, oo) —> [0, oo) a Lipschitz function. Prove that the <p(/n) and <p(/) are
integrable and <p(fn) <p(/) in Ll{X).

Ai, n) be a measure space, 0 < p, q < oo, and { / n} defined

1 1 3 . Let ( X ,
on X such that ||/n ||p < c for all n and ||/n||9 0 as n ->■ oo. Prove that
for any r between p and q, \\fn\\r - » 0 as n ->■ oo.

114. Let (X,Ai,fj,) be a measure space and 0 < p < oo. Suppose
that 0 < r < p, and let q = rp/(p —r ). Prove that if ||/n — /||p —>• 0 and
lift» - Sllg -A 0, then ||/npn - fg\\r 0.
115. Let(X,M,p) be a measure space, 1 < p < oo, and { / n} , /
nonnegative functions on X such that limn / n = / in IP{X). Prove that
in L'I'(X) for all r € \l,p).
88 6. Sequences o f Functions

1 1 6 . Let ( X , _A4,/x) be a measure space and 1 < p < oo. Prove: (a) If
f,g e U’iX), then / V g = m a x (/, g) e L ^ X ) . (b) If fn f and gn ->■ g in
LP(X), then fn V gn -»• / V g € D>{X).
117. Let { / n} be measurable functions on I such that / „ —> f uni­
formly in [e, 1] for each 0 < e < 1, and fj \fn(x)\p dx < c for c > 0, some
1 < p < oo, and all n. Discuss the validity of the following statement:
limn fj |fn(x) - f(x)\dx = 0.

1 1 8 . Let { / n} be continuous functions on R + such that { / „ } converges

uniformly to f € C (R + ). (a) Suppose that lim ^ o o fn(x)dx exists and
dx. Show that lim0_>oo / 0° f(x)dx does not necessarily ex­
denote it / 0°° /„ ( x )
ist in R. (b) Suppose that in addition limn / 0°° fn(x) dx = lima^oo / Q
a f(x) dx
exists. Does it follow that limn / 0°° fn(x) dx = / 0°° f(x) dx?

M , / j) be a measure space, 0 < p < oo, and { / n} c IP{X)

1 1 9 . Let ( X ,
such that fn(x) -> f( x ) uniformly on X. Discuss the validity of the following
statement: f € LP(X) and limn fx \fn —f\p dfi = 0.

120 . Let ( X ,M ,/ j,) be a measure space, 0 < p < oo, and { / n} , / in

LP{X) such that fn —> / /x-a.e. Prove that ||/||p < lim infn ||/n ||p-
121 . Let (X,M,fj.) be a finite measure space and { / n} measurable
functions on X such that f\ € L2(X) and l¿({\fn\ > A}) < c/i({\fi\ > A})
for all A > 0. Prove: (a) For all e > 0, nM({|/i| > Sy/n}) —> 0 as n —> oo.
(b) n - 1/ 2 sup1< fe<n \fk(x)\ -> 0 in measure.

122 . Let (X, M , / j) be a measure space and { / n} , {g n } measurable func­

tions on X. Further suppose that gn, g are integrable, gn g in Ll(X),
and fn < gn for all n. Prove that lim supn fx fnd/j, < fx lim supn fn d/x.

M , g) be a measure space and { / „ } integrable functions on

1 2 3 . Let ( X ,
X that converge to / in L 1( X ) . Show that if{gn},g € L ° ° ( X ) are such that
9n~> 9 M~a-e- it does not necessarily follow that limn fx fn 9n dfi = fx fg dg,.
W hat additional condition on {gn} ensures that it does?

M , ¡i) be a measure space and { / n} , / nonnegative measur­

1 2 4 . Let ( X ,
able functions on X such that supn Jx fndn = K < oo and / n —> / ¡i-a.e. (a)
Prove that fx fdfi < K. (b) Does it follow that limn fx fn d/j, = fx f dfi?
If not, what additional condition on { / n} ensures that it does?

1 2 5 . Let {X,M,n) be a probability measure space. Give an example

of integrable functions { / n} and an integrable function / on X such that
/ « —>•/ /x-a.e., fx |/n|d/x = 2, all n, and fx |/| d/x = 1. Furthermore, prove
that for any such sequence, limn fx \fn —f\ d¡i = 1.
1 2 6 . Let ( X , M , /x) be a measure space and { / n}, {g n }, {hn} and / , g, h
in Ll(X) such that fn —>• / , g n —)■ g,hn -¥ h n-a.e. Assume further that
Problems 89

hn < fn < 9n /i-a.e. and Jx gndp -y fx gdp, fx hndp - » fx h dp. Prove

thftt Jx jjj dp ^ J*x f dp.
127. (X,M,p) be a measure space and {fn}, f>g, {/«<?}> fg inte­
Let
grable functions on X such that / „ —>•/ p- a.e. W h at can one say about
Jx fn9 dp?
(X,M,p) be a measure space, 1 < p < oo, and { / n} , / , {<?*;}
1 2 8 . Let
functions on X such that f n f in LP{X) and \\gk\\q < c for all k, where q
is the conjugate to p. Suppose in addition that lim* Jx fngk dp = 0 for each
n. Prove that lim*, fx fgk dp = 0.

1 2 9 . Let (X , M , p ) be a measure space and { / n} , / nonnegative inte­

X such that fn(x) —¥ f(x) p-&.e. Let An = {fn(x) <
grable functions on
2f(x)}. Prove: (a) fA fndp -»• fx f dp. (b) If in addition Jx fndp ->
Jx f dP>then /x I/» “ /1 dP 0.
1 3 0 . Construct a sequence of nonnegative functions { / n} on [0,1] such
that limn fn(x) = 0 a.e., f j fn(x)dx = 1 for all n, and for each g G (7 ([0 , 1]),
limn /o fn(x) g(x) dx = (g( 1 /5 ) + g(2/ 5) + g(3 /5 ) ) /3 .

131. Ll(I) and h G Ll(I) be such that | /n| < h a.e.,

Let { / n} C
all n. Further suppose that limn / 7 fn{x)g{x)
dx = 0 for each g G C(I).
Discuss the validity of the following statements: (a) JAfn(x)dx -¥ 0 for
each measurable A c I. (b) limn / 7 \fn(x)\ dx = 0.

1 3 2 . Let {/fc} be integrable functions on [0,1]. Discuss the validity of

the following statement: There exists a sequence {a re} decreasing to 0 such
that limn on |/fc(on)| = 0 for all k.
133. Let ( X , M , p ) be a measure space, / a nonnegative integrable
function on X with Jx f dp = c > 0 , and ip : [0, oo) —>■ [0, oo) a nonde­
creasing bounded function that satisfies the following properties: (p(0) = 0,
<¿/(0) = 1, and p'{x) or (p(x)/x bounded. Prove that

oo, 0 < a < 1,

lim n<p((f(x)/n)a)dp(x) < c, Oí = 1,
n
0, 1 < OL < OO.

Finally, give examples of such functions ip and prove that the conclusion
is true for <p(x) = ln (l -I- x), which is unbounded.
134. Let ( X , M , p) be a measure space and {fn} integrable functions on
X such that ||/n ||i > ry > 0 for a ll n and if An = {| /n | > 0 }, limn p(An) = 0.
Prove that limn ||/„||p = oo, 1 < p < oo.
90 6. Sequences o f Functions

135. {<Pk} be an approximate identity in L (R n), i.e., the >pk are

Let
nonnegative, have integral 1, and their integral outside a neighbourhood of
the origin tends to 0. Prove that \\<Pk\\P -*• oo, 1 < p < oo.

M,p) be a probability measure space and {An} measurable

1 3 6 . Let ( X ,
sets with p(An) = 1/2 for all n and p(An fl Am) = 1 /4 for n ^ m. Prove
that if fn(x) = n -1 ¿ ”=1 XAj(x), then limn fx \fn-l/2\pdp = 0, 0 < p < 2.

1 3 7 . Let x= Xk2~k denote the dyadic expansion of a: € [0,1]. Prove

that

in L 2([0, 1]).

1 3 8 . Let ( X , M , p) be a measure space, 0 < p < oo, and { / n} functions

on X such that ||/n ||p < c. Prove that for e > 1/p, \imnn~efn(x) = 0 fi-a.e.
on X.

139. (X,A4,p) be a finite measure space and { / n} nonnegative

Let
functions on X such that fx / £ dp < n~(r+s\ 5 > 0. Prove: (a) limn fn(x) =
0 /¿-a.e. (b) ^2n fn converges in LP{X), 1 < p <r .

1 4 0 . Construct nonnegative functions { / n} on [0, 1] such that

and

1 4 1 . Let X = {sequences x : xn = 0 for all n > nx} and for x,y G X

set

(a) Show that ( X , p) is not a complete metric space, (b) Describe a complete
sequence space (F, p) such that X is dense in Y. (c) W h at if X is endowed
with || • ||oo?
1 4 2 . Let {an¡k} C R with la^fcl < 1 for n, k — 1 , 2 , . . . , and lim*, an>k = 0
for each n. Prove that lim*, an>k/np = 0 for p > 1.
1 4 3 . Let ( X , M , p ) be a finite measure space, 0 <
a < /3, and {fn},9
integrable functions on X such that ||/re||i < c and n _a|/„|2 < g p- a.e.
Compute limn n~P Jx \fn\2 dp.
{X,M,p) be a measure space and { / n} nonnegative measur­
1 4 4 . Let
able functions on X such that there exist M > 0 and positive convergent se-
ries J2nan> YsnPri < 00 such that f{fn<M} fndp < an and p({fn > M}) <
(3n for all n. Prove that fn{x) < oo p- a.e.
145. Let / fn(x) = nf(nx), all n.
€ L X(R) have integral 1 and put
Discuss the validity of the following statement: / „ —1 / in L 1(R).
Problems 91

146. Let / in L P ( R n ), 1 <p < oo, and with a > 0 real, define
fn(x) = na f(nx), n = 1, 2, — Does { / n} converge strongly in 1P{R ^ )?
Weakly inU>(RN)7
(X,M,p) be a <r-finite measure space and { / n} , / in U’(X),
1 4 7 . Let
1 < p < oo. Prove that / n —1 / in LP{X) iff ||/n ||p < c for all n and
X 4 /n d/x —» fAf dp, for all A with p(A) < 00.

1 4 8 . Let (X,M,p) be a cr-finite measure space, 1 < r < p < 00, and
{ / n} measurable functions on X such that ||/n ||p < c and ||/n ||r —> 0. Prove
that fn 0 in LP(X).

149. Let (X,M,p) be a measure space, 1 < p < 00, and { / n} mea­
surable functions on X such that ||/n ||p < c, and fn(x) = 0 or \fn(x)\ > n
)U-a.e. for all n. Prove that fn —L0 in LP{X).

1 5 0 . Let (X, M , n) be a measure space and { / „ } a decreasing sequence

of nonnegative functions on X such that fn —>■ 0 in IP(X). Prove that
fn —^ 0 in measure.
151. Let (X,M,fi) be a cr-finite measure space and { / „ } measurable
functions on X such that fn —^ f in U’(X) and f n —> 9 Prove that
/ = 9 /Jra.e.
(X,M,fi) be a finite measure space and { / n} , / functions in
1 5 2 . Let
LP{X), 1 < p < 00, such that / n —1 / in LP(X) and limn ¿¿({|/n| > A }) = 0
for some A > 0. Prove that / € L°°(X) and ||/||oo < A.

153. Let (X, A4, 9) be a measure space, 1 < p < 00, and { / „ } C IP^X).
Discuss the validity of the following statement: If fn —l / in ^ ( X ) , a
subsequence { / nfc} of { / n} converges to / /z-a.e.

(X, M, n) be a measure space, 1 < p < 00, and { / n} defined on

1 5 4 . Let
X with H/nllp < c, all n, such that / „ —>■/ ¡i-a.e. (a) Prove that / € LP(X)
and fn —k / in LP(X). Is the result true for p = 1? (b) Is the conclusion
in (a) true if fn —> f in measure? (c) Discuss the validity of the following
statement: If 1 < r < p, then limn ||fn —f\\r = 0. But not for r = p.

1 5 5 . W ith a € ( 1 , 00), let fn be the functions on [—1,1] given by

(a) Let 1 < p < a. Prove that lim n ||/n ||p = 0. (b) Prove that { / n}
converges weakly to 0 inIP for p = a. Does { / n} have a strongly convergent
subsequence? (c) Let p > a. Does { / n} converge strongly in Lp([—1, 1])? If
not, does it have a weakly convergent subsequence?

156. (X,Ai,p) be a probability measure space and { / n} functions

Let
on X such that limn fA fn dp exists for all A e M.. Prove: (a) { / n} is
92 6. Sequences o f Functions

uniformly absolutely continuous, (b) There exists / G Ll(X) such that

/n- / in L\X).
157. { f k } , f G JL1( [0 ,1]) be such that / * . - * • / in L 1( [ 0 ,1]), T =
Let
{XA : A G £ ( [ 0 , 1 ])}, and Xn = { xa G T : |f A(fk(x) - / (x ) ) cte| < e for all
k > n } . Prove: (a) X and Tn are closed in Ll(I). (b) { / / . } is uniformly
absolutely continuous.

1 5 8 . Let { / n} denote the Borel measurable functions on [0,1] given by

fn = 1 a.e. on (2k/n, (2k + l ) / n ) for (2A: + l ) / n < 1, and fn = —1 a.e. on
(2k —1 /n , 2 k/n) for 2k/n < 1. Prove that fn —L0 in LP(I) for 1 < p < oo.
t G [0 ,1 ), let vt(x) denote the 1-periodic extension of X[o,t)(a;)
1 5 9 . For
to R , and define the sequence {un} on [0, 1] by v^(x) = vt(nx). Prove that
^ -*■ iX[o,i] in ^ ( [ 0 ,1 ] ) for all 1 < p < oo.
(X, M,ii) be a finite measure space, 1 <p, q < oo, cp : R —>-R
1 6 0 . Let
a continuous function such that |y?(t)| < c (l + \t\p/ q) for all i G R, and
consider the mapping T : LP(X) Lq(X) given by T(u)(x) = <p(u(x)).
Prove: (a) T is continuous from U’(X) into Lq(X). (b) In X = [0,1], if
un —Lu in LP(X) implies that T(un) —wT(u) in Lq(X), then ip is linear.
(X, M , n) be a measure space, 2 < p < oo, and { / n} , / defined
1 6 1 . Let
on X with ||/n ||p ll/Hp, such that / n ^ / in LP(X). Prove that fn ->• /
in IX(X).
 Chapter 7

Product Measures

Let A t be a <r-algebra of subsets of X and N a cr-algebra of subsets

of Y. The product a -algebra A t 0 A f of subsets of X x Y is defined as
follows: W ith 1Z = {A x B c X x Y : A E A t , B E A /"} the rectangles
in A t x A /-, A t ® A /- = M(1Z) is the cr-algebra generated by TZ. M ® N
satisfies the following property: Given E c X x Y, consider the sections
E x = {y £ Y : ( x,y ) € £7} and = { x 6 X : (x,y) E E}. Then, if
E € A t ® Af, E x E N for all x E X and Ey E A t for all y E Y.

This result serves as a starting point towards the definition of the product
measure p®v on A t ® Af. Specifically, if ( X , A t , p) and (V, A/", v) are cr-finite
measure spaces, p ® u is the unique cr-finite measure on A t ® A/* such that
p ® v{A x B) = p(A) v(B) for all A x B E 1Z. Moreover, for E E A t ® A/-,
p ® v(E) can be computed in one of three ways, namely,

[ X e d(p ® v) = [ v{Ex) dp{x) = f p(Ey) dv(y).

JXxY JX JY

Along similar lines, if / :X x Y —»■ R , the x-section f x ' Y —> R of /

is defined for each s e l b y fx{y) = f(x, y) and the y-section f y : X -Y M
by f y{x) = f(x,y ) for each y E Y. Now, if / : ( X x Y ,A t ® A /) —> R is
measurable, then fx : (Y, A/") —> R and f y : ( X , A t) —>•R are measurable for
every x E X and y e Y, respectively.
The main results concerning integration are Tonelli’s theorem and Fu-
bini’s theorem. They establish that, if f(x, y) : (X x Y, A t ® A f) —> R is
measurable, then g : ( X ,A t ) —> R and h : (Y, A/") —> R given by g(x) =
fy fx(y)du(y) and h(y) = fx f y(x)dp(x), respectively, are measurable and
that, under appropriate conditions, the integral of / over X x Y is equal to

93
94 7. Product Measures

the iterated integrals of / , i.e.,

/ / d(fx ®u) — Í f f y(x) d/i(x) dv(y) = f [ f x (y) du{y) dy,(x) .

JXxY Jy Jx Jx Jy

For Tonelli’s theorem / is assumed to be nonnegative and then the integrals,

whether finite or infinite, are equal. Fubini’s theorem establishes that, if at
least one of the three integrals fXxY 1/1 d(y <g>v), fy fx \f y(x)\dy(x) dv(y),
or fx I y \fx(v)\ dv{y) dji{x) is finite, then f x G Ll(Y) for p-a.e. x G X,
f y G Lx{X) for í/-a.e. y &Y, g(x) G L1(X ), h(y) G Ll(Y), f is integrable,
and the integral of / over X x Y is equal to the iterated integrals of / .
Since the product of complete measure spaces is not in general complete,
it is of interest to consider the version of this theorem in this case. Specif­
ically, let (XfMtfr), (Y,N, v) be complete <r-finite measure spaces and let
S = M ® N and »7 = (p ® u)i denote the <7-algebra of subsets of X x Y
and the measure on S , respectively, constructed in Problem 2.54 such that
( X x y , 5 , rj) is the completion of (X x Y , M ® N, y ®v).
Then, if / : (X x Y, S) —> R is nonnegative and measurable, fx(-) :
(Y,J\f) —> M is measurable for /x-a.e. x G X, f y(-) : (X,M) -> R is measur­
able for i/-a.e. y G y , fx f(x,y) dy,(x) is (Y,Af) measurable, fy f(x,y) dv(y)
is (X,A4) measurable, and

[ fd{n®v)= [ [ f y{x) d/i(x) du{y) = [ [ fx(y) du(y) d/j,(x).

Jx xy Jy Jx Jx Jy

The possibility that the integrals are infinite is allowed.

Along similar lines, if / Y,S) -¥ K is measurable, and / G
: (X x
L}(X x y) fx G L l (v), f y g L l {y)
with respect to the measure 77, then
for n-a.e. x and i/-a.e. y, respectively. Moreover, fx f(x, y) d/j,(x) is (Y,J\f)
integrable, fy f(x, y) dv(y) is ( X , A i ) integrable, and if one of the three
integrals considered in Fubini’s theorem is finite, the three integrals in the
conclusion above are finite and equal.
W e adopt the notation An for the Lebesgue measure on Rn, Ai = A.
Also, {x G X : g(x) > t } = { g > t).
Convolution next. Given f , g G L 1(Mn), f(x — y)g{y) is measurable
on i n x R " = R 2n, and the convolution f * g of / and g is defined as
/ =1
=g(x) = / Rn f(x - y)g(y) d\n(y), x G Rn. f * g is well-defined and finite
for x An-a.e. in Rn and is translation invariant, i.e., if represents the
translation by h given by rhf{x) = f (x - h ), then Th(f*g)(x) = (rhf)*g(x ).
Moreover, the convolution operation is commutative and associative.
Furthermore, if g G L 1(Rn) and / G £ ^ (R n), 1 < p < 00, / * g(x) is a
well-defined Lp(Rn) function that satisfies ||/ * g\\p < ||p||i||/||p •
Problems 95

The problems in this chapter include the natural questions as to whether

B(Rm) ® B(Rn) = £ ( R m+n) and £ ( R m) 0 £ ( R n) = £ ( R m+n), addressed in
Problem 3 and Problems 5 -6 , respectively.
The notion of product measure allows us to consider whether the integral
of a nonnegative function can be evaluated as the area under its graph,
Problem 25. And, on a different note, if the Lebesgue measure is the only
measure on Rn which is translation invariant, Problem 29.
Sections of measurable functions are discussed in Problems 3 1 -3 4 and
Problems 3 8-39 . The assumptions of Fubini’s theorem are elucidated in
Problem 40. Problem 60 is the prototype of results that deal with the /x-a.e.
finiteness of a function. Integrals of independent functions are considered in
Problems 8 2 -8 4 . And, properties of convolutions, including the existence of
a unit, are addressed in Problems 8 6 -9 0 , Problems 9 2 -9 5 , Problems 9 7-10 0 ,
and Problem 102.

Problems

1 . Let M be an algebra of subsets of X, Af an algebra of subsets of Y,

and 11 = {A x B c X x Y : A € AA, B G AT} the rectangles in AA x AT.
Prove that the collection of finite unions of rectangles in 1Z form an algebra
of subsets of A x Y.

2 . Let Ad be a cr-algebra of subsets of X and Af a cr-algebra of subsets

ofY. Discuss the validity of the following statement: A x B € AA ® Af iff
A G AA and B G Af.
3 . Discuss the validity of the following statements: (a) B (R m) x B (R n) =
# ( R m+n). (b) B(Rm) ® B(Rn) = £ ( R m+n).
4. Discuss the validity of the following statement: If B C R 2 is such
that Bx G B(R) for all x G R and By g B(R) for all y e R , then B e B (R 2).
5 . Prove that B(Rm+n) C £ ( R m) <g>£ ( R n) C £ (R ™ + ").
6 . Prove that £ ( R m+n) is the completion of £ ( R m) ® £ ( R n) with respect
to the Lebesgue measure.

7 . Let A G £ ( R m) and B <£ £ ( R n). Prove that A x B e £ ( R m+n) iff

Am(A ) = 0.

8 . Let A c R m. Prove that the following are equivalent: (a) A G £ ( R m).

(b) A x B G £ ( R m+n) for every B G £ ( R n). (c) A x Rn e £ ( R m+n).
AA/ofik) be <r-finite measure spaces, k = 1 ,2 ,3 . Prove: (a)
9 . Let (A * ,
AA\®{AA2®A4.z) = {AA\®AA2)®AAz. (b) (¡ii® 112 )®№ = Hi®{^2 ® Pz)
96 7. Product Measures

is the unique c-finite measure on the cr-algebra defined in (a) that assigns
to Ai x A2 x c X\ x X 2 x X 3 the value (m1 <g> fJ>2)(Ai x A^p^A?) =
.A3
Mi C^i )M2 {M)pz ( ^ 3) •
1 0 . Let (X,M,p) and (Y,Af, v) be cr-finite measure spaces such that
(X xY,M.<S> Ai, m x v) is complete. Prove that if A f contains a nonempty
null set, then M = V(X).

11. Characterize: (a) "P(N) <g> 'P(N). (b) p ® p, where p denotes the
counting measure on N.

12 . Let (X,M,p) and (Y,N, v) be measure spaces and E C X x Y

such that v{Ex) = 0 for /x-a.e. x G X. Prove that p <S> v(E) = 0 and that
fj,(Ey) = 0 for i/-a.e. y € Y .
1 3 . Let ( X , M , n ) and (Y,Af, v) be probability measure spaces and
E c X x Y such that u(Ex) = 0 for fj,-a.e. x € X and if B = {y G Y :
/j,(X \ EV) < 1} , then 1/(B) > 0. Prove that E £ M ® N .
14.Let A C R m +n. (a) If Am <8> An(A) = 0, prove that An{Ax) = 0
Am-a.e. x G Mm and Xm(Ay) = 0 An-a.e. y G Mn. (b) If A is a Lebesgue
measurable subset of R m+n such that for almost every x G R m, \n(Ax) = 0,
prove that A has measure zero and that for almost every y G Rn, Xm(Ay) =
0.
1 5 . Let A G S (R 2). Suppose that for each t G R, {(x , y) G A : x —y = i }
is a finite set. Prove that A2(A ) = 0.

1 6 . For eachx G R , let Lx denote the closed line segment in the plane
joining (x, 0) and (0 ,2 ). For each i c R , the triangle T(A) over A is defined
as T(A) = {Lx : x G A}. Prove that for A G # (R ), T(A) is measurable in
the plane and X2 (T(A)) = A (A ).

1 7 . Let ( X , M , n ) and ( Y,Af,v ) be probability measure spaces and

E C X x Y such that n <8>u(E) = rj2 < l. Let A = {x G X : u(Ex) > 77} .
Find the sharp upper bound for /¿(A).

1 8 . Let {X,M,n) and (Y,Af, v) be probability measure spaces and

E c X ® Y such that n(Ey) > a for all y G Y. Prove that if (3 < a and
A = { x G X : v(Ex) > (3}, then fr(A) > (a — p ) / ( 1 — /3).
19. {X,M.,y), (Y,Af, u) be probability measure spaces and E g
Let
M<8>J\f. Prove that if u{Ex) < 1/2 ¡jl- a.e. in X, then v({y G Y : n(Ev) = 1})
< 1/ 2.

20 . Prove that R 2 cannot be written as a countable union of zero sets

of nontrivial polynomial p(x, y) in two variables.

21 . Let /i be a finite Borel measure on [0, 00). (a) Characterize B(M+)®

'P(N). (b) Prove that there exists a unique measure n on B (R + ) (g)'P(N) such
Problems 97

that
f tn
7t(B x { n } ) = / e_t — cfyi(i), all n.
Jb n-
(c) Give an example where ir is and is not given by a product of measures
on B(R + ) and P (N ).
2 2 . Let ( X , M , y ;) be a measure space and for
A C X and 0 < a < oo,
put Aa = { ( x ,y ) : a; € A ,0 < y < a } for finite a and A qq = { ( x ,y ) : x G
A, 0 < y < oo}. Prove that if A G M , then Aa G Ai <8>B (R ) and compute
y<g>\(Aa).
2 3 . Let ( X , M , y ) be a <r-finite measure space and / : X —¥ R a non­
negative function with graph T ( / ) = { ( x , / ( x ) ) G X x R + : x G X } . Prove
that if / : ( X , M ) —)• K is measurable, y, <8> A ( r ( /) ) = 0.

2 4 . Let / be a Borel measurable function on R and E = {(x + f(x),

x —f(x)) : x <E M}. Discuss the validity of the following statement: A2(E)
= 0.
( X, M ,y) be a measure space and / a nonnegative measurable
2 5 . Let
function on X. W e denote by R(f, A) = {(a :, y) € X x R + : x 6 A , 0 < y <
f(x) if f(x) < 00, and 0 < y < 00 if f(x) = 00} the region of / over A.
Prove that R(f, A) € M <8> B(R) and compute y ® A (R(f, vl)).

5 denote the Dirac measure concentrated at the origin of R and

2 6 . Let
A the Lebesgue measure on R. Compute: (a) \<g>5(E) where E = { (rc, y) G
R 2 : \x — y\ < 1}. (b) / r2 / d(A ® 8) where f(x, y) = l / ( x 2 + (y - l ) 2).

2 7 . Let y, v be a-finite Borel measures on R and A = {(x,y) G R x R :

x = y} the diagonal of R 2. Compute y ® i^(A).
2 8 . Let ( X , M , y ) and
(X,M, u) be nontrivial a-finite measures such
that y (8) i^((X x X) \ A ) = 0 where A = {(x , y) G X x X : x = y}. Prove
that there exist a G X and a,/3 G R such that y = a8a and u = /38a, with
5a the Dirac measure concentrated at a G X.
2 9 . Discuss the validity of the following statement: Ify is a translation
invariant measure on £ ( R n), i.e., y(x + A) = y(A) for all A G £ ( R n) and
x G R n, then y is a multiple of the Lebesgue measure An.
3 0 . Let / : R ^ x R —> R. Discuss the validity of the following statements:
(a) If fx : R —»■ R and f y : RN —> R are Borel measurable for all x in R
and y G Rn, respectively, / is Borel measurable, (b) If fx : R —>■ R is left-
continuous for all x G R ^ and f y : (RN,B(RN)) -> (R, B(R)) measurable
for all y G R, / is Borel measurable.

3 1 . Let / be defined on [a, 6] x Rn such that /¿ (x ) is continuous for each

t G [a, 6] and f x(t) is Lebesgue measurable for each x G R n. Prove that
/ G £ ( M ) < g > £ ( R n).
98 7. Product Measures

32. Let / : R m+n -> M be Lebesgue measurable such that if A =

{ ( x,y ) € R m+n : f(x,y) ± o }, then Am <g>An(A ) = 0. Prove that Xn{Ax) = 0
Am-a.e. x G R m and Xm(Ay) = 0 An-a.e. y G R n.

—> R be a Lebesgue measurable function such that

3 3 . Let / : Rm x R n
fx is continuous for Am-a.e. x G R m and f y = 0 for An-a.e. in y G R n. Prove
that for Am-a.e. x G R m, f(x , y ) = 0 for all y G Rn.

Let f(x,y ) be Lebesgue measurable in R m+n. Suppose that for

34.
Am-a.e. x G R m, f(x,y ) is finite for An-a.e. y G Rn. Prove that for An-a.e.
y G Rn, f(x,y ) is finite for Am-a.e. x G R m.
3 5 . Let Qm C Rm, Qn c R n be cubes and / G L 1(<5m x Qn)- Prove
that for An+m-a.e. (x,y) G Qm x Qm,

e-MJ T 7 v ~ T i jQiy<
\Q[y,e)\ / e) / ( * » = y) •

36. Qm C Rm, Qn C R n be cubes and / : Qm x Q n —> R a

Let
bounded measurable function such that fx is continuous for each x G Qm
and f y is Lebesgue measurable for y G D, a dense subset of Qn. Prove that
g(y) = Jgmp(x) d\m(x) is a well-defined continuous function on Qn.
3 7 . Let Qm C R m, Qn C Rn be cubes of measure 1, 0 < ¡3 < a <
1, and / : Qm x Qn —> R + a nonnegative measurable function such that
JQJ(x,y)dX(y) > a for each x G Qm. Prove that if A = {y G Qn ■
JQmf(x,y ) dX(x) > ft}, then Am(^4) > a - /?.
38. Let / : [a, 6] x [o, 6] -> R be a measurable function such that f x
is measurable and integrable with a continuous integral for A-a.e. x G [o, 6]
and P is measurable and integrable with a continuous integral for A-a.e.
y G [a, b], and such that the iterated integrals of / are finite and equal.
Discuss the validity of the following statement: / G L 1([a, b] x [a, b]).

39. Discuss the validity of the following statement: There exists / :

I x I —> R such that Jj f(x, y) dX(x) = oo for all rationals y G [0,1] yet
Ilx l f =

4 0 . Let ([0,1], -<) be a well-ordering of [0,1] with ordinal ÍÍ. Prove that
if S = { ( « , y) G [0,1] x [0,1] : x < y} and / = xs, the iterated integrals of
/ exist but are not equal.

41. Let A = {(a:,?/) G I x I : x = y} denote the diagonal of the

unit square I x I in R 2, A the Lebesgue measure on M. = f?([0 ,1], and
p the counting measure on N = V([0,1]). Prove: (a) A G M ® J\f. (b)
X ® / j,(D), Jj JjXA(x,y)dX(y)diJ,(x), and fj fI XA{x,y)dy,(x)dX(y) are all
different, (c) There is more than one measure v on I x I such that v(A x B) =
X(A)fj,(B) for all A,B e B(I).
Problems 99

42. (Y,N,v) be cr-finite measure spaces and / G L1(X),g €

Lx(Y ). Prove that h(x,y) = f(x)g(y) € Z^pT x F ) and fXxYhd(iJ, <g) p =
( /x / (fy 9 dv).
43. E = R + x R + and f(x,y) : E —> R such that fx G L 1(R + )
Let
for every x G R + and / K+ /^ (y ) d\(y) = g(x) is a continuous function of x.
Discuss the validity of the following statement: / G Ll(E) and JE fdX<S)X =
JR+ 9 (x)dX(x).
vn(r) denote the volume of the ball centered at the origin with
4 4 . Let
radius r in Rn; un(l) = vn. (a) Identify the function f(t) such that vn+\ =
vn fli f(t)ndX(t), all n, and prove that limn / ( f ) n = 0 for 0 < |i| < 1. (b)
Prove that for any A > 0, limn Anvn = 0.

M , y) be a finite measure space and g a measurable function

4 5 . Let ( X ,
on X. Discuss the validity of the following statement: If fix, y) = 2g(x) —
3 g{y) G L(X x X), then g G Ll{X).

4 6 . Let / be a measurable periodic function with period 1, i.e., / ( i + 1 ) =

f{t), t G R, such that |/(a + i) — /(6 + i)| dX(t) < c for all a, b and a finite
constant c > 0. Prove that / G Z»1( [0 ,1]).

47. Let / : R+ —> R be an absolutely continuous function, fix) =

/ ( 0 ) + /[ o x ] ^ W ^ ( 0 > x ^ 0> where g G L 1(R + ) and 0 < a < b < oo.
Compute

s:s:
48. Let / be a nonnegative measurable function on [0,1]. Prove that

fix)fiy)dXiy)dXix) = f(J^ fix) dX(x)^ .

49. Let g G Z/1(R). Find those values of a for which the function
<f>ix,t) = |x|- a ía - 1y p )X [-t,í](a:) is integrable on R x R + .
50. Let / G Z/X(R) satisfy f R f R / ( 4 x ) / ( x + y ) dXix) dXiy) = 1. Compute
/* /< « •
5 1 . Let / : Z x I —>■ R be given by fix,y) = (1 — xy)~a where o > 0.
(a) Discuss the validity of the following statement: The following three
quantities are equal: / 7 Jf fix, y) d A p ) dA(y), Jf fix, y) dA(y) dA(x), and
f i x I f dX2 - (b) Establish for what values of a, fIxI f dX% < oo.

52. Let a G R and / on R + x R + given by fix,y) = (1 + x + y)~a.

Determine the values of a for which / is integrable and compute the integral.

53 . Let C = Hx,y,z) 6 R 3 : 0 < i , ¡ / , z < 1 } . Decide whether f : C -¥

R given by fix,y,z) = (1 — xyz)~l is integrable and compute its integral.
100 7. Product Measures

54. J = (0 ,1 ) x (0 ,1 ) x (0 ,1 ), a, b, c positive real numbers, and

Let
f(x,x,z) = (xa + yb + zc)~1 for (x,y,z) ± (0, 0, 0) and f(x,x,z ) = 0
otherwise. Characterize those values of a, b, c, so that: (a) / € Ll(J).
(b) / G Ll{R 3 \ J).

55. Given / G L ^ R ) , let Sn(x) = n~1 f { x + j / n) and S(x) =

fx+1 / ( i / ) d\(y). Prove that limn Sn = S in ZA(R).
5 6 . Let be finite Borel measures on R. Prove that there exists a
finite Borel measure y such that Jx f dy = Jx Jx f(x + y) dy\{x) dy2 (y), all
/ G Cc(R). Furthermore, fj, is unique.
5 7 . Let 1 < p < oo and define

For which p does / G I ^ R ) imply that T f G L 1(R )?

58. G L 1(Rm+n) n LP(Rm+n), 1 < p < oo, and set u(y) =
Let /
fRmlf(x,y)l d\m (x) for j / G Rn and v(x) = ( / Rn \f(x,y)\pd\n(y))1/p for x G
Rm. (a) Prove that u G L 1(Rn) and v G i 7 ( R m). (b) ( / Rn u(y)p dAn(y))Vp <
fRmv(x) d \ m{x) if u G LP(R n) and v $ L 1(R m) if u £ U>{R re).
5 9 . Let / i b e a finite Borel measure on R and put F(x) = p((—oo,x]).
For c > 0 evaluate J = JR[F(x + c) —F(x)} d\(x).
6 0 . Let y be a finite measure on R and define

Prove that f(x) is finite A-a.e. for i s R ,

6 1 . Let F C R be a closed set with A(Fc) < oo and denote by Sp(x) =
d(x,F) the distance of x to F. Prove: (a) 5f is Lipschitz continuous, in
fact, |<5f ( z ) - ¿f (2/)| < I® - y\- (b) If M(x) = /e <5f (?/ )/ \ x - y\2dX(y), then
M(x) = oo for x G Fc and M(x) < oo for A-a.e. x G F.
62. Let / G Ll(I) and, for x G [0,1], define g(x) = i _ 1/ ( i ) dX(t).
Prove that g is Lebesgue integrable on (0, 1), and Jf gdX = JTf dX.
6 3 . Calculate

6 4 . Let / : R 2 —>• R be twice continuously differentiable in a neighbor­

hood of (a,b) G R 2. Prove that the mixed derivatives fxy, fyx are equal, i.e.,
fxy(a,b) = fyx(a,b).
6 5 . Let A c I be measurable. Compute fj JjSin(iTtxA(x))dX(x)dX(t).
Problems 101

66 . Calculate
roo roo 1

j = l L d + !/) ( i + ^ ) ix(x)ixw
and deduce the value of

K= r dX(x) and L= f1 dX(x).

Jo % i J0 ^ ^

6 7 . Let / : N x N —> Z be given by

{ 1, m = n,
- 1, m = n + l,

0, otherwise.

Discuss the validity of the following statement: ^ n l / ( m >n )l < ° ° -

f
Jorco X
sin(x)
68 .d X(x
Compute
).

69. Let E = {(x , y) £ R 2 : 0 < x < oo, 0 < y < 1 }. Compute

[ ysin(x)e~xy d(X<8> X)(x,y).

Je
{X,M,p) be a measure space, / € LP(X), 0 < p < oo, and
7 0 . Let
g : R + —>■R + be given by g(t) = ptp~1p({\f\ > t }). Prove that g is Lebesgue
measurable and Jx \f\pdp = J0°° g(t) dX(t).

(X, M , p) be a cr-finite measure space and / € Ll{X). Prove

7 1 . Let
that fx f dp = / 0°° p({f > f } ) dX(t) - / 0°° p({f < t } ) dX{t).

72. (X,M,p) be a cr-finite measure space and f,g nonnegative

Let
integrable functions on X. Prove that Jx fgdp = <p(t)dX(t) where
<p(t) = fFt g(x) dp(x) and Ft = {x e X : f(x) > t}.
73. (X,M,p) be a cr-finite measure space and for nonnegative
Let
measurable functions f,g on X, let Ft = { / > t} and Gs = {g > s }. Prove
that fx fg dp = / 0°° / 0°° p(Ft n Gs) dX(s) dX(t).

J^i,p) be a cr-finite measure space and / , g integrable func­

7 4 . Let ( X ,
tions on X. Prove that
r r °° roo
/ (¡-9 )^ = K { f > t > g}) dX(t) - / p({f < t < g } ) dX(t).
JX J~oo J—oo

7 5 . Let (X, Ai, p) be a cr-finite measure space, / , g real-valued integrable

functions on X, and Pt = { / > t}, Gt = {g > i } . Prove that fx \f — g\ dp =
£ > ( ( M G * ) u (G t \ F t))d A (t).
102 7. Product Measures

76. Let (X,A4,fi) be a measure space and / a positive measurable

function on X. Prove that fx ln (l + f)dp = / 0°°(1 + i ) -1 p({f > i } ) d\(t).
7 7 . Let / be a nonnegative Lebesgue integrable function on C = [0,1] x
[0,1] with integral 1. Prove that given 0 < p < 1, there exists xo G [0,1] and
Rxo = { ( x , y) € C : 0 < x < xo, 0 < y < 1} such that fR / d(A <g> A) = p.
02,03 > 1, / a nonnegative measurable function on R + , and
7 8 . Let o i,
J = / r + x R+x R+ /(* 1 + *2 + * 3) x ^ x p - ' x ? - 1dA3( x i ,x 2 ) x3). Express J
as a one-dimensional integral over R + .

7 9 . Let(X,M, /a), v) be measure spaces, k a measurable function

o n l x Y such that fx \k(x, y)\dp,{x) < A and fY |&(x,y)| dv{y) < B, and
T / ( x ) = fY k(x, y)f{y) du(y). Prove that if 1 < p < 00, T is well-defined in
U’(X) and with q the conjugate to p, ||r/||p < Al/pBl/q]\f\\p.
8 0 . Letk : Kn x R n —> R and w : Rn —>• R + be measurable functions
such that for all x, y G R n,

Prove that Tf(x ) = fRn k(x, y)f{y) d\n(y) maps L 2(Rn) boundedly into
itself with norm < A.
81. Let (X,M,p) be a finite measure space, / , g measurable func­
tions on X, pf,pg the image measures defined in Problem 4.58, $ ( x ) =
( / ( * ) , 0 (x )), x G X, and /lí$ the image measure defined in Problem 4.58.
Prove that / , g are independent iff = pf <g>pg.

8 2 . Let ( X ,M ,y ) be a finite measure space and / , g independent inte­

grable functions on X. Prove that fx fgdp = (fx f dp)(Jx gdp).
83. (X, Mip) be a finite measure space, / , g independent mea­
Let
surable functions onX, and 0 < p < 00. Prove that / + g G Lp(X ) iff
/ G LP(X) and g G IP{X).
84. Let ( X , A i,p) be a finite measure space,
f,g independent mea­
surable functions on X with Jx gdp = 0, and 1 < p < 00. Prove that
Jx \f\pd y < Jx \f + g\pdp,.
fa, a > 0, be the function on R n given by fa(x ) = exp(—o|x|2/2 ) .
8 5 . Let
Compute fa * fb(x), a, b > 0, x G Rn.
86 . Let / G LP(Rn), g G Lq{R n), where p > 1 and q is the conjugate
exponent to p. Prove: (a) f * g is defined on Rn, is uniformly continuous,
and verifies II/* y||oo < ||/||p||y||g. (b) I f p > 1, f*g(x) 0 as |x| -> 00. (c)
Discuss the validity of the following statement: If p = 1 and 9 = °°> then
/ * g(x) -> 0 as |x| —¥ 00.
Problems 103

8 7 . Discuss the validity of the following statement: Convolution has a

unit in L 1(En).

88 . Let / , g be integrable functions on Rn with nonvanishing integral of

the same sign. Prove: (a) / * g > 0 on a set of positive measure, (b) If in
addition / or g is bounded, f * g > 0 in an interval of R n.

89. Let / be an integrable function on Rn with ||/||x = A < 1 and

/fc = / * ■ ■ ■ * / where the convolution is performed k times. Prove that {/& }
converges in L 1(Mn) and find its limit.

90. Let f,g be compactly supported C'1(R) functions. Prove that f*g G
C 2(R).

91. Let0,0\ be bounded open subsets of Rn such that 0\ d O.

Construct a function h G C'o°(Rn) such that h — 1 in 0\ and h = 0 outside
O.
92. For a locally integrable function / on R n, with Q(x, h) the cube
centered at x of sidelength h, let

Lt = \x G R n : fix) = lim
• 'l h-+oh hn
A—>o+

be the set where small averages of / converge to / . (a) Give an example of

a function / for which Lf = 0. (b) Give an example of a function / and
x G Lf such that / is not continuous at x. (c) Given a bounded measurable
function (p vanishing for \x\ > 1 with integral g, let (pe(x) — e~ntp(x/e).
Prove that lim e_>0+ / * <Pe{x) = Vf{ x) for x G Lf.
9 3 . For / G L ^ R ) , 1 < p < oo, and h > 0, put

94. Let ^ be a measurable function on R n such that for 6 > 0, fa

satisfies the following properties: ( 1) |^\s(a:)| < cmin{<5_ n ,<5|a:|- n - 1 }.
(2) / Rn ips d\n = rj. Prove that at each point of continuity x of / G L x(Rn),
lim5_>0+ / * V’i ( z ) = V/(* ) •
9 5 . Discuss the validity of the following statement: There exists a com­
pactly supported bounded function / on R n with nonvanishing integral such
that / * / = / .

9 6 . Let « b e a continuous function on R n such that fRn v<pd\n - 0 for

every compactly supported smooth function ip. Prove that v = 0.
97. g G L ^R '*), 1 < p < oo, and / G L 1(Rn) with ||/||i < 1. Prove
Let
that the equation h —f * h = g has a unique solution in Z/p(Rn).
104 7. Product Measures

98. Suppose that for all compactly supported functions f,g on Rn,
11/ * 5||r < ll/llp \\g\\q for some 1 < p,q,r < oo. Find a relation the indices
p, q, r satisfy.
99. Let g be a nonnegative measurable function on Rn such that
11/ * i?llp < c ||/||p for all nonnegative / € L ^ R ” ), 1 < p < oo, and some
constant c. Prove that ||p||i < c.

100 . Suppose that / € L ^ R ” ) and that ||/ * g||p < c||^||i for all g G
L 1(Rn) and some constant c. Prove that ||/||p < c.

1 0 1 . Given / G IP{R fc), 1 < p < oo, let rn/ ( x ) = f (x —hn), n = 1 , 2 , . .

where limn |hn | = oo. Prove that fn —>■0 in Lp(Rn).
k € L 1(R ” ) and T : L 2(R) —»■ L 2(R) the convolution operator
1 0 2 . Let
given by Tf(x) = k* f(x). Prove that if T is compact, k = 0 a.e.
 Chapter 8

Normed Linear Spaces.

Functionals

In this chapter we consider normed linear spaces, in particular those

which are complete in the metric induced by the norm, or Banach spaces,
and the existence and properties of linear functionals on these spaces. So,
suppose X is a linear space over the field R of real scalars or over the field
C of complex scalars; unless pointed out explicitly we restrict ourselves to
the real case. A function on X that assumes values in the underlying scalar
field is called a functional. W e say that a nonnegative functional p on X is a
seminorm provided the following two properties are satisfied: (i) (Triangle
inequality) p(x + y) < p(x) +p(y), x,y € X. (ii) (Absolute homogeneity)
p{Xx) = |A|p(x), A scalar, x G X. W e say that p is a norm, and is denoted
|| •||, provided that: (iii) p(x) = 0 implies x = 0, and, in this case, (X, || • ||),
or plainly X, is called a normed linear space. Now, if A is a normed linear
space, the nonnegative function d on X x X given by d(x,y) = ||a: — y\\,
x, y e X, is a metric, called the metric induced by || • ||. W hen (X,d) is
complete we say that X is a Banach space.
A useful criterion to decide when a normed linear space is complete is
the following. Given {xn} C X, we say that the series ^2n xn = s in X if the
sequence { s n} of the partial sums sn = x i H-------- 1
- xn, n = 1, 2, . . . , converges
to s in the norm of X. Along the same lines we say that the series xn is
absolutely convergent in X if the numerical series ^2n ll^nll converges. Then
a normed linear space X is a Banach space iff every absolutely convergent
series converges in X.
Let A be a linear space and M a subspace of X. Given x,y € X, define
the equivalence relation a: ~ y on M if i - y € M. The equivalence class of

105
106 8. Normed Linear Spaces. Functionals

x G X under this relation is denoted [x] = x + M, and the quotient space

X / M = {x + M : x G X}. Then X / M is a linear space, and the canonical
mapping it of X onto X / M is defined by n(x) = [x]. W hen X is a normed
linear space, we define ||[x] \\x/M = dist(x, M ) = infmeM ||® — rn\\x- Then
II' IIx /m is a well-defined semi-norm on X / M and if M is closed, then ||•\\x /m
is a norm on X/M.
W e say that a functionalL on X is linear if, for every x, y G X and
scalar A, L(Ax + y) = A L(x) + L(y). A linear functional L on X is said
to be bounded if there is a constant c, independent of x G X, such that
|L(x)| < c||x||, all x G X ; the norm ||L|| of L is defined as the infimum of
the constants c for which this inequality holds. Boundedness is equivalent
to continuity, i.e., if limn xn = x in X, then limn L(xn) = L(x), all x G X,
or even continuity at a single point.
The Hahn-Banach theorem, or theorems actually, is an indispensable
tool in the theory of duality of linear spaces. In the case of arbitrary linear
spaces, where no topology is apparent, it assures a plentiful supply of linear
functionals, and, in the case of normed linear spaces, under some general
domination assumptions, and with the aid of Zorn’s lemma or one of its
equivalent principles, a supply of bounded linear functionals. More precisely,
suppose X is a real linear space and p a sublinear functional on X, i.e., p
p(x+y ) < p(x) +p(y) and p(Ax) = Ap(x) for all x , y G X and A > 0.
satisfies
Further, let Y be a subspace of X and t a real linear functional on Y such
that £(y) < p(y) for all y € Y. Then there is a linear functional L on X
that extends l, i.e., L(y) = l{y), all y GY, and L (x ) < p (x), all x G X.
A s for the complex version of the Hahn-Banach theorem, it states that
if A is a complex linear space, p a seminom on X, i.e., a nonnegative
sublinear functional such that p(Ax) = |A|p(x) for all x G X and scalars
A, Y a subspace of X and l a complex linear functional on Y such that
1 ^ )1 < p(y) for all y G Y, then there is a linear functional L on X that
extends l, i.e., L(y) = £(y), all y G Y, and |L(x)| < p(x), all x G X.
The version that deals with continuous linear functionals is the following:
Suppose A is a normed linear space, Y a subspace of X, and i a bounded
linear functional on Y. Then there is a norm preserving bounded linear
functional L on X that extends l, i.e., L(y) = £{y), all y G Y, such that
IWI = №
X
Also, there is a geometric version of the Hahn-Banach theorem: If
is a nonempty closed convex subset of a Banach space B and xo G B \ X ,
there exists L G B* such that s u p ^ ^ 5?(L(x)) < 5ft(L(xo)).
The conjugate, or dual, space X* of a normed linear space X is the
linear space over the same scalar field as X consisting of all continuous linear
8. Normed Linear Spaces. Functionals 107

functionals L on X. Normed with ||L|| = su p ^ o |L(x)|/||cc||, (X *, || • ||) is a

Banach space.
natural map Jx of a normed linear space X into its second conjugate
The
space X** (the Banach space of bounded linear functionals on X * ) is defined
by Jx(x)L = L(x) for all L € X*. It is readily seen that Jx(%) is a bounded
linear functional on X* and ||Jx{x)\[x** = IMI for all x € X. Thus, Jx
establishes a linear isometric embedding from X into X** and, in particular,
every normed linear space is a dense subspace of a Banach space, called a
completion of X. Now, if Jx is onto X**, X is said to be reflexive.
M of a Banach
Finally, we say that a nontrivial proper closed subspace
space B is complemented in B if there exists a closed subspace IV of B such
that M f]N = { 0 } and B = M + N. In that case we write B = M © N.

Problems in this chapter include the consideration of the equivalence of

different norms in a linear space; in particular, all norms in a linear space
are equivalent iff the space is finite dimensional, Problem 16.
A s for Banach spaces, they cannot be expressed as the countable union
of closed proper linear subspaces, Problem 19; see also Problem 34. Prob­
lem 23 considers the computation of the distance of an element to a proper
subspace; different possibilities arise, and the distance is realized if the space
is separable and reflexive, Problem 155. The sum of Banach spaces is con­
sidered in Problems 3 7-38 , convexity properties in Problems 3 9 -4 0 , and
extreme points in Problems 4 2 -4 3 .
The fact that disjoint convex sets in a normed linear space cannot nec­
essarily be separated by a linear functional is covered in Problem 56. Prob­
lem 58 establishes that unbounded linear functionals exist. The properties
of the kernel of a linear functional are considered in Problems 6 0 -6 1 , and
Problem 65 establishes that two functionals that have the same kernel are
proportional. The question of the uniqueness of the extension of a bounded
linear functional defined on a subspace of a Banach space is addressed in
Problems 6 8 -7 2 , and Problem 84 highlights the fact that extensions do not
always exist. The question as to whether a linear functional attains its norm
is considered in Problem 85; Problem 115 provides an affirmative answer in
terms of best approximation and Problem 139 in terms of reflexivity.
Problem 106 establishes that £l is not reflexive; in fact, by Problem 109,
Cq = i 1. Also, by Problem 114, for no normed linear space X does X* = co.
Properties of reflexive spaces are discussed in Problems 150-153.
The notion of weak convergence is discussed in Problems 130-138, and
quotient spaces in Problems 158-165. Problem 176 establishes that every
separable Banach space is isometrically isomorphic to a quotient space of l1.
108 8. Normed Linear Spaces. Functionals

The interested reader can further consult, for instance, N. Dunford and
J. Linear operators, General theory, W iley Classics Library,
T . Schwartz,
Functional analysis, Springer-Verlag, 1980; and J. Conway,
1988; K . Yosida,
A course in functional analysis, Springer-Verlag, New York, 1990.

Problems

1 . Show that an infinite-dimensional linear space X can be equipped

with a norm.

2 . Prove that in a normed linear space X , limn \\xn —x\\ = 0 implies

lim n ||xn || = ||x||.

3 . Given sci,. . . , xn in a normed linear space X , prove that

11*1 + • • • + *»|| > 11*1II - ( IM + • • • + ||*»|| ) •

4 . Let X be a real or complex normed linear space, x, y € X, and A e R .

Find lim„(||(n + X)x + y|| - ||nz + y||).
5. Prove that for all x, y in a normed linear space X ,

11*11 < max{||a; — y||, ||a; + y||} .

Can equality hold for x G X and a suitable y ^ 0?
6. Let X be a normed linear space. Prove that for all nonzero x,y in
X, the following inequalities hold:
X
II*-»II > 2 max{IMI>Ibll) w

X
Ik - y|l > j (M l + Hull)
11*11 ll.'Vll
Are these inequalities sharp?

7. Let {a;n} be a convergent sequence in a normed linear space X.

Prove that the sequences {vn} and {w n} given by vn = (aq + ••• + xn)/n
and wn = (x i + 2x 2 + ••• + n x „ ) /n 2, respectively, converge, and find the
limits.
8 . Let B be a Banach space, { x n} elements in B of norm 1, and {A n}
scalars. Discuss the validity of the following statement: \nxn converges
in B iff Yju M < oo.
9 . Discuss the validity of the following statements: (a) An absolutely
convergent series in a normed linear space X converges, (b) An absolutely
convergent series in a Banach space B converges unconditionally, i.e., for
Problems 109

every permutation o of the integers, the series Yjn xo{n) converges to the
same limit.

1 0 . Let { x n} be a sequence in a Banach space B such that given e > 0,

there is a convergent sequence {yn} with ||yn - x n\\< e for all n. Prove that
{xn} converges and give an example that shows that the assertion is false if
B is not complete.
1 1 . Let X be a normed linear space. Prove that X is a Banach space
iff the unit sphere S = {x € X : ||x|| = 1} equipped with the metric
d(x,y) = ||x — y|| is complete.
12 . On R 2 let

p(x) _ | V xl + x2 > xix2 > 0,

1 max{|xi|, |a:2|}, X1 X2 < 0.

Is p(x) a norm? Is it possible to define a norm || • || on R 2 such that the

vectors ( 1, 0), ( 0, 1) have norm
1 and ||( 1, 1)|| < 1?
X be a normed linear space and B(x,r) denote the closure of
1 3 . Let
B(x,r), the open ball centered at x of radius r. Prove: (a) B(x,r) is the
closed ball centered at x of radius r. (b) The diameter of B(x,r) is 2r. (c)
If B(x, r) C B(y, s), then r < s and ||x — y|| < s —r. (d) If X is complete,
a decreasing sequence of nonempty closed balls has nonempty intersection.

1 4 . Let X be a normed linear space and p : X —>•R given by

N 1
P(x) =
1 + IMI '

(a) Is p a norm on X ? (b) Let r : X x X —> R be given by r(x,y) =

p(x — y). Prove that r is a metric on X. (c) Prove that limn ||xn — x|| = 0
iff limn r(xn, x) = 0. (d) Give an example of a metric in a linear space X
that is not associated with a norm as in (b).

1 5 . Let { x i , . . . , xn} be linearly independent elements of a normed linear

space X. Prove that there is a constant c > 0 such that for every choice of
scalars A i , . . . , A„, ||AiXi H---------1
- Anxn || > c(|Ai| H-------- 1
- |An|).

1 6 . Prove that all norms on a linear space are equivalent iff the space
is finite dimensional.

1 7 . Prove that a finite-dimensional subspace of a normed linear space

X is closed.
Y be a subspace of a normed linear space X. Prove: (a) If Y
1 8 . Let
has nonempty interior, Y = X. (b) Yc is empty or dense in X.
110 8. Normed Linear Spaces. Functionals

B be a Banach space and {Xn} closed linear subspaces of B

1 9 . Let
withX n ^ B for all n. Prove that (Jn Xn ^ B and give an example that
shows that the assumption that B is a Banach space cannot be dropped.

20 . Let B be a Banach space. Discuss the validity of the following

statements: (a) If X i , X 2 are closed in B, Xi + X^ is closed in B. (b) If
Xi, X 2 are closed subspaces of B, X\ + X 2 is a closed subspace of B.
21 . Let X be an infinite-dimensional normed linear space. Prove that
there is a sequence {xn} C X such that ||xn || = 1 for all n, and \\xn —xm\\>
1/2 for all n ^ m .
22 . Let X be a separable normed linear space and S an uncountable
subset ofX. Prove that there are a sequence {xn} c S and x G S such that
xn —^ x and xn 7^ x for all n.
23. B be a Banach space, Y a subspace of B, and d(x,Y) =
Let
x G B to Y. (a) Prove that if Y is finite
infj,ey ||x — y|| the distance from
dimensional there exists yo € Y with d(x, Y) = ||x — yo|| and show that yo
is not necessarily unique, (b) Show that if Y is infinite dimensional, yo does
not generally exist, even when Y is closed, (c) Suppose that B satisfies the
additional property: There is equality ||x + y|| = ||x|| + ||y|| in the triangle
x and y are linearly dependent. Prove that there is a unique
inequality iff
y G Y such that d(x, Y) = ||x — y||.
24. Let X be a normed linear space and for K C X and x E X, let
T>k (x ) = {y € X : ||y — x|| = d(x, K)}. Prove that if K is convex, T>k {x ) is
convex for all x E X.
25. W e say that a normed linear space X is strictly convex if ||x|| =
||y|| = 1 implies ||x + y|| < 2. Prove that if K is a convex subset of a strictly
convex normed linear space X, T>k {x) = 0 or T>k {x) contains a single point
for every x £ X.
2 6 . Let X be a normed linear space and x,y in X such that \\x + y|| =
INI + II''/II Prove that for all A ,y > 0, ||Ax + py\\ = A||x|| + y||y||.
2 7 . Let X be a normed linear space. Prove that the following statements
are equivalent: (a) For all x , y in A , j/ / 0, ||x + y|| = ||x|| + ||y|| implies
x = Ay, A > 0. (b) For all x, y in I , a: / y, ||x|| = ||y|| = 1 implies
l|z + y|| < 2.
28. Discuss the validity of the following statement: A normed linear
space X contains linearly independent x, y such that ||x|| = ||y|| = 1 and
||x + y|| = 2 iff the unit sphere of X contains a line segment.

2 9 . Let X = {x e co : xo = ( 2 , 0 , . . . ) G cq. Prove

2 - n £n = 0 } and
that X is a closed subspace of co and compute d(xo,X). Is the distance
attained?
Problems 111

30. Let Y be a proper closed subspace of a normed linear space X.

Prove that

d(x, Y )
sup = 1.
o^xex 11*11

31. Let Y be a proper closed subspace of a normed linear space X.

Prove that if B(x,r ) C ¿3y(0, s) = {y € Y : ||y|| < s } , then r < s.

3 2 . Let{Yn} be a sequence of proper closed subsets of a normed linear

space X, rn —»■ 0+ , and A = {x G X : d(x, Yn) = 0 ( r n) } . Prove that A is of
first category in X.

3 3 . LetX be a normed linear space with unit ball ¿3(0,1). Prove that if
for some r > 1 the closed ball ¿3(0, r) of X can be covered by finitely many
translates of ¿3(0,1), then X is finite dimensional. From this deduce that if
a closed ball in X is compact, X is finite dimensional.

34. X be a linear space that contains a countable set {xn} such

Let
that every x € X can be written as a finite linear combination of the xn.
Prove that X cannot be equipped with a norm so that ( X , ||•||) is a Banach
space.

3 5 . Prove that a Banach space is finite dimensional iff each of its sub­
spaces is closed.

36. W e say that {¿3a }a€A is a compatible family of Banach spaces if

the following two conditions hold: The Ba are continuously embedded in a
Banach space ¿3, and, if a sequence { xn} C Ba P\Bp converges to xa in Ba
and to xp in Bp, then xa = xp. Prove that if X = {x € flaeA •||x||x =
E a e A IMI-Ba < ° ° } > then (■*. II' IU) is a Banach space.
3 7 . LetBo, B\ be Banach spaces continuously embedded in a Banach
space B and consider the linear space Bo -I- B\ = {x G B : x — xq + x\, xq €
Bo,xi € Bi} and Hx IIbo+ b ! = infilMIflo + M Ifl! : x = V+z,y e B 0, z e Bi}.
Prove that ||•||b 0+B i is a norm and (¿30 + B\, ||•Hbq+ b J is a Banach space.

3 8 . Let Bo, B\ be closed subspaces of a Banach space B. Prove that

Bq + Bi is closed in B iff there exists a constant c such that ||x ||b 0+B i <
c ||x ||b for all x € Bo + Bi.

39. Discuss the validity of the following statement: Given a nested

decreasing sequence {Kn} of nonempty bounded closed convex sets in a
Banach space B, p|n Kn ^ 0.

4 0 . Let ¿if be a nonempty convex closed subset of a Banach space B.

Discuss the validity of the following statements: (a) K has an element of
least norm, (b) An element of least norm in K is unique.
112 8. Normed Linear Spaces. Functionals

4 1 . Let B be a Banach space and co(B) = {sequences x : xn E B and

lim n ||a:n || = 0 }. Prove that endowed with the norm ||x||oo = supn ||a:n ||,
( c o ( jB ) , || • ||oo) is a Banach space.

42.Let i f be a convex subset of a normed linear space X. W e say

that x is an extreme point of K iff x = Ay + (1 — A)z, 0 < A < 1, y, z E K,
implies x = y = z, i.e., x is not in the interior of any line segment joining
two distinct points of K. Characterize: (a) E(Bg°°), the extreme points in
the unit ball of i°°. (b) E(BC), the extreme points in the unit ball of the
real c. (c) E(BC0), the extreme points in the unit ball of cq. (d) E(Bpi), the
extreme points in the unit ball of .
E(BL«>(/)), the extreme points in the unit ball of
4 3 . Characterize: (a)
real L°°(I). (b) E(Bc(i)), the extreme points in the unit ball of real C(I).
(c) E(BLi(j)), the extreme points in the unit ball of real Ll{I).

44. Let Vn denote the polynomials p of degree at most n normed by

INI = £ 2=0 |j>(*)|- Is {Vn, || • ||) a Banach space?
45. Let {pn} be a sequence of polynomials that converges uniformly
to some / € C([a, 6]), which is not a polynomial in [a, 6]. Prove that
supn degree (pn) = oo.

46. w be a strictly positive function on I = [0,1]. Prove: (a)

Let
||x||oo,w = supte / \x{t)\w(t) is a norm in C(I). (b) If in f/w = m > 0 and
sup7 w = M < oo, then m ||aj||oo,u) < IMloo < M ||®||oo,w and ||•||oo,tu ~ ||•||oo-
(c) If w(t) = t, || • Hoc,™ is not equivalent to || • ||oo • In fact, ( C(I ), || • lloo.w)
is not a Banach space.

x : I —> R is Lipschitz continuous if for some constant

4 7 . Recall that
M , |a:(i) — x(s)| < M\t —s\ for all i, s € / ; the infimum over the constants
M is called the Lipschitz constant of x. Let X = {x : I —> R : x is Lipschitz
continuous}. Is X a closed subspace of C ( / ) ?

4 8 . Let X = C{I) and Ma{I) = {x € X : x e Cl{I), \x'(t)\ < a},

a > 0. Characterize M Q(I), the closure of Ma(I) in C(I).
4 9 . For x G C{I), 0 < a < 1, put

| z(t)-a;(a )|
P a{x) = SUp
tyStzIJ^S \t~s\a

and let Ca{I) = {a; € C(I) : pa(x) < oo}. Prove that pa is a seminorm on
Ca(I) and introduce a norm in Ca(I) that turns it into a Banach space.
50. x G Ca{I), l i m ^ ,* - ||ar||jg = ||a;||a . (b ) If xn ->■ x
Prove: (a) For
in C{I) and ||xn ||a < 1 for all n, then xn —> x in C&{I) for ¡3 < a. (c) For
ft < a, S = {x E CP{I) : ||®||a < 1} is compact in C^{I).
5 1 . Prove that Ca(I), 0 < a < 1, is of first category in C{I).
Problems 113

5 2 . For x € C(I), let Z(x ) = {t € I : x(t) = 0 } denote the zero set of

x. Prove that {x € C(I) : \Z(x)\ = 0 } is a dense G$ set in C(I).
5 3 . Let A = { e i , . . . , en, . . . } . Identify sp(^4), the closed span of A in HP
for 1 < p < oo.
5 4 . Let = {x € t°° : x is eventually constant, i.e., at most finitely
many of the xn are distinct}. W h a t is the closure of in ¿ °°?

5 5 . Consider the unit ball BCy) in C(I) and 4> '■Bc(i) - t K a continuous
map. Is <(>necessarily bounded?

56. A = {x G ¿ft : if xn ^ 0 and xn = 0 for all n > N, then

Let
xn > 0 }, and B = —A. Prove that A, B are disjoint convex sets, and for
any nonzero linear functional L on £2, L(A) = L{B) = R. Thus A and B
cannot be separated by a linear functional.

57. X be a real linear space and K a convex subset of X with

Let
the property that for any 0 ^ x € X, there exists M{x) > 0 such that
{A € I : A i € K} = (—M(x), M(x)). Let xo € X \ K. Prove that there
is a linear functional L : X - » R such that L(xo) > 1 and L(x) < 1 for all
xeK.
5 8 . Let X be an infinite-dimensional normed linear space. Construct
an unbounded linear functional on X.
5 9 . Let Y be a subspace of a linear space X and L a linear functional
on X that does not map Y onto the scalar field. Prove that L is the 0
functional.

6 0 . Let X be a normed linear space over C and L : X —> C a discontin­

uous linear functional. Prove: (a) {L(x) : ||a:|| < 1} = C . (b) K(L) is dense
in X.
6 1 . Let 0 7^ L be a linear functional on a normed linear space
X. Prove
that the following statements are equivalent: (a)L is continuous, (b) K (L)
is a proper closed subspace of X. (c) K(L) is not dense in X.

62. Let L be a linear functional on a normed linear space X. Prove

that L is continuous iff {x € X : L{x) = A } is closed for any scalar A.
6 3 . W e say that a subspace Y of a normed linear space X is a hyperplane
U Y ^ X and there is no proper subspace W of X such that Y C W C X.
Let L ^ 0 be a linear functional on X. Prove: (a) K(L) is a hyperplane,
(b) If L is not continuous, K(L) is dense in X. (c) F is a hyperplane iff
Y = K(l) for some linear functional l on X.
6 4 . Let Y be a proper subspace of a normed linear space X. For x q €
X \ Y let L be the linear functional o n 7 + sp{®o} given by L(y + Azo) = A.
Prove that L is continuous iff xq ^ Y.
114 8. Normed Linear Spaces. Functionals

65. X be a normed linear space and L,L\ linear functionals on

Let
X. Prove: (a) If K{L) — K(L %), L and L\ are proportional, (b) K(L) is
connected and X \K(L) is dense in X. (c) If L is continuous, X \K(L) has
exactly two connected components.

66 . Let X be a normed linear space and L, L\ nontrivial bounded linear

functionals on X such that |Li(:r)| < e for all x € K(L) with ||a:|| < 1. Prove
that there is a scalar t) such that ||Li — 77LH < e.

X be a normed linear space and £ a mapping of the unit ball

6 7 . Let
{||x|| <1} of X into R with the property that £(Xx + py) = X£(x) + p£(y)
whenever x, y, and Xx+py are in the unit ball. Prove that £ may be extended
to a bounded linear functional L on X .

68 . Let X be a normed linear space, (a) Let Y be a subspace of X and

£ a continuous linear functional on Y of norm 1. Prove that if X* is strictly
convex, £ has a unique extension to a linear functional L on X of norm 1. (b)
If X* is not strictly convex, construct a subspace Y of X and a continuous
linear functional on Y of norm 1 admitting two distinct extensions to X of
norm 1.

69. Describe an infinite-dimensional subspace X of £l such that any

bounded linear functional on X has 2**° distinct norm preserving extensions
to £}.
7 0 . Let Y = R x { 0 } C R 2 and £ the linear functional on Y given by
£(t, 0) = t for t £ R. Discuss the validity of the following statement: £ has a
unique extension to (R 2, || • ||p) , 1 < p < 00.

Xp — (R 2, ||•||p), 1 < p < 00. On Yp = {x € Xp : x\ — 2x2 = 0 },

7 1 . Let
consider the linear functional £ given by £(xi ,X2 ) — x\. Compute ||£|| and
determine the norm preserving linear functionals L that extend £ to Xp for
p = l , 2,oo.
7 2 . For 4 c N , let 1a denote the sequence with terms xn = XA{n), i.e.,
xn = 1 if n e A and xn = 0 otherwise, (a) Given L € £°°*, let pl denote the
set function on P (N ) given by pi{/ 1) = L(1a )- Prove that pl is a bounded
finitely additive set function on P (N ) such that Y2k IPL(Ak)\ < C for all
finite partitions Ai , . . . , An of N and a constant C. (b) Let X denote the
subspace of £°° defined by X = s p { l ,4 : A € "P(N )}. Prove: (i) X is dense in
£°°. (ii) If p : V(N) —> R is finite, finitely additive, and satisfies the partition
property described in (a), p induces a unique linear functional £ on X such
that if x = G X, then £{x) = ¿ n Xnp(An). (iii) £ has a unique
extension to a linear functional L : £°° R such that pl = p-

X = M © N be a normed linear space where M , N are closed

7 3 . Let
subspaces of X with M finite dimensional. Prove that if £ ^ 0 is a continuous
Problems 115

linear functional on M, L(x) = L(m + n) = £{m) is a continuous linear

functional on X that extends £.
X be a linear space, M , N subspaces of X, and £m ,£n linear
7 4 . Let
functionals on M , N, respectively, such that £m \mc\N= £n \m <
i n - Prove that
there is a linear functional L on M + N such that L\m = £m and L\n = £^.
Furthermore, if X is a Banach space, M , N, and M + N closed, and £m , £n
bounded, then L is bounded.

7 5 . Let X be a real normed linear space and S = {p : p : X —» M is

sublinear, i.e., positively homogenous and subadditive} partially ordered by
pointwise ordering (that is, p -< q iff p(x) < q(x) for all x € X). Prove that
the minimal elements of ( S, -<) are precisely the linear functionals on X.
76. X be a real linear space and p a sublinear functional on X.
Let
Prove that given xq GX, there exists a linear functional L on X such that
L(xo) = p(xo) and L(x) < p(x) for all x € X .

7 7 . Let X be a finite-dimensional linear space and x ^ y € X. Prove

that there is a linear functional L on X such that L (x ) ^ L(y).
7 8 . Let X be a normed linear space and 0 ^ xo G X. Prove that there
exists a bounded linear functional L on X such that ||L|| = l/||xo|| and
L{xo) - 1.
X be a real normed linear space; we say that the norm is smooth
7 9 . Let
at x G X if for every y € X the function <f>(t) = ||x + ty\\ is differentiable
at t = 0. For ||x|| = 1, a linear functional L € X* such that ||L|| = L(x) =
||x|| = 1 is called a norming functional at x. Prove that a norming linear
functional at x exists and that, if the norm is smooth at x , it is unique.

8 0 . Let Y be a subspace of a normed linear space X and x <E X such

that d(x, Y) = d > 0. Prove that there exists L 6 X* such that L (x ) = d,
\\L\\ = 1, and L(y) = 0 for y e Y.
8 1 . LetX be a real normed linear space and £,£i linear functionals on
a subspace Y of X such that \£(y)\ + \£\{y)\ < ||y|| for all y €.Y. Prove that
there exist L,L\ € X* that extend £ and £\ to X , respectively, and verify
|L(x)| + |Li(x)| < ||x||, x G X.

82. X be a linear space, p,q seminorms on X, and L a linear

Let
functional on X such that |L(x)| < p(x) + q(x) for all x € X. Prove that
there exist linear functionals L\,L,2 on X such that L (x ) = Za(x) + ¿ 2(x)
and |Li(x)| < p(x), | L 2 ( x )| < q(x) for all x € X.

8 3 . Let X be a normed linear space. Discuss the validity of the following

statements: (a) For every x € X, there is 0 X* such that |L(x)| =
||L|| ||x||. (b) For every L € X*, there is 0 ^ x € X such that |L(x)| =
l|£|| INI-
116 8. Normed Linear Spaces. Functionals

84. LetB be a Banach space and X a proper dense subspace of B

such that equipped with ||•||x, (X, ||•||x) is complete. Prove that if ||a;||s <
CII^Hx for a constant C and all x € X, there is a continuous linear functional
on (X, || • ||x) that cannot be extended to a continuous linear functional on
(B, II • IIb ).
L be the bounded linear functional on C(I ) given by L{x) =
8 5 . Let
Jjtx(t)dt. (a) Compute ||L|| and find x E C(I) so that L(x) = ||L||. (b)
Consider the subspace Y = {x E C(I) : x{\) = 0 } and the restriction
L\y — L\ of L to Y. Show that ||Li|| = ||L|| and that ||Li|| is not attained
on Y.

86 . Let Vn denote the space of real polynomials on I of degree < n.

Prove: (a) For every a € I, there is a unique Pn<a E Vn such that p(a) =
fjp(t) Pn,a(t) dt for all p E Vn. Furthermore, show that for no finite Borel
measure p on I with p ( { l } ) = 0 it follows that p ( l) = Jjp(t)dp(t) for all
p € \JnVn- (b) For every a E [0,1], there is a constant Cntk,a depending
on a,k, and n, but independent of p E Vn, such that for 0 < k < n,
|p(fe)(a)| < Cntk,a Jq \p(t)\dt, p E Vn. Is it possible to find a constant c0 ,
independent of k, n, such that the inequality holds for all p, no matter its
degree?

8 7 . Discuss the validity of the following statements: There is a bounded

linear functional L on Lq(I), 1 < q < oo, such that L(x) = x '(0 ): (a) for all
x e Vn, the polynomials of degree < n, (b) for all x € P, all polynomials,
and (c) for all x € C 1( /) .

88 . Let L be the functional on C(I) defined by L(x) =

where the Ak are real numbers and the tk different points in I. Compute

IN -
8 9 . Let X be a normed linear space, M > 0, and suppose x € X satisfies
\L(x) | < M for all bounded linear functionals L on X with ||L|| < b. Prove
that ||a;|| < Mjb.
9 0 . Let £ be in a real Banach space and x,y E B with ||a:|| = ||y|| = 1
such that ||x + 2y\\ = \\x - 2y\\ = 3. Prove that ||Ax + py\\ = |A| + |p| for all
reals A, p.
9 1 . For 1 < P < oo, - o o < s < oo, let hp s = {x : X )n ( ( l + n )s |xn |)p <
oo}, 1 < p < oo, and h™ = {x : supn( l + n )s|a;n | < oo}. Prove: (a)
||{(1 + n)sxn]\\tP ~ ll((l + np)slpxn}\\lp, 1 < p < oo. (b) HzIlfcP =
||{ (l+n)sxn}\Up is a norm and (hp, ||•||ftp) is a Banach space, (c) If s > r > 0
and ||yn ||fcP < c for all n, a subsequence {ynk} of {yn} converges to some
y E hr, i.e., closed balls in hp
s are compact in hp for s > r > 0. (d) lp is dense
in h?s, all p and s. (e) hp* = hq _ s where 1 < p < oo and q is the conjugate
to p.
Problems 117

X be a normed linear space, Y c X, and Lq a linear functional

9 2 . Let
on Y. Prove that the following statements are equivalent: (a) Lq has a linear
extension L to X of norm < 7 . (b) For all m € N and any x i, ... , xm in Y
and scalars A i , . . . , Am, |]Cn=i An L0(xn)\ < 7 1|X X = i arn ||.
93. LetX be a normed linear space and Y a closed subspace of X.
W e say that z € X is orthogonal to Y, and write z X Y, if d(z,Y) = ||z||.
Prove that 2 ± Y iff there exists 0 / L e i ' such that Y c K(L) and
\L{z)\ = ||L|| ||z||. Also prove that if Y ^ X, for any xo £ Y, yo e Y is
closest to x q (i.e., 0 < d(xo,Y) = ||a:o — yo|| < ||®o — y\\ for all y G Y) iff
x0 - y o ± Y.
Y be a closed subspace of a normed linear space X. Prove that
9 4 . Let
if every functional L £ X* that vanishes on Y vanishes on X, then Y = X.

X be a normed linear space and Y C X. Prove: (a) x G X is in

9 5 . Let
L(x) = 0 for every L € X* such that Y c K(L). (b)
the closure of s p { F } iff
Y is dense in X iff every bounded linear functional L on X that vanishes on
Y vanishes identically.
96. Ln be bounded linear functionals on an infinite-dimen­
Let L i , . . . ,
sional normed linear space X. Prove: (a) There exists 0 ^ x € X such that
L\(x) = ... = Ln(x) = 0. (b) If L € X* is such that L\(x) = ... = Ln(x) =
0 implies L{x) = 0, then L is a linear combination of L \ , . . . , Ln.

97. B be a Banach space. Prove that { a: i , . . . ,a:n} C B are lin­

Let
early independent iff there exist continuous linear functionals L\,... , Ln
biorthogonal to x i , . . . , xn, i.e., for 1 < m , k < n,

m = k,
Lm(xk) —
m^k.

98. Let B be a Banach space and { L i , . . . , L n} C B*. Prove: (a)

{ L i , . . . , Ln} C B* are linearly independent iff there exist x i, ... ,xn € B
such that
1, m = k,
Lm(.x k) —
0, m / k.
(b) L € sp{Li,. . . , Ln} iff K i h ) D ... D K(Ln) C K(L).
x G X with ||x|| = 1. Prove that there
9 9 . Let X be a normed space and
is a closed subspace M of X such that X — M © s p { s } and d(x, M) = 1.

100 . Let 5 (0 , r) be a sphere in a real normed linear space X and x q €

5 (0 , r). Prove there is a hyperplane H q that contains *0 so that the closed
ball 5 ( 0 , r) is contained in one of the two semispaces determined by H q.

M be a finite-dimensional subspace of a normed linear space

1 0 1 . Let
X. Prove that M is complemented in X.
118 8. Normed Linear Spaces. Functionals

102. B be an infinite-dimensional Banach space. Construct a

Let
{Xn} of infinite-dimensional closed lin­
strictly decreasing infinite sequence
ear subspaces of B.

103. Let X be a normed linear space and B its completion. Prove

that B* ~ X*. Specifically, prove that the mapping <f>: B* —)• X* given by
<f>(L) = L\x for L G B* is a linear isometry.
104. Let Y be a subspace of a normed linear space X . W h at is the
relation of X* to Y*1
105. Given Banach spaces B \ ,. . . , Bn , consider Bk, the linear
space of IV-tuples x = (a q , . . . , r jv ) with x n G Bn for n = 1 , . . . , N . This
space can be normed by ||x||p = (J2k=i II^IIb * ) 1^ f ° r 1 < V < ° ° and
Halloo = m axi<fc< ^ ||xfc||Bfc- Prove: (a) ( 0 ^ Bk, || • ||p) is a Banach space,
1 < V < oo. (b) The dual of ( 0 ^ Bk, || • ||p) is ( 0 ^=1 B*k, || • ||9) where
1 < p < oo and p and q are conjugate indices.
1 0 6 . Prove that L 1( X ) is not reflexive.

1 0 7 . Is the natural map Jc(i) '■C(I) —> C(I)** a bijection?

1 0 8 . Prove that c is nowhere dense in £°°.
1 0 9 . Prove that Cq = i 1.
110 . Discuss the validity of the following statement: There exists a
bounded linear functional L oni°° such that lim infn x n < L (x ) < lim supn x n
for all x G £°°.

111 . Let Loo be the functional on c given by Loo(x) = limn xn. (a) Prove
that Loo is a bounded linear functional and compute its norm, (b) Discuss
the validity of the following statement: L00 is of the form Loo(x) = ynxn
for some y G £l. (c) Prove that there exists L in i°°* such that L\c = Loo-
(d) Is L in (c) unique? (e) Prove that if L is as in (c) and xn > 0 for all n,
then L(x) > 0. (f) Let S(x) = y where yn = r n+ i , n = 1, 2, . . . , denote the
shift map in i°°. Prove that there is an extension L of Loo with ||L|| = 1
that is shift invariant, i.e., L(S(x)) = L(x), x G £°°.

1 1 2 . Let { a n>fc} be a sequence of nonnegative real numbers that satisfies

the following two conditions: Ylk an,k = 1 for all n, and limn an<k = 0 for
all k. Define the linear functional Ln on c by Ln(x) = an,k x G c.
Finally, let Loo be the linear functional on c given by Loo(x) = limn xn. Give
an example of such a sequence { a n,fc}- Also prove that ||Ln|| = 1 for all n,
and limn Ln(x) = Loo(x) for all r G c .

1 1 3 . Discuss the validity of the following statements: (a) c and co are

topologically isomorphic, (b) c and cq are isometrically isomorphic, (c) c*
and Cq are isometrically isomorphic.
Problems 119

1 1 4 . Prove that, for no normed linear space X, X* ~ cq .

115. Let 07^ L be a linear functional on a normed linear space X.

Prove: d(x,K(L)) = |L(a;)|/||L||, all x € X.
(a) L attains its norm
(b)
at x G X iff 0 is a best approximation to x from K(L). (c) z _L K(L) iff
|L(z)| = ||L|| ||.:||. (d) If for a scalar A, = {x € X : L(x) = A }, then
d(x,A\) = |L(x) —A|/||L|| for all x € X .
1 1 6 . Let X be a normed linear space, L G X*, and xq G X with ||£o|| = 1
such that ||a:o — x|| > 1 for every x € K(L). Prove that |L(xo)| = ||L||.
1 1 7 . Let X = (C [ 0 ,1], ||• ||i) and L the linear functional on X given by
L(x) = : r ( l / 2). Prove that L is not bounded.
1 1 8 . Find the norm of the linear functional L on C(I) given by L{x) =
/[o 1/ 2] dt —f[i/2 1] x(t) dt- Is the norm attained?
X be a normed linear space, Y a subspace of X, and A = {L €
1 1 9 . Let
X* : ||L|| < 1,L = 0 on Y}. Prove: (a) d(x,Y) = supi 6 A |L(*)|) all x G X.
M P - r W *■(£)•
120 . Let X = {x G C(I) : a:(0) = 0 } and Y = {x G X : J q x(t) dt = 0 }.
Discuss the validity of the following statement: There exists x € X with
||x|| = 1 such that d(x, Y) > 1.

121 . Let L be a bounded linear functional on Ck(I), for some integer

k > 1. Prove there exists a signed Borel measure /x on / and constants
co,...,c k- 1 such that |c0|,. . . , |c*_i|, |/x|(/) < c||L||, and

k—1

n= 0

122 . Let X be the space of sequences X — {x : Yhn 2n|x?i| < c»o}. Prove
that ||x||x = 2n|xn| is a norm on X and describe X*.
1 2 3 . Identify the closure of (P in cq.

124. Characterize those sequences a ^ 0 such that A = {x € Co :

anXn = 0} is dense in tP, 1 < p < oo.
1 < p < oo,
1 2 5 . Discuss the validity of the following statement: Given
there exists a collection of sequences A that is dense in t for every 1 < p <
r < oo but not in £P.
1 2 6 . Let A be a sequence such that |An | < 1 for all n and limn An = 0.
Let a1 = (1, Aj, A j , . . . ) , and, in general for all n > 1, let an denote the
sequence with terms = A^_ 1 , k = 1, 2, ___ Prove that A = s p l « 1, a2, . . .}
is dense in £p, 1 < p < oo.
120 8. Normed Linear Spaces. Functionals

xa € C ^ O ,1]) be given by xa(t) = l / ( i — a). Prove

1 2 7 . For a > 1, let
that if On > 1 for all n and limn an = oo, then X = s p {x 0n} is dense in
(cmiDj-iioo).
128. Let 1 < p < oo. Prove that D = {x on R n : x is measurable,
compactly supported, bounded, and fRn x(t) dt = 0} is dense in
129. 1 < p < oo. (a) Construct a subspace A that is dense in
Let
Lr(Rn) for all 1 < r <p, but not in (b) Does there exist A so that
A is dense in L ^ R 71) but not in Lr(Wl) for any 1 < r < p?
1 3 0 . Let { x n} be a sequence in a normed linear space X. Prove that if
xn —1 x and xn y, then x = y.
1 3 1 . Let X be a normed linear space and suppose that xn —1 xo in X.
Prove that xo € M = s p { x i ,. . . , xn, . . . } .

1 3 2 . Discuss the validity of the following statement: If {xn} is a weak

Cauchy sequence in a normed linear space X, {xn} converges weakly.
1 3 3 . Prove that en 0 in iP, 1 < p < oo, and in Co, but not in i 1.
1 3 4 . Let vn = ei H-------- 1-e n. Prove that {vn} does not converge weakly
in ^ °°.

1 3 5 . Let {xn} be a sequence that converges weakly to x in £?, 1 < p <

oo, and that in addition satisfies limn ||xn||p = ||x||p. Discuss the validity of
the following statement: limn ||£n — x||p = 0.
1 3 6 . LetX be a normed linear space and Y a dense subset of X*. Prove
that if {xn} c X is bounded and £(xn) —» 0 for each l € Y , then xn —L0 in
X.
{xn} be a sequence in a normed linear space X. Prove: (a)
1 3 7 . Let
If {xn} is weakly Cauchy, {xn} is bounded in X. (b) If xn —>• x, ||x|| <
liminfn ||xn ||.

1 3 8 . W e say a Banach space B is uniformly convex if limn ||(xn + x ) / 2 ||

= 1 implies limn ||xn—x|| = 0. Prove that if xn —^ x in B and limsupn ||xn || <
||x||, then xn -¥ x in B.
B is reflexive, every bounded linear functional L on
1 3 9 . Prove that if
B attains its norm, i.e., ||L||b » = L (x ) for some x G B with ||x ||b = 1.
1 4 0 . Let I f be a compact subset of a Banach space B and suppose that
{ x n} c K converges weakly to x € K . Must ||xn — x|| - » 0?
141. X be a normed linear space. Discuss the validity of the
Let
following statements: (a) A proper subspace Y of X is closed iff Y is weakly
closed, (b) The closed unit ball B ( 0 , 1) = {x 6 X : ||x|| < 1} is weakly
closed, (c) A proper subset Y of X is closed iff Y is weakly closed.
Problems 121

142. (X,M,ir) be a measure space, {un} C U’(X) and {vn} C

Let
Lq(X), such that u„, -*• u in D>(X) and vn ^ v m Lq{X) where 1 < p, q < oo
are conjugate indices. Prove that unvn — uv in L^{X).

1 4 3 . Let X = {x E C7(J) : x (0) = 0 and x(t) dt > 1 }. Prove: (a) X

is closed in C(I ) and ||a:||oo > 1 for all x E X. (b) d(0,X) = 1. Does there
exist x E X such that d(0,X) = ||x||oo? Also: (c) Is X compact?
1 4 4 . Let {xn} C C(I) be given by

{
nt, t E [0 ,1 /n ],
2 —nt, i € [ l / n , 2/n ],

0, otherwise.
Prove that xn —L0.
145. C(I) equipped with the sup norm and {xn} C C(I).
Consider
xn —L0 in C(I). (b) xn(t) -> 0
Prove that the following are equivalent: (a)
for all t E I and supn ||xra||oo < oo.
146. Consider C{[—1,1]) endowed with the sup norm and define the
bounded linear functionals Ln, L on C{[—1,1]) by Ln(x) = (n /2 ) / ^ { ”n x(t) dt
and L(x) = x (0), x E C ( [ - l , 1]), respectively. Discuss the validity of the
following statements: (a) ||Ln|| = 1 and lim nLn(x) = L(x) for a ll x E
C -a -1 ,1 ] ) . (b) limn \\Ln - L\\ = 0.

1 4 7 . Let Y be a closed subspace of a Banach space X with X* separable.

Prove that Y* is separable.
1 4 8 . Let X be a normed linear space and {Ln} C X*. Prove: (a) If
Ln — L in X*, Ln(x) —> L(x) for all x E X. (b) If X is reflexive and
Ln(x) -»• L(x) for all x E X, Ln —LL in X*.
1 4 9 . Let B be a Banach space and X a closed subset of B. Prove that
J b (X) is closed in B**.
1 5 0 . LetB be a Banach space. Prove: (a) If B is reflexive and X is a
closed subspace of B , then X is reflexive, (b) If every proper closed subspace
of B is reflexive, so is B.

151. Let B be a Banach space. Prove that if B* contains a proper

closed subspace Y that separates points in B, B is not reflexive.
152. B be a Banach space. Prove: (a) M = Jb *(B*) is comple­
Let
mented in B***. Specifically, if N = Jb (B)1- = {x*** E B*** : «***| j b (b ) =
0 }, then B*** = M © N. (b) B is reflexive iff B* is reflexive.

153. Discuss the validity of the following statements: (a) If B** is

reflexive, B is reflexive, (b) A Banach space B is reflexive or its second
duals are all distinct.
122 8. Normed Linear Spaces. Functionals

1 5 4 . Let B be a reflexive Banach space. Prove: (a) A bounded sequence

in B has a weakly convergent subsequence, (b) B is weakly complete.
B be a separable reflexive Banach space and A a subspace of
1 5 5 . Let
B. Prove that given xo € B, there exists yo € X that is closest to x q .
C(X) denote the Banach space of real-valued continuous func­
1 5 6 . Let
tions on a compact space X equipped with the sup norm and L a linear
functional on C(X). Prove that L is bounded and L(xx) = ||L|| iff L is
positive, i.e., L(x) > 0 for all nonnegative real-valued functions x g C(X).

157. X be a subspace of C(I) that contains xi and £ a positive

Let
X. Prove that there exists a positive linear functional
linear functional on
L on C(I) such that L\x = £ and ||L|| = ||^||a '*-
1 5 8 . Let p be a seminorm on a linear space X and M = {x G X :
p{x) = 0 }. Prove that M is a subspace of X and that p is a norm on X /M .
1 5 9 . Let X be a normed linear space, M a closed subspace of X, and
7r : X - » X /M the canonical map. Prove: (a) s u p ^ o IKO^Hx / m /I M I x = 1-
(b) For x € X and r > 0, ir(Bx(x,r)) = B x /M ( 7r(a0>r )- (c) W C X /M is
open in X /M iff 7r- 1(W ) is open in X. (d) n is an open mapping, i.e., if U
is open in X, then 7r(E/) is open in X /M .

Y be a closed subspace of a normed linear space X. Prove:

1 6 0 . Let
(a) X is complete iff Y and X / Y are complete, (b) X is separable iff Y and
X /Y are separable.
1 6 1 . Let A i , . . . , A n be subspaces of a normed linear space A . Prove
that if d im (A /A fc) = 1, 1 < k < n, then d im (A / njb=i Afc) < n-
B = C(I) = C ( [ 0 ,1]). Prove that M is closed in B and identify
1 6 2 . Let
the quotient space B /M where (a) M = {x G C(I) : x(0) = 0 }, and (b)
A C I is closed, M — {x G C(I) : x\a = 0 }.

1 6 3 . Let X = {x € C(I ) : x is constant}. Given x G C(I), compute the

norm ||[x]|| of x in C(I)/X.
L(I) and Y = {x G A : x(t) = 0 a.e. for t G [0 ,1 /2 ]}.
1 6 4 . Let A =
Prove that Y is a closed subspace of A and describe the norm in X / Y .

1 6 5 . Describe the norm in the nonseparable Banach space £°°/co.

M = {x G £? : xm = 0 for all n }. Prove: (a) M is a closed
1 6 6 . Let
subspace of £P. (b) £? and £P/M are isometrically isomorphic, 1 < p < oo.

1 6 7 . Let A be a normed linear space and M a closed subspace of A .

The codimension cod im (M ) of M in A is defined as the quantity d i m (A /M ).
Prove: (a) codim (M ) < oo iff there exists a finite-dimensional subspace N
of A such that A = M ® N. (b) If codim (M ) < oo, given e > 0, there is a
Problems 123

finite-dimensional subspaceN\ of X such that each x € X can be written

x = v\ + m\ with vi E Ni, m,\ € M and ||i>i|| < ( l + e)|N|.
X be a subset of a Banach space B. The annihilator X 1- of
1 6 8 . Let
X is defined as X 1- = {L € B* : L(x) = 0 for all x € X }. Prove: (a)
X 1- is a closed subspace of B*. (b) If X is a closed subspace of B, X 1- is
isometrically isomorphic to (B/X)*. (c) If X is a closed subspace of B and
X 1- is finite dimensional, then X is complemented in B. (d) If X is a closed
subspace of B, X* is isometrically isomorphic to B * /X ± .

B be a reflexive Banach space and X a closed subspace of B.

1 6 9 . Let
Prove that B /X is reflexive.

B be a Banach space and X a closed subspace of B. Prove

1 7 0 . Let
that (B/X)* is isometrically isomorphic to X L.

1 7 1 . Let B be a Banach space and X C B a closed subspace. Prove:

(a) X is finite dimensional iff X 1- has finite codimension in B*, and in that
case d im (X ) = co d im (X x ). (b) X has finite codimension in B iff X L is
finite dimensional, and in that case co d im (X ) = dim(X~L).

172. N C B* be a closed subspace, (a) Prove that N is finite

Let
dimensional iff N x has finite codimension in B**, and in that case dim(iV) =
codim(iV-J-). (b) Discuss the validity of the following statement: If N has
finite codimension, then N1 is finite dimensional and codim(iV) = dim(iV-*-).

X be a normed linear space and Y a subspace of X. Prove

1 7 3 . Let
that Y** can be identified with a subspace of X**.
1 7 4 . Is it possible for a separable and a nonseparable Banach space to
have the same dual space?

B be a Banach space, M , N closed subspaces of B, and X =

1 7 5 . Let
{(x , —x) : x € Mf)N} C M x N . Prove: (a) The mapping (j>: ( M x N ) / X —>
M + N given by (j)([m, n]) = m + n is well-defined and continuous, (b)
M + N is closed in B iff </> is an isomorphism of normed spaces when M + N
is equipped with the norm in B.

B be a separable Banach space. Prove that B is isometrically

1 7 6 . Let
isomorphic to a quotient space of i 1.
 Chapter 9

Normed Linear Spaces.

Linear Operators

In this chapter we consider linear mappings, or operators, from a normed

linear space into another. Let X, Y be linear spaces over the same scalar
field. W e say that a mapping T : X —>• Y is linear if T(x + Ay) = T(x) +
A T (y ) for every x ,y G X and scalar A. W hen X, Y are normed we say that
T is bounded if there exists a constant c > 0, independent of x G X, such
that ||T(x)||y < c||x||x for a ll x G X; ||T||, the norm of T , is defined as
the infimum of the c for which this inequality holds. For a linear mapping
T boundedness is equivalent to continuity, i.e., if limn a;n = x in X, then
limn T (x n) = T(x) in Y, all x G X, or even continuity at a single point.
Also, B(X, Y) = {T : X -> Y : T is linear and bounded} equipped with ||•||
is a normed linear space; for simplicity we denote B(X, X) = B(X).
W hen a linear mapping T is defined in a proper subset of X it is impor­
tant to specify its domain D(T), which is a subspace of X. R(T), the range
of T , is the image of D(T) by T , i.e., R(T) = {y € Y : T(x) = y for some
x G D(T)}. The kernel K(T) of T is K(T) = {x G D(T) : T(x) = 0 }.
And, by the graph G(T) of T we mean the subset of X x Y given by
G(T) = {{x,y) G X x Y : x € D(T) and y = T(x)}.
Given a linear mappingT : D(T ) C X —)• Y, we say that a linear
operator S : D(S) C X —t Y is an extension of T if G(S) D G(T), i.e.,
D(S) D D(T) and S(x) = T(x) for x G D(T).
W e say that a linear mappingT : D(T) C X -> Y is closed if G(T) is
closed in X x Y. Now, if G(T) is not closed in X x Y, we say that T is

125
126 9. Normed Linear Spaces. Linear Operators

closable if there is a linear mapping T : D(T) —> Y such that G(T) = G(T);
T is called the closed linear extension, or closure, of T.
A continuous linear mapping T : X —» Y is said to be compact if T maps
bounded sets in X to precompact sets in Y, i.e., sets with compact closure.
Or, if Bx denotes the unit ball in X, T(Bx ) is compact in Y . Alternatively,
given a bounded sequence {xn} in X, { T ( x n) } has a convergent subsequence
in Y.
The basic principles in the theory of bounded linear operators between
Banach spaces include the uniform boundedness principle, open mapping
theorem, and closed graph theorem. First, the uniform boundedness prin­
ciple. Let X and Y be Banach spaces. W e say that a family T = { T } c
B(X, Y) is pointwise bounded if supTe7- ||T(x)||y < oo for every x 6 X. The
uniform boundedness principle asserts that, if T is pointwise bounded, T is
uniformly bounded, i.e., supTej- ||Tj| < oo.
Next, the open mapping theorem. W e say that a continuous linear map­
ping T : X Y is open if T maps open sets in X to open sets in Y .
The open mapping theorem asserts that, if B, B\ are Banach spaces and
T : B -4 B\ is a continuous surjective linear operator, then T is open.
An immediate consequence of the open mapping theorem is the inverse
mapping theorem which states that if B, B\ are Banach spaces and T : B -4
B\ is a bijective continuous linear operator, then T is an isomorphism, i.e.,
T~l : B\ —►B is a well-defined continuous linear mapping.
Finally, the closed graph theorem asserts that if B , B\ are Banach spaces
and T : B - » B\ is a linear operator with G(T) closed in 6 x B j, then T is
bounded.
Now, the notion of the adjoint operator of a linear mapping is an exten­
sion of the transpose of a matrix. Let T € B(X, Y). The adjoint T* of T is
defined as the linear mapping T* : Y* - ï X* given by (T*i)(x) = £(T(x))
for all £ € Y* and x G X. Some of the basic properties of the adjoint are:
T* € B(Y*,X*), ||T*|| = ||T||, K(T*) = i? (T )x , and K(T) = Æ (T *)X .

The problems in this chapter are devoted to bounded linear operators,

with the sobering thought that unbounded linear operators on infinite­
dimensional normed linear spaces abound, Problem 2. Linear mappings
defined in Euclidean space, Problem 4, linear mappings from sequences into
sequences defined on £Pspaces, Problems 10-12, and linear integral operators
defined on continuous functions, Problems 14-15, serve as the prototype for
the bounded linear mappings we have in mind. A useful tool in this endeavor
T : X - * Y that
is given by Problem 21: Given a continuous linear mapping
is onto, the mapping T : X/K(T) —>• Y defined by T ([x]) = T(x) is a
Problems 127

well-defined linear continuous bijection with ||T|| = ||T||; see also Problem
166.
Problem 31 poses the question as to whether Cl(I) can be endowed
with a norm so that the natural operations there, i.e., differentiation and
multiplication by t, are both continuous. Simple criteria for continuity are
discussed in Problems 3 3 -3 5 and Problem 39. The existence of bounded
linear extensions of bounded linear mappings is discussed in Problems 4 2 -
44 and Problem 47 considers closed linear extensions.
Compact operators are discussed in Problems 5 3 -7 4 ; Problem 74 is par­
ticularly insightful. Projections are considered in Problems 7 5-82 . The role
of category type arguments is highlighted in Problems 8 7 -8 8 , Problem 90,
and Problems 108-109. Sequences of operators are covered in Problems
9 1 -9 2 , Problems 9 4 -9 5 , and Problems 100-101. And, equivalent norms in
Banach spaces are discussed in Problems 116-122.
The case when a bounded linear operator has a continuous inverse is
covered in Problems 131-154 and Problem 173; Problem 139 deals with the
existence of a continuous left-inverse or right-inverse. Applications to the
theory of equations are given in Problems 155-161. Operators with closed
range are considered in Problems 162-164, Problem 168, and Problem 180.
And, the properties of Schauder basis are discussed in Problems 183-190.

Problems

1 . Let X, Y be linear spaces. Prove that a subspace M of X x Y is the

graph of a linear mapping T : X —¥ Y iff no element of the form (0, y) with
y 7^0 belongs to M.
2 . Let X, Y be normed linear spaces, d im (X ) = oo. Construct an
unbounded linear operator T : X —*Y.
X, Y be normed linear spaces, 0 ^ xo € X, and yo € Y. Con­
3 . Let
struct a bounded linear operator T : X Y such that T(a:o) = yo and
im i i m * = iiyoiiv.
4. Let T : Rn -> R m be a linear mapping represented by the m x n
matrix ( aij) with respect to the standard bases in Rn, Rm. Compute the
norm of T if: (a) Rn is equipped with the £} norm and R m with the £°°
norm, (b) R n is endowed with the £°° norm and Rm with the £l norm, (c)
Rn and Rm are both equipped with the £l norm, (d) R n and Rm are both
endowed with the £°° norm.
128 9. Normed Linear Spaces. Linear Operators

5 . LetT be a linear mapping from sequences into sequences represented

y = T(x) iff ym - Y n amnXn, m > 1 .
by the infinite scalar matrix (amn), i.e.,
Prove: (a) T : Co ->• £°° with norm 77 iff 77 = supm> x Y n \amn\ < 00. (b)
T : co -»• co with norm 77 iff t] = supm Y n \amn\ < 00 and limm amn = 0 for
each n.

6 . Let T be the mapping from sequences to sequences given by T(x) = y

where yn = 2~n Y k = i xk- Prove that T is bounded from £°° to £l and
compute its norm.

T be the linear mapping from sequences into sequences given by

7 . Let
T(x) = y where yn = xn/n, all n, and 1 < p < 00 . Discuss for what values
of p, T is bounded, onto, and R(T) is dense but not closed. Also, does T -1
exist? Is it bounded?

8. On X = i 1 define T(x) = y by setting yn = Xn x\ + xn where

|An| < 2- n . (a) Is T bounded on £ll W h at is ||T||? (b) W h at is R(T)? (c)
Is T invertible? W h at is s u p ^ o ||a;||/||T(a;)||?
9. X = [x G £} : Yin n|a:n| < 00} . Prove: (a) X is dense in i l.
Let
(b) The mapping T : X —> i 1 given by T(x) = y with yn = nxn, n > 1, is
closed but not bounded, (c) T -1 is surjective but not open, (d) Can X be
equipped with a norm so that X becomes a Banach space?

10 . Given a sequence A, let T be the linear mapping from sequences

into sequences given by T(x) = y where yn = Xnxn, n = 1, 2, — Prove:
(a) T is bounded from ip into f iff A e £°°, and in that case ||T|| = ||A||oo-
Does there exist such that ||T(a:)||p = ||Tj| ||a;||p? (b) T is 1-1 iff
An 7^ 0 for all n. (c) If T is injective, R{T) is dense in lp. Also, R(T) is
not necessarily closed, (d) R(T) = £p and T is a linear homeomorphism iff
in f| A n | > 0.

1 < r < p < 00. Given a sequence A, let T be the linear mapping
1 1 . Let
from sequences into sequences given by T(x) = y where yn = Xnxn, n =
1, 2, — Prove that T is bounded from £P into f iff A € £s, 1/ s = 1/ r — 1/p ,
and in that case ||T|| = ||A||S. Can T be a homeomorphism?

12. Let 1 < p < r < 00. Given a sequence A, let T be the linear
mapping from sequences into sequences given by T{x) = y where yn = Xnxn,
n = 1 ,2 , — W hen is: (a) T densely defined in £P? D(T) = £P1 (b) R(T)
a dense subspace of £T1 R(T) = £r? (c) T bounded? (d) T invertible? In
that case compute ||T-1 ||. (e) T bounded and T -1 bounded?

k(s,t) be a continuous function on I x I and consider the linear

1 3 . Let
mapping T given by T{x)(t) = k(s,t)x(s) ds. Prove that T is continuous
from LP(I) into C(I) for 1 < p < 00, and from C(I ) into C(I).
Problems 129

1 4 . Prove that the integral operator T given by

is bounded from C(I) into itself.

X = {x € C(I ) : 0 < x(t) < 1 for all t € 1} and k : [0,1] x
1 5 . Let
[0,1]—> [0,1] continuous, (a) Prove that X is closed in C(I). Is X compact?
(b) For x £ X, let T(x)(t) = y(t) = k(x(s),t) ds. Prove that y takes
values in [0,1] and is continuous. Also, prove: (c) T is uniformly continuous
on X. (d) T(C) is a uniformly equicontinuous subset of C(I). (e) T(C) has
a compact closure in C.

X, Y be normed linear spaces and T : X

1 6 . Let Y a linear mapping.
T is continuous iff T~1(By( 0 ,1 ) ) has nonempty interior, (b) T is
Prove: (a)
unbounded iff there exists {xn} C X such that ||xn ||x —>•0 and ||T(xn)||y —¥
oo.
17. Let I Bx, B a
be a normed linear space with closed unit ball
Banach space, and T : X -+ B a, continuous injective linear mapping. Prove
that if T(Bx ) is closed in B, X is complete.

1 8 . Prove that B(X, Y) is a Banach space iff Y is complete.

1 9 . Let X, Y be normed linear spaces with X finite dimensional and
T : X -ï Y a linear mapping. Prove: (a) R(T) is a closed subspace of Y.
(b) T is bounded and assumes its norm.

X, Y be normed linear spaces and T : X

2 0 . Let Y a linear oper­
ator with closed graph and finite-dimensional range R(T). Prove that T is
continuous.

X, Y be normed linear spaces and T : X - » Y a continuous linear

2 1 . Let
mapping. Prove that the mapping T : X /K ( T ) —ï Y given by T([x]) = T(x)
fora: € [x] is well-defined, linear, and continuous with ||Tj| = ||Tj|. Moreover,
if T is onto, T is a bijection. Is T an isomorphism?
22. B, B\ be Banach spaces, T : B —» B\ a surjective bounded
Let
linear mapping, and {yn} C B\ such that yn -> yo in B\. Prove there
exist {xn} C B with xn -»■ xq in B and c > 0, such that T(xn) = yn and
|\xn - Soils < CIIyn - 2/ollsi for all n.
23. Let B,B\ be Banach spaces and T : B —>• B\ a bounded linear
operator with R(T) complemented in B\. Prove that R(T) is closed in B\.
24. Let B,Bi be Banach spaces and T : B ->• B\ a bounded linear
operator. Prove that if R{T) has finite codimension in B\, R(T) is closed
in B\.
130 9. Normed Linear Spaces. Linear Operators

B be a Banach space, Y a normed linear space, and T : B - * Y

2 5 . Let
a linear mapping with R{T) finite dimensional. Prove: (a) T is continuous
iff K(T ) is closed, (b) If T is continuous, T is open.

X be a linear space and T : X

2 6 . Let X a linear mapping. Prove:
(a) K(T) C K(T2) C . . . , and if K(Tm) = K{Tm+l) for some m > 1,
then K{Tn) = K(Tm) for all n > m. (b) R(T) D R(T2) D . . . . and if
R(Tm) = R(Tm+1) for some m > 1, then R(Tn) = R(Tm) for all n > m.
T : £P -»• HP, 1 < p < oo, be a bounded linear mapping of norm
2 7 . Let
1 such that T (e n) = en for all n. Prove that T is the identity in £p.

2 8 . Let M : Lq(I) - » Lq(I), 1 < q < oo, be the linear mapping given
by Mx(t ) = tx(t) and suppose that T : Lq(I) —>■ Lq(I) is a bounded linear
operator that commutes with M , i.e., T(Mx) = M(Tx ), x G Lq(I). Prove
that there is a function y such that Tx(t) = y(t)x(t) for all x G Lq(I). W h a t
can one say about yl

2 9 . Let (X,M ,p) be a cr-finite measure space and for 1 < p < oo and
y G L°°(X), let Ty : LP(X) —>• IP{X) be given by Ty(x) = yx. Prove that
if T : IP{X) —> LV{X) is a bounded linear mapping that commutes with Ty
for all y € L°°(X), then T = Tyr for some yr G L°°(X) with 112/ t 11oo = ||T||.

X be a normed linear space and S,T : X -> X linear mappings,

3 0 . Let
(a) Prove that if S T -T S commutes with S, SnT - T S n = n S ^ i S T - T S ) ,
all n > 1. (b) Do there exist bounded linear operators S,T : X —> X such
that ST —TS = al, a a nonzero scalar?

31. Let Dx(t) = x'(t) and Mx{t) = tx(t) denote the derivation and
multiplication operators on C'1( / ) , respectively. Equip C 1( / ) with a norm
so that D and M are bounded with respect to that norm.
3 2 . Let X, Y be normed linear spaces and T : X - > Y a bounded linear
mapping. Prove that r||T|| < supveBx(a. r) ||T(j/)||y for everyx G X and
r > 0.
3 3 . Let X , Y be normed linear spaces and T : X —t Y a linear mapping.
Prove that T is continuous iff xn —> x in X implies T(xn) T{x) in Y.
X , Y be normed linear spaces and T : X —¥ Y a linear mapping.
3 4 . Let
T is bounded iff xn —k x in
Discuss the validity of the following statement:
X implies T(xn) —>■T(x) in Y .
3 5 . Let X, Y be normed linear spaces and T : X —>■ V a bounded linear
operator. Prove that if xn — x in X implies T(xn) —> y in Y , then T{x) = y.
36.Let T : C(I) —> C(I) be a positive linear operator, i.e., x > 0
implies T(x) > 0. Prove: (a) T is continuous and ||T|| = ||T(x/)||. (b) If
T(xi) = Xii and if {xn} C C(I) is such that |a:n(i)l — 1 xn(t) x(t)
for each t G I, then T(xn)(t) -> T(x)(t) for each t G I.
Problems 131

3 7 . LetB be a Banach space and T : B —> C(I) a linear mapping such

that if ||xn || -»• 0 in B, then T{xn) —> 0 pointwise on I. Prove that T is
bounded.
3 8 . Given a real normed linear space X , let Xc = {x'c = x\ + ix2 :
xi,X2 G X }. Prove: (a) X c is a complex linear space and ||xc||xc,p =
(||9to||p + ||9 x||p) 1/ p, 1 < p < 00, with the usual interpretation for p = 00,
is a norm in X c - (b) If Y is a complex normed linear space and T : X —>Y
is a bounded linear operator, the linear mapping Tc : X c —> Y given by
Tc(xc) - T(9txc) + iT(Qxc ), xc € X c , is bounded and find cx,Cx such
that c*||T|| < ||TC|| < Cx||T||.
39. Let B,Bi be Banach spaces and T : B Bi a linear mapping.
Prove that T is continuous under one of the following additional conditions:
(a)LoT is a bounded linear functional on B for all bounded linear functionals
L on B\. Or: (b) There is a family T of continuous functionals on B\ such
that L o T is continuous for each L € T and f'|LGjr L _ 1( { 0 } ) = {0 } .

4 0 . Let X i , X 2, X
3 be normed linear spaces and S : X\ —> X 2, T : X 2 —>•
X 3 bounded linear mappings. Prove that TS : X\ —>■X 3 is a bounded linear
operator and ||T'5|| < ||T|| ||5||. Can the inequality be strict?

4 1 . Let X be a normed linear space and T : X —^ X a bounded linear

mapping. Prove that limn ||Tn ||1//n exists and is equal to infn ||Tn ||1/ n.

4 2 . Let X be a normed linear space, Y a subspace of X , and S : Y —)• i°°

a bounded linear mapping. Prove that there is a norm preserving linear
extension T : X - » £°° of S.
43. Let X , Y be normed linear spaces, M C X , and To : M ->• Y a
bounded linear mapping. Prove that To has a bounded extension T to the
span of M K such that ||X)n^=i AnTo(xn)||y
(in X ) iff there exists a constant
< K ||Y^=i ^nXn ||x for arbitrary x i , . . . , xn in M and scalars A i ,. . . , An.

B , B\ a Banach
4 4 . Let X be a normed linear space with completion
space, and S : X —> B\ a bounded linear mapping. Prove that there is a
unique norm preserving linear extension T : B —¥ B\ of S. Furthermore, if
S is an isometry, so is T .
4 5 . Discuss the validity of the following statement: C 1( / ) = {x € C(I) :
x' € C(I)} endowed with the norm ||x|| = ||x||oo + Hx'Hoo is a Banach space.
B a Banach space. Give an
4 6 . Let X be a normed linear space and
example of: (a) A discontinuous linear mapping T : X -¥ B that has a
closed graph, (b) A discontinuous linear mapping T : B X that has a
closed graph.

4 7 . Let X , Y be normed linear spaces and T : D(T) C X —» Y a linear

operator. Prove that the following statements are equivalent: (a) T admits
132 9. Normed Linear Spaces. Linear Operators

a closed linear extension T. (b) (0 ,y ) ^ G{T) for all 0 ^ y G Y. (c) If

{xn} C D(T), xn 0 in X , and T(xn) -»• y in Y, then y = 0.
48. LetX, Y be normed linear spaces and T : D(T ) C X —> Y a
bounded linear operator. Prove: (a) If D(T) is closed in X, T is closed, (b)
If T is closed and Y complete, D(T) is closed in X.

X , Y be Banach spaces and T : X - * Y a closed linear operator.

4 9 . Let
Prove: (a) K(T ) is closed, (b) If C C X is compact, T(C) is closed in Y.
(c) If D C Y is compact, T~1(D) is closed in X.

X be a normed linear space, T : D(T) C X - » X a closed linear

5 0 . Let
mapping, and T\ : X —> X a bounded linear operator. Prove: (a) T + T\
is closed, (b) If X is a Banach space, T + T\ : D(T) —>• X has a bounded
inverse iff T + T\ is a bijection.

51. B, B\ be Banach spaces and T, T\ : B —»• B\ closed linear

Let
mappings. Prove that T + T\ is bounded.

X , Y be normed linear spaces and T : X - * Y a linear operator

5 2 . Let
such thatR(T) is closed in Y. Prove that if ||T(a;)||y > c||x||x for all
x € D(T) and some c > 0, T is closed.
X be a normed linear space with completion B, B\ a Banach
5 3 . Let
space, andT : X —>• B\ a compact linear operator. Prove that the extension
T of T to B constructed in Problem 44 is compact.
54. X, Y be Banach spaces and T : X -> Y a bounded linear
Let
operator. Prove: (a) If T is of finite rank, T is compact, (b) If T is compact
and R(T) closed, T is of finite rank.

B be a Banach space and Tn : B —►B compact linear operators

5 5 . Let
such that Tn(x) —» T(x) for all x € B. Is T necessarily compact?

5 6 . Let B be a Banach space and {T n} c B(B) compact operators that

converge to T in B(B). Prove that T is compact.
5 7 . Let A: be a measurable function k : [0,1] x [0 , 1] —> R such that
fj fT\k(s,t)\qdsdt < oo, 1 < q < oo. For x 6 1^(1), 1/ p + 1/q = 1, and
t G [0,1], let T(x)(t) = Jq k(s, t)x(s) ds. Discuss the validity of the following
statement: T : LP(I) —> L p( / ) is compact.

5 8 . Let X be a normed linear space and T, K : X —>•X bounded linear

mappings with K compact. Prove that KT, TK are compact.
5 9 . Let 5 be a Banach space, Tn : B B bounded linear mappings
such thatTn(x) —> T(x) for all x G B, where T is a bounded linear operator
on B, and K : B —» B compact. Prove that \\TnK —T K || -> 0.
Problems 133

6 0 . Given scalar sequences { a n} and {/? „ } such that |an_i| > |an| -> 0
and |/?n-i| > \Pn\ -> 0, let T : i2 —> i2 be given by T (x ) = y where
y = ( « i x i , « 2^2 + /3i®i, <23X3 + 02x2>•••)• Prove that T is compact.
6 1 . Let X be a normed linear space, x$ G X , and L G X * . Prove that
the mapping T : X -»• X given by T (x ) = L (x ) xo is compact.
X , y be normed linear spaces and T : X
6 2 . Let Y a compact linear
operator. Prove that if xn —1 x in X , then T (x n) - » T (x ) in Y.

63. Given a sequence A, let T be the linear mapping from sequences

into sequences given by T (x ) = y, where yn = Anxn, n = 1, 2, . . . , and
1 < p < 00. W hen is T compact?
B be an infinite-dimensional Banach space, X a normed linear
6 4 . Let
space, and T : B —»•X a linear operator such that ||T(x)||x > c||x||# for all
x G B and a constant c > 0. Prove that T is not compact.

X be an infinite-dimensional normed linear space and T : X —>

6 5 . Let
X a compact linear operator. Prove that T -1 is not bounded.
66 . Let y G C(I) and T : L2(I) —> L2(I) be given by T (x )(i) = y(t)x(t).
Prove that T is compact iff y = 0.
X be a normed linear space and T : X
6 7 . Let X a compact linear
operator. Prove: (a) If A 7^ 0, K (AI —T) is finite dimensional, (b) If xk
denotes the closest point in K(XI —T ) to x , there is a constant c such that
||z — x k \
\< c ||(A7 — T)(x)|| for all x G X.
68 . X be a normed linear space, A ^ 0, and T : X
Let X a
compact linear operator. Prove that there is an integer k > 1 such that
K((XI - T )k) = K({XI - T)k+1).
6 9 . Let X be a normed linear space, A ^ 0, and T : X X a compact
linear operator. Prove that R(XI —T) = X iff K(XI —T) = { 0 } .
B be a Banach space and T : B
7 0 . Let B a compact linear operator.
Prove that for A ^ 0, R(XI —T ) is closed.

7 1 . Let B be a Banach space, A ^ 0, and T : B —>■ B a compact linear

operator. Prove that K(XI —T) is finite dimensional, R(XI —T) has finite
codimension, and d im (7 i(A / — T )) = codim(i?(A7 — T )).

72. B, B\ be Banach spaces and T : B —» B\ a bounded linear

Let
operator such that K(T) is finite dimensional and R(T) is closed and has
finite codimension in B\. Prove: (a) There are a closed subspace M of
B and a finite-dimensional subspace N of B\ such that B = M © K(T),
B\ = R(T) © N, and T \ m • M ►R(T) is an isomorphism, (b) There
exist a bounded linear mapping To : B\ —> Bq and bounded finite rank
operators F\ : B —> B and F2 : B\ B\ such that K(Tq) = N , R(Tq) = M,
134 9. Normed Linear Spaces. Linear Operators

TqT = I on M , TTq = I on R(T), and in addition TqT = I —F\ on B and

TTq = I —F2 on B\.
73. X ,Y be Banach spaces and T : X —> Y a bounded linear
Let
operator with the property that there are bounded linear operators T\, T2 :
Y -¥ X, and compact linear operators K\ : X -»• X, K 2 : Y ►Y, such that
T\T = I — Ki on X and TT2 = I — K 2 on Y. Prove that K(T ) is finite
dimensional and that R(T) is closed with finite codimension.

74. LetX ,Y be Banach spaces and T : X —> Y a bounded lin­

ear operator. Prove that the following are equivalent: (a) T is compact,
(b) Given e > 0, there is a finite-dimensional subspace F of Y such that
the composition of T with the canonical map 7rp '■ Y —>• Y /F has norm
||7TF or|| < e. (c) Given e > 0, there is a subspace W of finite codimension
in X such that ||T|jy|| < e.

X be a linear space. W e say that a linear mapping P : X —> X

7 5 . Let
is a projection if P2 = P. Prove: (a) If P is a projection, R(P) = K(I —P)
and K(P) = R(I — P ). (b) If P is a projection, R(P) D K(P) = { 0 } and
X = R(P) + K(P). (c) If X = M + N, where M , N are subspaces of X
with M D N = { 0 } , there is a projection P : X X with range R(P) = M
and kernel K(P) = N.

76. LetB be a Banach space. Prove that the following statements

are equivalent: (a) B = M © N. (b) There exist bounded projections
P :B M, Q : B —)■ N such that P + Q = I and PQ = QP = 0.
7 7 . Let B be a Banach space and M , N closed subspaces of B such that
Mf)N = {0 } . Prove that M + N is closed in B iff ||m||.B+||ri||£ < c||m-|-n||B,
for all m € M and n € N.

7 8 . Let B be a Banach space and X , Y closed subspaces of B such that

X fl Y = {0 } . Prove that X + Y is closed in B iff k = inf{||x — j/|| : x G
X,y€F,||:r|| = |MI = l } > 0 .
79. Let P be a projection on a normed linear space X. Prove that
||P(x)||/||P|| < d(x,K(P)) < ||P(x)|| for all x € X.
8 0 . Prove that there is no bounded projection P : c -¥ Co of norm strictly
less than 2 and give an example of one such projection with ||P|| = 2.

8 1 . Let X be a Banach space, P : X —> X a projection, and M = R(P),

N = K(P). Prove that a bounded linear operator T : X —> X commutes
with P iff T ( M ) C M and T{N) c N.

X be a normed linear space, X\ a closed subspace of X, and

8 2 . Let
M X such that M n Xi = { 0 } . Prove: (a)
a finite-dimensional subspace of
X 2 = X\ ® M is a closed subspace of X. (b) The operator P : X 2 —> X 2
defined by P(x) = x for x € M and P(x) = 0 for x € X\ is bounded.
Problems 135

X be an infinite-dimensional normed linear space and T : X

8 3 . Let
X a compact linear operator. Prove that R(T) contains no closed infinite­
dimensional subspace.

84. Let B be a Banach space and T : B B a bounded linear

operator with ||T|| < 1. For an integer N consider the Cesaro means
Sn {T) = N - 1 J2n=o Tn>T° = of T. Prove: (a) su p * ||S*(r)|| < M =
supn ||Tn|| < 1. (b) lim * \\TSN(T) - SN(T)\\ = lim * ||SN(T)T - SN(T)\\ =
0. (c) X = {x € B : limjv Sn (T)(x ) exists} is a closed subspace of B. (d) If
P(x ) = lim n Sn (T)(x), then TP = PT = P, and P is the projection onto
K(T - I ) C X .
8 5 . Discuss the validity of the following statement: There is a bounded
linear operator T : i°° —»•£°° with K(T ) = cq.

86 . Prove that the mapping T : t2 —»• £2 given by T(x) = ||x||^6a: is a

continuous bijection but not a homeomorphism.

B, B\ be Banach spaces and T , Tn : B —> B\ linear mappings.

8 7 . Let
Prove that A = {x £ B : Tn(x) does not tend to T(x) in B\} and C = {x €
B : {Tn(x)} is not Cauchy in B{\ are empty or dense in B.
88 . Let X be a normed linear space and B a Banach space. Consider
{ I k } c B(X,B) such that sup*. ||Tfc|| < oo. Let M = {x G X : lim*, Tfc(a:)
exists in B}. Prove that M is a closed subspace of X. Conclude that
if {Tf~(x)} converges in B for i in a dense subspace of X, then {Tk(x)}
converges in B for all x 6 X.

8 9 . Consider the mappings { Tm} from sequences to sequences given by

Tm(x) = y where yn = xn for n < m, and yn = xm for n > m. Prove that
each Tm : —> £°° continuously, and that ||Tm(a:) — x||oo —> 0 as m —> oo
for each x € tl, but ||Tm — 7|| 0 as m —>■oo.

9 0 . Let coo = {x € Co : xn = 0 for all n sufficiently large} and consider

the functionals Ln on (coo, ||•||oo) given by Ln(x) = Xk' n — !• Prove:
(a) Ln is a bounded linear functional and compute ||Ln ||. (b) {Ln(x)} is
bounded and limn Ln(x) exists for each x € coo- Deduce that coo is of first
D = {x € coo : |Ln(x)| < 1 for all n } is closed, has
category in itself, (c)
empty interior, and verifies coo = Un n^-
9 1 . Let X be a normed linear space and Tn : X —»• X bounded linear
operators such that limn Tn(x) = T(x) exists for all x € X. Discuss the
validity of the following statement: T is a bounded linear operator from X
into X.

92. B, B\ be Banach spaces and Tn,T : B —»• B\ bounded linear

Let
operators, \\Tn — T|| —► 0 iff for every e > 0 there is an
(a) Prove that
N , depending only on e, such that for all n > N and all x € B of norm
136 9. Normed Linear Spanes. Linear Operators

1 we have ||Tn(x) — T ( x )\\b 1 < £■ (b) Discuss the validity of the following
statement: ||Tn — T|| -> 0 iff Tn(x) —> T(x) in B\ for each x € B.
9 3 . W ith Th given by Th(f)(x) = f(x + h), define Ah : Co(R) ->• Co(M)
by

Identify the classes of functions in Co(M) where Ah converges strongly, uni­

formly.

B be a Banach space, X a normed linear space, and Tn : B

9 4 . Let X
bounded linear operators such that limn Tn(x) = T(x) in X for x € B.
Prove : (a) There is a constant c > 0 such that supn ||Tn || < c. (b) Prove
that the conclusion in (a) follows provided that £(Tn(x)) —> £(T(x)) for all
x € B, t G X*, instead, (c) T : B -¥ X is a bounded linear operator and
||T|| <limm f„||r„||.
95. Let B be a Banach space, X a normed linear space, and Tn :
B —> X bounded linear operators. Prove that the following statements are
equivalent: (a) supn ||Tn || < oo. (b ) If ||xn ||s —> 0, then ||Tn(x n)||jx —> 0 .
(c) If E n ll^nlls < oo, then ||Tn(ccn)||x -»• 0.
96. Let X be a normed linear space and Y C X. Prove that Y is a
bounded subset of X iff sup^gy \L(y)\ < oo for each L € X*.
9 7 . Let B be a Banach space and C C B*. Prove that C is bounded iff
suPz,e£ |L(a:)| < oo for all x € B.
98. Let V be the linear space of polynomials p(t) = ao + a\t + ••• +
anin equipped with the norm ||p|| = max^ |afc|. Discuss the validity of the
following statement: (V , || • ||) is complete.

B be a Banach space, X a normed linear space, and T = {T}

9 9 . Let
bounded linear operators T :B X. Prove that the following statements
are equivalent: (a) supTe 7-||T|| < oo. (b) supTe7- ||T(x)||x < oo for all
x e B. (c) supTe7- \L(T(x))\ < cx<l < oo for each x € B and L e X *, where
cx>
l is a constant that depends on x and L.

100. Consider the mappings {T n} from sequences to sequences given by

Tn(x) = y where yk = A)¿ar* for all k. Further suppose limn = A^ for all
k and |AJJ| < c for all n, k. Let T be given by T(x) = y where yk = Xkxk
for all k. Let 1 < p < oo. Discuss the validity of the following statements:
(a) limn Tn(x) = T(x) in i? for every x 6 £?. (b) limn ||Tn — T|| -> 0. (c)
Tn(x) T(x) in P.
101. Let B, B\ be Banach spaces and {Tn},T bounded linear operators
from B to B\ such that Tn(x) — T(x) in B\ for each x G B. Prove that
{||Tn ||} is bounded.
Problems 137

102. B be a Banach space, { xn} c B, and {Ln} C B*. Prove

Let
that the following statements are equivalent: (a) If xn —>• 0 in B, then
£ n \Ln(xn)\ converges, (b) £ n Ln is absolutely convergent in B*.

B be a Banach space and T : B

1 0 3 . Let L 1(Rn) a linear mapping.
For each A G £ ( R n) consider the linear functional L a on B given by L a {x ) =
fAT(x)(t) dt, x G B. Prove that T is bounded iff La is bounded for each
A G £ ( R n).
1 0 4 . Let / : I —> R be differentiable. Prove that / is Lipschitz on some
open interval (a, b) c [0, 1].
105. Let X be a closed subspace of ( C ( [ 0 ,1]), || • ||oo) consisting of
differentiable functions on [0,1] and fix to G [0,1]. For x G X and t G [0,1],
t 7^ to, let
x(t) - x(tp)
A t (a;) -
t-to
M > 0 such that for all
Prove: (a) There exists supt^ io ||Af(a:)||0O <
Af|M|oo- (b) The unit ball of X is equicontinuous in tp. (c) X is finite
dimensional.

B, B\ be Banach spaces, X a normed linear space, T : B\-+ X

1 0 6 . Let
a 1-1 bounded linear operator, and S : B —> B\ a linear mapping such that
To S : B —» X is bounded. Prove that S is bounded.
107. Prove that the closed graph theorem implies the open mapping
theorem.

108. B be a Banach space, X a normed linear space, and T C

Let
B(B,X). Prove that G = {x € B : s u p ? ^ ||T(a:)||x < oo} is of first
category in B or coincides with B.

1 0 9 . (Principle of the Condensation of Singularities). Let B be a Ba­

nach space, { X m} normed linear spaces, and T™ : B ->■ X m, n = 1 , . . . ,
bounded linear operators. Suppose that for each m there exists xm G B
such that limsupn ||T^l (xrn)||xm = oo, m = 1 , ----- Prove that A = {x G B :
limsupn ||T™(x)||xm = oo, all m = 1 , . . . } is of second category in B.

110. B,B\ be Banach spaces and T : B -¥ B\ a bounded linear

Let
mapping. Prove: (a) If T is not onto but R(T) is dense in B\, then R{T) is
of first category in B\, but not nowhere dense in B\. (b) If T{B) is of the
second category in B\, T is onto.

111 . Give an example of a first category set in 1^(1), 1 < p < oo, which
is not nowhere dense.

112 . Let B be a Banach space and T : B —> C(I) a linear mapping

such that xn -¥ 0 in B implies T(xn) —> 0 pointwise in I. Prove that T is
bounded.
138 9. Normed Linear Spaces. Linear Operators

1 1 3 . Let £ be a Banach space and T : B —> B an injective compact

linear mapping. Prove that if B is infinite dimensional, T cannot be onto.
1,-62 be Banach spaces, X a normed linear space, and Ti :
1 1 4 . Let £
B\ -> X, T2 : £2 —t X continuous linear mappings with the property that
the equation T\(x) = T^iy) has exactly one solution y e £2 for each x € £ 1.
Prove that the mapping T : £1 — £2 defined by T(x) = y is linear and
continuous.

£ ,£ 1 be Banach spaces and T : B

1 1 5 . Let B\, S : B\ B* linear
mappings such that L{T(x)) = S{L)(x) for all x € £ , L £ B\. Prove that
S and T are bounded, with S = T*.
116. X be a linear space such that (X, || • ||) and ( X , || • ||i) are
Let
complete. Prove that the norms are equivalent iff ||a;n || —> 0 implies ||«n||i ->
0.
117. C{I) be endowed with a norm || • || so that ( C(I ), || • ||)
Let
is complete and if \\xn — x|| —> 0, a subsequence {xnk} of { a n} satisfies
limnfc xnk(t) = x(t) for t e l . Prove that || • || ~ || • ||oo-

118. Let X be a linear space equipped with two norms || • ||i and
|| • H2 such that (X, || • ||1) is a Banach space, and assume that the identity
mapping I : (X, || * ||i) —>■ (X, || • H2) is continuous. Further assume that, if
£ i ( 0 , r ) = {x € X : ||a||i < r } and £ 2( 0, 7-) = {x e X : ||x||2 < r } , there
exists r > 0 such that £ 2( 0,1 ) C £ i ( 0 , r ) + £ 2( 0,1 /2 ) . Prove that the two
norms are equivalent.

1 1 9 . Let (X , M , p) be a measure space, 1 < p, q < 00, and Y a subspace

ofLP{X) D Lq(X) that is closed in both LP{X) and Lg(X). Prove that the
IP and Lq norms are equivalent in Y.
120 . Let 2 < p < 00 and X a subspace of L p( [0 ,1]) that is closed in
L 1([0 ,1]). Prove: (a) If
p < 00, ( X , || • ||p) is isomorphic to a Hilbert space,
(b) If p = 00, X is finite dimensional.

121 . Let X be a subspace of ( C(I ), ||•||oo) that is closed relative to the

IP(I) norm for some 1 < p < 00. Prove: (a) ||x||p < Halloo for each x € X.
(b) X is closed in C(I). (c) There exists M such that ||a:||oo < M ||r||p for
all x € X. (d) For each t € [0,1], there is a function yt € Lq(I) such that
x(t) = JI yt(s)x(s)ds, all x e X. (e) If xn —^ x in IP(I), xn(t) -»• x{t) for
each t e l . (f) If {xn} C X and xn —k x in IP(I), then xn —t x in IP(I).
(g) X is finite dimensional.

122 . For x e tl , let ||z|| = 2| £ ~ = i xn\+ + n ~ X) W\- Prove

that || • || defines a norm inI1 that is equivalent to || • ||1.
Problems 139

1 2 3 . Prove that there exists a positive constant M such that if p(t) =

a o + a iiH ------- \-antn is a polynomial in [—1, 1] of degree < n, then |p(t)| dt
< M max{|p(i)| : t = 0 , 1 , . . . , n }.
1 2 4 . Let X, Y be Banach spaces and T = { T } linear operators T :
X - » Y such that swpTeT ||T(x)||y < oo for every x G X. Prove that
||x||7- = ||x||x + supTe 7- ||T(x)||y is a norm on X and that the following
statements are equivalent: (a) Each T G T is continuous, (b) ||•H7- ~ ||•||x-
(c) (X, || • H7-) is complete.

1 2 5 . Prove that (C(I ), || • ||p) is not a Banach space, 1 < p < 00.
1 2 6 . Prove the following statements: (a) If z is a sequence such that
Y2nynxn converges for each y G Co, then x G l 1. (b) If {xn} C then
Yjj yjx'j -> 0 for every y € Co iff supn ||zn ||i < 00 and limn xj = 0 for all j.
1 2 7 . Discuss the validity of the following statement: There is a slowest
rate of decay for the terms of an absolutely convergent series; that is, there
exists a sequence a G i1 with an > 0, all n, such that an|xn| < 00 iff
x G £°°.
128. Let X, Y be normed linear spaces and T : X -¥ Y a bounded
linear operator. Prove that the following statements are equivalent: (a)
K(T ) is a finite-dimensional subspace of X and R(T) is closed in Y. (b)
Every bounded sequence { x n} in X with {T(xn)} convergent in Y has a
convergent subsequence.

X = C ([ 0, 1], || • ||i) and B : X x X —*• R the bilinear func­

1 2 9 . Let
tional given byB{x, y) = Jq x(t)y(t) dt. Discuss the validity of the following
statements: (a) B is separately continuous, (b) B is jointly continuous.

1 3 0 . LetX, y , Z be Banach spaces and T : X x Y - » Z a separately

continuous bilinear mapping, i.e., for each fixed x G X and y G Y , T(x, •) :
Y Z and T ( - ,y ) : X —> Z are bounded linear mappings. Prove that
T is jointly continuous, i.e., for each (xo,yo) G X x Y , given e > 0, there
exists 6 > 0 such that max{||xo - z||x, ||yo - y||y} < S implies ||T(zo,yo) —
T(x,y)\\z <£■
X, Y be normed linear spaces and T : X —>Y a bounded linear
1 3 1 . Let
operator such that T -1 : R(T) - » X is well-defined. Discuss the validity of
the following statement: T “ 1 is bounded.

1 3 2 . Let X ,Y be linear spaces with d im (X ) = dim (Y ) = n and

T : X - * Y a linear mapping. Prove that T -1 is well-defined iff R(T) = Y.
1 3 3 . Let B , B\ be Banach spaces and T : B R{T) C B\ a bounded
linear operator. Prove that the following statements are equivalent: (a)
T -1 : R(T) B is bounded, (b) There exists a constant c > 0 such that
I I T ^ I I b ! > c ||z ||b for all x G B. (c) K(T) = { 0 } and R{T) is closed in B\.
140 9. Normed Linear Spaces. Linear Operators

X be a normed linear space and T : X —> X a bounded linear

1 3 4 . Let
operator. Prove that if there exists {xn} c D(T) such that ||xn || = 1 and
T(xn) —> 0, T does not have a bounded inverse.
135. Let B, Bi be Banach spaces and T : D(T ) C B —> B\ a closed
linear operator. Prove that if T is invertible, R(T) is closed in B\.
X be a linear space and T,S : X
1 3 6 . Let X linear mappings such
that TS + T + 1 = 0 and ST + T + 1 = 0. Prove that T -1 is well-defined.

137. X be a normed linear space and T , T\ : X —»• X bounded

Let
TT\ is
linear operators. Discuss the validity of the following statement: If
invertible, T and T\ are invertible.

X , Y be normed linear spaces and T : X —»• Y a linear mapping.

1 3 8 . Let
Prove: (a) If T has a unique left inverse S , then S = T~l. (b) If T is
bounded and onto and S is a bounded left inverse of T, T~1 is well-defined
and S = T~l.

139. B, B\ be Banach spaces and T : B —> B\ a bounded linear

Let
operator. Prove: (a)T is right-invertible iff T is onto and K (T ) is comple­
mented in B. (b) T is left-invertible iff T is 1-1 and R(T) is complemented
in B\.

X be a linear space and S,T : X -¥ X linear mappings. Prove:

1 4 0 . Let
(a) If I — TS is 1-1, I — ST is 1-1. (b) If I — TS is surjective, I — ST is
surjective, (c) I —TS is invertible iff I — ST is invertible.

1 4 1 . Let X be a normed linear space and T : I - > i a linear mapping

with I —T invertible. Prove that T is closed.
X, Y be normed linear spaces and T : X —> Y a closed linear
1 4 2 . Let
operator such thatT~l : R(T) —>•X is well-defined. Prove: (a) T -1 is closed.
(b) If X, Y are Banach spaces and R(T) = Y, then T -1 is continuous.

143. B be a Banach space, T : B - * B a linear operator such

Let
that ||T(x)|| > c||x|| for all x G B, and L a bounded linear functional on
B. Prove that there exists a bounded linear functional i on B such that
L(x) = £(T(x)) for all x € B.
1 4 4 . Let X be a linear space and T : X —> X a linear mapping that
satisfies the polynomial relation J2n=o cnTn = 0, with c$ / 0. Prove that
T~l exists.
145. Let P : B - » B be a bounded mapping that satisfies P2 = P,
P ^ 0, / . Given A € C with |A| < 1, compute (AI —P ) - 1 .
X be a linear space and T : X
1 4 6 . Let X a linear operator such
that T / TN = 0 for some integer N > 1. Prove that for a scalar
0 but
A ^ 0, (T - X I )-1 = - Y^n=o A -(n+ 1)T n.
Problems 141

B be a Banach space, T : B ^ B a bounded linear operator

1 4 7 . Let
with ||T|| < 1, and Sn = X )fc=o^> n — 1- Prove that { 5 n} is a Cauchy
sequence in B(B) and find its limit.

B be a Banach space and T € B(X) with ||T|| < 1. Prove that

1 4 8 . Let
the sequence {Pn} given by Pn = (I + T)(I + T2)(I + T 4) •••(/ + T 2" ) has
a limit and find it.

149. Let B be a Banach space and T : B —> B a bounded linear

1, T is invertible.
operator. Prove that if ||/ — T|| <

150. B be a Banach space and T : B

Let B a bounded linear
operator. Prove there exists R > 0 such that rl —T is invertible for |r| > R
and find a bound for ||(rJ — T ) - 1 ||.

1 5 1 . LetB be a Banach space and T : B B a bounded, invertible,

linear operator. Prove that if S : B —t B is a bounded linear mapping
satisfying ||T-1 ||-1 ||T — <S|| < 1, then S is invertible and ||5-1 — T - 1 || <
||T-'|p||T-S||/(l-||T-‘ ||||r-S||).
152. LetB be a Banach space and Tn, T : B —» B bounded linear
operators with T invertible. Prove: (a) If ||Tn —T|| —> 0, the Tn are invertible
for n large enough, (b) If ||Tn(x) — T(x)|| —>• 0 for all x € B, it does not
follow that Tn is invertible for any n.

1 5 3 . Let 5 be a Banach space and T :B B a bounded, invertible,

linear operator. Prove that ifS : B —t B is a bounded linear mapping
satisfying ||ST- 11| < 1, then T —S is invertible and

OO

k=1

1 5 4 . LetB be a Banach space, T : B —> B a bounded invertible linear

operator, and S : B —$ B a bounded linear operator. Let </>(T) = T -1
denote the inversion mapping on B(B). Prove: (a) T + tS is invertible for t
sufficiently small, (b) limt-,.0 <t>(T+ tS) = <fi(T) in B(B). (c) +
tS) —<t>(T))/t exists in B, and find it.
1 5 5 . Construct a normed linear space X and a bounded linear operator
T : X -)• X with ||T|| < 1 such that the equation x —T(x) = y has no
solution for some y G X.

B be a Banach space and T : B —¥ B a bounded linear operator

1 5 6 . Let
x —T(x) = y has a unique solution
with ||T|| < 1. Prove that the equation
x € B for every y G B that depends continuously on y.
157. LetT be a linear mapping from sequences into sequences given
by T (e i) = 0 and T(e^) = 2ek-i for k > 1. Consider the equation y =
142 9. Normed Linear Spaces. Linear Operators

AT(x) + z , where z £ i2 and A is a scalar. For what values of A can the

equation be solved in £2?
158. X be a normed linear space and T : X
Let X a compact
linear operator such that the equation x — T ( x) = y is solvable for every
y € X. Prove: (a) The equation has a solution of minimal norm, (b) If
a: is a solution of minimal norm, there exists a constant c > 0 such that

INI < 4v l
1 5 9 . Let X be a normed linear space and T : X —> X a compact linear
operator. Prove that, given y G X, the equation x —T(x) = y has a solution
iff L(y) = 0 for every linear functional L e i * which is a solution of the
homogenous equation (I —T)*(L) = 0.
X be a normed linear space and T : X
1 6 0 . Let X a compact linear
operator. Prove thatL —T*(L) = £ is solvable for all l € X* iff £(x) = 0 for
every x e l such that x —T(x) = 0.

161. X be a normed linear space and T : X - * X a compact

Let
linear operator. Prove that x — T(x) = y is solvable for every y € X iff the
homogenous equation x — T(x) = 0 has only the trivial solution x = 0. In
this case the solution is unique and I —T has a bounded inverse.

X be a separable Banach space and T : X - » X a bounded

1 6 2 . Let
linear operator. Prove that if B is the closed unit ball of X, T(B ) is closed.

B be a Banach space and T : B —>■B a bounded linear operator

1 6 3 . Let
which is 1-1 and has closed range. Prove that there exists e > 0 such that
for every linear mapping S with 11511 < e, T + S is 1-1 and has closed range.

164. { z G C : |;z| < 1} be the closed unit disk in the

Let Z) =
complex plane and X = C(D ) the Banach space of continuous complex­
valued functions on D equipped with the sup norm. Consider the operator
A : C(D) —>• C(D) defined by Af(z) = z3f(z). Find K(A) and prove that
i?(^4) is not closed.

X = L 2( [ 0 ,1]), k(t,s) = m in {i,s } , 0 < s,t < 1, and T : X - »

1 6 5 . Let
X given by Tx(t) = fo k(t, s)x(s) ds. (a) Find R(T), compute T - 1 , and
explain why T _1 is self-adjoint, (b) Discuss the validity of the following
statement: The integral equation x = y + 2T(x) has a unique positive
solution x for each positive continuous function y € X.

166. X, Y be Banach spaces, T : X -¥ Y a continuous linear

Let
mapping, and T : X/K(T) —> R(T) the operator defined in Problem 21.
Prove that the following are equivalent: (a) R(T) is closed, (b) T is an
isomorphism, (c) There is a constant M such that, for all a; € X , there
exists x' G X with T{x') = T(a:) and ¡x'H x < -^l|r(a;)||y. (d) There is a
Problems 143

constantr > 0 such that T(Bx( 0 ,1 ) ) D BR^(0,r). (e) T(U) is open in Y

whenever U is an open subset of X (i.e., T is an open mapping).

167. X ,Y be Banach spaces and T : X

Let Y a bounded linear
operator. Prove that R(T) is closed in Y iff there is a constant c such that
d(x,K(T)) < c\\T(x)\\Y, all x e D(T).
T G B(X,Y). Prove that if T maps bounded closed sets in X
1 6 8 . Let
onto closed sets in Y, then R(T) is closed.

B,B\ be Banach spaces and T : B —>■ B\ a continuous linear

1 6 9 . Let
S : B \ -t B
mapping. Prove that if there exists a continuous linear mapping
such that T o S = Ibi , the identity on Bi, then T is open.

X be a Banach space, Y a normed linear space, and T : X

1 7 0 . Let
Y a bounded linear operator. Prove that if for some e < 1 and r > 0,
T(Bx{0, r)) contains an e-net for B y (0, 1), then T(Bx(0,R)) D B y (0 ,1 )
for some R > 0.

1 7 1 . Prove that the mapping T : L 1([l,o o )) —> L 1([l, oo)) given by

Tx(t) = t~1x(t) is bounded, but not open.
1 7 2 . Let X ,Y be Banach spaces and U = {T € B(X,Y) : T*(Y*) =
X * } . Prove that U is open to B(X,Y).

X, Y be normed linear spaces, T : X

1 7 3 . Let Y a bounded linear
mapping, and T* :Y* -¥ X* its adjoint. Prove: (a) T* is surjective iff T is
injective and T -1 is bounded, (b) If X is reflexive, T is 1-1 iff R(T*) = X*.

X be a normed linear space and T : X - » X a bounded linear

1 7 4 . Let
operator that is onto. Prove that there exists e > 0 such that T + S is onto
provided that ||5|| < e.

1 7 5 . Let X, Y be Banach spaces and T : X —> Y a surjective bounded

linear mapping. Prove that T* :Y* - » R(T*) C X* is an isomorphism.
176. Let X be a normed linear space, Y C X a subspace of X, and
I :Y X the inclusion operator. Describe I* : X* —> Y*.
X be a normed linear space and T : X
1 7 7 . Let X a densely defined
linear operator. Prove that T* is closed.

1 7 8 . Discuss the validity of the following statements: T : X —> X is an

isometry, i.e., a norm-preserving bijection, in a normed linear space X if:
(a) ||T|| = 1. (b ) ||r|| < 1 and IIT - 11| < 1.

179. X, Y be Banach spaces and T : X —> Y a bounded linear

Let
operator. Prove that T is an isometry iff T* :Y* X* is an isometry.
180. Let B ,B i be Banach spaces and T : B -»• B\ a bounded linear
operator with R(T) closed. Prove that R(T*) is closed.
144 9. Normed Linear Spaces. Linear Operators

181. X, Y be Banach spaces and T,S : X —> Y bounded linear

Let
operators with R(T) c R(S). Prove there exists M > 0 such that for all
i € Y \ ||T*(*)IU* < M | | S *(*)| U *.
X, Y, Z be Banach spaces and T : Y —> Z a linear, continuous,
1 8 2 . Let
injective mapping. Prove: (a) Let S : X —> Y be linear. If TS : X —> Z is
continuous, S is also continuous, (b) Let C : X —>■ Z be linear, continuous.
If R(C) C R(T), there is a continuous linear operator S : X - > Y such that
C + TS = 0 : X -)• Z. (c) Let S : X —y X for X = L 2(D), for a bounded
region il C Rm. If S(x) is continuous on il when x € X is continuous and
bounded, then S(x) is a continuous function for every x G X.

183. X be a Banach space. W e say that a sequence {xn} c X

Let
is a Schauder basis for X if for each x € X there exist unique scalars
An = An (a;) such that x = J2n An£n, where the series converges in X. (a)
Is every Schauder basis a Hamel basis? Prove: (b) {e n} is a Schauder basis
for co- (c) If / i = e i / 2, / n = en/2 - en- i , for n > 2, then { / „ } is linearly
independent. Is it a Schauder basis for co? (d) If e = ( 1 , 1 , . . . ) , e, e\,. . . is
a Schauder basis for c.

1 8 4 . Let X be a normed linear space with a Schauder basis. Prove that

X is separable.
1 8 5 . Let X be a Banach space, {xn} a Schauder basis for X, and
Pn(x) = ]Cfe=i Ak%k where x = XkXk is the unique expansion of x. Prove
that ||a;||i = supn ||Pn(a:)|| is a norm on X equivalent to || • || and ( X , || • ||i)
is a Banach space.

186. Discuss the validity of the following statement: If X is a Ba­

nach space with separable dual and { x n} a Schauder basis for X, then the
biorthogonal functionals {x* } constructed in Problem 8.97 are a Schauder
basis for X*.
1 8 7 . Let {a:fc} be a Schauder basis for a Banach space B and Ln the
n-th coordinate functional, i.e., ifx = X^fcAfc^fe) then Ln(x) = An, all n.
Prove that Ln is a continuous linear functional and there is a constant M
such that 1 < Iknll l|L„|| < M , n = 1 , 2 , ___ In particular, if infn ||®»|| > 0,
then supn ||Ln|| < oo.

B,B\ be Banach spaces and {xn}, {yn} Schauder bases for B

1 8 8 . Let
and Bi, respectively. Prove that the following statements are equivalent: (a)
There exists a continuous linear bijection T : B —> B\ such that T(xn) = yn
for all n. (b) Given scalars {An} , Xnxn converges in B iff J^n Anyn
converges in B\.

X = C'1(J) denote the linear space of differentiable functions

1 8 9 . Let
x(t) with a continuous derivative xf(t), for 0 < t < 1 (one-sided at the
endpoints??), (a) Prove that ||x|| = maxie/ |x(i)| + maxie/ |a;'(i)|, x € X,
Problems 145

defines a norm on X and that X = (X , || • ||) is a Banach space, (b) Let

{en} be a Schauder basis for C(I). Prove that {bn} given by bi(t) = 1 and
bn{t) = fo en-i(s) ds, n > 1, t G I, is a Schauder basis for X.
190. Given an infinite-dimensional Banach space B with a Schauder
basis, construct a nonclosable densely defined linear mapping T : D(T) C
B B.
191. X be a closed subspace of a Banach space B. Prove that the
Let
P : B —►X
following are equivalent: (a) There exists a bounded projection
onto X. (b) For every Banach space Y, every operator To G B(X, Y ) admits
an extension to an operator T G B(B, Y).

B be a Banach space. Prove that there exists a bounded linear

1 9 2 . Let
mapping P : B*** -»• B*** such that P2 = P, ||P|| = 1, R(P) = B*, and
P\b * = Ib *•
1 9 3 . Let B be a Banach space that is not reflexive and T : B B a
bounded linear operator that is 1-1. Discuss the validity of the following
statement: The adjoint T* of T is 1-1.
1 9 4 . Let X be a normed linear space, M a closed subspace of X, and
7r* : (X/M)* —> X* the adjoint of the canonical map 7r : X - » X /M . Identify
* (» * )•
195. Let X, Y be Banach spaces and T : X Y a bounded linear
operator with R(T) closed in Y. Prove: (a) R(T*) = T '(T )-L. (b) K(T*) ~
(Y/R(T)r.
1 9 6 . Let X be a Banach space, Y a normed linear space, and T : X —t Y
a bounded linear mapping. Prove that T is open iff ciKiiy* < i m o i u - ^
all l G Y*.
X, Y be Banach spaces, T : X —* Y a bounded linear operator,
1 9 7 . Let
and T* : Y* —> X* its adjoint. Prove: (a) T is an isomorphic embedding
iff T* is an isomorphism, (b) T is an isomorphism iff T* is an isomorphic
embedding.
 Chapter 10

Hilbert Spaces

In this chapter we consider linear spaces X over the field R or C which

is specified as necessary. By an inner product on X we mean a scalar-valued
function ( y ) o n l x l such that: (a) (x, x) > 0 for all x G X and {x, x) = 0
iff x = 0, (b) (a:, y) = (y , x) for all x, y € X, and (c) (•, •) is linear in the first
variable, i.e., (Xx + y,z ) = A (x,z) + (y, z) for all x,y,z € X and scalar A.
Thus, the inner product is skew symmetric, or Hermitian, and satisfies the
Cauchy-Schwarz inequality, i.e., |(x, y)\ < (x, x)(y, y) for all x,y € X.
Now, the expression ||x|| = (x, x ) 1/ 2 is a norm and we say that X is a
Hilbert space if X, endowed with this norm, is complete. Also, there is a
relation between the inner product and the norm known as the “polarization
identity” . Specifically, 4 ( x , y) = ||x +y ||2 — ||x — y\\2 in a real inner product
space, and 4 (x,y) = ||x + y\\2 - \\x - y\\2 - *(||x + iy ||2 - ||x - iy\\2) in a
complex space.
If x , y e X, an inner product space, then ||x + y\\2 + ||x - y\\2 = 2||x||2 +
2 ||y||2, i.e., the “parallelogram law” holds. A normed linear space X is an
inner product space iff the parallelogram law holds and, then, the unique
inner product that induces the norm is given by the polarization identity.
An important notion in an inner product space is that of orthogonality.
y 6 X are orthogonal, and write x i . y, if (x, y) = 0. Then the
W e say that x,
Pythagorean theorem holds: If { x n}^=1 are pairwise orthogonal elements of
X, IIEiLi*«ll2= E iL l IMP-
An interesting question is to decide whether, given a subset M of a
Hilbert space H and x ^ M , there exists y € H such that d(x,H) =
inf{||x' — x|| : x ' € H} = ||x — 2/||, in other words, whether a perpendicular
can be dropped from x to M . Simple examples in R 2 when M is an open

147
148 10. Hilbert Spaces

segment or an arc show that there may exist no y € M which satisfies this
relation, or that there may exist infinitely many such y. In a Hilbert space
M be a nonempty, complete, convex subset
we have the following result: Let
of a Hilbert space H. Then, for every x € X, there exists a unique y € M
such that d(x, M) = ||£ — y||.
Then there is the projection theorem. For x G X, let £-*- = {y € X :
(,x,y) = 0 } and, i f M c I , let M ± = {y € X : y J. x for all x G M } ;
£-*• and M 1- are closed subspaces of X. Now, if H is a Hilbert space and
M a closed subspace of H, every x € i f can be expressed as x = x i + X2 ,
where x\ € M and £2 € M L. Furthermore, the representation is unique and
IMI2 = llx i ||2 + llx 2||2- The mappings P : X M and Q : X —¥ M -*• given
by P(x) = x\ and Q(x) = £2 are linear projections and represent the nearest
points to £ in M and M 1 , respectively. Moreover, ( P(x),y ) = (x,P(y )) for
all £ , y € H. Projections that verify this property are called orthogonal.
That Hilbert spaces are reflexive follows from the Frechet-Riesz repre­
sentation theorem which states that, if L is a continuous linear functional
on a Hilbert space H, there exists a unique xl G H with ||£l || = ||L|| such
that L(x) = {x , xl ) for all x € H.
W e say that { £ a }aeA is an orthogonal system (OS) in an inner product
space X if xa -L xp = 0 for all a ^ /3 in A. A n OS is said to be an
orthonormal system (ONS) if ||£a || = 1 for all a e A. Now, if { £ a } is an
ONS, Bessel’s inequality holds, i.e., XlaeA K^)33«)!2 < INI 2 f ° r all x € X.
The (x, xa) are called the Fourier coefficients of x with respect to {£<*} and,
in particular, Bessel’s inequality implies that for each x € X all but at most
countably many of the Fourier coefficients of x with respect to the ONS
{£<*} vanish.
W e say that an O NS {£<*} in a Hilbert space H is maximal, or com­
plete, and we call it an orthonormal basis (O N B ), if no nonzero element
can be added to it so that the resulting collection of elements is still an
ONS in i f ; by Zorn’s lemma a maximal ONS in H always exists. For an
ONS {£<*} in a Hilbert space H the following properties are equivalent: (i)
{xa} is maximal in H. (ii) s p {£ a } , i.e., the collection of all finite linear
combinations of the xa, is dense in H. (iii) (Plancherel’s equality) Equality
holds in Bessel’s inequality, i.e., ||£||2 = S a e A £ a )|2 for all £ € i f . (iv)
(Parseval’s equation) For all x,y € i f , (x,y) — S a e A {xixa)(y,ya)-
W e say that a densely defined linear operator T : D(T) c i f —» i f is
symmetric if (T(x),y) = (x,T(y )) for all x,y € D(T). Recall that, given
T € B(H), T* € B{H), the adjoint of T , satisfies (x,T(y)) = (T*(x),y) for
all £ ,y € i f . Furthermore, T* is unique and ||T*|| = ||T||. W e say that an
operator T is self-adjoint if D(T*) = D(T) and T = T*. The condition for
a linear operator to be self-adjoint is stronger than to be symmetric: For a
10. Hilbert Spaces 149

symmetric operator T, D(T*) D D(T) and T*|D(T) coincides with T, i.e., T*

T . Now, when T is densely defined, D(T*) is the maximal
is an extension of
subspace of H for which T* is defined, i.e., D(T*) = {y e H : there exists
T*(y) in H such that (T(x),y ) = (x,T*(y)) whenever x e D(T)}.
Also, we say that a bounded linear operator T : H —> H is of finite rank
if R(T) is finite dimensional.
A bilinear, or sesquilinear, mapping <f>: H x H C is one that is linear
in the first variable and conjugate linear in the second variable, i.e., such
that <f>{Xx + x' , y) = A<j>(x, y) + cj){x', y), 4>(x, py + y') = Ji<f>(x, y) + </>(x, y').
A s is the case for an inner product, <j>satisfies the Cauchy-Schwarz inequal­
ity \4>(x,y)\ < x)\l/ 2\4>{y, y)|1//2. Finally, we say that </> is bounded if
| #c,y )| < c||x|| ||y|| for all x , y e H .

The problems in this chapter deal with the closely related concepts of
inner product and Hilbert spaces; in fact, by Problem 12 the completion of
the former is the latter. Now, closed and bounded subsets of Hilbert spaces
have some interesting properties: by Problems 2 2 -2 3 they do not necessarily
have an element of smallest or largest norm. Also, by Problem 21 there is
a separable Hilbert space such that the cardinality of an O N B and that
of a Hamel basis in the space are different. And, by Problem 33, given a
dense subspace M of a separable Hilbert space, there is an O N B consisting
of elements in M. Problems 5 2 -5 3 prove that an ONS sufficiently close to
an O N B is itself an O NB.
Problems 3 5-38 deal with the Riesz-Frechet representation theorem and
its proof. Along similar lines, Problems 3 8 -4 1 deal with the Hahn-Banach
theorem.
Given a subspace M of a Hilbert space, properties of M 1- are discussed
in Problems 6 0-68 , and applications of this concept are given in Problems
7 0-73 . The notion of projection is explored in Problems 7 5-89 ; Problem 93
considers when a projection is compact.
Problems 9 5 -1 0 7 discuss properties of weak convergence; for instance,
given a 27r-periodic function x € L2([0 , 27r]), if xn(t) = x{nt), n = 1 , 2 , . . . ,
Problem 104 proves that {xn} converges weakly in L 2([0, 27t]) and identifies
its limit.
Hilbert-Schmidt operators are introduced in Problem 122 and isometries
are considered in Problems 124-128. Finite rank operators are discussed in
Problems 129-131. Problem 132 establishes that compact operators are the
uniform limit of finite rank operators; compact operators are considered in
Problems 133-140.
T* of a linear mapping T are given in Problems
Properties of the adjoint
145-148 and Problems 151-153. D(T*), the domain of T*, is characterized
150 10. Hilbert Spaces

in Problem 155 and Problem 154 gives an instance when D(T*) = { 0 } . Sym­
metrie operators are covered in Problems 156-161, and bilinear mappings
in Problems 172-175.

Problems

1. Let (X , || • II) be a normed linear space that satisfies ||x + y||2 +

II# — y||2 < 2||x||2 + 2||y||2 for all x , y € X. Prove that X is an inner product
space.

2 . Let (X , || • ||) be a normed linear space of dimension greater than 2.

Prove that X is an inner product space iff the two-dimensional subspaces of
X are inner product spaces.
3. Discuss the validity of the following statement: If X is an inner
product space and x,y in X satisfy ||x + y||2 = ||x||2 + ||y||2, then x and y
are orthogonal.

4 . Let X be an inner product space. Prove that the following statements

are equivalent: (a) x _L y. (b) ||x + y||2 = ||x||2 + ||y||2 and ||x + iy ||2 =
|M|2 + IMI2 for all x , y € X . (c) ||x + 2/|| = ||x - y\\ and ||x + iy\\ = ||x- iy\\
for all x, y G X

5 . Let X be an inner product space. Given nonzero x,y in X, prove

that the following statements are equivalent: (a) x ± y. (b) For all scalars
A, ||x + A2/|| = ||x — A2/||. ( c) For all scalars A, ||x + A2/H > ||x||.

6 . Recall that in a normed linear spaceX, x € X is said to be orthogonal

to a subspace Y of X if d(x,Y) = ||x||. Let X be an inner product space.
Prove that (x, y) = 0 iff x is orthogonal to the subspace Y = s p { 2/} .

7. x,y be nonzero elements of an inner product space X. Prove

Let
that |(x,2/)| = ||x|| ||2/|| iff x = Xy for some scalar A.

8 . Let x,y,z be nonzero elements of an inner product space X. Prove

that ||x — 2/|| + ||2/ — ¿11 = ||® — z\\ iff
y = Ax + (1 — A)z for some scalar A
between 0 and 1.

9. Let X be an inner product space and xo € X. Find x G X with

||x|| = 1 that is closest to xo, i.e., so that ||x — xo||2 is minimized. W h at is
the distance from x to xo?

B a Banach space, and T : H —v B an

1 0 . Let i f be a Hilbert space,
isometric linear isomorphism. Prove that B is a Hilbert space.
Problems 151

1 1 . Let A be a real sequence with 0 < A*, < 1, all k. On £2 define the
inner product (x,y) i = ^kXkVk- Discuss the validity of the following
statement: X = (£2, (•, -)i) is a Hilbert space.
1 2 . Let X be an inner product space and X the completion of X. Prove
that the inner product on X x X can be extended to X x X, and so X is a
Hilbert space.

1 3 . Discuss the validity of the following statements: (a) Equipped with

II • ||oo) C([0 , 1]) is a Hilbert space, (b) Equipped with || • ||p , £p,p ^ 2, is a
Hilbert space.

14. Let i f be a Hilbert space and M a closed subspace of H. Prove

that H /M is a Hilbert space.
15. B be a Banach space. Discuss the validity of the following
Let
statements: (a) If B is isomorphic to a Hilbert space H, then B is a Hilbert
space, (b) If there exist a Hilbert space H and a bounded linear operator
T : H —>• B which is onto, then B is linearly homeomorphic to a Hilbert
space, (c) If B is isomorphic to B * , then B is isomorphic to a Hilbert space.

1 6 . Given x, y in a complex inner product space X, prove that (x, y) =

(2 tt) -1 fa* ||x + eity\\2 eitdt.

1 7 . Let X be an inner product space and x 1, . . . , a;100 unit vectors in

X such that |(a;n,a:m)| = 1 /1 0 for all n ^ m. Find a sharp estimate for
11^1 -------har100||.
1 8 . Let {xn} be an unbounded sequence in a Hilbert space H. Prove
that {(xn,x)} is unbounded for some x G H.
1 9 . LetH be a Hilbert space, (a) Construct a sequence {xn} c H that
is summable but not absolutely summable. Suppose further that Y2n ||xn || <
oo. Prove: (b) xn converges to some x € H with 11*11 < E J M - (c) If
H is infinite dimensional, the ratio ( £ ) n ||xn||)/||x|| may be unbounded, (d)
If H is finite dimensional and { x n} is an O NS in H , then II^ID /IM I <
y^diin(H) and this bound is achieved.

20. Let {en} be an ONS in a Hilbert space H. Prove that E n ^ « e”

converges unconditionally for every A € £2. Is this condition necessary for
convergence?

21. Give an example of a separable Hilbert space H such that the

cardinality of an O N B and that of a Hamel basis of H are different.
22. Let {e n} be an O N B for a Hilbert space H and X = {x 6 H :
]T)n( l + l / n ) 2|(en,x)|2 < 1 }. Prove that X is a closed, bounded, convex
subset of H with no element of largest norm.
152 10. Hilbert Spaces

2 3 . Let {en} be an O N B for a Hilbert space H and X = {x e H : x =

(1 + 1 /n ) en, n = 1 , 2 , . . . } . Prove that X is closed and bounded in i f , with
no element of smallest norm.

24. Let i f be a nonempty, closed, convex subset of a Hilbert space

H, and given x G H, let xk denote the unique element in K such that
d(x,K ) = ||m — x k II- Prove: (a) xk is characterized by the variational
inequality: $R(x — x k , y — x k ) < 0 for all y € K. (b) Given x, y € i f ,
||xk —Vk \\< ||r — y||. (c) K has a unique element of smallest norm.
25. H be a Hilbert space. Discuss the validity of the following
Let
statement: If {Kn} is a decreasing sequence of nonempty, bounded, closed
convex sets in H, f"|n Kn ± 0.

2 6 . Let i f be a real Hilbert space, L a bounded linear functional on

H, and K a nonempty closed convex subset of H. Consider the question
of minimizing J ( x) = ||r||2/2 + L(x), x € K. Prove that there is a unique
x0 e K such that J{xo) = inf^g^ J(x).
K be a closed convex subset of a Hilbert space H and {xn}
2 7 . Let C K
such that xn —kx in H. Prove that x G K.

28. Let i f be a separable infinite-dimensional Hilbert space and p a

translation invariant measure such that balls are measurable and p is finite
on finite balls. Prove that p is identically 0.
29. Let i f be an infinite-dimensional separable Hilbert space. Prove
that i f is isometrically isomorphic to the Hilbert space H <gi H equipped
with the norm \\(x,y)\\HxH = (\\x\\2
H + ||y||^)1/2 for (x,y) <= i f <8» i f .
3 0 . Let i f be a Hilbert space. Prove that i f is separable iff every O NB
for i f is at most countable, and for this it suffices that one such basis is
countable.

3 1 . Prove that if a Hilbert space i f has a countable O N B , X ~ i 2.

3 2 . Construct an ONS of polynomials {pn} , n = 0 , 1 , . . . , in real L 2(i)
where po(t) = 1 and pn(t) is a polynomial of degree n with positive leading
coefficient for each n > 1. Furthermore, prove that the sequence is unique
and an O N B for L 2(f).

3 3 . Let M be a dense subspace of a separable Hilbert space i f . Prove

that i f has an O N B consisting of elements in M.
34. Given an O N B {e n} for a Hilbert space i f , let xn = e<in> Un =
Vl —4~n e2n + 2 ~ne2n-i, n > 1, and set X = s p fa q ,. . . , xn, . . . } and Y =
s p { y i ,. . . ,y n, . . . } . Prove: (a) { x n} and { yn} are O N S’s in i f , X n y = { 0 } ,
and X + y = i f . (b) v = 'tn=o 2_n e2n+i € H \ ( X + Y) and X + Y is not
closed in i f .
Problems 153

L is a continuous
3 5 . Discuss the validity of the following statement: If
linear functional in an inner product space X, there exists xl g X such that
L(x) = (x ,x i ) for all x € X.
3 6 . Let H be a separable Hilbert space and L a bounded linear func­
tional on H. Using the fact that H has a countable O N B , give an elementary
proof of the Riesz-Frechet representation theorem. Specifically, prove that
there is a unique x l G H such that ||L|| = ||x l || and L(x) = (x , x l ) for all
x€H.
37. Give a proof of the Riesz-Frechet representation theorem using
elementary properties of kernels of linear functionals.

3 8 . Let X be an inner product space. Prove that if every continuous

linear functional L on X can be represented as L(x) = ( x , x l ) with x l G X,
X is complete.
H be a Hilbert space. Prove the following form of the Hahn-
3 9 . Let
Banach theorem: If A , B are disjoint convex subsets of H with A compact
and B closed, there exists a hyperplane that separates A and B.

4 0 . LetX be a closed subspace of a Hilbert space H and £ a bounded

linear functional on X. W ithout recourse to a Hahn-Banach theorem prove
there exists a unique linear functional L on H such that L\x = £ and
l|£|| = №
H be a Hilbert space, X a closed subspace of H, and £ a bounded
4 1 . Let
linear functional onX. Prove that if P : H —¥ X denotes the orthogonal
projection onto X, then the functional L on H given by L(x) = £(P(x)) is
the unique extension of l to H.

H. Is there a bounded linear

4 2 . Let {e n} be an O N B for a Hilbert space
functional L on H such that: (a) L(en) = 1 /n for all n? (b) L(en) = 1/y/n
for all n?

g be an L 2(Rn) continuous function such that g(x) 0 for a.e.

4 3 . Let
x G Rn. Discuss the validity of the following statement: V = sp{g(x)elx'^ :
£ G Mn} is dense in L 2(Rn).

4 4 . Let / G L 2(Rn) be such that / ( £ ) ^ 0 for a.e. £ G R n> where /( £ )

denotes the Fourier transform of / . Discuss the validity of the following
statement: The translates of / span L 2(R ra).

4 5 . Let / GL1 (M.n) \ L2 (M.n ). Prove that there is an O N B {<pn} for

L2 (Rn) consisting of continuous functions such that fRN f(x)<fn(x) dx = 0
for all n.
46. Let i f be a Hilbert space and L\ ^ L2 nonzero bounded linear
functionals on H such that if x G H satisfies |Iu(:r)| = ||Lill IMI> then
£ 2(2 ) = 0. Prove that if x G H satisfies \L,2 (x)\ = HL2II IMI> then -^i(x ) = 0-
154 10. Hilbert Spaces

4 7 . Let A i ,. . . , An be nonzero complex numbers and { Xk} an ONS in

[0, 27t] . Discuss the validity of the following statement: For some t € [0,1],
11 —X)fc=l xk(t)|— 1-
4 8 . Let H be a Hilbert space. Prove: (a) If ||xn ||, ||yn || < 1 and
(xn,yn) ->■ 1, then \\xn - yn || -»• 0. (b) If {xn},x are such that ||a:n || =
||a:|| = 1 and |1 — (a:n,x)| < 1 /n , then {xn} is not an O N B for H.

4 9 . Let {e n} be an O N B for L 2([0 ,1]). Extend each en to R by making

it zero outside [0,1], and for each integer k define en^(x) = en(x —k), the
translate of en by k. Prove that {en>k} is an O N B for L 2(R).
H such
5 0 . Construct an infinite ONS { / n} in a separable Hilbert space
x €E H. Also show that although
that Bessel’s inequality is strict for some
Y%Li(x>fn)fn converges in H, it does not converge necessarily to x.
5 1 . Let {e n} be an O N B for a Hilbert space H. Discuss the validity of
the following statements: (a) If yn = e\ H--------ben+ i, n > 1, {yn} is complete
in £2. (b) If zn = ei H-------- hen — n > 1, {zn} is complete in l2.
5 2 . Let {en} be an O N B for a Hilbert space H and { / „ } C H an ONS
in H such that ||en —f n \\2 < 1. Prove that { / „ } is an O N B for H.

5 3 . Let {e n} be an O N B for a Hilbert space H and { / „ } an ONS in H

such that Y^n IIen ~ /n||2 < ° ° • Prove that { / n} is an O N B for H.
54. Let H be a Hilbert space, {e n} an O N B for H, and fn =
(n2 + n ) - 1/2 S = 1 tk — nen+ i), n = 1 , 2 , ___ Prove that { / n} is an O N B
for H.
Let {en} be an O N B for a Hilbert space H and {fn} c H such
55.
that Y n \\en ~ fn\\2 < s2 < oo. Let T : H -> H be the linear mapping
defined initially by T(en) = fn and extended to H by linearity, (a) Prove
that if s < 1, ||I —T|| < s, and T is bounded and invertible, (b) Give an
example of { / „ } of norm 1 with dense span in H which does not satisfy
Y n llen — /nil2 < oo and such that the corresponding operator T does not
have closed range.

56. Let H be a Hilbert space.

W e say that {ua}aeA C H is sta­
ble if there are constants 0 < m < M < oo such that m YaeA l^a|2 <
II YaeA^o. Wall2 < MYaeA |Aa|2 for all {Aa} € i 2 {A). Prove: (a) Stability
implies linear independence, (b) If the normalized vectors {u o }ae4 satisfy
r}2 = Yaiib\(ua>ub}\2 < 1) then {u 0} a6j4 is stable, (c) Let {en} be an ONS
in H and define un = (en + en+i ) /2 . Is {un} stable?

57. Prove that the unit ball of an infinite-dimensional Hilbert space

contains infinitely many pairwise disjoint translates of a ball of radius 1 /4 .
Problems 155

H be a separable infinite-dimensional Hilbert space. Prove that

5 8 . Let
there are closed linear subspaces {-Xt}te[o,i] of H such that Xs £ Xt for
0 < s < t < 1.

59. Let M , N be orthogonal closed subspaces of a Hilbert space H.

Prove that M + N is closed.
60. X = £q equipped with the usual £2 inner product and M =
Let
{x € X : J2nxn = 0 }- Characterize M and M 1 . Do the same for M i =
{x G X : £ n x „ /n = 0 } and M 2 = {x G X : J2nxn/V^ = ° } -

6 1 . Let H be a Hilbert space. Prove: (a) If M C H , M 1- — M X . (b) If

X = M is a closed subspace of H, M = M . (c) If X is a subspace of H,
X x± = X. (d) If X is a subspace of H , X = H iff X L = { 0 } .
6 2 . Let M be a subspace of a Hilbert space H. Discuss the validity of
the following statement: H= M ® M
63. N be closed subspaces of a Hilbert space H. Prove: (a)
Let M ,
( M + N )1 = M ± n N^-. (b) ( M n N ) 1 = M- L + JV-k

6 4 . Let H be a Hilbert space and M , N subspaces of H such that

H = M + N and M L N. Prove that N = M 2-.
6 5 . In real L 2([—1,1]) consider M = s p { l, i 2, t4, . . . } . Is M closed? Give
an explicit description of the orthogonal projections onto M 1- and M-*"*-.
6 6 . Let X = (C'([—1,1]), || • H2) and consider M = {x € X : x(t) = 0
for t > 0 }. Prove that M is a subspace of X, describe M 1 , and discuss the
validity of the following statement: If x € X, x can be written uniquely as
x = y + z with y € M and z € M^.
67. Let X be an inner product space, { x i , . . . , x n} C X, and Y =
s p { x i ,. . . , xn}. Identify Y -K

6 8 . Suppose that X is a closed subspace of a Hilbert space H. W h at is

the relation between H / X and X -*-?
6 9 . Let H be a Hilbert space and X a linearly independent subset of
H. Prove that X is complete iff s p { X } is dense in H.
H, 0 ^ x 6 H, and
7 0 . Let M be a closed subspace of a Hilbert space
c = min{||x-y|| : y € M} and C = max{|(x,j/)| : y G M ± , ||y|| = 1 }. Prove
that c = C = \\xm _l|| where x = xm + xM± is the unique decomposition of
x in = M © M^.

L2 (I) consider M = {x € L2(I) : Jjx(t)dt = fjtxfydt =

7 1 . In real
Jjt2x(t)dt = 0 }. Given y G L2 (I), find the element in M that is closest
to y.
156 10. Hilbert Spaces

L2 (I) compute max fTt3 x(t)dt and min JT(t5 — a — bt)2 dt

7 2 . In real
subject to the conditions Jj tkx(t) dt = 0, k = 0 ,1 ,2 , and fj x(t)2 dt = 1.

7 3 . In real L2 (I) let M = {x € L2 (I) : Jf x(t) dt = 0 }. Prove that M is

a closed subspace of L2 (I), describe M 1 , and find the distance d(y,M) of
y e L2 (I) to M .
7 4 . Let H be a Hilbert space and 0 ^ y G H. Prove that

d(x, y ■*■) = for all x 6 H.

\\y\\
7 5 . In real L2 ([—1,1]) let M = {x € L 2([—1,1]) : x is even}. Given
y € L 2( [ - l , l ] ) , find d(y,M).
7 6 . Let i f be a Hilbert space, X a closed subspace of H, and suppose
that the mapping P : H —> H satisfies the following two properties: R(P) C
X and (x — P (x )) -L X for all x 6 H. Prove: (a) P is linear, (b) (x,P(y )) =
(.P ( x ) ,P ( y )) = (P(x),y) for all x,y € H. (c) P is bounded, (d) P{x)
is the projection of x onto X, i.e., ||x — P(x)|| = d(x,X) for all x € H.
(e) If ( e i , . . . , en} is an ONS in H and X = s p { e i ,. . . , en} , then P(x) =
E L i ( x , ek)ek-
7 7 . Let i f be a Hilbert space and P •. H -¥ H a projection. Prove that
P is an orthogonal projection, i.e., (P(x),y ) = (x,P(y )) for all x,y € i f , iff
\\P\\ = I-
78. Let i f be a Hilbert space, X a closed subspace of i f , and P the
orthogonal projection onto X. Prove that X = {x € i f : ||P(x)|| = ||x||}.
N closed subspaces of i f , and Pm , Pn
7 9 . Let i f be a Hilbert space, M ,
the orthogonal projections onto M and N, respectively. Prove that the
following statements are equivalent: (a) P = Pm + Pn is the projection
onto M © N. (b) Pm Pn = Pn Pm — 0. (c) M _L N.
N closed subspaces of i f . Prove
8 0 . Let i f be a Hilbert space and M ,
that P = Pm Pn is a projection iff Pm Pn = Pn Pm , i-e., Pm and P/v
commute. In that case identify the closed space P projects onto.

81. Let X = { x G £2 : x i — X2 = 0, X2 + xz = 0 }. Determine the

orthogonal projection P onto X-1.
N be the subspaces of l 2 defined by M = {x £ £2 : x<in = 0
8 2 . Let M ,
for all n } and N = {y 6 t 2 : j/2n-i = nyin for all n } , respectively. Prove
that M , N are closed but that M + N is not closed, and thus the sum is not a
direct sum. Moreover, prove directly that if P denotes the linear projection
P : M + N —^ N onto N, then P is not continuous.
83. Let i f be a Hilbert space, (a) Let u G i f with ||u|| = 1, and
P : i f —> i f be given by P (x ) = (x, u) u. Is P an orthogonal projection onto
Problems 157

a subspace ofHI (b) Let u, v € H be linearly independent, and P : H —>■H

given by P{x) = (x , u) u + (x, v) v for all x G H . Prove that P is an
orthogonal projection iff ||u|| = ||t>|| = 1 and u _L v.

8 4 . Let H be a Hilbert space and P : H H a bounded symmetric

linear operator such that P 2 is an orthogonal projection. Is P an orthogonal
projection?

8 5 . Let H be a Hilbert space and P : H H a bounded self-adjoint op­

erator. Discuss the validity of the following statements: P is an orthogonal
projection provided that: (a) P 3 = P 2. (b) P 4 = P 3. (c) P 4 = P 2.

M, N be closed subspaces of a Hilbert space H. Prove that the

8 6 . Let
PMx(N) is closed in M^. (b) M + N is closed
following are equivalent: (a)
in H. (c) PN±(M) is closed in N-1.

8 7 . Let K\ K 2 be nonempty closed convex subsets of a Hilbert space

H. Prove that ||P ^ ( x ) — Px2 ( x ) ||2 < 2 (d(x, K \ )2 — d(x, K 2 )2) for all x € H.
{Kn} be nonempty closed convex subsets of a Hilbert space H.
8 8 . Let
Prove: (a) If{Kn} is increasing, then K = (Jn Kn is a closed convex subset
of H and limn Pxn(x) = P k { x ) for all x € H. (b) If {Kn} is decreasing
and K = f ) n Kn, then limn P k u ( x ) = P k ( x ) for all x € H if K ± 0 and
limn d(x, Kn) — 00 for all x G H if K = 0.

8 9 . Let { X n} be an increasing sequence of closed subspaces of a Hilbert

spaceH and X = |Jn Xn. Prove that limn ||Pxn(£) — Px(aOH = 0 for each
x € H, and K(Px) = f)nK(Pn).
9 0 . Let H be a separable Hilbert space and {Xn} closed subspaces of
H such that X n J_ X m for 1 < n < m and f j n = {0 }- Prove that every
x € H can be written uniquely as x = J2n xn e Xn> where the sum
converges in H.

91. LetH , Hi be Hilbert spaces and T : H -¥ Hi a bounded linear

operator with R(T) closed in Hi. (a) Prove that T = T o P where P is
the orthogonal projection onto Ä ’(T )-1-. (b) Let S : KiT)1- —> R{T) denote
the restriction of T to K ^ ) 1 . Prove that S is bijective and has a bounded
inverse.

9 2 . Let M , N be closed subspaces of a Hilbert space H such that M n

N 1- = { 0 } . Prove that d im (M ) < dim(iV).
93. Let H be a Hilbert space, X C H a closed subspace of H , and
P = Px the orthogonal projection of H onto X. Prove that P is compact
iff X is finite dimensional.

9 4 . LetH be a Hilbert space and % = {Hn} a decomposition of H =

® n Hn into nontrivial pairwise orthogonal finite-dimensional subspaces Hn
of H. For a sequence A of positive real numbers define A\%% = {x € H : x =
158 10. Hilbert Spaces

En xn with xn 6 Hn and ||xn || < An, all n }. Prove: (a) A\t% is compact iff
A G £2. (b) Given a compact K c H, there exist a decomposition %' of H
and such that K c A ^ i .

95. H. Prove: (a) en -t* 0

Let {e n} be an O N B for a Hilbert space
but en H. (b) Given N > 0, there exists a sequence {xk} of convex
0 in
combinations of the en for n > N that converges to 0 in H.

X be an inner product space and { x n} , {yn} C X. Discuss the

9 6 . Let
validity of the following statements: (xn, yn) -> {x, y) if: (a) xn -4 x and
yn -4 y in X. (b) xn —^ x and yn —’- y in X. (c) xn —^ x and yn -*■ y in X.
97. Let H be a Hilbert space and {xn} c H such that xn — x and
||x„|| -4 ||x||. Prove that ||xn — x|| -4 0.

9 8 . Let i f be a Hilbert space and x G H with ||x|| = 1. Prove that if

{xn} C H is such that ||xn || < 1 for all n and xn — x, then xn -4 x in H.
H be a Hilbert space and D dense in H. Prove that xn —>■x in
9 9 . Let
H iff ||x„|| < c and (xn, y) —> (x, y) for all y E D.
1 0 0 . Let {e n } be an O N B for a Hilbert space H, xn = £ £ =1 fc_1/ 2efc,
and yn = n~ 1 /2 YJk=i eki n > 1. Do {xn}, {yn} converge in norm? Weakly?
1 0 1 . Let S = { x m,n} denote the collection of £2 sequences xm>n, m,n =
1 ,..., m ± n, given by

Prove that 0 is in the weak closure of S but no sequence in S converges

weakly to 0.

1 0 2 . Let / G L 2(R) and {An} a positive sequence tending to oo. Prove

that each of the following sequences converges to 0 weakly in L2 (R): (a)
{f(x)e~iXnX}.
{/( • - A „)}. (b) { ( l / V 5 D / ( - / A » ) > . (c)
1 0 3 . Let {e n} be an O N B for a Hilbert space H. Prove that if {/ n } C H
satisfies ||/n || < M and fn G { e i , . . . , en}1 for all n = 1 , 2 , . . . , then fn —^ 0
in H.

1 0 4 . For a 27r-periodic function x g L 2([0, 27t]), let xn(t) = x(nt),

n = 1 , 2 , ___ Prove that { x n} converges weakly in L 2([0,27r]) and find the
limit.

1 0 5 . Let H be a Hilbert space and { x n} C H such that xn ->• x in H.

Prove that there is a subsequence { x nfc} of { x n} such that N _ 1 J2k=ixnk
-¥ X in H .
Problems 159

106. Let {e n} be an O N B for a Hilbert spaceH and define p(x) =

X }n 2 - n |(x,en)|, x G H. (a) Prove that p(x) < ||x|| for x G H and that
(H,p) is a normed space that is not complete, (b) Prove that for bounded
sequences {xk} C H, x& —^ x in H iff p(xk — x) —> 0. (c) Construct a
sequence {x*;} c H such that lim*;p(xfc) = 0 yet {x /J does not converge
weakly to 0 in H. (d) Prove that the unit ball {x G H\ ||x|| < 1} is compact
in (H,p).

107. Let H be an infinite-dimensional Hilbert space. Given x € H,

0 < ||x|| < 1, construct { x n} c H such that ||xn || = 1, all n, and xn —^ x in
H.
H be a Hilbert space and K C H be closed, nonempty, and
1 0 8 . Let
convex. (a) K is weakly closed, (b) For all xq G H there exists
Prove:
x G K such that ||x - xo|| = inf{||y — xo|| : y G K}.

1 0 9 . Let X be an inner product space and T : X X a linear mapping.

Prove: (a) If the underlying field is R, the polarization identity 4 (T (x ),y ) =
(T(x + y ) ,x + y) — (T (x — y),x — y) holds for all x,y G H. (b) If the
underlying field isC, then 4 (T (x ),y ) = (T(x + y),x + y) —{T(x-y),x —y) +
i(T(x + iy), (x + iy)) - i(T(x - iy), (x - iy)) for all x,y G H.
110. X be an inner product space and suppose that the linear
Let
mapping T : X - * X satisfies (T (x ),x ) < 0 for all x G X. Prove that
(I —T ) is injective.
111. Let H be a Hilbert space and T : H H a bounded linear
operator. Prove that ||r|| = sup||x||= M = 1 |(T (x ),y )| .

112. Let{en} be an O N B for a Hilbert space H. The left shift L :

H - » H is the linear mapping given by L(x) = y, where if x = xn.en and
y= ynZn, then yn — xn+ i for all n > 1, and the right shift R : H H
is the linear mapping given by R(x) = y where y\ = 0 and yn = x n_ i for
n > 2. Prove: (a) L is surjective and K{L) = s p {e i} ^ { 0 } . (b) R is
injective and its range sp{e 2, e$ , . . . } is not dense in H. (c) R* = L and
R*R = I but RR* ± I. (d) limfc ||Lfe(x)|| = 0 for each x G H and ||Lfc|| = 1
for all &, and so Lk 0. (e) lim k(Rk{x),y) = 0 for all x,y € H but Rk -** 0.

1 1 3 . Let T : H —» H be a bounded linear operator. Prove that for each

x G H, T(x) = limn Tn(x) where {T n} are finite rank operators.
114. Let H be a complex Hilbert space and T,Tn G B(H) for all n.
Prove that limn Tn(x) = T(x) for all x G H iff (Tn(x ),x ) —> (T (x ),x ) and
||T„(x)|| -»• ||T(x)|| for all x € H .

X be an inner product space and T : X ^ X a bounded linear

1 1 5 . Let
operator that satisfies |(T(xo),xo)| = ||Tj| for some x q € X with norm 1.
Prove that T( xq) = Axq for some scalar A.
160 10. Hilbert Spaces

116. Let H be an infinite-dimensional separable Hilbert space. Dis­

cuss the validity of the following statement: There is an unbounded linear
operator T : H —> H that vanishes on an O N B basis for H.
1 1 7 . Construct bounded linear operators {T n} from a Hilbert space H
into itself such that limn Tn (x) = 0 for all x € H and limn ||fn|| = 1.
118. Let {e n} be an O N B for a Hilbert space H. Does there exist a
bounded linear operator T : H —» H such that ||T(en)|| < 1 for a ll n yet
||T|| is arbitrarily large?

H and T : H —»• H such

1 1 9 . Let {e n} be an O N B for a Hilbert space
that Yn I(e™>T (e n)> |2 < oo. Suppose that the restriction of T to some closed
subspace X of H is the identity on X. Prove that X is finite dimensional.

1 2 0 . Let H be a Hilbert space, {e n} an O N B for H, and {x*,} such that

Yk\(xk,x)\2 < oo for all x € H. Prove that there exists a unique bounded
linear mapping T : H —> H such that (en, T(x)) = (xn, x) for all x € H.

u, v € H such that (u,v) ^ 0.

1 2 1 . Let i f be a real Hilbert space and
Let T : H —$■H be defined by the condition T(x) = y where y € H is the
only point in the line lx = {x + tv : t G R } which is orthogonal to u. Prove
that T is a bounded linear mapping and describe R(T). W h at if u,v are
linearly dependent?

1 2 2 . Let i f be a Hilbert space, {e n} an O N B for i f , and T : i f —» i f a

bounded linear operator. Prove: (a) The quantity ||T(en)||2, which may
be infinite, is independent of the choice of {e n}. W hen the sum is finite we
say that T is a Hilbert-Schmidt operator, (b) ||T||2 < Y n ll^'(en)l|2- (c)
Hilbert-Schmidt operators are compact, (d) The composition of Hilbert-
Schmidt operators is a Hilbert-Schmidt operator.

X be an inner product space and T : X —)• X a linear map­

1 2 3 . Let
ping. W e say that T is a contraction if ||T|| < 1. Prove that the following
statements are equivalent: (a) T is a contraction, (b) ( x,T*T(x)) < (x, x),
all x G X. (c) T* is a contraction.

124. Let i f be a real Hilbert space and {en} an O N B for i f . Given

x € X, let T(x) = y where y = Y nVnen and

_ f ((x , en) - (x, en+i ) ) /\ /2 , n odd,

[ ((x , e „ _ i) + (x, e „ ) ) /i /2 , n even.

Prove that T : i f —> i f is an isometry.

125. Let i f be a Hilbert space and T : i f —>• i f a bounded linear
operator. Prove that the following are equivalent: (a) T is an isometry, (b)
(T (x ),T (y )) = (x,y). (c) T*T = I. (d) If {ea} is an ONB for i f , {T(ea)}
is an ONS in i f .
Problems 161

126. Let i f be a complex Hilbert space and T : i f —^ i f a bounded

linear operator. W e say that T is a partial isometry if T is isometric on the
orthogonal complement of K(T). Prove that T is a partial isometry iff T*T
is the projection onto K(T j-1-.

1 2 7 . Let i f be a complex Hilbert space, T :H H a linear isometry

such that R(T) £ H, e ± R(T) of norm 1, and en = T n(e) for n > 1. (a)
Evaluate T*(e) and T*(en) for n > 1. Prove: (b) e is orthogonal to {e n} ,
n > 1. (c) {e, e i , . . . , en, . . . } is an ONS in H.

H = L 2([0,27r]) denote the complex L 2 space with normalized

1 2 8 . Let
Lebesgue measure, 0 < a < such that a/n is irrational, and T : i f -> i f
be given by Tx(t) = a;(27r + 1 — a) if 0 < t < a and Tx(t) = x(t — a ) if
a < t < 27t. (a) Prove that T : H H is an isometry, (b) Calculate T (e n)
where en{t) = eint, n € Z . (c) Let SK = K~ l Y%=o K > 1 . Verify that
II II < L Prove that lim # 5 # ( e n) = 0 for all n ^ 0 in Z . (d) Prove that
for x € H, {S '#(a ;)} converges to a constant function in H and determine it.
129. X be a complex inner product space and T : X —» X a
Let
bounded linear operator. Prove that T is of rank 1 iff there exist y,z € X
such that T(x) = (x,y) z, all x e X. Find T* and compute ||T||.

130. T : H
Let i f be a Hilbert space and H a bounded linear
operator. Prove: (a) T is of finite rank iff T(x) = Ylk=i(x>vk) wk for all
x £ H where Vk,Wk € H. (b) T is of rank n iff T* is of rank n.
131. Let i f be a Hilbert space and T : HH a bounded linear
operator of finite rank. Prove that T is compact. W hen does the identity I
satisfy this property?

1 3 2 . Let i f be a Hilbert space and T € B(H). Prove that T is compact

iff T is the uniform limit of finite rank operators.
133. Let {e n} , { / n} be ONSs in a Hilbert space i f , {A n} a bounded
scalar sequence, and T : i f —»• i f the linear mapping given by T(x) =
fn. (a) Prove that T is bounded and compute its norm, (b)
An (x ,e n)
Find the adjoint T* of T . (c) Prove that T is compact iff limn An —> 0.

134. Let i f be a Hilbert space and T : H H a compact linear

mapping. Prove that if {en} is an O N B for i f , then T (e n) —» 0.
135. Let i f be a Hilbert space and T : i f i f a compact linear
operator. Prove that f ? (i — T ) is closed in i f .

136. Let i f be a Hilbert space and T : i f —)■ i f a bounded linear

mapping. Discuss the validity of the following statements: (a) If T 2 is
compact, T is compact, (b) If T*T is compact, T is compact.
162 10. Hilbert Spaces

137. Let {e n} be an O N B for a Hilbert space H, T : H —t H a bounded

linear mapping, and

l№ )ll2
Pn — sup
x ± { e \ .... en } ,x ^ 0 IMI2 '

Prove that T is compact iff pn —¥ 0 as n —» oo.

{en} be an O N B for a Hilbert space H and T : H
1 3 8 . Let H the
linear mapping given by T{x ) = Y^n(n + 1)- 1 (£, en+ i) en, x G H. Prove
that T is compact and find T*.

H be a separable Hilbert space and I C B(H) a nonzero closed

1 3 9 . Let
two-sided ideal (i.e., for all S G 1 and T G B(H), ST,TS G 1). Prove that
if T : H —> H is compact, T G 1.

L2 (I) consider the integral operator T(x)(t) = Jq x(s)ds, x G

1 4 0 . On
L2 (I). (a) Prove that T : L2 (I) —> L2 {I) is compact, (b) Calculate T*.
141. X = s p { ® i ,. . . ,xn} where
Let i f be a real Hilbert space and
the Xk are linearly independent elements of H. Define the operator S :
X X by S(x) = X ^ = i ( x >xk)xk, x € X. Prove: (a) S is self-adjoint
and invertible, (b) The orthogonal projection Px of H onto X is given by
Px(x) = Y%=i(x’ S~1 (xk))xk, X G H.
142. H be a Hilbert space and T : H —> H a bounded linear
Let
mapping. Discuss the validity of the following statements: (a) If (T(x),x) =
0 for all x G H, then T = 0. (b) If T 2 = 0, then T = 0. (c) If T*T = 0, then
T = 0. (d) If S : H —> H is a bounded linear mapping and S*S + T*T = 0,
then S = T — 0.

143. X be an inner product space. Discuss the validity of the

Let
following statement: If a linear mappingT : X -»• X satisfies (T(x),y) =
(x,T(y)) for all x,y E X, T is bounded.
H be a Hilbert space and T : H ->• H a symmetric mapping.
1 4 4 . Let
Prove that T is linear and bounded with ||T|| = sup||x||=1 |(T(x), x)\.

H be a Hilbert space and Tn : H

1 4 5 . Let H linear mappings such
that Tn(x) —1 0 and T*(x) —L0 in H for all x G H. Discuss the validity of
the following statement: TnT*(x) —1 0 for all x G H.

146. Let H be a Hilbert space and T : H H a bounded linear

operator. Prove: (a) T** = T . (b) ||T|| = ||T*|| and ||T*T|| = ||TT*|| =
iir»2.
1 4 7 . Let H be a Hilbert space and T : H - * H compact. Prove that T*
is compact.
Problems 163

T be a bounded linear operator on a complex Hilbert space

1 4 8 . Let
77 with ||Tj| < 1. Prove: (a) If T(x ) = x, then T*(x) = x. (b) K(I —T) =
K{I - T*). (c) 77 = K(I — T) © R(I - T).
149. Let 77 be a complex Hilbert space and T :H H a bounded
linear operator. Prove that ||T||i = sup||x||=1 |(T(a:),a:)| is a norm on B(H)
that satisfies ||T||i < im i < 2||T||i where 2 is the best possible constant.

1 5 0 . Let 77, Hi be separable Hilbert spaces and T : H —»• H\ a bounded

linear operator with the property that there exist a bounded linear operator
B : H\ —)■H and compact operators S : H —» H and Si : Hi —> Hi such
that BT = I —S and TB = I\ —Si where 7 , 7i denote the identity operators
in H,Hi, respectively. Prove: (a) K(T) is finite dimensional, (b) R(T) is
closed in Hi. (c) 7?(T)^ is finite dimensional.

151. H be a Hilbert space and T : H

Let H a bounded linear
K(T*)L. (b) 1 ( 7 * ) = 7sT(T)x . (c) R(T)L =
operator. Prove: (a) 5 ( f ) =
K(T*) and RiT* )1 = K{T).
152. H be a Hilbert space and T : H —> H a bounded linear
Let
operator. Prove: (a) K{T) = K(T*T). (b) 1 ( 2 * ) = R(T*T).

153. Let 77 be a Hilbert space and T : H —> H a self-adjoint linear

operator. Prove that K(T) = K(T n) for all n > 1.
1 5 4 . Let {en} be an O N B for 77 = L2 (R+) and T : D(T) C 77 -> 77 a
linear operator given by Tx(t) = ^2nx(n)en(t), x € D(T) = Co(M+ ). Prove
that D(T*) = { 0 }.
155. T : 77 —> 77 a densely
Let 77 be a complex Hilbert space and
D(T*) = {y € 77 : £(x) = (T(x),y) is a
defined linear operator. Prove that
bounded linear functional on D(T)}.

156. T : 77 —> 77 a densely

Let 77 be a complex Hilbert space and
T is
defined linear mapping. Prove that the following are equivalent: (a)
symmetric, (b) D(T) C D(T*). (c) (T(x),x) e K for x G D(T).

157. T : D(T) C 77 —> 77 a closed

Let 77 be a Hilbert space and
symmetric operator. Prove: (a) R(T + il) and R(T —il) are closed in 77.
(b) K(T* + il) = R(T - iI)L and K(T* - il) = R(T + il)1 .

1 5 8 . Let 77 be a Hilbert space and T : D(T) C 77 -4 77 a symmetric

operator. Prove that the following are equivalent: (a) T is self-adjoint, (b) T
is closed and K{T*+iI) = K(T*-iI) = { 0 } . (c) R(T+iI) = R(T-iI) = 77.

T : 77 —> 77 a linear mapping, and S

1 5 9 . Let 77 be a Hilbert space,
a symmetric extension of T such that R(S + il) = R(T + il). Prove: (a)
S = T. (b) If T is symmetric, R(T + il) = 77, and R(T —il) ^ 77, then T
has no self-adjoint extension.
164 10. Hilbert Spaces

160. H denote complex £2, M = {x G

Let = 0 }, and T the
mapping from M into sequences given by T(x) = y where

71— 1 71

Prove: (a) T : £2 —>■i 2 is a densely defined symmetric mapping, (b) R(T+il )

is dense in t2. (c)
e\ G D(T*) and (T*+iI)(ei) = 0. (d) T has no self-adjoint
extension to £2.

H be a Hilbert space and S,T : H -> H symmetric mappings.

1 6 1 . Let
Prove that ST is symmetric iff ST — TS.
S, Si : H -> H self-adjoint map­
1 6 2 . Let i f be a complex Hilbert space,
pings such that SSi = SiS and S2 = S2, and Q the orthogonal projection
onto K(S + Si). Prove: (a) Every bounded linear operator T : H -¥ H that
commutes with S + S\ commutes with Q. (b) If S(x) = 0, then Q(x) = x.
(c) S = (I —2 Q)S\.
1 6 3 . Let if D(T) C H
be a Hilbert space, T : H a densely defined
continuous linear mapping, and T * : D(T*) C if —» if the adjoint of T.
Prove: (a) G(T*) is closed in if x if . (b) T* is densely defined in if iff T
is closable. (c) If T is closable, then T** is densely defined and T** = T is
the closure of T , while T* =T*.

164. Let if be a Hilbert space and T \ H -¥ H a bounded linear

operator. Prove that T is invertible iff m\ = inf||a.||= 1 (T * T (x ),x ) and m 2 =
inf||x||= 1 (T T * (x ),x ) are strictly positive.
T be a bounded linear operator from a real Hilbert space if
1 6 5 . Let
into itself. Suppose that \{T(x),x)\ > c ||x||2 for all x G if and a constant
c > 0. Prove that T is invertible and ||TI_1|| < 1 /c.

1 6 6 . Let if be a Hilbert space. W e say that a bounded linear operator

T :H H is positive if T = T* and (T (x ), x) > 0 for all x G if . Let T be
a positive operator. Prove: (a) S*TS is positive for all S G B(H). (b) T ” is
positive for all n > 0. (c) |(T(x),y)|2 < ( T ( x ),x )(T (y ),y ) for all x,y G if .
(d) If I —T is positive, then ( T (x ),T (x )) < (T (x ),x ) for all x G i f . (e) The
following are equivalent: (i) I —T is positive, (ii) T —T 2 is positive, (iii)
im i < 1.

1 6 7 . Letif be a Hilbert space and T, I —T positive mappings on if .

Prove: (a) Tn —T n + 1 is positive for all n. (b) { ( T n( x ) ,x ) } converges for
all x G if . (c) lim nTn(x) = P(x) in if for all x G if . (d) If P is as in
(c), P = P* and TP = P. (e) Let x G if such that T (x ) = x. Prove that
P(x) = x. Deduce that P 2 = P and that P is the orthogonal projection
onto K(T - 1).
Problems 165

S be densely defined linear operators on Hilbert space if .

1 6 8 . Let T ,
Prove that if S is an extension of T, T* is an extension of «S'*.

169. Let if T : if —> if a symmetric linear

be a Hilbert space and
mapping such that R(T) = if . Prove that T is self-adjoint.

1 7 0 . Let if be a Hilbert space and T : if -» if an injective self-adjoint

mapping. Prove that T -1 is self-adjoint.

1 7 1 . Let i f be a Hilbert space and T : if if a linear mapping. Prove

that T is unitary iff T is an inner product preserving surjection.
172. X, Y be inner product spaces over the same field and <p a
Let
separately continuous bilinear mapping from X x Y into the field, i.e., <f>(x, •)
is a continuous linear functional on Y for each fixed x E X and </>(•, y) is a
continuous linear functional on X for each fixed y e Y, respectively. Discuss
the validity of the following statement: <pis continuous.

173. Let if <p : if x if —> C a bounded bilinear

be a Hilbert space,
mapping such that <f>(x,x) > c||x||2, all x,y E H, and let T : if -¥ H be
given by <t>(x,y) = (T(x),y), x,y E H. Prove that T is a bounded linear
isomorphism.

174. <f> : i f x i f —> R a bounded

Let i f be a real Hilbert space and
<f>(x,x) > c2 ||a;||2 for all x E H and
bilinear mapping that is elliptic, i.e.,
some c > 0. Prove that, given a bounded linear functional L on i f , there is
a unique yi E H such that L(x) = <p(x, yL,) for all x E H.

1 7 5 . Let i f be a Hilbert space,<f>(x, y) a positive, bounded, symmetric

bilinear form on H, and L a bounded linear functional on H. Consider the
following problems: (a) Minimize $ ( « ) = <j>(x,x) / 2 —L(x) + constant over
H. (b) Find x E H satisfying (f)(x, y) = L{y) for all y E H. Prove: (i) x E H
solves (a) iff x solves (b). (ii) There is at most one x E H that solves (a)
and (b). (iii) There is at least one x E H that solves (a) and (b).

176. Let if T :H
be a separable Hilbert space and H a linear
mapping. Prove that TT* = I (or T*T = I) and (T(x),T(y)} = (x,y) for
all x, y E H iff T ( M ) is a total ONS in H whenever M is a total ONS in H.

1 7 7 . Let if be a real Hilbert space. Prove that ext (ball if) = {h E if :

11*11 = !}•
£2, let K = {x E £2 : \xn\ < \cn\ for all n }. (a)
1 7 8 . For c = {cn } in
Prove thatK is compact and convex, (b) Find the extreme points of K. (c)
Determine the convex hull of the set E of extreme points and its closure.
Part 2

Solutions
 “DON’T PANIC!”
—Douglas Adams,
“The Hitchhiker’s Guide to the Galaxy”
 Chapter 11

Set Theory
and Metric Spaces

Solutions

1. Recall the following relations in a metric space: X \ A = in t(X \ A)

and X \ int(A) = X \ A. They imply that in t(X \ A) = in t(X \ int(A)) =
X \ int(i4), and, consequently, A is an open dense subset of X iff its com­
plement X \ A is closed and nowhere dense.
(a) implies (b) Let {On} be open dense sets in X and put G = f")n On.
Then Gc = U n( * \ On) where each X \ On is closed nowhere dense and so
Gc is of first category and has empty interior. Now, by the second relation
above with A = Gc there, G = X \ int(G c) = X \ 0 = X and G is dense in
X.
A = |Jn An with An nowhere dense, all n. Then An
(b) implies (c) Let
is nowhere dense and A c (Jn An\hence Ac D \ -^n) = G- Note that
since (X \ An) is open and dense for all n, G C Ac is a dense G$ subset in
X.
A is of first category, X \ .A contains a dense G$ set and,
(c) implies (a) If
consequently, (X \ A) = X. Also, since int(A) = X \ (X \ A), int(A) = 0.

3. (a) Let {On} be open dense subsets of O in the induced metric and
put G = p|n On\ we claim that G is dense in O. Let U = X \ O ; since
O, U are open in X, Un = On U U is open in X. W e claim that the Un
are dense in X , i.e., given a nonempty open subset V of X, V fl Un ^ 0.
Now, this is clearly true if V C U. Otherwise V C\0 ^ 0 , and, consequently,
V 0 O ^ 0. Thus, since V n O is open in O , V
fl O fl On ^ 0 , and,
consequently, V
Un ^ 0. Therefore {Un} are open dense subsets of X and
fl
by Problem 1(b), H = P|n Un = G U U is dense in A . If V is a nonempty

169
170 11. Set Theory and Metric Spaces

open subset ofO, V is an open subset of X and, therefore, V D H ^ 0.

Hence V P\G = V C\H ^ Qand G is dense in O.
(b) Let V be a nonempty open subset of X. Then with F^ = Fn C\V ,
V — U n K where the F'n are closed in the relative topology of V. Now, by
(a) V is a Baire space and, consequently, one of these closed sets, say,
has nonempty interior (in V ). Let O = i n t v ( i ^ ) . Since V is open, O is
open in X and since O C F^ it follows that O C int (F^). But O C V and
so O C int(P^J Pi V. Thus U n int (Fn) fl V ^ 0.

{Gn} be dense Gs subsets of X and consider Fn = G £; each

4 . (a) Let
Fn is Fa and nowhere dense. For the sake of argument suppose that f"|n Gn is
not dense. Then its complement U n Fn contains an open ball and, hence, a
smaller nonempty closed ball B, say. Now, since B is closed, B is a complete
metric space in its own right and, since B = U n(-B n P n), B is the countable
union of nowhere dense Fa sets. By the Baire category theorem this cannot
happen.
{Cn} are closed sets, none of
Note that this condition is equivalent to: If
X. This follows by complementation
which contains a ball, then U n Cn 7^
since Gn = X \ Cn is open and dense for each n and, therefore, f ] n Gn ^ 0.
(b) For the sake of argument suppose that A and Ac are dense Gs subsets
of X. Then, by (a), A fl Ac = 0 is a dense Gs subset of X , which is not the
case.
(c) For the sake of argument suppose that A is a countable dense Gs
subset of X ; then Ac is Fa. Now, since A is countable, A is Fa, and since A is
dense, Ac is nowhere dense. Thus, contrary to the Baire category theorem,
X = A U Ac is the countable union of nowhere dense sets.
5 . (a) You should not believe everything you read, no such example is
possible: By Problem 1(b) the intersection is a dense Gs set and by Problem
4(c) it cannot be countable.

7 . Since the result forA + B = A — (—B) follows from that for A —B we

prove the latter. Let A = G i A P i, B = G2 AP2 where G i ,<?2 axe nonempty
open sets (for otherwise A, B would be of first category) and Pi , P2 are of
first category. First, observe that G\ —G2 , which is a nonempty open set,
is contained in A — B. Now, if x € G\ — G2 , (x + B) f] A D ((x + G2 ) D
C i) — ((x + P2 ) U P i) where (x + C 2) fl G i is a nonempty open set. Since
(x + P2) U Pi is of first category and since a nonempty open set is not of
first category, ((a: + G 2) D G i) — ((a: + P 2) U P i) 0 and so (a: + B) D A ^ 0.
Thus x G A — B and G i — G 2 (Z A — B.

9. (a) Since Ya = f|n U^Ln^aiq), Ya is a Gs subset of K. Moreover,

for o: > f3 and an integer q, we have Ua(q) C Up(q) and so Ya c Yp. Thus
Solutions 171

X = fla€K+ Y<* = flneN Yn+1 is Gs in R. And since Q C X, X is dense in

R.
(b) Let x € R. Suppose that x € X, let P be a polynomial with real
coefficients, and a strictly larger than the degree of P; note that P (n ) < na
for n sufficiently large. Now, since {n : d(nx) < n~a} is infinite there exists
an integer n such that P{n) < na and d(nx) < n~a, and, consequently,
d(nx)P(n) < 1. On the other hand, if x £ X, x £ Yg for some integer q > 0;
since {n € N : d(nx) < n~a} is a finite set there exists a > 0 such that
ad(nx) > 1 for all n in this set. Then the polynomial P{t ) = tq + a satisfies
P(n)d(nx) > 1 for all n € N.
1 0 . W e claim that the set of points with at least one of its coordinates
{rn} is an enumeration of the rationals
rational is of first category in R 2. If
in R, let X n — { ( rn,y ) : y G R } and Yn = { ( x,r n) : x € R }; each X n
and Yn is a line in R 2 and is therefore closed and nowhere dense. Now,
the complement of the set of points in R 2 with both of their coordinates
irrational is ((Jn Xn) U ((Jn Tn) and, therefore, of first category in R 2.

1 1 . (a) LetP(t ) = aotd-\--------ha«* be an irreducible polynomial of degree

d > 1 with integer coefficients satisfied by x\ since qdP(p/q) is an integer, if
not 0, one has qd\P{p/q)\ > 1. Now, since P'{t) is bounded near x by M ,
say, it follows that q~d < \P(x) —P(p/q)\ < M \x —p/q\ and, consequently,
\x-p/q\ > 1/(Mqd).
(b) For an integer n let A n = {x G R : there exists a rational p/q,q> 1,
such that \x —p/q\ < l/nqT}; clearly An is open and since Q C An, dense
in R. Hence, by Problem 1(b), C = f]nAn is a dense Gs subset of R. Now,
R \ f\nLn = V { t ) is of first category and so is V = (Jn P (u ). Finally, C is
the complement of Q in the second category set M.\V and since Q is of first
category, £ is of second category in R.

1 2 . For the sake of argument suppose that for some r E R , r ^ x —y

for all j , j/ E Ac. Then r + Ac c A and so r + Ac is of first category and by
translation so is Ac. Thus R = A U Ac is of first category, which is not the
case.

13. Let d = d\ . . . dn, 0 < dk < 9, denote a finite pattern of digits;

the set {d} of all possible finite patterns is then the countable union of
finite sets and, hence, countable. Let Xd denote the set of real numbers
whose decimal expansion does not contain the pattern d; we claim that Xd
is nowhere dense. First, Xd is closed. Indeed, if x ^ Xd, the pattern d can be
found in x and x = xq.xi . . . x^di . . . dnXk+n+1 •••> say. Let s = 10- (fc+n+1)
and note that if \y — x\ < e, x and y do not differ in the first n + k digits,
y contains the pattern d, and so y € X%, which is therefore open. Next,
Xd has empty interior. For the sake of argument suppose that there are
172 11. Set Theory and Metric Spaces

x G Xd and e > 0 such that (x — e, x + e) C Xd‘, we may assume that

e = 10 Ar for some integer N. Then if the first N digits of y are the same
as those of x, the distance between x and y is less than e. Now consider a
number y = x q . x i ... xjydi... dn whose first N digits are those of x followed
by the pattern d. Then on the one hand y G (x — e, x + e) C Xd while
at the same time the decimal expansion of y contains the pattern d, which
cannot happen. Thus Xd is nowhere dense and X% is open dense. Therefore
A = Hd the countable intersection of open dense subsets of R and by
Problem 1(b), A is a dense Gs set in R.

14. For the sake of argument suppose that each x G Mn is the limit of a
sequence {xk} with Xk & Mn for all k. Let xq G M i and I q an open interval
containing x q . Since xq M \ Mi by the well-ordering of
is a limit point of
the integers there is a least integern\ > 1 such that I q contains a point
x\ G Mni \ M\. Let I\ C 7i C I q be an open interval containing x\ and
select a point X2 G M \ Mni such that X2 G Mn2 and n 2 > n\ is the least
integer for which this happens; next let I2 be an open interval containing
X2 , /2 C /2 C I\ and /2 contains no point of Mni. 12 contains no point of
M i U M 2. Continuing this way one constructs a nested sequence { M D Ik}
where each set is closed and bounded and so the intersection contains a
point which, by the selection process, is not in M n for any n. But, since
M = (Jn M n, this cannot happen.

17. Let G/n = {y G R : ny G (? }; observe that D = limsupn G/n =

DmUn = m G l n - Now, since G / n is °Pen for every n > Un = m G / n is °Pen
for every m ; we claim that it is also dense in (0 ,o o ). For the sake of ar­
gument suppose that this is not the case and let J = (a, 6) be an open
interval such that J fl \J£-mG/n = 0, i-e, G (1 U^Lm(n o >n ^) ~ Let M
be the smallest integer such that M > a/(b —a) and note that for m > M,
ma < (m + l)a < mb and, consequently, the above intervals overlap and
\J%Lm(na,nb) - (m a, 00). Therefore G D (m a, 00) = 0, which is not the
case since G is unbounded. Finally, if m < M , {j%LmG/n D (M a , 00)
and G n (J^Lm(na, nb) ^ 0. Hence U^Lm G/ n ^ dense for every m and by
Problem 1(b), f|m IX L m G/ n = D is dense in ( 0 , 00).
It is also true that if {Gfc} is a sequence of open sets unbounded above
there is x q with the property that nx0 is in each Gk infinitely often; indeed,
it suffices to replace G in the above argument by G%, Gi, G2 , G1, G2 , G3 ,
Gu G 2, Gs, C?4, —
The result also has the following interesting consequence: IfA c N is an
a > 1 such that infinitely many
infinite set of positive integers, there exists
[afc] (here [x] denotes x —fractional part of x) are in A ; to obtain this let
G' = U n (ln ( « ) , 1n (n + 1 ))-
Solutions 173

1 8 . (a) W ithP0 = [0,1] the construction of the Pn proceeds by induc­

tion. First, some shorthand notation: let dn = an-\—2an > 0, all n > 1. Let
Jn-i,k, n > 1, 1 < k < 2n~1, denote the 2n_1 pairwise disjoint closed inter­
vals, each of length an_ i , that comprise Pn-i, i.e., Pn-i = Ufcli Jn-i,k> and
let Jn,2k—i and Jnfik be the closed intervals of length an such that Jn,2k-i
has the same left endpoint as Jn-i,k and Jn,2k has the same right endpoint
as Jn-i,k- Note that if / n,fc = Jn-i,k \ (Jn,2k-i U Jn>2k), n > 0 , l < k < 2n _1,
Intk is the open interval of length dn having the same midpoint as Jn~\,k-
It is clear that {In,k : n G N, 1 < k < 2n -1 } consists of pairwise disjoint
open intervals. Also [0,1] = Po D Pi D . . . , Pn- i \ Pn = UfcLi1 In,k, and
Po\P = U n(-Pn-i \ Pn)- In short, Pn is obtained from Pn-i by removing
the center of Jn-\,k for each k, i.e., the open interval Intk, 1 < k < 2n _1,
and then P is obtained by removing from [0,1] all the open intervals
n > 1 ,1 < k < 2n_1. Specifically, Pn = U l = i Jn,k and P = fj^Lo pn-
For details of this construction consult K . Stromberg, Introduction to
classical real analysis, Wadsworth International Mathematics Series, 1981.
19. (a) W e need to define the sequence {o n} with 2an < an~ i that
corresponds to this construction. Let oo = 1 and for n > 0 define On by the
relationOn —2an+ i = Ap~(n+1). Note that 1 — 2oi = X/p or 2oi = 1 — X/p;
then ai — 2a2 = X/p2 or 4a2 = 1 — X/p — (2/p)X/p at the next step, and so
on. More precisely, by induction it readily follows that

and, consequently,

(b) The construction of the Pn is simplest in this case. Since On = 3 -n

for all n,

1 1 0 1
r" = 3 l T T - 3 ^ = 2 3^> n = I,2, - - •,
and the Cantor discontinuum consists of those x € [0,1] with expansion
x — Y,nxnTn = 2 Yju 3_n Xn where xn = 0 or = 1.
(e) Note that C - C = [ - 1 ,1 ] iff C + C = [0,2]. Indeed, if C + C = [0,2]
and A € [ - 1 ,1 ] , then 1 + A € [0,2] and so 1 + A = c\ + c2 for some c i,c 2 G C.
Then A = c i —(1 —c2) G C —C. Since these steps are reversible the statements
are equivalent. Now, clearly C + C C [0,2]. And, given x G [0,2], x/2 G [0 , 1]
and by (d), x/2 = (y + z)/2 with y,z G C. Thus x — y + z with y, z in C
and so [0,2] c C + C.
174 11. Set Theory and Metric Spaces

(f) First, the rationals. For a positive integer p,

2 2 2
x ~ 3? 3 2p — 3P — l ’ p ~ ’ ’

is in C; for instance, 1, 1 /4 , 1 /1 3 , are in C. Also 0 = 1 — 1, 3 /4 = 1 — 1 /4 ,

1 2 /1 3 = 1 — 1 /1 3 are in C as are 1 /3 9 = 1 /(3 • 13), and so on.
A s for the irrational numbers, let {n * } be given by n\ = 1 and =
nfc_ i + k for k > 2. Then a: = 2 £ fc3 - n* = 2 ( 1 / 3 + 1 /3 3 + 1 /3 6 + •••) is
in C. Another way to see this is to note that the ternary expansion of x is
.2 0 2 0 0 2 0 0 0 2 0 0 0 0 2 .... Finally, 1/V2, which satisfies 1 9 /2 7 < l/s/2 < 2 0 /2 7 ,
has ternary decimal expansion beginning .2 0 1 0 0 2 ..., and tt/ 4, whose ternary
decimal expansion begins with .2 1 0 0 1 2 ..., are not in C.
(g) The left endpoints of the open intervals removed in the k-th step
in the construction of the Cantor discontinuum are those points in C with
ternary expansion ending in 1 at the k spot; they can also be thought of as
those points with 0 in the k spot followed by a string of 2 ’s. Moreover, since
the right endpoints are obtained by adding l / 3 fc to the left endpoints they
are those points in the Cantor discontinuum with ternary decimal expansion
with 2 in the k spot and ending in a string of 0 ’s.
y=
2 0 . (a) Let ak/2k, ak = 0,1 for all k, be the dyadic expansion
of y € I. Then x = 52fc(2afc)/3fc is in C and since

f(x\ = i V — =V — -v
/w 2 2k 2k ~~y '
k k
f is onto.
(d) Letx € C have ternary expansion x = ^2nxn/3n\ thus x/Z =
xn/Zn+l. Then by the definition of / ,

/<*/’0 - 5 £n 5 s r - 5 5 n£ £ - 5 /(* ) -
Next, if x € [0,1] \ C, x and x/Z belong to different open intervals and
the conclusion follows as before.
(e) Since / is constant in the open components that comprise the com­
plement of the Cantor discontinuum, / ' = 0 there. Next, let x G C. For
each integer n take xn — x ± 2 /3 n where the sign is chosen so that xn G C.
Then
f(xn) ~ / ( a ) = 3n
xn —x 2n+1
and since these quotients increase to oo with n, / is not differentiable at any
X€C.
2 1 . The statement is true. Let / be the Cantor-Lebesgue function on I
extended to be 0 for x < 0 and 1 for x > 1. Let {[o n, 6n]} be an enumeration
Solutions 175

of the closed subintervals of [0,1] with rational endpoints an ^ bn and put

/„ ( * ) = / ( f ^ ) , *€[0,1].

fn is a scaling of / on the subinterval [an, bn] and so is nondecreasing and

f'n = 0 a.e. Now let g(x) = ^2n2~nfn(x), x 6 [0,1]; g is well-defined since
fn(x) < 1 for all n. Moreover, by Pubini’s lemma, g'(x) = J2n /n ( x )2 _n = 0
a.e. It only remains to prove that g is strictly increasing. Now, if 0 < x <
V < 1, pick [an, bn\ C [z, y],an ± x, bn ± y. Then
x dn y-dn
< 0 < 1 <
bn —&n bn —&n
and so

h Mx) =
which implies that g(x) < g(y).
22. Let <p be given by <p(x) = 2 xn/3n. Clearly tp maps X onto C
and is 1-1: If x ^ y and if m is the first place where the ternary expansions
of x and y differ, then
oo 1
\ip(x) - cp(y)\ >
£
n=m+1

And, since |tp(y) - <p(x)\ < 2 £ n |yn - xn\/Zn < 2 ( £ n( 2 /3 ) n) d(y,x), (p is

continuous.
Next, we verify that { x fe}c X converges to a; in A iff lim^ x^ = xn
for n = 1 , 2 , ___ If d(xk,x) —» 0, given e > 0, there exists N such that
d(xk,x ) < e/2n for k > N. Then — xn\/2n < d(xk,x) < e/2n, and,
consequently, \xkl — xn\ < e for k > N. Conversely, if lim ^a^ = xn for
each n, given e > 0, let N be such that Y ^= n 2 _n < e /2 . Next pick k
large enough so that ^ ,^ = 0 \xn ~ a;n|/2n < e /2 and observe that d(xk,x) <
E n = o I*» - Zn|/2n + T,n=N 1/ 2 n < e/ 2 + e /2 = e for those k.
Finally, p~l is continuous. Suppose that |<p(xk) —ip{x)\ —)• 0 as k —> oo
and fix n. Then let e < 3-n and pick N so that \p(xk) — <p{x)\ < e for
k > N. As we saw above, if m is the first index where x^ ^ xm, l / 3m <
|<p(xk) — ip(x) | < e < l / 3n for all k > N and, therefore, such an index
m verifies m > n for that choice of e, and xk = xn for all k > N. In
particular, this means that limfc xk = xn and, since n is arbitrary, by the
above observation d(xk, x) —> 0 and p~1 is continuous.

23. (a) For the sake of argument suppose that [0,1] = (Jn A » where the
An are pairwise disjoint nonempty closed sets and let On = int(An). Then
X = [0,1] \U n O n = (Jn ( 4 « \ 0 „ ) 7^ 0 is complete with the metric inherited
from [0,1] and, therefore, by the Baire category theorem there exist no and
176 11. Set Theory and Metric Spaces

an open interval J = (a, b), say, such that 0 ^ X fl J C Ano. W e claim that
J fl On = 0 for n ^ no- Let x E X fl J and suppose that y E J D On; with no
loss of generality we may assume that x < y . Then there exists z E An \ On
such that a < x,z < y < b. Now, this implies that z E Xf)J, which in turn
implies that z E Ano but, since An is disjoint from Ano, this cannot happen.
Therefore J C X L) Ono, J = (J n X ) U (J fl O no) C A no, and so J C Ono,
which is not the case since X fl J ± 0.
(b) By the Baire category theorem one of the sets must contain an
interval of positive length and no Cantor set of positive Lebesgue measure
does.

24. Since no point x E R is a limit point of P{x), to each x E R we can

associate an interval J{x) with rational endpoints such that x E J(x) and
J(x) n P{x) = 0. Now, there are countably many intervals with rational
n let An = {a; E R : J(x) = Jn}.
endpoints, Ji, J2, . . . , say, and for every
Then R = \JnAn and by the Baire category theorem one of these sets,
A n , say, is of second category. Hence, if x,y are two points in A n , then
P(x) fl A n = P(y) fl A n = 0, x and y are independent, and, consequently,
An is an independent set.
26. For each n E N, let Vn = { f E C(I) : f(x) - f(a) > n(x — a)
for some x (a, a + 1 /n ) fl [0 ,1 ]}. Then Ga = f ] n Vn and by Problem 1(b)
E
it suffices to prove that each Vn is open and dense in C(I).
First, Vn is open. Let f EVn and pick x E (a, a + 1/n) fl [0,1] such that
f(x) —f(a) > n(x —a). Then fin ds > 0 such that f(x) —f(a) > n(x—a)+2e
and observe that if g E B(f, e), g(x) - g(a) > f(x) - f(a) — 2e > n(x —a),
which implies that g E Vn and Vn is open.
Observe that VC{I) = { 5 6 C{I) : g is piecewise
Next, Vn is dense.
C(I ) (proof by pictures). Then let g E VC(I) and pick h E
linear} is dense in
VC(I) such that \\h\\ < e and D+h(a) > n —D+g(a); h is easily constructed
graphically, turning rapidly the slopes of the lines that define it, which is
always possible since D+g(a) < 00 for g in VC(I). Then D+(g + h)(a) > n
and since g + h E VC{I), g + h E Vn. Now, since VC{I) is dense in C(I)
and g+ h E B(g,e), this guarantees that Vn is dense in C(I).

2 7 . For each k let Af. = € X : |/a (®)| < k}; since the f\ are
continuous, Ak is the intersection of closed sets and, hence, closed. Now,
since each x E X belongs to Ak provided that k > M(x), X = |JkAk and
by the Baire category theorem An has nonempty interior for some n, i.e., a
ball B(xo,e) C An for some xq E An and e > 0. Hence |/^(x)| < n for all
AE A and x E B(xo,e) and the conclusion holds for M = n.

2 8 . Recall that / : X R is lower semicontinuous if 0\ = {x E X :

f(x) > A} is open in X for all A € R. For the sake of argument suppose
 Solutions 177

that / is unbounded on every nonempty open subset on X\ we claim that

then 0\ is dense in X for all A € K . Let O be a nonempty open subset
of X. Since / is unbounded in O there exists x G O such that f(x) > A,
x G O C\0\, and 0\ is dense in X. Now, by Problem 1(b), fln L -o o ^ «
is a dense G$ subset of X , but this is impossible since, as is readily seen,
n~_oo On = 0- Therefore / is bounded on a nonempty open subset O of
X.

29. (a) Since {fn} is uniformly bounded to invoke Arzela-Ascoli it

suffices to verify that the sequence is equicontinuous. Given e > 0, let
S = e/M. Then, for any x,y G R with \x — y\ < 5, by the mean value
theorem |/n(x) — fn(y)\
< e and the verification is complete.
Aktg = {x G R : M (x ) < k, N(x) < £}; since the fn and
(b) Let
are continuous each Ak)e is closed for all k, Z and R = U kiAk,e- Therefore
by the Baire category theorem one of the sets, Ak<e, say, contains an open
interval J and, in particular, both {fn} and { / ^ } are uniformly bounded on
any closed subinterval J q of J. Now, as in (a) it readily follows that such a
sequence is equicontinuous in J q and, consequently, a subsequence { / nfc} of
{fn} converges uniformly in J q.
fn = / ( ” ) there, / coincides with a piecewise
3 2 . By Problem 30 with
polynomial continuous function in a dense open set O c R . Let F = {x G R :
there is no neighborhood Vx of x such that f\vx is a polynomial}; F is the
complement of O and, therefore, is closed and nowhere dense.
For the sake of argument suppose that F ^ 0. First, note that F has
no isolated points because if xq is an isolated point of F, f is a polynomial
in (xo — r],xo) and in (xo, + v) f ° r some 77 > 0 and by continuity also
in (xo — 77, xo + rj). Next, let An = {x G R : f^n\x) = 0 }; An is closed
and by assumption (Jn A i = R- Applying the Baire category theorem to F ,
Ann F has nonempty interior in F for some n, i.e., there exists a nonempty
interval (xo S, xo + <$) such that (xo — 6, xo + S) fl F C An C\ F. Since
—

(x0 - S, x 0 + 8) = ((x 0 - 5 , x o + 5 ) n F ) U ((x 0 - 6, x 0 + S) n O) = A U S , say,

the proof will be complete once we verify that / has vanishing derivatives
of order > n in both A and B for then / coincides with a polynomial in
(xo — 5, xo + 5), which is then contained in O, and this gives the desired
contradiction.
First, if x G A, / W ( x ) = 0 for all k > n. Indeed, since F has no isolated
points there exists a sequence {x&} C A with lim*, x/. = x. Thus, since A c
f {n)(xk) = 0 for all k and, therefore, by Rolle’s theorem we can construct
A n ,

a sequence {x\} with between xk and xk+i such that / ( n+1^(xfc) = 0, all k.
Since limfc xk = x it follows that / ( n+1)(x) = lim^ / ( n+1)(x }) = 0. Repeating
this argument with { x } } in place of {xfc} we get that y(n+2)(x) — 0, and so
on.
178 11. Set Theory and Metric Spaces

Now, suppose that x € B. Then / is a polynomial in some neighborhood

of x and since F ^ 0 this neighborhood is not the whole interval (xo — <5, xo +
<5). Let (a, b) be the maximal subinterval of ( xo — 5, xo + 5) containing x
on which / is a polynomial. Then a or b, to fix ideas b, say, is in A and
so by the above argument f^k\b) = 0 for all k > n. Now, if / is of degree
d in (a, b), f ^ ( x ) 7^ 0 for x E (a,b) and taking limits, / ^ ( o ) , / ^ ( 6) 7^ 0.
Therefore d < n and, consequently, / ^ ( x ) = 0 for all k > n and all x in
(a,b). This argument works for all x € B and combining with the first part
we conclude that f(k\x) = 0 for all A; > n and all x € (xo — S,xq + i ) .
Then, integrating n times and using the fundamental theorem of calculus
we deduce that / is a polynomial of degree < n in (xo — <5, xo + 6), which is
not the case. Therefore F = 0.

xo assumes only two values, x € D(xo ) iff every neigh­

3 4 . (a) Since
borhood of x contains points of O and Oc and so D(xo) is precisely the
boundary of O. Thus D(xo) is closed and since as noted above its interior
is empty, D(xo ) is nowhere dense.
(b) Since by (a) the set of continuity of each x o „ is a dense open subset
of X , by Problem 1(b) their intersection is a dense Gs set in X and, in
particular, not empty.

3 5 . (a) Given an open ball B(x,r) = {y G X : d(x,y) < r } , let

w(f;B(x,r)) denote the oscillation of / in B(x,r), i.e., w(f;B(x,r)) =
su p {| /(y ) - f(z )| : y,z € B(x, r )} . Now, with Bx = {open balls B : x G B},
the oscillation i u ( /,x ) of / at x is defined as w(f,x) = inf {w(f;B) : B €
Bx}; note that / is continuous at x iff w(f, x) = 0.
D(f) = (JnDn(f) where Dn(f) = {x € X : w(f,x) > 1/ n } . Note
Now,
that Dn(f) is closed, all n. Indeed, if x is a limit point of Dn(f), then every
B € Bx contains y e Dn(f ), x 7^ y, and so w(f\B) > w(f,y) > 1/n. Thus
w(f,x) > 1/n, i.e., x € Dn{f), and Dn(f) is closed.
D(f) = (Jn A t ( / ) where each Dn(f) is closed.
(b) Necessity first. By (a)
Moreover, since / is continuous on a dense subset of X, any open ball
contained in D(f) contains a point of continuity of / and, since Dn(f) c
D(f), any open ball contained in Dn(f ) is also contained in D{f). But D(f)
cannot contain any such ball and so D(f) is of first category.
D(f) is of first category in X, its
A s for sufficiency, by Problem 1(c) if
complement contains a dense Gs subset of X.

36. (a) For the sake of argument suppose such an / exists. Then by
Problem 35, C(f) is a Gs subset of [0 , 1], and countable dense at that, but
by Problem 4(c) no such set exists.
(b) and (c) The sets in question are countable and dense. Therefore as
in (a) it readily follows that / does not exist.
Solutions 179

3 7 . The statement is false. Let / be left-continuous everywhere and £k =

2_fc, k = 0 ,1 , — Then for any xo € R , let 5o be such that \f{xo)—f(y)\ < eo
for y € Jo = (xo —So,xo). Next, for each k > 1 pick Xk € Jk-i and Sk such
that |f{xk) - f(y)\ < £k for Xk — S[ < y < Xk- Now, since Jk-1 is open,
we may pick 5k < 8k so that, if Jk = {xk - Sk,Xk), Jk C Jk-1; note that
\f(xk) ~ f(y )I < £k for y G Jk- Then {Jk} is a nested sequence of nonempty
compact sets and by Cantor’s nested property H a; Jk i 0- Let x € f)kJk
and, given e > 0, let k be such that 2e*, < e. Since x g Jk+i C Jk we
can pick re > 0 such that (x, x + re) C Jk and so, for any y £ (x,x + re),
1/0*0 - f(v)\ < Ifix) ~ f{xk)I + |f(xk) - f(y )| < 2ek < e and / is right-
continuous at x. Now, since in the above proof Jo could be an arbitrary
open subset of R it follows that the set of points where / is right-continuous
is dense in R.

3 8 . Let {rn} be an enumeration of the rationals and B = {x G A :

fg(x) < f'd{x)}\ note that if x € B there is a smallest integer k, say, such
that fg{x) < r k < f'd{x). Let <p(x,y) = {f{x)-f{y))/{x-y)\ since <p{x,y) ->
fg(x) as y —¥ x~ it follows that <p(x, y) < rk for y sufficiently close to x. Thus
there is a smallest integer m , say, such that rm < x and <p(x, y) < r* for all y
such that rm < y < x. Similarly, there is a smallest integer n, say, such that
rn > x and <p(x, y) < rk for x < y < rn. Then f(y) — f(x) > rk{y —x) for
I'm. < y < I'n- W e claim that the mapping x —> ( k, m, n) is injective. Indeed,
if x 7^ xi corresponds to the same triplet, then f(x i) — f(x) > rk{xi — x)
and the opposite inequality must simultaneously hold, which is impossible.
Thus B has at most cardinality Kq = No-
3 9 . Let <pn{x) = 2 - n X(0n,oo)0*0 and put f(x) = Y ^n^ x).
40. Since Y is separable, given an integer n, there exist open sets
{ O ” } C Y such that Y = ( J and d ia m (0 ” ) < l /2 n for all m . Now,
/ - 1 (^ m ) = Ufc say, where the Zkm are closed in X and since the
cover Y for each n, X = {Jkm Z^m, all n.

Now, since by Problem 3(b) (Jfe,m m) *s dense in X, by Problem

1(b) it suffices to prove that / is continuous on G = Dn Um fc fc)>
which is a dense Gs subset in X . So, let x G G and note that for every n
there exist m,k such that x € in t(Z ” k). Given e > 0, choose n such that
1 /n < £. Then x G in t(Z £ k) for some m , k, n, and, therefore, there exists
S > 0 such that d(x,y) < 5 implies y € Z^ k. Hence / ( x ) , f(y) € and,
therefore, d'(f(x),f(y)) < 1/n < e.
Finally, since it is readily seen that the preimage of an open set by a
lower semicontinuous function / : R —» R is an Fa set in R, it follows that
such an / is continuous on a dense Gs subset of R.
180 11. Set Theory and Metric Spaces

4 1 . For the sake of argument suppose that fn are continuous functions

such that lim nfn(x) = xq (x) and let Ak - fln>fc
fn H b 1/ 2 ) V 2]); the Ak
are the intersection of closed sets and, hence, closed. Moreover, since for
x € Ak, \fn(x)\ < 1 /2 for n > k, it follows that limn fn(x) = Xq (x) = 0 and
A), consists entirely of irrational numbers. Now, if x is irrational, x G Ak
for sufficiently large k and, therefore, the irrationals in R can be written as
the Fa set |Jfc Ak\then the rationals are a G$ set in R and by Problem 4(c)
this is not the case.
Next, let fmtn(x ) = cos2m(n!7rx). Note that if x is rational with irre­
ducible expression p/q and q < n, then limm cos2m(n!Tra;) = 1. In all other
cases, i.e., if x is irrational or q does not divide n!, limTOcos2m(n! 7rx) = 0.
Thus with fn{x) = limm cos2m(n!7ra;) it follows that limn fn(x) = Xq (x) and
Xq is the limit of functions which are in turn limits of continuous functions.
4 2 . For the sake of argument suppose that d is a metric in X x X such
that convergence in (X , d) is equivalent to pointwise convergence. Now, if
{fm,n(x)} is as in Problem 41, the pointwise limit limm / mi„ (x ) = <pn(x),
say, exists for all n, and, consequently, d ( /m>n, <Pn) —> 0 as
m —»• oo. There­
fore by the triangle inequality limn d(ipn, x q ) = 0 and, using the Cantor
diagonal process, it follows that for all m there exists n(m ) such that
d (/m n(m) , Xq ) —t 0 and so, since convergence in the metric is equivalent
to pointwise convergence, xq is the limit of a sequence of continuous func­
tions, which by Problem 41 is not the case.

43. Fix an integer n and for an integer m let A^ = € X :

|fm(x) — fk(x )| < 1 /n } ; by the continuity of the f k each A1
^ is closed.
Now, since the numerical sequence { / m(.x)} converges for all x € X it is
Cauchy there and so there exists an integer m (depending on x) such that
|fm(x) — fk(x )| < 1 /n for all k > m, that is to say, x € A^. Therefore
X = U m ^m and if Om,n - int(A£J, by Problem 3(b) On = U m O m,n is an
open dense subset of X.
W e claim that / is continuous in G = f]nOn, which by Problem 1(b) is
a dense G$ subset of X. To see this let x € G and given e > 0, pick n such
that 1 /n < e /3 . Now, since x € On, x € O m>n for some m. Moreover, since
Om,n c A^ we have \fm(y) - fk(y)\ < 1 /n for y € Om>n and k > m . Thus
letting k —> oo it follows that |fm(y) —f(y)\ < 1/n , an inequality that holds
in particular for y = x. Next, since fm is continuous at x there exists a
neighborhood V of x, which we may assume is contained in O m,n, such that
|fm(y) —fm.(x )I < e /3 for all y E V. Thus we have proved that for y € V,
If(y) - f ( x ) I < If(y) - fm(y)\ + |fm(y) - fm{x) I+ Ifm(x ) ~ f ( x )\ < e, which
gives the continuity of / at x. So / is at least continuous on the G$ dense
set G, which is of second category.
Solutions 181

Note that the result applies to an everywhere differentiable function

/ : M ->■ R. Indeed, consider the sequence

fn(x) = n ( f ( x + ^ -/(x)), « = 1) 2, —

Then {fn} C C'(R) and, consequently, f'(x) = limn fn(x) is continuous on a

dense Gs subset of M.

4 6 . The statement is true. By assumption there is a subsequence { / nfc}

of { / n} such that |fnk(x) — f(x) | < 2~k for all x G I. Consider now
{/?**!+1 /«*}• By the triangle inequality,

\fnk+1(x) “ fnk{x)\ < |fnk+1(x) - f(x )| + \f(x) - fnk{x)|

< 2 - ( fc+1) + 2~k = (3 /2 ) 2~k

and, consequently, by Problem 45, Z)fc(/” /c+i(x ) - fnk(x)) € B\. Thus

J2k(fnk+i ( x ) - f nk(x)) = lim/v Y^k=i(fnk+1(x)-fnk(x)) = f(x)-fm(x) € &\
and since fni <E Bi, by Problem 45, / = / - / ni + fni G B\.
4 7 . Suppose / is lower semicontinuous and for each r G Q let Or =
{x G X : f{x) > r }; since the Or are open the sets Fr = Or \ Or are closed
and nowhere dense. Thus it suffices to prove that D(f) C UreQ Let
x G D(f). Then there exists e > 0 such that for every neighborhood U of
x and every r G ( f(x ), f(x) + e), the set U fl Or is nonempty. Therefore, if
r G {f(x), f(x) + e), x G Fr. Compare with Problem 40.
4 8 . Let X = (Jn Xn where the Xn are closed and nowhere dense and for
x G X let f(x) = inf{n : x G Xn} and 5 = 1 - ( 1 / / ) ; g is clearly bounded
on X, we claim that g is lower semicontinuous. For this it suffices to prove
that / is lower semicontinuous which is obvious since ( x £ l : f(x) < k} =
(J^=1 X n for every A: = 1 , ___ Moreover, / is continuous at no point of X.
Indeed, if O is a nonempty open subset of X, then no finite number of Xn
cover O. Therefore / is not bounded on O. Clearly g is continuous at no
point of X.
A s an immediate consequence of this result it follows that a metric space
(A , d) is of second category iff every semicontinuous function on X is con­
tinuous at some point of X.
4 9 . W e do the case when / is lower semicontinuous. For each integer n
let fn : [0,1] ->• R be given by fn{x) = inft6[0ii]( /( i ) + n | i -x | ) . First, each / „
is continuous. Since a lower semicontinuous function achieves its minimum
in [0,1], / is bounded below and fn takes finite values. Now, for x,y & [0,1],
fn(x) = infie[0)i]( f(t) + n\t - x \) < fn(y) + n\y - x\ and exchanging x and
y, also fn(y) < fn(x) + n\y - x\. Therefore |/n(x) - fn(y)\ < n\x - y\ and
so each fn is continuous in [0,1].
182 11. Set Theory and Metric Spaces

Next, f(x ) = limn fn{x) everywhere. Let x G [0,1]; by definition fn(x) <
f(t)+n\t — x| for all t G [0,1] and, in particular, setting t = x, fn(x) < f(x)
and so limsupn / n(x) < f(x). Next, suppose that f(x) > r, r e I . Since /
is lower semicontinuous at x there exists 8 > 0 such that f(t) > r for all t G
(x-<5, x + < S )n [0 ,1] = J, say. For these values of t, inftej ( f(t)+n\t—x \) > r
and, since |t-x| > «5 for t G [0 ,1]\ J, infte[0,i ] \ j ( /( i ) + n | i - x | ) > - M + n8
where —M is a lower bound for / . Thus / n(x) > r for n sufficiently large and
so lim infn fn(x) > r. Hence, since f(x) > r is arbitrary, lim infn fn{x) >
f(x) and finally, combining these inequalities, limn fn(x) = f(x).
50. Let A = (Jn An where each An is closed and nowhere dense. Given
x € A, mx = m in{n : x G An} is well-defined, and let / : X —> R be given
by

/ 1 /m * , x G A,
№) = 1o, x*A.

W e claim that /G B\ and D(f) = A. First, D(f) = A. Let x G A\

since A contains no open ball, given e > 0, there is y G B(x, e) \ A. Then
\f(y) —f(x)\ = |0— l/m x\= l/m x and / is not continuous at x. Conversely,
let x G X \ A, e > 0, and pick N such that 1/N < e. Since F = (J^Li A i is
closed there exists 8 > 0 such that B(x, 8 ) fi F = 0. Then \f(y) —f(x) \<
1/N < e for all y G B(x, 8 ) and / is continuous at x. Thus D(f) = A.
Next, we verify that / is upper semicontinuous. For r G R let Br = {x G
X : f{x) > r}. Then

(X, r < 0,
Br=\\Jn=\An> l / ( m + l) < r < 1/ ( to),
(0 , r > 1.

Thus Br is closed in all cases, / is upper semicontinuous, and by Problem

49, / g Bi .
51. Since O can be written as a countable union of pairwise disjoint
open intervals and since we can write an open interval (o, b) = (—00, b) fl
(a, 00), it suffices to prove that / - 1((—00 , q)) and / _ 1((q, 00)) are Fa in
X for each rational q. Let { / n} be continuous functions on X such that
limn f n(x) = f(x) for each x G X. Observe that with lim infn{ / n < p} =
U m f l n=m{fn < p}» / _ 1((-O O , g)) = U pGQ,P<9 lim infn{ / n < p}. Now, the
continuity of the f n implies that the sets { / „ < p} are closed and, there­
fore, l i m i n f „ { /n < p} is an Fa subset of X, as is / - 1( - o o , q). Similarly,
{ / > ? } = U PeQ,P>9 lim infn{ /n > p} is an Fa subset of X.
The converse to the statement is also true and is due to Baire. Finally,
observe that since X q 1((—1/ 2, 1/ 2)) = R \ Q is not Fa, XQ £
Solutions 183

53. Givene > 0, let Bn = O ^ ^ x € (0,oo) : |/(nx)| < e }; since

/ is continuous, BN is closed. Now, if x € (0 ,o o ), there is Nx such that
\f(nx)\ < e for n > N x and so x G BNx C \JNBN. Thus (0,o o ) = (J ^ BN
and by the Baire category theorem there are N0 and an interval J = (a, b)
such that |/(nx)| < e for x € J and all n > TV0, and, consequently, |/(x)| < e
for all x G V = Un>iVo(n a’ n &)- Observe that if TV is an integer greater than
a/(b - a), then for n > TV we have (n + l)a < nb, and, consequently,
(TVa, oo) C V. Hence, given e > 0, there exists A > 0 such that x > A
implies |/(x)| < e, i.e., l i m ^ o o /i x ) = 0.

5 4 . Such a numberx can be written with only a finite number of nonzero

decimals, say n (depending on x). Then for some integer m , x = m /1 0 n, x
is rational, and the set in question is countable.

55. For the sake of argument suppose that X is countable and let
/ : N -> X be a bijection from N into sequences of 0’s and l ’s. If / ( n ) =
(x * , x £ , . . . ) is the sequence that corresponds to n let y be the sequence with
terms yn = 1 — x£, all n. Then y is a sequence of 0 ’s and l ’s but since
yn 7^ x” for all n, y cannot be any of the sequences in / ( N).
56. The statement is true. Since N and Q fl [0,1] are equivalent we
work with the latter set instead. T is then defined as the set of sequences
of rationals in [0, 1] that converge to the irrationals there, one sequence per
irrational. Since card([0,1] \ Q ) = c, T has the right cardinality. Now, if
A,B € F have infinite intersection, they contain a common subsequence
that must converge to the irrational number determined by both A and B.
But since these numbers are different, the intersection is finite.

57. Yes. Enumerate A = { a i ,a 2, . . . } and observe that the set of all

possible distances |on—am\is countable. Now, since E is uncountable there is
a real number r that is not equal to any of the distances and so An (r+A) =
0.
5 8 . For the sake of argument suppose that A fl (—oo, t) or A fl (t, oo)
is countable for all t € E ; since A is uncountable at most one of these
sets can be countable. Let {r n} be an enumeration of the rationals of E
and for every n let An be A fl ( —o o ,rn) if A Cl (—oo, rn) is countable and
A fl (rn, oo) otherwise. Consider now A \ (Jn An. If A \ (Jn An = 0, A
is countable, which is not the case. If not, let y € A \ l j n An and write
^ = ( Ur n< y (A n ( - o o ,r „ ) ) ) U {y} U (U r „> y (^ n K . o o ) ) ) . Now, for all
rn < y, A fl ( —o o ,rn) is countable because y & (JnAn', similarly, for all
rn > y, Af](rn, oo) is countable. Thus -A\(Jn An = {y} and since >l\U n
is countable, A is countable, which is not the case. The second statement
follows by applying the first statement twice.
184 11. Set Theory and Metric Spaces

6 0 . Since there are c open dense sets in R and, consequently, c dense

Gg subsets of R, there are c closed nowhere dense subsets of R. Now, with
Q the first uncountable ordinal let {Aa : a < i2} be the collection of all
closed nowhere dense sets. Inductively choose xa € E as follows: x\ is any
point in A\ and, having chosen xp for ¡3 < a < ft, let xa be a point not in
{xp : fi < a} U U p<a Ap\ this choice is always possible by the Baire category
theorem. Then A = {xa : a < i i } is the required set.

62. (a) A contains a finite subset An of cardinality n for each integer n

and U n An C A is countable.
(b) Suppose that A D N = 0 and with B = { a i , . . . , an, . . .} a countable
subset of A, let <p : A U N —>■A be given by
x, x € A \ B,
<p(x) = < o 2n- i , x = On € B ,
<Z2n, Z = »€N .

Then cp is a bijection and a + Ho = card(4 U N) = card(.A) = a.

(c) LetT = { ( X , f) : X C A and / : X —»• { 0 ,1 } x X is a bijection}; by
Problem 61, X ~ { 0 ,1 } x X for X C A countable and T 0. Now, T is
partially ordered by set inclusion and extension of functions, i.e., (X, / ) -<
( X ',f ) if X C X' and f\x = / . Moreover, if C C T is a chain, (X ,f)
defined by X = U pc,/)ec X and f{x) = f(x) for x € X, (X , / ) € C, is an
upper bound of C. Note that / is well-defined since for (X , / ) , {X ' , / ' ) € C,
since C is a chain we may assume that (X, f) -< (X1, f ) . So, if x € X,
x € X' and f'(x) = / ( x). Thus every chain in T has an upper bound and,
consequently, by Zorn’s lemma there is a maximal element (D, g) in T with
g:D {0,1} x D a bijection. Clearly D C A has infinite cardinality and
we have ^4 = (A\D)UD. Now, if A \D is finite, by (a) card(A) = card(D)
and we are done. So, for the sake of argument suppose that A \ D is infinite
and let B be a countable subset of A\D and / : B - 4 { 0 ,1 } x 5 a bijection.
Then BC\D = $, X = Dl) B c A, and the mapping f t : l 4 { 0 , l } x l
given by
x e D,
x € B,
is 1-1 and onto, (h,X) € T and, since h\p = g, (h, X) extends (g,D ),
contrary to its maximality. Therefore this case cannot occur and we have
established that a + a = a. Finally, since b+ b = b and b < a + b < b + b = b,
it readily follows that a + b = b.
63. (a) Let A = {Aa c A : the Aa are countable and pairwise disjoint}
and T = { .4 } ; T consists of all pairwise disjoint collections of countable
subsets of A and by Problem 62(a), T ^ 0. Now, T is partially ordered by
Solutions 185

set inclusion, i.e., given two collections A i , A 2 in P, we say that A\ -< A 2

if every countable subset of A in A\ is in A2. And, if C — {Pa}aei is a
chain in P, the collection of all countable subsets of A which belong to Pa
for some a e / is an upper bound of C. Hence by Zorn’s lemma P has
a maximal element M. = {Ma}, say, comprised of countable subsets of A.
Now, if A \ |Ja Ma 7^ 0, A \ (JQMa is finite or by Problem 62(a) contains
a countable set, which is not the case by the maximality of Ai. Therefore
A = |J a Ma and we have finished.
(b) Let A be a set with at least two elements and consider P = { ( A , / ) :
A C A, f : A -»• A c is injective}; P is partially ordered by set inclusion and
extension of functions and every chain in P has an upper bound. Therefore
by Zorn’s lemma P has a maximal element (A , / ), say. Observe that A c fl
f{X )c contains at most one element. Indeed, if x ^ x' € A c f l / ( A ) c, then
(A , / ) defined by

A = A U {x }, / 1* = / , Kx) = x'

belongs to P and satisfies ( A , / ) ( A , / ) , which is not possible by the

maximality of ( A , / ) . Therefore A is the disjoint union of A , / ( A ) and a
set S of at most one element. Since / is 1-1, A ~ / ( A ) and these sets have
the same cardinality. Finally, since A is uncountable, A and A c = f(X)US
are both uncountable.
64. First, if A = { 0 1 , . . . , On,. . .} is countable, the mappings / : A x N ->
A given by f(an,m ) = 02"3m and g : A —> A x N given by g(an) = (on> 1)
are injective and, consequently, by the Cantor-Bernstein-Schroder theorem,
there exists a bijection <f> : A x N —>• A. In particular, Mo • Mo = Ho-
Let T = { ( A , / ) : A C A, f : A x A —> A is a bijection}; since
for a countable subset A of A, X x A ~ A , T ^ 0. Note that T is
partially ordered by set inclusion and extension of functions and every chain
in T has an upper bound. Therefore, by Zorn’s lemma T has a maximal
element (D ,f ), say. If card(D) = card(A) we are done. Now, for the sake
of argument suppose that card(D) < card (A). Then A \ D ^ 0 and there
is an injection from A \ D into D or an injection from D into A \ D. In
the former case there is an injection of A = (A \ D) U D into { 0, 1} x D
and, since D x D ~ D, also an injection of A into D and, therefore, by the
Cantor-Bernstein-Schroder theorem A ~ D, which is not the case.
In the latter case D is equivalent to a subset Y of A \ D and put Z =
D U Y ; then
Z x Z = (D xD )\ J (D xY )U (Y xD )U (Y x Y ).
Now, since D ~ Y, (D x Y) U (Y" x D) U (Y x Y) ~ { 0, 1, 2} x D. Also,
since D x D ~ D there is an injection from { 0, 1 , 2 } x D into D x D and,
186 11. Set Theory and Metric Spaces

therefore, an injection from (D x Y) U {Y x D) U ( F x Y) into (Y x Y).

Hence, by the Cantor-Bernstein-Schroder theorem there is a bijection /1 :
(D x y ) U (Y x D) U (Y x Y) —> Y. Define now g : Z —> Z x Z by g\r> = f and
g\Y = fi. Then (Z,g) e T and (D, / ) precedes it, but this is not possible
since (£>, / ) is a maximal element of T. In other words, card(D) = card(A)
and we are done.
The reader will have no difficulty in verifying that given cardinals o, 6,
a • b = b ■ a, a ■ (b • d) = (a • b) • d and a ■ (6 + d) = a • b + a • d. Also, if
a, b > Mo and a < b, then a ■ b = b. The proof follows along similar lines
to the ones discussed above; we will not deprive the reader the pleasure of
carrying them out.
6 5 . If {A rf} are such that card (A ;) = a<j, all d < b, the sum Yld<b ad is
defined as card(|J(i<b(A <i x {</})); manipulating bijections it readily follows
that ^2d<b ad ~ card(Ut/<6 Bd) where {Bd}d<b are pairwise disjoint sets with
card(Hd) = ad. It is then clear that card((Jd<6 Bd) < 6 - 6 = 6.
In particular, with 6 = Mo, if { A n} is any sequence of countable sets,
card((Jn An) < Mo • Mo = Mo- Alternatively, since there exist 1- 1 and onto
mappings fn : An —> N for every n, one can define <p : |Jn An —> N as follows:
If x € U n An, let x e A n , say, and put <p(x) = clearly ^ is 1-1 and
onto a subset on N and so |Jn A n is at most countable.
66 . (a) The statement is false. Let B be a collection of pairwise disjoint
balls in R n. Since Qn is dense in Mn, every ball in B contains a point in Qn,
and different balls contain different points. Hence, since Qn is countable, so
is B.
(b) The statement is true. If Sr = {a; € R n : \x\ = r } , then S = {Sr :
r > 0} is a collection of pairwise disjoint spheres in R n.
(c) The statement is false. Recall that a figure eight in the plane is a set of
the form D\ UD2 where D\ and D2 are circles whose bounded disks intersect
at exactly one point. Since the plane can be written as a countable union of
an increasing sequence of bounded disks it suffices to prove that a bounded
disk contains at most countably many pairwise disjoint eights. Then let D be
a bounded disk, C = {Ea : Ea is a figure eight totally contained in D}, and,
with d(Ea) denoting the diameter of Ea, 77 = {sup^ d{Ea) : Ea e C}; since
the Ea are totally contained in C , 77 < 00. Let C' = {Ea e C : d(Ea) > 77/2};
by the definition of 77, C ^ 0. Observe that no two distinct elements of C'
can be contained in one another (for otherwise the diameter of the larger
would exceed 77) and that by area considerations C' contains finitely many
Ea. Now let Ci = C \ C'\ then 771 = supa {d(i?Q) : Ea e Ci} < 77/2 and
repeating the argument for C i, 771 in place of C, 77 we can extract a second
pairwise disjoint finite family of Ea with d(Ea) > 771/2. The procedure is
Solutions 187

now clear: having picked Ci,... ,Cn_ i and rjk = {supa d(Ca) : Ca g Ck}
with rji > 2 r)2 > •.. > 2 n~ 1 rjn- i and rjk < r¡/2 k for 1 < k < n, pick
Cn C C \ Ufc=í Ck and T)n = supa{d(Ea) : Ea G Cn} < ??n_ i / 2 < i?/2n.
Observe that C can be written as the countable union of the Cn because,
since r/n —)■ 0 as n —»• oo, if Ea G C, then G Cn the first time that
d(Ea) > r¡n/ 2 . Thus C is the countable union of finite sets and is therefore
countable.

67. W e consider the rational sequences. Suppose {a n} is such that

On = ax for all n > N. Then there are H^ _1 possible choices for the first
N —1 terms and Ho choices for a/v, giving a total of H¡^ = Ho possible such
sequences. So, since N G N, there are Hq = Ho such possible sequences.

68 . Since continuous functions on I are determined by their values on

Q fl [0 , 1], there are cN° = 2N°'H° = c of them. Now, for the limits of the
sequences of continuous functions, there are c**° = c of them.

6 9 . Let Cl denote the first uncountable ordinal. W e first define classes

Ba of cardinality c for each ordinal a < Cl and then prove that £1(R) =
U o<n the cardinality assertion follows readily from this. Let B o denote
the collection of open intervals in R. In order to define B\ we need to
consider two cases, namely, A is a countable limit ordinal or A = a + 1 is
a successor ordinal. In the former case let B\ = U a<A and in the latter
let Ba+1 be the collection of all subsets of R that are a countable union of
elements in Ba, or a countable intersection of elements in Ba, or differences
of two elements in Ba. Clearly the families are increasing in the sense that
Ba C Bp for a < /3.
Let U = U a< n ^ “ > we claim that U = B(R ). The inclusion U C B(R)
is immediate since B(R) is a a-algebra and B q c B(M.). A s for the opposite
inclusion, since Bo C U it suffices to prove that U is a a-algebra. Suppose
that U, V G U. Then for some a, /3 < Cl, U G Ba and V € Bp and so, if
A = m a x (a ,/5), U \ V C B\+1 C U. Next, suppose that {Xn} c U and for
each n let an < ÍI be such that Xn G Ban; note that an is countable for each
n and that there exists 7 <Cl such that an < 7 for all n. Then X n e By for
all n and |Jn X n, f|n X n G B7+i C U.
B\ = c for all A.
Finally, we prove by induction that the cardinality of
The statement is true for Bo. Also, if the assertion is true for Ba, since
countable unions and intersections have cardinality c**° = c, and so do the
differences, the statement is also true for Ba+1. A s for the limiting ordinals,
their cardinality is Ho •c = c and we have finished.

7 0 . Since the complement of a compact set is open there is an injective

mapping from C into O, the open sets in R , and so card(C) < card(O). Now,
since every open set in R can be written as at most a countable union of
188 11. Set Theory and Metric Spaces

pairwise disjoint open intervals and each such interval contains a distinct
rational number, card(O) < card(QN) = Hq° — c**° = 2N°'H° = 2^° = c.
Thus card(C) < c. On the other hand, for each x > 0, [0, x\ is compact
and so card(C) > c. Also, since each [0, x], x > 0, is uncountable and has
positive Lebesgue measure, the collection of uncountable compact subsets
of R with positive Lebesgue measure has cardinality c.

7 1 . By Problem 70 the class C of uncountable compact subsets of the

line can be indexed by the ordinals less than ft, the first uncountable ordinal,
i.e.,C = {Ka : a < ft }. W e may also assume that M and, consequently, also
every Ka, has been well-ordered. Let x\,y\ be the first two elements of
K\. Next, if 1 < a < ft and if xp and yp have been chosen for all /3 < a,
let xa,ya be the first two elements of K a \ \Jp<a{xp,yp}', such a choice is
always possible since the set in question has cardinality c for each a . Now
put B = {xa : a < ft }. Since ya € Bc, all a < ft, the intersection property
is readily verified.

7 2 . Clearly a = card (ii) < c. Moreover, since the set of linear combina­
tions of the elements of a finite set with coefficients in Q is countable but R
is not,a is infinite. For each integer n let An = {x G R : x — hk, qk
rational, hk G H}\ we claim that card(An) = a for all n. Note that listing
the rationals { r i , r 2, . . . } we have A\ = \JnrnH, the union being disjoint,
and since card (rnH) = card (H) for every rn ^ 0, by Problem 64 it fol­
lows that card(Ai) = Ho • card(ih) = Ho •a = a. W e proceed now by
induction; we just saw that the statement is true for n = 1. Now, since
An C An+1 C An + Ai, it readily follows that card(An) < card(An+i) <
card(An + A\) < card(An x A\) = card(An) and if card(An) = a, then
card(An+i) = a. Finally, by the definition of Hamel basis, R = (Jn An and
c < card((Jn An) < Ho •a = a. Therefore a = c.

7 3 . By Zorn’s lemma R has a Hamel basis H , say. Let ho 6 H, for

X C H \ {h o} let Bx = {ho + h : h € I } , and put Hx = Bx U (H \ X). Then
Hx is a Hamel basis of R and for any two different subsets X,X' of H \ {h o },
Hx / Hx>. Since card (H) = c there are 2C such subsets and, consequently,
2C different Hamel bases of R.
C + C = [0 , 2] every x € R can be written as x = n + xi + #2
7 4 . Since
where n 6 Z and x i, x? G C. Thus C spans R as a vector space over Q and,
consequently, by Zorn’s lemma C contains a minimal spanning set of R , i.e.,
a Hamel basis.

7 5 . Let H = {h a } be a Hamel basis of R, hao the rational element

of H, and B = sp {h a } , a / ao. For the sake of argument suppose that
for some J = (a, b) and r G Q , (a, b) fl (r + B) is of first category and let
E = (a —r, b —r); E D B is of first category and since qB = B for each
Solutions 189

rational q ^ 0, q(E fl B) = (qE) fl (qB) = (qE) fl B is of first category.

Then, with {qn} an enumeration of the rationals, B = (Jnqn(E fl B) is of
first category and the same is true of the rational translations An = (qn+B),
all n, of B. Therefore M = (Jn An is of first category, which is not the case.
Thus the sets An, all n, will do.
 Chapter 12

Measures

Solutions

1 . No, let B = X \ A.
2 . Let X = {a,b,c}, A\ = (0 , { a } , { 6, c } , X } , A 2 = { 0 , { 6 } , { a , c } , X } .
Were A\ U A 2 an algebra it would contain {a , 6} = { a } U { 6} , which it
does not. On the other hand, if {An} is an increasing sequence of algebras,
A — Un An is an algebra. First, if A £ A, then A £ A n for some n and
Ac £ An C A. Next, if A , B £ A, then A £ A m. for some m , B £ A n for
some n, and A U B £ A n where N = m ax(m , n).

A £ X, clearly Ac £ A. Now, if A = (Jfc=i Ak € A, since

3 . First, if
k = U fc i ^ with -Sf € F for all 1 < i < Lk. Therefore
Ak € X, Ac
^ = Hfc=i ¿fc = Dfc=i i f e B kt = U f *! D L i 4 and since f) L i ^ € T for
all i, Ac £ A. Finally, if {Ak} c A is finite, A = |J£=1 Ak = (J£=i
is a finite union of sets in T and A £ A. Thus A is an algebra of subsets
of X that contains T and, therefore, contains A{X). Moreover, since any
algebra of subsets of X that contains T also contains A, A(T) contains A
and the two are equal.

4 . In fact, A = A{T), the algebra generated by T.

In R note that since Q = UxeQ DnC* — V n > can he written as the
countable union of a countable intersection of sets in T, Q £ How­
ever, Q cannot be written as a finite union of intervals in T and, therefore,
Q ?A(T ).
6. (b) Let M. = {A C X : A is countable or X \ A is countable} and
B = {{%,y} '•x,y £ X } . First, given x,y £ X, {x,y} = {x }U {y } € M and,
consequently, Ai(V) c M . Now, given x £ X, let y ^ z £ X and observe
that {x} = {x,y} n {x,z} £ Hence the singletons of X belong to
M c and the sets are equal.

191
192 12. Measures

Note that the result is not true if X = {x, y}. Then M{V) = {0 , {x, y } }
and M = V(X).
7. No. In the setting of Problem 5(b) letX = K and An = [—n ,n ];
we claim that |Jn Sau is not a cr-algebra of subsets of X. To see this let
Bm = [0,m ]; then Bm c Am and so Bm € SAm C U n ^ n - On the other
hand, [0, oo) = |Jm Bm belongs to any cr-algebra that contains |Jm but
since neither [0, oo) nor [0, oo)c = (—oo, 0) is contained in Am for any m,
[0,oo) i U m £ 4 m-
Now, a simple condition ensures that the union of finitely many cr-
algebras is a cr-algebra: Let M \ ,... , M n be cr-algebras of subsets of X
such that M = (Jfc=i Ad* is an algebra; then M is a cr-algebra. First,
M 7^ 0 and M is closed under complementation. Next, let { A k} C M and
separate the sets into the classes A i = { A k : Ak € M \ ] , A m = {Ak : Ak 6
M m \ U i <e<m^e}> 1 < m < n . Then U A ke A m A k G M m , 1 < m < n, and,
consequently, (Jfe Ak = L £ = i \JAkzAmAk 6 M ‘
8 . S is a cr-algebra of subsets of X iff every point in X is open.
10. First, note that 1Z is also closed under countable intersections;
indeed, if {An} C 1Z, f )nAn = A\ \ (Jn(vli \ An) € 7Z. Next, observe that
1Z' is closed under countable unions. Let {A'n} c TZ', A'n = A^ with An £ TZ
for all n. Then (Jn A'n = ( f)n An)c which, since f ) n An € TZ, is in TZ'. Now,
if {An} c S divides the sequence into two parts, one corresponding to those
sets in TZ, which we still call An, and the other consisting of those sets in
TZ', which we rename A'n, then the union can be expressed as L^An€HAn
U a 7e n > An where the first union is in TZ and the second, as we just proved,
is in TZ'; therefore the union is in 7?. U 7?/ = S. Finally, by the symmetry in
the definition of S, S is closed under complementation.

12 . Let {An} be a countable family of nonempty pairwise disjoint sub­

sets of X. For each X C N let Bx = U ne i -Err are all distinct and
there are 2^° = c choices for X.

1 3 . Suppose thatBx ^ By. Then Bx <£. By or By <f. Bx; to fix ideas

suppose the latter. Then there isA € M such that x e i but y & A and,
consequently, y € X \ A G M . Thus, since x € A, Bx C A and By C X \ A,
and so Bx n By = 0 as we wanted to show.
Note that in general x ^ y does not imply BXD By = 0; consider, for
instance, X = { 0 ,1 } and M = (0 , X } . Also, the Bx need not be measurable.
Let X be uncountable and X q C X such that both X o and X \ Xo are
uncountable. Now, if C = {A C X : A is countable and A fl X q = 0 } and
C1 = {A c X : Ac £ C}, M = C U C' is a cr-algebra of subsets of X and for
x € X q, Bx = X q, which is not measurable.
Solutions 193

Now, it is always the case that every measurable A is the disjoint union
of the Bx with x £ A. However, such unions might not be countable and,
even if every Bx is measurable, an arbitrary union of Bx is not necessarily
measurable. For example, let X be uncountable and M consist of all count­
able sets and their complements. Then Bx = {a:} for all x £ X and every
subset Y = U y e r of X is the union of a suitable subcollection of the Bx.

1 4 . No. W e claim thatXi contains n pairwise disjoint sets for all n and
so there are countably many pairwise disjoint sets in M - If A € M , A, Ac
are two disjoint sets in M . Now, if A \ , . . . , An are n pairwise disjoint sets in
M , let A = U L i Ak>i f X \ A ¿ ® , then there are n -l-1 pairwise disjoint sets
in M . On the other hand, if A = X, let B = {B £ M : B = Ufceí1Ak w^ r e
F ranges over all nonempty subsets of { 1, . . . , n } } ; since B is finite and A4
infinite there is a nonempty C £ M \ B . Now, we claim that Ak fl C ^ 0
and Ak \ C 7^ 0 for some k, 1 < k < n. For the sake of argument suppose
this is not the case and let I\ = {1 < k < n : Ak n C ^ 0, Ak \ C = 0 } and
1 2 = {f < k < n : Ak O C = Q, Ak \ C ^ ®}. It then readily follows that
C D Ufceii and that Cc D Ufcej2 which by complementation gives
C C (Ufc€i2Ak)° = U keh Ak' and> consequently, C = Ufc6li Ak € B, which
is not the case. Therefore for some index k, which we may assume to be
n, An f] C ^ $ and An \C ^ 0. Therefore A \ , . A n- 1, An D C, An \ C ,
are n + 1 pairwise disjoint sets in M . Hence M. contains countably many
pairwise disjoint sets and by Problem 12 is uncountable.
Because of its simplicity we discuss a second approach. For the sake of
argument suppose that M is a countably infinite a-algebra of subsets of X
and for x G X let Bx be as in Problem 13; since M. is countable Bx is a
countable intersection of measurable sets, hence measurable. From Problem
13 we know that if Bx ^ By, Bx C\By = 0. W e claim that if { B x : x G X }
M is finite. Indeed, note that the definition of Bx implies that if
is finite,
x € X and A £ Xi, then Bx c A or Bx c X \ A. It thus follows that every
element of M. is the union (in fact, pairwise disjoint) of some subcollection
of {Bx : x £ X}. So, card({Ha; : x £ X } ) = n < 00, which implies that
card(AI) < 2n and this is not the case. Hence {Bx : x £ X } must be infinite
and since the Bx are pairwise disjoint, M. is uncountable.

17. Let <S = Uj - M ( F ) where F ranges over all countable families of

£ ; clearlyS C M(S). Conversely, first note that since £ C ( J c <5,
M { £ ) C M(S) and, therefore, it suffices to prove that S is a cr-algebra
of subsets of X. Since each M.{F) is closed under complementation, so is
S. Let {-A*,} C <S; then for each k there is a countable Tk C £ such that
Ak £ M {F k). Now, T = (JfcTk is a countable collection of subsets of X
and each Ak £ M(F). Therefore (J kAk £ M (F) C S and <S is closed under
countable unions.
194 12. Measures

18. (a) Since a cr-algebra of subsets of X that contains S and V also

contains T it suffices to prove that T is a a-algebra of subsets of X ; the only
condition that requires some thought is that T is closed under complemen­
tation. Note that if M = (A n V ) U (B n V c), M c = (Ac U Vc) D ( Bc U V ) =
(AcnBc)\J{AcnV)U(BcnVc). Moreover, (ACDBC) = (A cn £ c) n ( F U F c) C
(.Ac n V) U ( Bc D Vc) and so M c = ( Ac i l 7 ) U ( Bc n Vc) G T.
(b) Let {Mn} be pairwise disjoint sets in M(S, V) where Mn =
(A'n DV)U (B'n n V c); then Mn n Mk = (A'n n A!k n 7 ) U (B'n n B'k D Vc) = 0
and so A'n C\A'kC\V = B'n fl B'k D Vc = 0 for all n ^ k.

Now, sinceA'n = (A'n \ (U fc/ n A'k)) U {A'n n ( U ^ „ A'k)) i<; readily follows
that A'n n V = {A'n \ (U k^nA'k) n V) u (A>n n (Ufe^n^fc) n v ) where 35
noted above the second set in the union is empty. Therefore, if An = A!n \
({Jkjin A'k)i Anr\V = A'n n v and, similarly, if Bn = B'n \ ( U kfnB'k),
Bn DV = B'n nV. Finally, {An} and {Bn} consist of pairwise disjoint sets
and Mn = (An fl V) U (Bn fl Vc) for all n.

1 9 . W e claim that limn Bn exists iff limn An =

0. Necessity first. Let
B = limnBn, X = B U Bc. First, if x € B, x € Bn for all n > nx and
since Bn+1 = Bn A An+i, x $ An+\ for all n > nx and x € lim infn A„.
Next, if a: € Bc, x belongs to at most finitely many Bn and x G B% for all
n > nx. Now, since Bn+\ = Bn A An+\, in particular x £ An+i D B^ for all
n > nx, which, since x € B^, implies that x An+1 for all such n, and so
x G lim infn A^- Hence lim infn A^ — X and limsupn An = 0. But then also
lim infn An = $ and limn An — 0.
Conversely, if limn An = 0, given x € X, let nx be such that x € A^
for n > nx. Now, there are two possibilities: x € BUx-1 or x £ BUx-\. In
the former case x G BUx-1 fl A%x and, therefore, x € BUx — Bn.x—i A Anx\
similarly, x G Bn for all n > nx and so BUx c Bn for all n > n x. A s for the
latter case, x G x D Acnx and, hence, x G B^x\similarly, x G B° for all
n > n x and so B^x c B^ for all n > nx. Thus Bn = BUx for all n > n x and
limn Bn exists.

21 . First, since N ^ 0, M r i 0- Let A G M r and B G N such that

A = T~X{B). Then Bc G M and since T~X(BC) = (T _ 1(B ))C = Ac, Ac G
M t - Similarly, let {An} c M r and {Bn} c N such that An = T~ 1 {Bn) for
all n. Then U n B n G J V and U n K = U n T~x{Bn) = T ^ U n Bn) G M t -
22 . W e claim that M {T~l(C)) = T~l(M(C)). First, Problem 21 gives
that T~X(M(C)) is a cr-algebra of subsets of X. Now, since C c M(C),
T~X(C) C T~ 1 (M(C)) and, consequently, M (T~l(C)) C T~ 1 (M(C)). Fur­
thermore, T~l(C) c M (T ~ l{C)) and so T~\M{C)) c M (T~l(C)) and we
have finished.
Solutions 195

2 3 . Necessity first. Let x G R and for the sake of argument suppose that
/ (x) = f(x i) for some x\ ± x. Then { x } £ / _ 1( { / ( x ) } ) and { x } <£ M f ,
which is not the case. Hence / is injective.
Sufficiency next. Since / is injective, { x } = / _ 1( { / ( x ) } ) and since the
singleton { / ( x ) } is a Borel set in R, { x } G M f .

2 4 . If / has an interval of constancy the inverse image omits an interval

and, consequently, M f ^ B(R). Thus M f = B(R) iff / is injective or, in
this case, strictly increasing.

25./ -1 is defined on [0, oo) and is 2-valued, i.e., if y = / ( x ) , then y =

±y/x. Given B G B (R ), let B+ = B fl [0, oo). Then f ~ x(B) = f ~ 1 (B+) =
—y/E+ U y/EPp and M f = { — / B + U y/E+ : B € B (R )}.
Now, since <7- 1((A, oo)) = (A, oo) is not symmetric about the origin, g is
not measurable.

2 6 . First, { ( x ,y ) € R 2 :
x — y = A} is a line with slope 1 shifted by —A
B € B(R), F~ 1 (B) = { ( x ,y ) G R 2 : x — y € B}
in the (x ,y ) plane. Thus, if
consists of lines with slope 1 and every possible shift from the set —B. In
other words, M f consists of all 45-degree diagonal stripes in R 2 with base
- B G B(R ).
2 8 . Let Ei = A\ and for n > 1 put En = An \ Ufc<n note that
En C An and U n Bn = 1JnAn. Then, by monotonicity, n(En) < n{An) and
since the En are pairwise disjoint, y,(\Jn An) = /x(|Jn En) = J2nv{En) <

30. X fl A = A, X c D A = 0, and tp($) = 0, we have

(a) First, since
i>(A) = i>(X n A) + ip(Xc fl A) for all A G A and so X G C. Next, C
is closed under complementation by definition. Finally, to verify that C is
closed under finite unions and, hence, an algebra, it suffices to prove that
C is closed under finite intersections. So, let Ci, C2 G C, C = C\ fl C 2, and
A € A. Since Ci € C, C2 D A € A, and C\ D ( C% C\A) = C C\A we have
ip(C Dvl) = ip(C2 n A) — D C2 fl ^4). Also, since C2 n Cc = C2 fl C{ and
C?2 D Cc = Cfi, and since A is an algebra, Cc fl A G A. Therefore for C2 G C,
4>(CCfl A) = ip(C2 D Cf fl A) + i>{C2 H A) and, consequently, since C2 € C,
1>(C n A) + ij}(Cc D A) = i>{C2 n A) + ^ (C £ D A) = $(A). Hence C G C.
(b) Let C i, C2 € C be disjoint. Then

V>(Ci n (Ci U C2)) + n (C 1 U C2)) = ip(Ci U C 2)

and since C i n ( C i U C 2) = C i and C f n ( C i U C 2) = C 2 we have •¡/’(C iU C 2) =
■0(Ci) + V*(C2). Thus ip is finitely additive on C.
(c) By induction it suffices to prove that if C i, C 2 G
C are disjoint, then
V>((Ci n A) U (C 2 fl A)) = tp{Ci fl A) + V>(C2 n A). First, since C i G C,
ip(Ci C)B) + ip(C[ fl B) = ip(B). Now, note that if B = (Ci fl A) U (C 2 fl A),
196 12. Measures

since Ci n C2 = 0 we have C\ D B = Ci n A and C f n B = C2 D A. Whence

fl A ) + i¡){C2 f l A ) = ip(B) as required.
3 1 . The condition is necessary by continuity from above. Conversely,
given a pairwise disjoint sequence {Bk} c M , let An = Ufcln+i-®*> fhen
{An} is a decreasing sequence with P)n A n = 0 and so lim nif>(An) = 0.
Then ^ (U n B„) = n x =1 B k) + * ( U £ .„ +1 B t ) = E Z .1 *(Bk) + * ( 4 . ) for
all n and letting n —¥00 it follows that 4>{[Jk Bk) = limn E & = i ^(Bk) + 0 =
Zk^B k).
For instance, if X = N, the set function ip(A), which = 0 if A is finite
and = 00 if A is infinite, is additive in M = V( N) but since the sequence
An - { 1, . . . , n } has limit N and limn ip(An) = 0 ^ 00 = is not
cr-additive.
{Bn} is an
An equivalent formulation of this result is the following: If
M. with (Jn Bn = X, then limn ip(Bn) = 'tp(X).
increasing sequence of sets in
To see this let An = X \Bn for all n, and note that {An} is a decreasing
sequence of sets in M with f j n A n = 0 and so, by the first part of the
argument, limn ip(An) = 0.

fj, is a measure it follows that for any decreasing { A n} c M

3 2 . Since
with f j n An = 0, limn n(An) = 0. Therefore by assumption limn i¡){An) = 0
and by Problem 31, ^ is a measure.

3 3 . Necessity is clear by Problem 28. As for sufficiency, given pairwise

disjoint {An} c M , by cr-subadditivity ip(\Jn An) < ^ n V'(An). On the
other hand, by monotonicity and additivity, ^ (U n An) ^ =
E L i 'HAti) for all k, and letting k-¥oo, V»(Un 4 . ) > E n V'Mn).
3 4 . Since the family of subsets of X which are of first category is closed
under countable unions and relative complementation and since the comple­
ments of sets of first category are of second category, by Problem 10, S is
a a-algebra of subsets of X. Now, by the Baire category theorem no subset
of X is both of first and second category and \i is well-defined.
Clearly /i(0) = 0. Let {An} c <S be pairwise disjoint. Then, if each A n is
of first category, U n A n is of first category and M(Un An) = 0 = ZnAÍAn)-
On the other hand, if some An is of second category, and since no two
disjoint subsets of X are of second category there can be only one, we have
M U nA n) = 1 = E n M A n ).
F is closed and B denotes its interior, F \ B is
3 5 . First, note that if
nowhere dense. Indeed, since F \ B is closed it suffices to verify that its
interior is empty and this is clear since any neighborhood of x € F\B, since
x & B, contains a point, and hence a neighborhood, in Fc.
Solutions 197

A = GAP G C with G open and P of first category; then Ac =

Let
GCAP where Gc = F is closed. Now, with B the interior of F, since B C F,
F = BA(F \ B) and, consequently, Ac = GCA P — BA((F \ B)AP) where
B is open and (F\B)AP is of first category; thus Ac has the Baire property
and C is closed under complementation. Next, let An = Gnl)Pn G C with Gn
open and Pn of first category for all n, and A — Un note that G = U „ G „
is open and P = (Jn Pn is of first category. Moreover, G \ P c A c G U P
and so GAA c P is of first category; thus A = GA(GAA) has the Baire
property and C is closed under countable unions. Therefore C is the u-algebra
generated by the open sets and sets of first category.

3 6 . First, note that for ( x , y) and (y, x) belong or do not belong

to A simultaneously and so Ac € <S; the other properties of a-algebra are
easily verified.
Consider now the half-planes below and above the 7r / 4-diagonal defined
by L = {{x,y) G R 2 : x > y} and U = {(x,y) G R 2 : y > x }, respectively.
For A G B (R 2) let A* denote the symmetrization of A, i.e., A* = {(x,y) G
R 2 : ( x,y ) G A and/or (y, x) G A} (and/or means ‘or’ not excluding ‘ and’),
and note that A* G S. Then fJ,s(A) = s /jl( ( A fl 17)*) + (1 — s)y,((A fl L )*),
s G [0,1], define extensions of fj, to B(R 2) and these extensions are different
for different s.

37. (a) Let { A n} c N be an increasing sequence. Then {A^} is a

decreasing sequence in .Mo and, therefore, (\JnAn)c = D n ^ n e M o ; thus
UnA i € N. The proof for a decreasing sequence in N is analogous and N
is a monotone class.
(b) Let {An} C N be an increasing sequence. Then {An fl C} is an
increasing sequence inMo for all C G C and, therefore, \Jn{An i l C ) =
C fl |JnA i € Mo and (JnAn G N. The proof for a decreasing sequence in
N is analogous and N is a. monotone class.
V{X) is a monotone class that contains C. Next, the intersec­
(c) First,
tion of all monotone classes containing C contains C and, as is readily seen,
is a monotone class; this intersection is M q(C), the smallest monotone class
of subsets of X that contains C.

(d) Since an algebra is closed under complementation it suffices to prove

that Mo is closed under countable unions. Given {An} C M o , let Bn =
U L i^ fc » n > 1; since Mo is an algebra {Bn} c Mo- Thus {Bn} is an
increasing sequence of sets in M o and so \JnBn G Mo- Finally, since
U kAk = U n P n , Ufc Ak € Mo-
39. Let C = {[m, oo) : x G R } and A the Lebesgue measure on B (R ).
Then M(C) = B(R) and if y. = X and fj,i = 2A, then ¡j, = m on C but
l = M ([0,l])^/ii([0,l]) = 2.
198 12. Measures

Now, when A is an algebra, by Problem 37 it suffices to verify that

C = {C G M(A) : n{C) = i '(C )} is a monotone class that contains A. First,
let {Afc} be an increasing sequence in C. Since /x, v are measures on M.(A),
M I M f c ) = limn ^(Ufe=i^fc) = limn K U fe=i^fc) = K U kAk) and \JkAk g
C. Similarly, if {Ak} is a decreasing sequence in C, since fi(X) = v(X) < oo,
KC\kAk) = limn At(Dfc=i -^fc) = limn n(An) = \imnv{An) = i/(f| kAk) and
P)fe Ak € C. Therefore C is a monotone class containing A and so it contains
Mo{A) and, consequently, is equal to M(A). Then ¡i — v.
40. First, note that if A G A has ¡i{A) = v{A) < oo, by Problem 39, ji
and v coincide on M (A ) a • Now, sets in M (A ) a are of the form BC\A with
B G M (A) and so n(B fl A ) = u(B n A) for all A G A and B G M (A) with
H(A) < oo. Thus ii(B) = n(\Jn(Anr\B)) = E n M (# n A n) = =
v{B) for all B G M (A) and n = v.
The result may fail if the measures are not cr-finite relative to A. To see
this let X be a countable set and Y C l such that card(F) = c a r d (X \ T ) =
oo. Let A = {A C X : A c Y, A finite or Ac c Y, Ac finite}; by an
argument similar to that in Problem 5, A is an algebra of subsets of X.
Consider now the measures n, v on M(A) given by n{A) = card(A) and
v{A) = card(A fl Y), A G M(A), respectively. Then fj, and v coincide on
A. Indeed, if A C Y, A G A is finite and /jl(A) = v{A n Y) = card(J4).
On the other hand, since Y is infinite, if Ac C Y is finite, A is infinite
and /j,(A ) = v{A fl Y) = oo. Finally, since X \ {a;} G A for all x G Y,
X \ Y = n * ey ( * \ M ) e Ai(A)’, however, /j.(X\Y) = oo while u(X\Y) =
card ((X \ Y) D Y) = 0.

41. (a) Observe that once we prove that /Uj(M) + ¡ie(Mc) = /i(X)
for M c X , the original question follows by setting X = A U E. Now,
given e > 0, let A D M c be such that ¡jl{A) < ¡j,e(Mc) + e; then Ac c M
and n{X) < ne(Mc) + ji(Ac) + e. And, since n{Ac) < m(M), it follows
that n{X) < ¡j,e(Mc) + + e, which gives one inequality since e is
arbitrary. Conversely, let A C M, A G S. Then Mc C Ac and so fi(X) =
[¿(A) + fr(Ac) > fi(A) + /xe( M c). Therefore, taking the sup over these A it
follows that n(X) > /ij(M ) + which is the other inequality.

(b) Since the Ak are pairwise disjoint and IJitLi Ak C IJfcLi Mk it follows
that £ * L i M 4 k ) < M kAk) < ^k) for each fixed K\ therefore,
taking the sup we get EfcLi fH(Mk) < jtx*(Ufc M fc) and since K is arbitrary
one inequality holds. Conversely, pick A G S such that A C \JkMk and
H(A) — MidJfe Af/c) — e; since the Ak are pairwise disjoint and A C IJ^. Mk,
A n Ak C Mk for all k. Thus ^¿(Ufc Mk) < /jl(A) + e = Efc H Ak) + e,
and since M D Ak c Mk, Hi([JkMk) < Efc Hi(Mk) + e, which, since e is
arbitrary, gives the desired inequality.
Solutions 199

The proof for ¡xe follows along similar lines. Given e > 0, let Ak D
Mk, n(A!k) < ¡JLe{Mk) + e/2k. Then \JkMk c {JkA'k and /ze( \jkMk) <
M ( U A'k) < < E k^ ( M k)+e. Let A d \JkMk, /j,(A)<fj,e(\JkMk)
+ e . Then A fl l j fc Ak contains Mk for all k and since the Ak are pairwise
disjoint, A n Ak D Mk. Thus J2k¡Xi{Mk) < Efe H Ak) < /x(A) <
Me(UkMk) +£•
{Mk} be pairwise disjoint sets in A4(S, V). Then by Problem
4 2 . Let
18, Mk = (Ak fl P ) U (Bk D P c) where each of the sequences {Afc} and
{B k} consist of pairwise disjoint sets in S. Thus Mk D P = Ak fl P and
^(U kMk) = ^i(Ufc(Mfcn V )) = M U k(Ak n P )). Now, since Ak (1 V C
Ak and the Ak are pairwise disjoint, by Problem 41, ¡Xi(\Jk(Ak n P )) =
Efe Ai(Ak fl P ) = Efe Ai(Mk fl P ) = Efe v*{Mk) and we have finished. The
proof for v* is analogous.

43. First, by Problem 42, /x*,/x* are measures on Ai(S, V) and by

Problem 41, n*(A) = m{A fl P ) + /xe(A D P c) = ix(A), A € <S; analogously,
H*(A) = fx(A). Thus //* and ¡x* are extensions of ¡x. Finally, let 0 < < 1
be such that £ = (1 — 77)/x¿(P) + VVeiV)- Then v = (1 — rj)/x* + jjix* is
an extension of ¡x and i/(P ) = (1 — r¡)m(y) + r)fxe(V) = £. For further
details, including the case of infinite measure, see J. Los and E. Marczewski,
Extension of measures, Fund. Math. 3 6 (1949), 267-276.
4 5 . First, N is a cr-algebra of subsets of Y . Indeed, if B € N , T~l (Bc) =
T~l{B)c € M and so Bc e M. Similarly, if {Bn} C A/-, T _ 1((Jre5 n) =
\JnT~l(Bn) 6 M and U nBn € A f. In fact, A f is the largest cr-algebra of
subsets of Y that makes T measurable.
v is a measure on A/-. First, i/(0) = ¿x(T_ 1(0)) = 0. Now, if {Bn} C
Also,
A f are pairwise disjoint, {T~l(Bn)} c M. are pairwise disjoint and, conse-
quently, i /flj„ £ » ) = = /*(U » r _ 1 № ) ) =
= E „ « '№ ) •
Now, if ¡x is a probability measure, v ( Y ) = /x(T~1(Y ) ) = n ( X ) = 1
and v is a probability measure. Similarly, if ¡x is finite or cr-finite, so is
v. Finally, if fx is complete, given B € N with v ( B ) = 0 and B\ c B ,
since C T ~ l {B) and n { T ~ l {B)) = 0, then T “ 1^ ) € M and
lx(T~l {Bi)) = 0, which implies that B\ €N and v{B\) = 0.
SoT, since ( 5 o T ) _ 1(C') = T~ 1 (S~1 )(C),
Now, the measure A induced by
is defined on the cr-algebra {C C Z : 5 - 1(C7) € A f} = {Ó C Z :
(S oT)~x(C) € M } and is given by A(C) = ix(T~lS~x{C)).
4 7 . T -1 is defined on [0, 00) and is 2-valued, i.e., if y — T(x), then
x = ±y. Given B € <B(M), let B+ = i ? n [ 0 , 00). Then T~X(B) = T~X(B+) =
—B+ U B+ and, consequently, M r — { —-B+ U B+ : B € # (M )}. Then
lx(B) = A(T~l(B)) = 2 A (B + ), B € 5 (E ).
200 12. Measures

48. »(X) < oo. Let T = {M € M : for every

Suppose first that
e > 0 there exists A € A such that »(MAA) < e}. Clearly A C T and,
in particular, X € T. Next, since M CAAC = MAA, T is closed under
complementation. Finally, let {Mn} C T and M = \JnMn. By continuity
from below there exists N such that »(M \ IJ^Li Mn) < e / 2 , pick An € A
such that »(Mn \ An) < e / 2N, and let A = (Jn=l ^-n G A. Then, since
M AA C M A O J J U Mn) U ( ( U t i Mn)A ( U ^ i An)) and MA((J%= 1 Mn) =
M \ (U n = i Mn), we have »(MAA) < »(M\((J*=l M n) ) + £ * =1 »(Mn\An) <
e/ 2 + N e/2N = e. Thus M e J , which is therefore a a-algebra of subsets
of X. And, since A C T, M(A) = M = T.
{Bn} c A with finite measure such that
Now, in the a-finite case pick
X = (Jn Bn\ replacing Bn with Ufc=i for each n if necessary we may
assume that the sequence is increasing. Let M € M have finite measure.
Pick B^ such that »(M(~)Bn ) > » (M )—e/ 2 and let A denote the restriction
of » to Bn - Then A is a finite measure and so by the above argument there
is Aq £ A such that X(MAA q) — »((M A A q) fl B n ) < e / 2 . Note that
A qn Bn G A and since

MA(A 0 n BN) C ( M A ( M n BN)) U ( ( M n B n )A(A 0 n BN))

C ( M \ ( M fl BN)) U ((MAA q) n BN ) ,

it follows that »(MA(A q fl B n )) < e/ 2 4- e/ 2 and we have finished.

». A s for the
5 0 . The first inequality follows from the <r-subadditivity of
second, by Problem 49, £ L »(Ak) = m ( U L i Ak) + E i < k < j < n
i D A,).
Now, by subadditivity »(\J^=l Ak) < £ £ =1 »(Ak) and since each Ak inter­
sects at most one other Aj with j A k, E i< k<j<n^(AknA3) < £ £ =1 »(Ak).
Therefore »((j k=1 Ak) < 2 £ £ =1 »(Ak) and the conclusion follows letting
n —> oo.
5 1 . Let Bm = {ex : <j(m) = m }, 1 < m < n. Then A — (B\ U . . . U Bn)c
and by Problem 49, »(An) = l - » ( B xU-■-U Bn) = l + £ ” = 1( - l ) mSm where
sm = E /e i f t M f \ e / Bg). Now, D eel Be = W •c(£) = i for t £ 1} and so
n « e / Be. consists of permutations that are fixed at m elements and permute
the remaining n —m elements. Since there are (n — m)\ such permutations
and each has probability 1/n ! it follows that Be) = (n - m)\/n\ and
so »(An) = l + £ m = i ( —l ) m E / 6i « (n —m)\/n\. Now, card(X^) = (^ ) and,
consequently,

U (n —m)\
»(An) = l+ Y ,( - l) m
m=1
m n! 1+I>
771=1 771=0

Whence »(An) ->■ 1/ e as n -> oo.

Solutions 201

54. S(AA, V(Af)) = S coincides with the <j-algebra of

First, clearly
subsets of X discussed in Problem 53. For i e S with A = M U B where
M g AA and B c N e Af, let /¿i(A) = [¿(M). Note that ¡¿i is well-defined;
indeed, if also A = MiUBi, M\ G AA, B\ c N\ g Af, then M c MiliNi and
so [¿(M) < [¿(Mi). Reversing the roles of M and M i also [¿(Mi) < ¡¿(M)
and ¡¿(M) = [¿(Mi).
Next, [¿i is a measure on S. Clearly [¿i($) = 0. Let { M n U Bn} C S be
pairwise disjoint. Then B = |Jn Bn c N G Af and

Mi ( U ( M " U B „ ) ) = [¿i ( ( (JM n) U F?) = /x ( ( J M n)

n n n

n n

Finally, [¿1 is the only complete measure on <S such that [¿i \m = M- Since
for M G A4, M = M U 0, [¿1 (M) = [¿(M) and [¿1 extends [¿. To check that
[¿i is complete let A = M U B G S with [¿i(A) — [¿(M) = 0, B C N € Af,
and Ai C A. Then Bi = ( M f l A i ) U ( B n A i ) C M U JV with [¿(MU N) = 0
and A i = 0 U Bi G 5 has [¿i(A{) = 0. Thus /Lix is complete.
Suppose that [¿2 is another complete extension of ju toS and note that for
B c N e A f , [¿2 (B) < [¿2 (N) = /¿(N) = 0. Thus, if A = MuB G S, [¿2 (A) <
[¿2 (M) + [¿2 (B) = [¿(M) = [¿i(A). Moreover, since for B G V(Af) also
[¿i(B) = 0, we can reverse the roles of ¡¿1 and [¿2 and obtain [¿i(A) < [¿2 (A)
as well. In other words, [¿i(A) = [¿2 (A) for every A G S and uniqueness
follows.
Finally, /4 is cr-finite iff [¿1 is cr-finite. Since AA C S and [¿i \m = M>
sufficiency is clear. As for necessity, let X = |Jn X n where the X n are
pairwise disjoint and [¿(Xn) < 00 for all n. Let B = -A\(Jn X n\clearly B G S
and [¿i (B) = 0 for otherwise B would contain a set M G AA with [¿(M) > 0
disjoint from all the X n, which is not possible. Then with X[ = Xi U B
and X'n = X n for all n > 2, {X^} is a pairwise disjoint partition of X with
[¿i(X'n) < 00 for all n.
A = ((AuN)\N)U(Ai~\N) where (A U N) \N G AA
5 5 . (a) Note that
and, since AD N C N, Af] N € A4 with [¿(A fl N) = 0.
(b) Since A i) B = A \ ( A \ B) where A e AA and (A \ B) C AAB
has measure 0, A n B G AA. Now, B \ A C AAB has measure 0 and so
B = ( A f l 5 ) U ( 5 \ A ) is measurable. Moreover, [¿(B) < [¿(AnB)+p(B\A) <
[¿(A) and since B G AA, exchanging A and B also [¿(A) < [¿(B).
5 6 . (a) Let A = Ai U N where Ai G AA and N C A 2 , A2 € AA with
[¿(A2 ) = 0. Thus Ai C A C Ai U A 2 and [¿i(A) > ¡¿*(A) > [¿(Ai) —
[¿(Ai U A 2 ) > [¿*(A) > [¿i(A). Hence [¿*(A) = [¿i(A) = [¿*(A).
202 12. Measures

M be such that Mn C A c M'n and fJ,*(A) =

(b) Let { M n} , { M ' } C
limn (i(Mn) - limn ii{M'n) = n*(A). Note that B = (J„ M i and C = f ) n M'n
are in M , B C A C C, and ¡x{Mn) < n(B) < fi(C) < /r(M ^) for all
n. Thus letting n oo it follows that /x(i?) = ¿¿(C), n{C \B) = 0, and
i = Bu(A\B)e5.
5 9 . The statement is true if the sequence is increasing, i.e., for all k > 1,
fJ'k(A) < Hk+i(A), all A € A4 , and the statement is false if the sequence is
decreasing.

61. Let A be the set function on M given by A(A) = sup{^(£?) — v{B) :

B C A, v{B) < o o }, Ae. M . Clearly A(0) = 0. W e claim that A is additive.
Let A,B 6 M , A fl B = 0. Then for E c A U B with v{E) < oo it follows
that fj,(E) —v(E) = fj,(Er\A) —i/(Er\A)+fjL(Er\B) —i/(EDB) < A (A )+ A (.B )
and, therefore, taking the sup over such E, A(A U B ) < A(A) + A (B). Next,
let A' c A, B' c B with v(A'), v(B') < oo and note that since A' n B' = 0
and v(A'\JB') < oo, n{A')-v{A')+n{B')-v{B') = ^{A'DB^-vi.A'^B’) <
A(j4 U 5 ). Therefore, taking the sup over such A1, B\ X(A)+X(B) < A(AU5),
and A is additive.
To prove that A is a measure we invoke Problem 31. Let {An} be an
increasing sequence with limit A = (Jn An\we claim that limn \{An) = A(^4).
First, by monotonicity the numerical sequence { A ( A i ) } is nondecreasing and
B C A with v{B) < oo; then {B f l An}
so it has a limit < A (A ). Next, let
increases toB and, consequently, increases to n(B), {u(BnAn)}
increases to the finite value u(B), and { A ( 5 f l An)} increases to a limit
< A (B). Now, A (B) - ii{B) —v(B) = limnfJ-(B f l An) — limn v(B H An) -
limn A{B fl An) < limn A(^4n) < A(A) and, therefore, taking the sup over
B e A, \{A) < limn \(An) < A (A ). Thus A is a measure.
Finally, we must verify that (¿(A) = v ( A ) + A(^4) for all A G M . First,
if v{ A ) = oo, ii(A) = oo and so fi{A) = v ( A ) + A (A ). Also, if v( A ) < oo, by
the definition of A, fi(A) — v { A ) < A (A) and fi(A) < A(A) + v (A). A s for the
opposite inequality note that for B c A , since v { B ) < oo, ¡jl{B) — v { B ) +
is(A) = fji(B) + v ( A \ B ) < n { B ) + ¡i{A \ B ) = n ( A) and so A(A) + i/(A) =
suPb c a { » ( B ) ~ v(B) + v { A ) } < n(A) and we are done.
M = (0 , X ] and consider the
To see that A is not necessarily unique let
measures /r, v on
M. given by /z(0) = i/($) = 0 and n{X) = v{X) = oo. Then
any measure A on A'f given by A(0) = 0 and X(X) > 0 satisfies /j, = v + A.
Note that the A constructed above satisfies A (X ) = 0 and that in this case,
as well as in general, is in some sense the smallest measure that works.
On the other hand, suppose thatv is cr-finite and let { X n} be pairwise
disjoint sets withv(Xn) < oo such that X = (Jn Xn. If A, A7 are measures
so that n = u + X = u + X, then /j,(A ("l X n) = v(A fl X n) + A (A fl X n) =
u(A fl Xn) + A7(A fl X n), A 6 M , and since u(A fl X n) < oo, A(A fl X n) =
Solutions 203

A '(i4 n X n) for all A and n. Hence A(A) = J2n A (> ln X n) = Y/,n A '( A n X n) =
A'(^4) and A is unique.

62. B € M . If /¿(A fl B) = 0 we are done so

(a) Necessity first. Let
suppose n(AC\B) > 0; then since AC\B C A it follows that fi(Af)B) = /¿(A)
and, consequently, /¿(A \B) = fi(A) —¡¿{A n B) = 0.
Sufficiency next. B C A with /¿(A ) > /¿(B ). For the sake of ar­
Let
gument suppose that /¿( B ) > 0. Then since A = B U {A \ B) it follows
that /¿(A \ B) = /¿(A) — fi(B) > 0, which is not possible since then both
/¿(A n B ) = /¿(B ) > 0 and /¿(A \ B) > 0. Therefore /¿(B ) — 0.
(b) Sincefi is nonatomic there is a measurable Bo c A such that 0 <
K B q) < H(A) < oo. Define now B j D B 2 D . . . inductively as follows:
Having picked Bn- 1, let C € M have 0 < /¿(C ) < fi(Bn- 1) and pick Bn to
be whichever set, C or Bn-\ \ C, with measure at most /¿(B n_ i ) / 2. Clearly
Bn c A and 0 < /¿(B n) < /¿ (B o )/ 2n, which may be made arbitrarily small
for n sufficiently large.
(c) Given A € M. with fi(A) < r/, let ^"(^4) = {B € M : A c B,fi(B) <
77} and ip(A) = sup {(i(B) : B € J~(A)}\ note that since fi(A) < 77, A E H A ).
Also, if A c B and fi(B) < rj, then 11>(A) > ^(B). Define now an increas­
ing sequence Ao c A\ c . . . of measurable sets, each of measure at most
77, as follows: Let Ao = 0 and, given An- 1, choose An 6 T(An- 1) so that
if>(An- 1) — 1 /n < fi(An) < ip(An- 1). Let A = (JnAn. Note that since the
sequence is increasing and fi(An) < 77 for all n, fi(A) = limn fi(An) < 77; we
claim that fi(A) = 77. For the sake of argument suppose that fi(A) < 77. By
(a), X \ A contains a measurable set C with 0 < 11 (C) < 77 — fi(A). Thus
fi(A U C) < 77 and, consequently, ip(An) — 1/n < fi(An+\) < fi(A) <
fi(A U C) <77. Now, since A U C € F(An) we have fi(A U C) < ijj(An),
which combined with the previous inequality gives tp(An) — 1/ n < fi(A) <
fi(A U C) < ip(An). Hence 0 < fi(C) = fi(A U C) —fi(A) < 1/n, which is
impossible for large n. Thus fi(A) = 77.
This result is true for the Lebesgue measure on Rn and for nonatomic
regular Borel measures ¡j, on Mn which are inner-regular; see Problem 70.

6 3 . Let fi(A) > 0; then v(A) > 0 or A(A) > 0. Suppose that v(A) > 0;
then there is a ¿'-atom B such that B c A. If A (B) = 0, B is clearly an atom
for ¡j,. On the other hand, if A(B) > 0, there exists a A-atom C such that
C C B; of course fi(C) > 0 . If C is a /¿-atom we are done. Otherwise, by
Problem 62(a) there exists D G M such that fx(C fl D) > 0 or fi(C\D ) > 0
and in that case C fl D or C \ D is the required atom for fi.

6 4 . Let S denote the family of all countable unions of /¿-atoms and for
A 6 M let fii(A) = su p {/i(A fl M) : M G <S} and /¿2(A ) = su p {/t(A fl N) :
fii(N) = 0 }; then ¡i = /¿1 + /¿2. First, /¿1 is purely atomic. Let A € M .
204 12. Measures

If H\(A) > 0, then pb(A fl M) > 0 for some M € S and since M = (Jn Mn
where the Mn are /x-atoms, ¡i{A D Mn) > 0 for some /x-atom Mn. Since
A fl Mn is a /x-atom such that »\(A n Mn) > 0 and since /xi < /x, A fl Mn is
a /xi-atom contained in A. Next, /X2 is nonatomic. Suppose that » 2 (A) > 0.
Then ¡jl(A D N) > 0 for some N such that »i(N) = 0. Now, A fl N is not
a /x-atom for otherwise »i(A n N) > 0 . Thus, since /x(A fl N) > 0 and
A fl N is not a /x-atom there exists B € M such that ¡i(A fl N fl B) > 0 and
li((AnN) \B) > 0. Now, necessarily fj,2 (Ar\B) > 0 and fi2 (A\B) > 0 and,
by Problem 62(a), /X2 has no atoms.
Observe that if /x is atomic and »(A) > 0, there exist countably many
atoms {Mn} such that ¡¿(A) = /x(A fl |Jn Mn). Letting

An — (Mn \ (M i U . . . U M n_ i ) ) D A

and disregarding those ^71 > if any, of measure zero, we have the following:
If /x is purely atomic and »(A) > 0, there exist countably many pairwise
disjoint atoms An C A such that »(A) = /x((Jn An).
66 . Let {rn} be a sequence that decreases to 0. Since p|n ATn c Plr>o
it follows thatA = p|rn ATjl and so, A G M . Hence by continuity from above
pi(A) = limn /x(j4rn) and since { r n} is arbitrary, limr_M) l^(Ar) = n(A).
68 . The statement is true. Necessity first. For the sake of argu­
ment suppose that there exist two indices, which we assume to be 1, 2,
such that /j,(Ai fl A 2 ) > 0. Then ix(A\ U A 2 ) < /x(-Ai) + / x ^ ) and so
/x(Ai U A2) + 3 M A ») < £ n Ai(^n) = li{{Ai U A2) U Un =3 An) <
fi{A\ U A2 ) + /x(U “ =3 An). Thus canceling the finite quantity ii{A\ U A 2 )
we get the strict inequality £ ^ L 3 n(An) < /x(U ^=3 ^ n ), which by the <7-
subadditivity of /x cannot hold.
Sufficiency next. W e begin by constructing sequences {Bn} ) {Cn} as
follows. Let B\ = 0 and Bn = An D (Um=\ A n ) for n > 1, and C\ = A\
and Cn = An \ (Jm=i A n for n > 1; then An = Bn U Cn for all n > 1.
Moreover, Cn D Cm = 0 for n ± m and since Bn = U m = \ ( A H Am),
»(Bn) — £ m= i »(An n A n ) = 0 for all n and, hence, also »(An) = »(Cn)
for all n > 1. Finally, we claim that |Jn Cn — (Jn An; it suffices to prove that
(JnAn C (jnCn, the other inclusion being obvious. Now, if x € U n A i , let
m be the smallest index such that x G Am; then x € Cm C (Jn Cn- Hence
M(Un -A i) = » ( ( J n ^ n ) = EnM(Cn) = E n M A A
7 0 . Let S = { B e B (R n) : inner and outer regularity hold for B}\ we
claim that S is a cr-algebra that contains the open sets and so <S = H(Rn).
Also, if O is open, O =
Now, outer regularity holds for open sets.
Qk are nonoverlapping closed cubes; let Kn = |Jfe=i Qk-
Ufc Qk where the
Then {Kn} is an increasing sequence of compact sets with O = (JnKn
Solutions 205

and, therefore, by continuity from below /x(O) = lim n/j.(Kn). Thus inner
regularity also holds for O and S contains the open sets.
Next, we claim that S is closed under complementation; clearly it con­
tains R n and 0. Let A be outer regular and given e > 0, let B D A be an
open set such that fi(A) > fi(B) — e /2 ; then C = Bc C Ac is closed and
l¿(Ac) = fx(Rn) -/¿(A) < /j,(Rn) — ¡jl(B) + e/2 = /j ,( C ) + e/2. Let {Kn} be an
increasing sequence of compact sets such that C = (JnKn- Since n is finite,
n(C) = limn V>{Kn) and so picking n large enough we have Kn C C C Ac
such that ¡J,(C) < /n(Kn) + e /2 . Hence n(Ac) < /J,(Kn) + e and Ac is inner
regular. The fact that if A is inner regular, Ac is outer regular, follows along
similar yet simpler lines. Hence S is closed under complementation.
Finally, let {An} c S and A = |Jn An', we claim that A € S. Given
e > 0, let Cn be a compact set and Bn an open set such that Cn C An C Bn
and ¡i{Bn \ Cn) < e /2 n+1. Let C = U n Cn, B = |JnBn\then C C A C B
and since B \ C C IJn(Bn \ Cn), l¿(B \ C) < Y,nli(Bn \ Cn) < e/ 2 and,
consequently, /j,(B\A) < [i(B\C) < e/ 2 and A is outer regular. Next, since
C is not necessarily compact, let Kn = |Jm=i Cm, {Kn} is an increasing
sequence of compact sets and so lim n/j,(Kn) = /¿(C); pick N large enough
so that n(C \ K n ) < e/2. Then K n is compact, K n C A C B, and
/j,(B \ K n ) = fi(B \C) + n(C \ K n ) < £ and, consequently, [i(A \ K n ) <
fj,(B\KN) < £ and A is inner regular. Thus S is a a-algebra and S = B(Rn).
In general inner regularity holds for Borel measures that assign a finite
measure to compact sets but the same is not true for outer regularity. Con­
sider the Borel measure v given by v{B) = card(£? f l Q n), B 6 B (R n); since
Mn = U<jeQn u (Qn)c) where v(q U (Q n)c) = 1 for each q, v is <r-finite.
Note that if B = { 0 } , then u(B) = 1. Now, any open set O that contains
B must contain an infinite number of rationals and so v(O) = oo. Thus
1 = v{B) < in f {i/(0 ) : O is open and B c 0 } = oo.
72. For the sake of argument suppose that tp is not cr-additive. Then
by Problem 31 there is a decreasing sequence {An} of Borel sets with empty
intersection such that limntp(An) = infn ip(An) = rj > 0. Pick now for
each n a compact set Kn c An such that ip(An) < ip(Kn) + r¡/2n+1;
then ip(An \ f|m=i Km) < £ m = i ip(Am \ Km) < r¡/2 . Then, in particular,
^ (flm = i Km) ^ o and, consequently, f|m=i Km + 0- Finally, {f| m = i K™} is
a decreasing sequence of nonempty compact subsets in the compact space
K\ and, consequently, P)m Km ^ 0, which is not the case since f ] m Am = 0.
7 3 . (a) For the sake of argument suppose that for some r¡ > 0 all open
cubes of sidelength less than rj have finite measure. Now, since K is compact,
K can be covered by finitely many open cubes Q i,. ■■,Q n , say, of sidelength
less than rj and, therefore, by subadditivity n(K) < Y/k=i M Qk) < o°> which
is not the case.
206 12. Measures

(b) K be a compact subset of an open set O. Then there are finitely

Let
many open sets Oi,.. ., On , say, with /i(Ok) = 0, 1 < k < N, such that
K c UfcLi Ok, and, consequently, n{K) = 0. Therefore by inner regularity
¡j,(0) = sup{ju(i<r) : K C 0 , K compact} = 0.
74. No. x € Rn, linpv ^(n^Ljv -®(x >!/& ) ) =
First, note that given
p ( { x } ) = 0 and since ¡jlonly assumes the values 0 and 1, niC^N B(x, 1/fc))
= 0 for IV large enough. So, since 1A ) ) = 1/A :)),
n(B(x, l/kx)) = 0 for some kx sufficiently large. Now, for the sake of ar­
gument suppose that ^ is a probability measure and pick a closed cube
Q in R n with positive measure and to each x € Q assign the open ball
Bx = B(x, l/kx) with ¡r{Bx) = 0. Then by Heine-Borel there are finitely
many balls BXl, . . . , BXN, say, such that Q C UfcLi Bxk, and, consequently,
i = m (Q ) — X)fc==i = 0, which is not the case.
75. (a) and (b) Let T = {O C Mn : O open and ¡jl{0) = 0 } and
V = |Joer V an °P en subset of R n and by the inner regularity of /x,
n(V) = sup{/i(K) : K C V,K com pact}. Now, if K C V is compact, K is
contained in a finite union of open sets O with /x(O) = 0 and so ¡i(K) = 0.
Therefore /x(F) = 0 and /x(Rn \V) = rj.
F = Rn \ V and K C F a proper compact subset of F; then W =
Let
R n \ K is open and if ¡jl(K) =
r), fi(W) = 0. Hence W C V and W c d V c or
K D F, contrary to the fact that K C F. Thus fi(K) < fi(F). Also, V is
the largest open set with n{V) = 0.

76. Let ¡ jl ¡¿(A) = O i f A n A T = 0

be the Borel measure given by
and n(A) = oo otherwise, A € B(Rn). Now, if x £ K there is an open
neighborhood Ox of x contained in K c and so n{Ox) = 0. Otherwise, if
x € K every open neighborhood Ox of x contains x and so n(Ox) = oo > 0.
Thus supp(/x) = K.

v is constructed along similar lines. Let D = {dk} be a countable dense

subset of K and for A € B(Rn) let v be given by u(A) = ^2dkeA ^({dfc})
where v{{dk}) = 1/ 2* for all A; = 1 , 2 , ___ Then ^(R n) = v{K) = 1 and v is
a probability measure. Now, if x E K and Ox is a neighborhood of x, since
D is dense in K, Ox n D ^ 0 and so v{Ox) > 0. Finally, if x £ K there is
an open neighborhood Ox C K c and so v(Ox) = 0. Thus supp(i/) = K.

7 7 . n = ( ¿ o + ^ i )/2 where <?o and 5\ denote the Dirac measures supported

at 0 and 1, respectively.
An must be uncountable for otherwise X would be count­
7 8 . (a) One
able. Now, if An, Am are uncountable, m, X \ A n and X \ Am are both
countable, and since X = An U (X \ An) c (X \ Am) U (X \ An), X itself is
countable, which it is not.
Solutions 207

(b) First, ¿¿(0) = 0. Next, let { A n} be pairwise disjoint measurable sets

and A — U n An. The additivity, and the cr-additivity, of ¡jl are clear since
A is always at least countable and so /¿(A) = '¡TJn f-l(An) — oo. Finally, if
/¿(A) = oo, A is an infinite set and given an integer n , A contains a subset
An of n elements with 0 < /¿(An) < oo and /i is semifinite. And, since an
uncountable set cannot be written as a countable union of finite sets, /i is
not cr-finite.
(c) Only the cr-additivity of v is not immediate. Let {A n} be pairwise
disjoint measurable sets and A = (J nAn. If An is countable for all n, A is
countable and 0 = v(A) = v(An) = 0. On the other hand, if An is not
countable for some n, and by (a) this can only happen for one n, v(An) = 1
and v(Ak) = 0 for all k ^ n . Then 1 = u(A) = ^2k v(Ak) = v(An) = 1.
Finally, let A 6 Ad be uncountable with Ac countable and B c A,
B G Ad. Then, if B is countable, v(B) = 0. Otherwise, Bc is countable and
u(A \ B) = v(A D Bc) < v(Bc) = 0. Thus A is an atom.
79. (a) We claim that 77 = sup {/¿(B) : B G Ad, 5 C A, /¿(B) < 00} = 00.
For the sake of argument suppose that 77 < 00 and pick {B n} C A such that
limn /¿(Bn) = 77. Let B = |Jn Bn and note that B C A and /¿(B) > 77 and
since the sup is 77, /¿(B) = rj. Let A\ = A \B ; then /¿(A\) —/¿(A)—/¿(B) = 00
and since /1 is semifinite there is B\ C A\ with 0 < /¿(B\) < 00. Now, since
B fl B\ = 0, it follows that B U B\ C A with /¿(B U B\) > 77, which cannot
happen. Therefore 77 = 00 and there exists B c A with c </x(B) < 00.
(b) Let B = (J nBn where the Bn correspond to c = n in (a). Then
/¿(Bn) < 00 for all n and /¿(B) = 00.
80. (a) That u is a measure follows by an argument analogous to that in
Problem 61 and is therefore omitted. Note that if /¿(A) < 00, v(A) = /¿(A).
Now, let v(A) = 00 and 0 < M < 00. Then there exist measurable sets
Bn C A with /¿(Bn) < 00 and /¿(Bn) —>■ 00 and, consequently, there exists
B c A with M < /¿(B) < 00 and since v(B) = /¿(B), also M < u(B) < 00.
Thus v is semifinite.
(b) As observed in (a) f¿ and v coincide on sets of finite measure. If
/¿(A) = 00, given 0 < M < 00, let B C A have M < /¿(B) < 00. Then also
v(A) > v(B) = /¿(B) > M and so v(A) = 00.
(c) We say that A G Ad is ¿¿-semifinite if /¿(A) = 00 and given 0 < M <
00, there exists B e A with M < /¿(B) < 00. Define the set function A on
M by
1 0, A is //-semifinite,
1 00, otherwise.
Since it is readily seen that ¡jl =
v + A it only remains to prove that A is a
measure. Clearly, A(0) = 0. Now, let {An} C M be pairwise disjoint. If
208 12. Measures

all the An are ¿¿-semifinite so is (Jn An and, consequently, A(|Jn An) = 0 =

E n A (An). On the other hand, if one An is not /x-semifinite, (JnAn is not
/x-semifinite and A((Jn An) = oo = A (A „).

8 1 . By Problem 70, f¿ is inner regular on the Borel sets of finite measure.

Now, let B E B(M.n) with f(B ) = oo; since /x is semifinite, by Problem 79, for
every m E N, there exists Bm c B, Bm e B(E n), such that m < f(B m) <
oo. And then, by the inner regularity on the Borel sets of finite measure
there is a compact Km C Bm such that m < n(Km) < oo.
82. (a) Clearly M C M ¡oc. Next, let A € M ¡oc and M € M f. Then
Ac n M = (A fl M )c fl M E M and so Ac E M ioc• Finally, let {A n} C M ioc
and M E M f. Then Anf)M E M for all n and, consequently, ((Jn An)C\M =
(Jn(An fl M) E M . Thus Mioc is a cr-algebra of subsets of X.
(b) By (a) it suffices to prove that M i oc C M . Let X = [jnX n where
X n E M f for all n. Then for A E M i oc, A = (Jn( A f l X n) where Af\Xn E M
for all n and, consequently, A E M .
0. Next, let { A n} c Mioc be pairwise disjoint
(c) First, z/(0) = /x(0) =
and A = \JnAn. If An E M for all n, then A E M and v{A) = ¡i{A) =
E n M A O = E n v{A-n)- Now, if An $ M for some n, then v(An) = oo and
there are two possibilities: If A ^ M , then v(A) = oo and we have equality
and, if A E M , then necessarily fj.(A) = oo for, if not, An fl A = An E M ,
which is not the case. Therefore v is a measure.

Finally, we prove that {Mioc)ioc C Mioc- Let A E (Mioc)ioc and M E

M f, then v{M) = f(M) < oo and, consequently, Af\M E Mioc• Therefore
(Ar\M)C\M = A D M E M and A E Mioc-
A E Mioc have v(A) = 0 and A' C A. Since v(A) = 0, A E M
(d) Let
and since f is complete, A' E M and f(A') = 0. Hence v(A') = f(A') = 0
and the space is complete.
(e) The statement is false. Let M = {0 , A } and f the measure on M
given by

Then X is locally /x-null but fi(X) ^ 0.

83. First, A(0) =0 . Now, let {An} c Mioc be pairwise disjoint and
A= (JnAn. If A(An) = oo for some n, by monotonicity oo = A(An) <\(A)
and we have equality. So assume that \(An) < oo for all n and let Mn E M
be such that Mn C An and A(Ara) < /x(M n) + e/2n . Then \JnMn E M and
Un C A and so En A(^n) < E n/x(Mn) +e = /x(UnMn) +£ < A(A) + e.
Hence, since e is arbitrary, E n A(An) < A(A).
Solutions 209

M C A . If n(M) < oo, M fl An £ M. for all n and /x (M ) =

Next, let
^ n /x(M D An) < £^n A(An). And, if n{M) = oo, by Problem 79 there
exists a sequence {Mk} C M that increases to M and /x(Mfc) < oo for all k.
As before /x(Mfc) < Y n -M^n) and, consequently, also /x(M ) < Y n A(An).
Hence, since M C A is arbitrary, A (A) < A(An) and equality holds.
Clearly A extends /x. Finally, that A is saturated follows as in Problem
82(c).
As for the statement, it is false. Let X\, X 2 be disjoint uncountable
sets, X = X i U X 2, and M the a-algebra consisting of the countable subsets
of X together with those sets with countable complement. Let /xo be the
counting measure on V(X\) and define /x on M. by /x(A) = /xo(A D X i ) ;
clearly /x is a measure on M.. Now, if no(A) < 00 for A £ M , A c X\ is
finite. Then, for any Y C X , A fl F is 0 or a finite subset of X i , which
implies that A fl Y £ V(X{). Thus Mioc = P ( X ) . Finally, for x\ £ X x ,
ix({a;i} U X 2) = 00 and A ( { x i } U X 2) = >u({a?i}) = ¿xo({zi}) = 1 and so
v ^ A.
d satisfies the properties of a distance; com­
8 4 . It is readily seen that
pleteness requires a moment’s thought. Let { / in} be a Cauchy sequence in
(Ptd). Now, since {/xn(A )} is a numerical Cauchy sequence for all A £ M ,
limn /xn(A) exists, jix(A) = limn /xn(A) is a well-defined set function on M ,
and limnd(/j,n, /n) = 0.
Ak
W e claim that ¡1 is a measure on M . First, /x(0) = 0. Next, if A x , . . . ,
are pairwise disjoint sets in M we have /x„((Jfc=i A *) = Y k -i Mn(Ak) for all
n and letting n -»• 00, ¿x(l)f=i A k) = limn /x„(U f=x Ak) = limn Yk=i Mn(Afc)
= Y k =i M Ak) and /x is additive. Now, let {A k} C M be a decreasing
sequence with f)kAk = 0. Since limfc/xn(Afc) = 0 for each n, given e > 0,
pick N such that — hn (B)\ < e/ 2 for all B £ M and then ko such that
^N(Ak) < e /2 for all k > ko. Then /x(Afc) < |/x(Afc) -/xjy(Afc)| +/xjv(Afc) < e
for all k > ko and lim^ /x(Afc) = 0. Hence, by Problem 31, /x is a measure.

86 . W e claim that 77 = 0. First, note that for each n, liminffc(An n A £ ) =

A n fl (liminffc Ac
k) = A n fl (lim sup*. Ak)c and, consequently,
lim sup lim inf (A n n A%) = lim su p (A „ n (lim sup Ak)c)
n k n k
= (lim sup A n) n (lim sup Ak)c = 0.
n k
Therefore
¿¿(lim sup lim inf (.An fl A%)) = 0
n k
and

lim sup ¿¿(lim inf (An n A%)) < ¿¿(lim sup lim inf (An fl A%)) = 0,
7i k n k
210 12. Measures

provided that (Jn(liminffc AjQ П An C \JnAn has finite measure, which by

assumption it does.

8 7 . (a) First, note that for integers n, k,

n+k
|^| Am ^ An \ ( An \ An.j_i) \ . . . \ (An+k—i \ An+k)
m= n

and, consequently, //(f|m=n A™) > /¿(A „) - Em=n _1 ^{Am\Am+1); thus let­
ting к ^ oo we get //( A n) < n(f]m=n A™) + \ Am+1). Hence,
since f)m=n Am C lim infn An and limп Е т = п М А т г \A m+1) = 0, it fol­
lows that limsupn //( A n) < //(lim in fn An). Therefore, by Problem 85(b),
//(lim supn An) < lim infn //( A n) < //(lim infn An) and the equality holds.

(b) Similarly, observing that U ^ n Am contained in A n+fcU(A„\An+ i)

U . . .U (A n+fc_ 1\ A n+fc), we get that //(lim su pn An)
< lim in f„ //(A „ ). Hence,
by Problem 85(b), limsupn /¿(A n) < //(lim su pn An) < lim infn //( A n) and so
limn //( A n) exists and is equal to L.

88 . Let Bk = {x € X : x belongs to at least к of the A n} , к = 1, . . . , 10;

since Bk = U i<ni<...<nfc<io(rijL i A i j) ) Bk is measurable. Moreover, since
E n i i viAn) = E fc li M-Bfc) it follows that 1 0 /3 = E n i i M A i ) < M(-Bi) +
fj,{B2) + //( B 3) + 7 //( 5 4). But //(H i) + fr(B2) + ¡¿{Bz) < 3 and so
//( B 4) > 1/21 > 0 .

The same conclusion does not follow for only 9 sets. Consider Lebesgue
measure on [0, 1] and Ai = [0 ,1 /3 ], A 2 = [ 1 /3 ,2 /3 ], A 3 = [ 2 /3 , 1] ,A 4 =
[0 ,1 /6 ]U [ 1 /3 ,1 /2 ] , A5 = [1 /3 , l /2 ] U [ 5 /6 , 1] ,A 6 = [ 1 /6 ,1 /3 ] U [ 2 /3 ,5 /6 ] , A 7 =
[0 ,1/6] U [ 1 /2 ,2 /3 ] , = [1 /6 ,1 /3 ] U [ 5 /6 ,1], and Ag = [1 /3 ,1 /2 ] U [ 2 /3 ,5 /6 ] .
Then \An\= 1 /3 for 1 < n < 9 and |A| = 0.

8 9 . (a) The relation ~ is clearly reflexive and symmetric. Now, given

A ,B ,C in M , since AAC С (AAB) U {ВАС), fi(AAC) < ц{ААВ) +
/ i(BAC) and, consequently, if A ~ В and В ~ С, ц{ААС) = 0 and A ~ C.
Thus transitivity holds and ~ is an equivalence relation in M .
A ,B ,C € M ; as in (a) ¡x{AAB) < ц(ААС) + ¡jl{CAB ). Now,
(b) Let
if A ~ C, fj,(AAB) < ц{САВ ) and switching A and C, also ц{САВ) <
fi(AAB). Therefore fi{AAB) = ц{САВ) for all measurable B, d is well-
defined, and we can simply denote d([A], [5 ]) by d{A, В ) where A G [A], В €
[В].
Also, d satisfies the triangle inequality. Moreover, d(A,B) > 0 and
d{A,B) = 0 iff ц{А A B) = 0, i.e., if A ~ B, and so [A] = [5 ]. Since
clearly d(A, В ) = //( A A B) = (jl{B A A) = d{B, A ), d is a metric. Finally,
completeness. Let {An} be Cauchy in (Ai, d) and pick a subsequence nm ->
00 such that d{Aj,Ak) < l / 2 m for j,k > nm. Put Bm - A „ TO and Cm =
Solutions 211

BmABm+i; then ^2mii(Cm) < oo and by Borel-Cantelli /¿(limsupm Cm) =

0. Now, if x G (limsup mCm)c = lim infm C^n) x G for m > M and
since = { x G X : XBm(x) = XBm+1(x)}, limm XBm exists p-a-e- Since
XBm only assumes the values 0 and 1, lim m XBm = XA where A = { x G X :
limm XBm(x) = 1} and lirnm Bm = A.
W e claim that limm d(Bm, A) = 0. First, observe that for C G Ai,
lim sup CABm c limsup(C' fl B^) U lim sup(C c fl Bm)
m m m
= (C fl (lim inf Bm)c) U (Cc fl lim sup Bm)
171 m
= C7A lim B m .
m

Thus by Problem 85(b) with C = A above,

lim sup/it(i4ABm) < //(^ lA lim su p B jn ) = n(AAA) = 0 ,
m m

and so limm d(Bm, A) = 0. Finally, since a Cauchy sequence in a metric

space with a convergent subsequence converges to the same limit as the
subsequence, limn d(An, A) = 0 and the space is complete.
The fact that ¡j, is a finite measure is not essential for the validity of
the result. One could also observe that since x a a b (x ) = \x a ( x ) —X b ( x )\,

¡jl{AAB) = fx |XA ~ XB\dfJ, and, consequently, { A n} is Cauchy in (Ai, d)

iff {XAn} is Cauchy in Ll(X). Since Ll(X) is complete, let / G Ll(X)
verify limn Jx \xAn — f\dfi = 0. Let {Ank} be a subsequence of {An} such
that limnfc X A n k = f M_a-e- and note that since X A n k only assumes the
values 0 and 1, / = where A — {x G X : lim n k X A n k ( x ) = 1 }. Then
x a

limn d(An, A) = limn fx \ —X \ dp = 0 and the space is complete.

x a u a

As a matter of curiosity note that d(A, Ac) = fi(X).

90. AAB = ACA B C, d(A,B) = d(Ac,B c) and (j) is an
First, since
isometry. Since the proof for all mappings is similar we do <j>\. Now, since
as is readily seen (A U B)A(A\ U B\) c ( A A A i ) U (BAB\), it follows that
d(A U £ , A i U B\) < d(A, A\) + d(B, B{) and (f>\ is continuous.
9 2 . Assume first thatfi(Ai) < oo. Clearly A\ = (Jn(A n \ An+1) and
so /x(Ai) = \ An+1). Now, fi(Ai \ A2) = 1 /3 , n(A2 \ A 3) =
/ i(A\ \ A 3) — n(A\ \ A 2) = 1/2 — 1 /3 = (1 /3 ) ( 1/ 2) and as is readily seen
by induction, n(An \ A n+i) = ( l / 3 ) ( l / 2 n_1), n > 1. Therefore the sum is
(1 /3 )(1 + 1 /2 H------ ) = 2 /3 .
The result is not true unless fj, is a finite measure or /¿(A i) < 00 as the
example A i = [0 , 00), A 2 = [ 1 /3 , 00), A 3 = [ 1 /2 , 00) , . . . shows.

9 3 . (a) Let A be a finite set with an even number of elements and A the
collection of all subsets of A that contain an even number of elements. Then
A is a A-system and a monotone class, but not an algebra or a 7r-system.
212 12. Measures

(b) Follows from the fact that for A c B, B \ A = {A U Bc)c.

(c) First, suppose (iii) holds. Let {Bn} c V b e pairwise disjoint and put
A n = (Jfc=i Bk', { A n} is an increasing sequence in V and by (iii) \Jn A n =
Ufc Bk € V. Conversely, let { A n} C "D be an increasing sequence and put
B\ = A\ and Bn = A n \ A n~ 1, n > 1; the Bn are pairwise disjoint and by
(ii) {Bn} C V . Then |Jn Bn = |Jn A n G V and (iii) holds.
(d) Clearly the intersection of A-systems is a A-system; T>{T) is then the
intersection of all the A-systems containing T.
(e) First, since X n A = A 6 V, X 6 T>a . Next, suppose that C C
B G VA\then C n A c B D A e V and B i ) A \ C n A = { B \ C ) D A € V
and so B \ C G T>a - Finally, let {Bn} be pairwise disjoint sets in then
{A D Bn} are pairwise disjoint sets in T> and, consequently, (Jn(A n Bn) =
A n |Jn Bn G V. Thus (J„ Bn G VA.
(f) Necessity is obvious. As for sufficiency, first note that if A, B G T>,
A l) B eT>. Now, A fl B G V and since
A fl B C B, also B \ (A D B) G V\
similarly, A\(Af"l.B) G V. Then AUB = ( S \ ( A D B ) ) U ( A n 5 ) u ( A \ ( A n 5 ) )
is the union of three disjoint sets in V and, consequently, A U B G T>. The
same argument gives that for any finite {A n}%=l c V, Un=i An € V. If
now { A n} C V, let Bn = {Ax U . . . U An) \ (A i U . •• U An-x). Then {Bn}
are pairwise disjoint subsets in V and so |Jn Bn = (Jn An G V. Finally, if
AeT>, since X G V, X \ A = Ac G V.
94. Clearly V(J7) c V. Now, by Problem 93 to verify that V{B) is
a cr-algebra it suffices to prove that it is closed under intersections. So,
let A,B G then A n B G T C V{T) and B G V{B)A. B y Problem
93(e) D(T) a is a A-system containing T and, consequently, T>{F) c T>(T)a ',
hence if A G T and B G V{X), then A n B G ?)(?). So, if B G T>{X),
then T C V { T ) b - But then V c V { X ) b because V ( F ) b is a A-system
containing T and rD{J:') is the smallest such family. So T>(T) is closed under
intersections and we have finished.

95. Assume first that /¿, v are finite measures and ¿¿(X) = v(X). Let
V = {A G M { X ) : n(A) = u{A)}-, we verify that V is a A-system and
since 7 c P implies M . { F ) c T>, then n = v. First, /x (X ) = v{X) and
X G V . Next, if A, B G V and A C B, then n{B \ A) = ¡j,{B) - n(A) =
v(B) — v{A) = v{B \ A ) and so B \ A G V . Finally, if { A n} c T> are
pairwise disjoint, then fj,(An) = u(An) for all n and so with A = \JnAn,
fi(A) = limAf ^2 ^ = 1 n(An) = l i m j v E j U K A » ) = V{A). The proof for the
case when the measures are cr-finite relative to T follows as in Problem 40.
This condition is necessary. Indeed, consider the counting measure on
the integers and the Lebesgue measure which coincide on the 7r-system in R
consisting of sets of the form (—oo,a;], x G R, which generate B (R ).
Solutions 213

9 6 . Necessity is trivial since F C M(B) and T\ c M(F\). Conversely,

fixC in T\ and let A, v be the measures on M (F) given by A (B) = n{BC\C),
v{B) — f j , ( B ) , B G M(F), respectively; it is readily seen that A and
v are finite measures on M (T) that agree on F. Then by Problem 40,
A = v on Ai(F), i.e., n{B fl C) = n(B)fx(C) for any fixed C in F\ and all
B G Ai(F). Similarly, fix B G M {F) and let A, v be the measures on M(Fi)
given by A (C) = fi(B n C), i'(C) = fj,(B)/j,(C), C G M(Fi), respectively.
By the first part of the argument A and u agree on B\ and, therefore, also
on M.{F\). Hence they are the same measure. This proves sufficiency.

97. By Problem 45 the set function v on M.(F) given by v{A) =

1(A )), A G M(F), is a measure. Since <t>~l(X) = X it follows that
/i ( 0 -
v{X) = ¡jl{ X ) = 1 and by assumption that fi(F) — v(F) for all F G T.
Therefore, by Problem 95, ii = v.

100 . (a) Let Bn = U “ = n ^m ; clearly f)nBn = limsupreJ4n. Now, since

Bn D Bn+i and n{Bi) < oo, ^x(limsupn An) = limn /i(B n). Furthermore, by
cr-subadditivity, n{Bn) < X)m=n vi-A-m), which being the tail of a convergent
series goes to 0 as n -> oo. This result is known as the Borel-Cantelli lemma.
Bn = U m=nAm. Note that Bn d -Cn+ i and fi(Bi) < oo and so
(b) Let
limn /i(Bn)= /i ( f ] n Bn) = 0. Furthermore, since An c Bn, 0 < n(An) <
n(Bn) and limn n{An) = 0.
(c) Choose an increasing sequence {n*,} such that n(Ank) < 2~k; this
is always possible by the assumption. Then ^2kn(Ank) < oo and by Borel-
Cantelli, /ti(limsup„fc Ank) = 0.
A s for the general case the answer is no. Consider the Lebesgue measure
in [0,1]. Let Ai = [ 0 ,1 /2 ] ,A 2 = [1/ 2, 1/2 + 1 /3], and so on; the addition
is mod 1. Now, a divergent series with terms < 1, like 1 /n , wraps around
[0,1] infinitely many times. Thus, although |An| = 1/ n -»■ 0 as n -»• oo,
each point in [0 , 1] is in limsupn An.

102. For the sake of argument suppose there exist r] > 0 and a subse­
quence n/j —> oo such that Onk > r) for all n*,, and for each nk pick an interval
[ik/nk, (ik + 1)/nk\, 0 < i k < n k - l , such that fJ,([ik/nk, (ik + 1)/nk]) > rj.
Now, since I is compact a subsequence of {ik/nk} converges to some x G I.
Using the same notation for the subsequence, since the intervals [ik/n k,
(ik+ l)/n k] shrink to x, by Problem 85(a), n({x}) = ¡i{C\k[ik/n k, (ik+ l)/n k\)
> r), which is not possible since fi has no atoms.
M = X. Let Bn = A n n A £ + 1 , B = limsupn Bn,
1 0 4 . First, assume that
and A = lim supn An\we claim that (lim infn An)c c B U Ac. Indeed, since
(lim infn An)c C ( A n (lim infn An)c) U Ac and (lim infn An)c = limsupn A^
it suffices to prove that C = (lim supn An) n (lim supn A^) c B. Let then
x G C. If x G An> since x G limsupn A £ there exists a smallest integer
214 12. Measures

m > 0 such that x € A^+m and, consequently, x € An+m-i n A^+m. Now,

since x € lim supn An, repeating this procedure we construct a sequence
nk oo such that x 6 Ank n i4£fc+1, and so x G B. Now, taking comple­
ments, A D Bc c lim infn An. Moreover, ^T,n M -^n) < ° ° and so by Borel-
Cantelli n(B) = //(lim su p n Bn) = 0 and n(Bc) = n(X). Therefore ¡i{A) =
n{A fl Bc) < //(lim in fn An) = 0.
v(E) = ¡jl{M D E ) denote the restriction of
In the general case let
H to M m - Then by the first part of the proof ¡jl(M n limsupn A n) =
//(lim supn A n) = 0. Therefore /t(M ) + //(lim s u p n A n) = //( M f lli m supn A n)
+n(M U lim supn A n) < 0 + n(X) and, consequently, //(lim supn A n) <
»(X )-n (M ).
Bn = U fc> „ Ak\ {Bn} is a nonincreasing sequence with n(B{) <
1 0 5 . Let
H{X) < oo and, consequently, /z(limsupn A n) = limn //( B n) > ¡x{An) > rj.
The conclusion is not true if n(X) = oo: W ith ¡x the Lebesgue measure on R,
let A n = [n, n + 1 ) for all n. Then fx(An) = 1 for all n and //(lim supn A n) = 0.
For the second part of the question consider the binary expansion x =
^2n xn2 ~n, xn = 0 or 1 for all n, of x G [0,1]. Let A n = {x € [0,1] : xn = 0 };
clearly the countable collection of numbers with finite dyadic expansion can
be disregarded. Then \An\ — 1 /2 for each n and, therefore, IflfcLi A i J =
1 /2 “ and 10 , , ^ . „ 1 = 0.
1 0 6 . It suffices to prove that

//( A i (~) Ani n . . . n AUk) //(./4i)/i(.i4ni) •••//(-4 nfc) ,

for 2 < n\,. . . , «fc. First, since Ai U A\ = X,

Ani f l . . . n Ank = fl Am (~l... n A nk) U (A\ H Anj n ... i IAm ) •

Now, since the union is disjoint, /j.(Ani D .. .C\Ank) = n{A\C\AmC\-. .nJ4nfc) +

n{A\C\Am fl. . .n./4nfc), which since the sets are independent can be rewritten
as n(Ajjj) ••- //(j4}ifc) //(-4 j n Am n . . . i~l Ank) -H //(/4 i)//(j4 n i) ••■fx(Ank).
Thus, rearranging terms,

//(.Ai fl Am f l . . . n Ank) = (1 //(-4j.))/i(./4ni (~l. . . n Ank)

= n(Ai)/i(Am) •••fi(Ank).

108. First, Ac = Um n r= m An- Observe that for fixed m , An)

= limfc V(0n=m_An) = limfc I I n=mV(An) = limfc IliL m i 1 “ K An)), which
since 1 — x < e~x is bounded by

k k
lim n exp ( - /t ( ;4 n)) = lira exp ^ 2 tx(Anf) = 0 .
Solutions 215

Thus /¿(A) = 1 — 0 = 1. This result is known as the second Borel-Cantelli

lemma and independence is necessary for it to hold. Take 0 < KB) < i ,
An — B for all n. Then ^,n/¿(A n) = oo but A = B and /¿(A ) < 1.
109. En = C^n = A^n n A 2n+ i- Then the En are independent
Let
oo, by Problem 108, /¿(lim supn En) = 1. Now,
and since ^ „ / ¿ ( B „ ) =
lim supn En c lim supn Cn and so /¿(limsupn Cn) = 1.

1 1 0 . Sufficiency is clear: Since lim supn An c |Jn An it readily follows

that 1 = /¿(limsupn A n) < ¡i{\JnAn) < 1.
A s for necessity, first note that /¿(([Jn An)c) = /¿(f)n A £) = 0. Now,
by Problem 106 the family { A£ } is independent and so, 0 = /¿(f)n A £) =

1 for all n, /¿(A£) > 0 for all n, and therefore the first factor above has
k > 1 and,
positive measure, which implies that the second factor is 0 for all
consequently, /¿(lim infn A £) = /¿(U rn fl n=mAn) < J2mK(XLm An) = 0.
Therefore /¿(limsupn A n) = 1 — /¿(lim infn A^) = 1.

1 1 1 . Since T is measure preserving, /¿(T - 1 (A n)) = /¿(A n) < oo,

and so by Borel-Cantelli /¿(limsupn T - 1 (A n)) = 0.

1 1 2 . (a) implies (b) Suppose that A6 M with T _ 1 (A ) c A and with T °

the identity, let B = C\kL0 T~k(A). Then T _ 1 (B ) = B and by (a), /¿(B ) = 0
or 1. Now, by continuity from above, /¿(A ) = lim ^/¿(T _fc(A )) = /¿(B ) and
/¿(A ) is 0 or 1.
(b) implies (c) If A € Ad and T - 1 (A ) D A , then T - 1 (A C) c A c and by
(b), /¿(A c) = 0 or 1 and, therefore, /¿(A) = 0 or 1.
(c) implies (a) If A 6 Ad and T - 1 (A ) = A , then T - 1 (A ) D A and by (c)
we are done.

113. Ify > x, F(x ) — F(y) = Y,x<n<yVn > 0 and F is nondecreas­

ing. Also, limy_>1+ F(y) - F(x) = lim3/_>a.+ T,x<n<yPn- Note that if y is
sufficiently close to x , (x, y] does not contain an integer. Indeed, if x is an
integer and x < y < x + 1, (x,y\ does not contain an integer. And, if x
is not an integer and n is the smallest integer x < n as long as y < n,
{x,y\ contains no integer. So 'Ex<n<yPn = 0 for y sufficiently close to x ,
limj/_fx+ F(y) = F(x), and F is right-continuous.
Note that we have n < x, and not n < x, in the definition to insure the
right-continuity of F.
114. Let
216 12. Measures

By assumption F(x) is finite for x € R. Also if x > 0 and en 0+ ,

F(x + en) = F(x) + /z((x, x + en]) and since by continuity from above
limn /i ( ( x ,x + en]) = fj,(f)n(x,x + en]) = m(0) = 0, F is right-continuous at
x. Similarly for the other values of x.
Let [¿f denote the Borel measure associated to F. W e claim that ¡if = M!
by Problem 40 it suffices to verify that hf and p. coincide on intervals of
the form (o, 6]. First, if 0 < a < b, /¿^((a, 6]) = F(b) —F(a) = /x ((0 , 6]) —
M((0, a]) = //((a , 6]). Next, if a < 0 < b, ^ ( ( 0 , 6]) = F(b) — F(a) =
M((0,&]) - (—/x((a, 0])) = M(a,0]) + m ( ( M ) = m ( ( M ] ) , and, finally, if a <
b < 0, /xF ((a, b\) = F(b) - F(a) = - /x ( ( 6, 0]) - ( - M((o, 0])) = /x((a, b]).
115. First, ip = Yin 2~n5i/n is a measure and since ip(M) = 1, ip is a
probability measure. Therefore its distribution function is given by

' 0, x < 0,
F(x) = V>((-oo, re]) a v^°° 0—k _ o—n l/(n + 1) < x < 1/n,
< 2^k=n+ 1 z ~ z ’
u 1 < X.

1 1 6 . (a) First, since { a } = n n ( ° - 1/ n »°],

Mf ( W ) = lim /ip((a. — 1 /n , a]) = lim i?(a) — F(a — 1 /n ) = F(a) — F(a~).

n Tl
Then,

Mf ( ( o , &)) = fiF ((a, 6]) - Mf ({& })

= F(b) - F(a) - (F(b) - F(b~)) = F(b~) - F (o );
similarly, /¿¿r([a,b)) = F(b~) —F(a~) and /ij?([o, 6]) = F(b) —F(a~).
(b) = F( 2) - F( 2 - ) = 6 - 3 = 3; n(B2) = F( 3 " ) - F ( - l / 2 " ) =
m( # i )
¡i{Bz) = F (0 ) - F { - 1) + F{ 2+) - F ( l ) = 2 - 0 + 6 - 3 = 5;
9 - 1 /2 = 1 7 /2 ;
and, /i(B 4) = F ( l / 2 " ) - F( 0 “ ) + B (2 ) - F ( l ) = 9 /4 - 1 + 9 - 3 = 2 9 /4 .

118. Not necessarily. Let F ( x ) = 0 if x < 0, F ( x ) = x if x € [0,1],

and F ( x ) = 1 if x > 1. Then for B = [0,1] we have ^ f { B ) = 1 and
M K \ B ) = m ( ( - o o , o )) + /i(( 1 , 0 0 )) = F (0 ) - F ( —oo) + F ( o o ) - F ( 1) = 0
but R \ B is not dense in R.

1 1 9 . By Problem 64, /j,p = ¡i\ + /¿2 where /¿1 is nonatomic and fi2 is
atomic and by Problem 40 it suffices to identify m i >M2 on intervals of the form
(o, 6]. There are three cases, namely, a > 0, b < 0, and a < 0 < b. In the first
case, with [x] = integer part of x, /x((a, 6]) = F(b)—F(a) = 6+[6] —(a + [a ]) =
(6—a)+[6] — [a]. Similarly, in the second case, /x((a, 6]) = F(b)—F(a) = b—a.
Finally, in the third case, /i((a , £>]) = F(b) — F(a) = b — a + [6]. Thus in
every case n((a, 6]) = |(a, 6] |+ number of positive integers in (a, 6]. Whence
Mf = M i + M2 where m 1 is the Lebesgue measure on B(R) and m2 is the
counting measure of the positive integers.
Solutions 217

F it follows that F(x) = 0 or F(x) = 1

1 2 0 . By the right-continuity of
x G M. Let a = in f{x G R : F(x) = 1 }. Since F(x) —>■ 1 as x - » oo
for all
we have a < oo; similarly, a > —oo. Then by the right-continuity of F,
F(x) = X[a,oo) (x) and, therefore, F is the distribution function of Sa.
t G [0, f?(s)], from the definition of F _ 1 (i) it
1 2 1 . (a) First, note that if
follows that F~ 1 (t) < s, and, consequently, [0, F (s)] C {t G [0, L] : F~l(t) <
s }. Next, if t > F(s), since F is right-continuous and nondecreasing there
exists x > s such that t > F(x), and, consequently, t > F(y) for s < y < x.
Hence i 7’- 1 (i) > x > s and F - 1 (i) > s. In other words, [0,.F (s)]c C {t G
[0, L] : F~l(t) < s } c and taking complements also { i G [0, L] : F~l(t) <
s } c [ 0 ,F{s)\.
(b) Clearly F~l is Borel measurable on [0, L] and from the definition of
fi it follows that y,((a, s]) = F(s) —F(a) = F(s) = |[0,I'1(s)]| = |{t € [0, L] :
F -'(t) < s}\.
122. First, as in Problem 121, [0, F’(s)] = {t G [0, L] : F - 1 (f) < s }.
Then F ~ x(u) can be written as

123. First, [a, b) = $ [ $ - 1 (a), $ - 1 (6)) = $ o $ _ 1 ([a, b)) and so we have

/iP o $ ($ - 1 [a>i>)) = F(b) — F(a) = b)). The conclusion now follows
from Problem 40. \A\ for every
Note that in particular, /la$(<I>- 1 (./4)) =
Borel 4 c K .

{xn} may it happen that, simul­

1 2 4 . First, observe that for no sequence
taneously, there exists y > 0 such that <p(xn) > r) > 0 for all n and that the
SXn have bounded overlaps, in the sense that each point belongs to at most N
of the SXn. Indeed, since £ n <p(xn) = E n M S s J = / Ra J2nXSXn(x) d/i(x),
if the iSVn have bounded overlaps, the expression is bounded by

and so the sequence has to be finite while, on the other hand, if the sequence
is infinite, Yln f { xn) > Y n V = 00 and the SXn cannot have bounded over­
laps.
First, necessity. For the sake of argument suppose that <p is continuous
at x and (p(x) = y > 0; then there exists S > 0 such that <p(y) > t]/2 for all
y G B(x, S). Let {xn} be any points with \x —xn\= 5/2 for all n. Then the
SXn intersect in exactly 2 points, contrary to the above observation.
<p is discontinuous at x, <p(x) > 0. Indeed,
Conversely, we claim that if
there exist e > 0 and xn G B(x, 1 /n ) with <p(xn) > e, n = 1 , 2 , — Now,
218 12. Measures

by Problem 85(b), /x(limsupn SXn) > £■ Next, we claim that limsupn SXn
C Sx. Indeed, if y G limsupn there exists {xnk} such that y e f]kSXnk
and each one of them satisfies |y —xnk\= 1; hence

\y-x\ = |(y - xnk) + (xnk - x)| 1

and so y G Sx. Consequently, <p(x) > ^(lim supn SXn) > £ and we have
finished.
125. Recall that by one of the characterizations of semicontinuity, a
function / on Rn is lower semicontinuous if { / > A} is open for all real A
and upper semicontinuous if { / < A} is open for all real A.
Now, for n = 1, let 8 be the Dirac measure at 0 and take O = (0 ,1 ).
Then
a; e ( —1 ,0 ),
x <£ ( - 1 , 0 ) ,
is not upper semicontinuous and so not continuous.
Nevertheless, we claim that <p is lower semicontinuous. Let A £ R and
suppose that ip(x) > A. Now, by inner regularity there is a compact K C
x + O with p(K) > A. Since Rn \ ( o ;+ 0 ) is closed and RTn(Rn \ ( a :+ 0 ) ) = 0,
there is e > 0 such that \y — z\ > e for all y € K and z G Mn \ (x + O ).
Now, suppose that y G Mn and \x —y\ < e. Then also K C y + O and so
<p(y) > K K ) > A. Thus {<p > A} is open and <p is lower semicontinuous.
A similar argument gives that for a closed set C the function tp(x) =
y(x + C ) is upper semicontinuous.
Note that in particular, if ¡j, is a Borel measure on Rn that is finite
on bounded sets, since the open ball B(x,r ) = x + 5 ( 0 , r ), by the above
argument it follows that ¡i{B{x, r)) is lower semicontinuous as a function of
x for each r > 0.
126. SinceDk(x) = lim(5_M3+ (sup0<r<5 r~ky,(B(x, r ))) is the limit of an
increasing function of 8 it readily follows that limsupr_ ,0+ r~ky(B(x,r)) =
infj>i(supo< r< ]yj r~kn(B(x, r))) and, therefore, sup0<r<1/i r~ky(B(x, r)) is
a Borel measurable function of x for each j = 1 , 2 , . . . , and so is the inf of
these functions.
Let f(x) = limr-^oGri®) where Gr(x) = supQ<p<rp~kfj,(B(x,p)). By
Problem 125, for each p the function p~kp(B(x, p)) is a lower semicontinuous
function of x, and since the sup of a family of lower semicontinuous functions
is lower semicontinuous, GT is lower semicontinuous and Borel measurable.
Now, since f(x) = limn Gi/n(x), f is the limit of Borel measurable functions
and, hence, Borel measurable.
A n analogous result with a similar proof holds for lower ^-densities de­
fined with lim inf instead of lim sup above.
Solutions 219

127. Suppose that /x is a finite measure. By continuity from below

n(Rn) — limr_>oo /¿(Qr) where Qr is the cube of sidelength r centered at the
origin and so, given e > 0, there exists r > 0 such that /tx(Mn \ Qr) < e.
Now, consider the translate of Qr to the cube Qr(xo) centered at xq =
( 0 , . . . , 0 ,r /2 ) . Then <24r(®o) 3 Qr and, consequently, by monotonicity
and doubling, /z(Qr) < M(Q4r(®o)) < c?fj.(Qr(xo)) < c2e. Thus /x(Rn) =
/x(Qr) + /x(Rn \ Qr) < (c2 + l)e and since e is arbitrary, /x(Mn) = 0.
 Chapter 13

Lebesgue Measure

Solutions

1. Let Q n denote the points in R n with rational coordinates and for

x, y € Rn consider the equivalence relation x ~ y ift x —y € Q n. A Vitali set
V c [0, l ) n is one that contains exactly one element from each equivalence
class; this construction is made possible by the axiom of choice. Note that
Rn = V + Qn = \Jvev(v + Qn) and since [0, l ) n is partitioned into the
equivalence classes and each class v + Q n is countable, there are c classes.
Let qi = ( 0 , . . . , 0), q2 , . . . , be an enumeration of (—1, l ) n fl Q n and put
14 = Qk+ V, V\ = V. Then 14 fl Vm = 0, k ^ m, for otherwise two points in
V would differ by a nonzero element in Q n. Also, [0, l ) n C (Jfc 14 C (—1 ,2)n.
Indeed, if z € [0, l ) n, z —qk € V for some qk with k > 1 and so z € UfcVfc.
And, since z G (Jfc 14 is of the form z — y + qk with y € [0, l ) n and qk €
(—1, l ) n, 2 6 (—l , 2 ) n. Now, by translation invariance, 14 is measurable iff
V is measurable and |14| = |1^| for all k. Thus, if V is Lebesgue measurable,
1 = |[0, l ) n| < l^fcl = ¿ fc |V| < 3n where J2k 1^1 is 0 or oo and both
choices lead to contradiction. Therefore V is Lebesgue nonmeasurable.
V is a Vitali Lebesgue nonmeasurable subset of [0, l ) n, there
Note that if
is a G$ set G containing V such that |G| = \V\e and \G\ V\e > 0.
V denote a Vitali Lebesgue nonmeasurable set in
2 . There are 2C. Let
[0,1), K = {y + 1 : y G C} C [1,2] where C is the Cantor discontinuum, and
V{K) the collection of subsets of K. Now put V = {V l) P : P € V(K)}\
each element of V, the disjoint union of a Lebesgue nonmeasurable set V
and a measurable subset of K (since \K\ = 0 all its subsets are measurable),
is Lebesgue nonmeasurable. Furthermore, since card (A ) = c, card(V) =
c a r d ^ A )) = 2C.
4. First, suppose that\B\e < oo and let y = sup{|£j : E c B ,E €
£ ( R n) } ; if y = 0 there is nothing to prove. Otherwise, let ¿ 4 c B be such

221
222 13. Lebesgue Measure

that {Bk} c £ ( K n) and \Bk\ rj. Then - V an<^ since

for all k, |(Jfc Bk\ = rj. Now, Bo= B \\JkBk cannot contain a measurable
subset of positive measure because if it contained one such A € £(Rn), say,
then A U (JfcBk C B and, contrary to the definition of rj, \A U (Jfc Bk\ =
l-^l + I Ufc-Sfel > rj. Thus Bo only contains sets of measure 0 or Lebesgue
nonmeasurable sets. Moreover, since B is Lebesgue nonmeasurable, so is
Bo. \B\e = oo the above argument produces a measurable Ak c
In case
sn {| x | <k} such that (B n {|x| < &}) \ Ak contains no measurable set of
positive measure. Then B \ (|Jfc Ak) contains no measurable set of positive
measure.

5. Necessity first. For the sake of argument suppose that for each k> 1
Ak € £ ( K n), Ak C B, with |B \ Ak\e < 1/k. Let A = (JfeA *. Then
there is
|B\ A\e < \B \ Ak\e < 1/k for all k and, therefore, |B \ A|e = 0. Thus
B = (B \ A) U A is the union of a measurable set and a set of measure 0 and
so B e £ ( R n), which is not the case.
Sufficiency next. For the sake of argument suppose that B € £ ( R n).
Then, by the inner regularity of the Lebesgue measure, given e > 0, there is
a closed F c B such that \B \ F| < e, which is not the case.
\A\e < oo and let O be an
7 . For the sake of argument suppose that
open set of finite measure containingA. Then F = Mn \ O is a closed set
with |F| = oo and contains a compact subset K of positive measure. Now,
since FC\A = (l), Kr\A = ® and this cannot happen.
A similar argument gives that if a subset A of a bounded interval J in
Rn intersects every compact subset of J of positive measure, then \A\e = \J\.
8 . Yes. Let C denote the family of compact subsets of [0,1] of positive
measure; by Problem 1.70, with ii the first uncountable ordinal, C = {Ka :
a < f l } . Let { x ° } be a sequence in K q and, having picked sequences {xn}
in Ar/?\|J5</ ? { 4 } f ° r /5 < < il, let {x%} be a sequence in A Q.\ U /3<a{ 4 } ;
this choice is always possible since Ka is uncountable and {Jp<a{xn}, the
countable union of countable sets, is countable. Now, let Bn = { x “ : a < f l } ;
the Bn are pairwise disjoint and since each Bn meets every compact subset
of [0,1] of positive measure, by Problem 7, |Bn D (0, l)|e = 1. Finally, no Bn
can be measurable because if it were, by the inner regularity of the Lebesgue
measure we would have \Bn\= sup{|A| : K compact, K C Bn} = 0 (since
Bn only contains countable compact subsets) but, as noted above, \Bn\e = 1.
10. By the definition of Lebesgue measure, given e > 0, there are
intervals {Ik} such that A c \Jkh and v(h) < |A| + e /2 . Let {I'k}
denote open intervals such that Ik C I'k and |/(.| = |ifc| + e2~(fc+1). Now,
since A is compact there are finitely many open intervals I 'n i, . . . , I'n , say,
Solutions 223

such that A C ( J i L i 4 fc- Then E i M J <E M ) = E M ) + e/2 <

|^4| + e. The conclusion follows since e is arbitrary.

Ga D A, Gb D B be G$ sets with |Ga | = \A\e and \Gb \=

1 3 . (a) Let
\B\e, respectively. Then, since |Ga U Gb \ < \Ga \+ \Gb \= \A\e + l-^le =
\A U B |e < |Ga U Gb \it follows that |Ga U Gb \= \Ga \+ \Gb \- Therefore
\Ga D GB\= 0 and, since \A n B\ < \Ga H Gb \, also \A fl B\ = 0.
(b) Ga , Gb be as in (a); since A d Gb C Ga <~)Gb , A h Gb is null and,
Let
hence, measurable. Now, by a proof by pictures A = ({AuB)\G s ^ i A n G b )
and A € £(M n). The argument for B is analogous.

\B\e = oo we may assume

1 4 . (a) Since equality holds when |.A| = o o o r
that |A|,\B\e < oo. First, note that {A\JB)C\A — A and {A\jB)f\Ac = B n
Ac. Therefore, by Caratheodory’s characterization \A\JB\e = |A| + |BD^4c|e.
Hence \A\JB\e+\AC\B\e = \A\+ \AC\B\e+\BC\Ac\e which, by Caratheodory’s
characterization, equals |j4| + \B\e.
(b) First, by Caratheodory’s characterization, since (A U B) fl C = A
and (A U B) \ C = B \ C, \AU B\e = \A\e + \B \ C\e. Now, by Caratheodory
again, since B fl C = 0, \B\e = \B \ C\e and so \A U B\e = \A\e + \B\e.
1 5 . The statement is not necessarily true if \A\e = oo.
1 6 . The statement is true. First, necessity follows from the additivity of
the Lebesgue measure. Conversely, we prove that \E\e = \Efl A\e + \E \ A\e
for every E c W 1 and invoke Caratheodory’s characterization. First, by the
cr-subadditivity of the Lebesgue outer measure, \E\e < \E fl A\e + \E\ A\e,
and, in particular, equality holds if \E\e = oo. On the other hand, if \E\e <
oo let O be an open set such that E c O and \0\ < \E\e + e. Now,
0 = (JfcQk is the union of nonoverlapping closed cubes and so by the cr-
subadditivity of the outer Lebesgue measure, |O fl A\e < Ek IQk n A\e and
\0\-4|e < Ek \Qk\A\e. Therefore \EnA\e + \E\A\e < \0 nA\e+ \0\A\e <
Ek \Qk(^A\e+ E k l<3fc\^|e = Ek I¿41 < \E\e+e, which, since e is arbitrary,
implies that |jE7 Pi ^4|e + \E \ A\e < \E\e and Caratheodory’s characterization
does the rest. Finally, if \E\e = oo, let Ek = E fl {|x| < k}; by above
|E H A\e + \E \ A\e > |Ek 0 A\e + \Ek \ A\e — \Ek\e for all k and the
conclusion follows letting k oo.
17. First, necessity. Given e > 0, let {Ik} be closed intervals such
that A C |J* ¡ 4 and |A| < Ek 141 < |-A| + e /2 . Now, let N be large
enough so that | Ik \ UfcLi 4 1 < ET=n + i |4| ^ e /2 and observe that
|A \ U t i h\ < |(Jfc4 \ U L 4 1 < e /2 . Moreover, with this choice of N,
1 u t i Ik \ A \ < \ \ JkI k \A\ = \U £ i Ik\ - \A\ < E k 141 - \A\ < e /2 and
combining both estimates we get \A A (JfcLi 4 1 < £-
224 13. Lebesgue Measure

e > 0, let { / i , . . . , In } be a finite collection of

Next, sufficiency. Given
closed intervals such that |AA (J ^ -i Ik\e < £ /3 . Now let {!}} be a collection
of open intervals such that Ik C I'k and \I'k\< \Ik\ + e/3N , all k < N. Then
I'k = h U {I'k \ h) and, since U *L i I'k\A c (UfcLi h \ A) U UltLi (I'k \ h), it
follows that |(JfcLi I'k\A\e < |(j£ = i ifc\^lc+IDfcLi I4 \ -^ I < e /3 + iV e /3 iV
2 e /3 . Next, since |A \ |j£Li I 'k|e < |A\ U * U h\e < e /3 there is an open set
W such that A \ U £=i C W and |W| < e /3 . Now let O = WU U^Li Ik5 O
is open and A = (A \ ^fc) U {A D UfcLi 1'k) c W u UfcLi ^ = Hence
|0\A|e < | ( u £ i Jfc)\4|e + |W \4|e < 2 e /3 + |W| < e and A is measurable.

1 8 . By Problem 17 there exist {Ak} where each Ak is a finite union of

intervals and |j4A>lfc| < 1/k for all k. Note that for each e > 0, { \ xA k~XA\ >
e } C AkAA and so |{|xxfc - Xa \ > e } | < |AfcAA| < 1/k for all k. Therefore
{XAk} tends to xa in measure and, consequently, there is a subsequence of
{A *,}, which we call simply {A *.}, such that XAk( x ) -A Xa {x ) for x € Bc c A,
|BnA | = 0 .
Next, observe that (liminf^ Ak) (1 BC= A n Bc. Indeed, since XAk{x) ->
Xa (x ) for x € Bc, x G A D Bc iff XAk(x) = 1 for all k large enough iff
x € (liminffc Ak)f]Bc. W e claim that this implies that A A (lim inf^ Ak) C B.
Indeed,

( lim inf Ak) f| Ac

= ( ( lim inf Ak) n / n B ) u ((lim in f Ak) fl Ac n Bc)

k k
= ( ( liininf Ak) n Ac D B) U (A D Ac n Bc) C B ,

and similarly for A n (liminffc Ak)c. Thus |AA(lim inf/. Ak)\ < |B| = 0.
1 9 . First, since {|>lfc|e} is an increasing numerical sequence it has a limit
and by monotonicity lim*. \Ak\e < l U ^ l e -
To prove the opposite inequality consider G$ sets {Gk} such that Ak c
Gk and \Ak\e = |GkI for all k. Now, by Problem 2.85(a), |liminf*. Gk\
< liminf*; |Gfc|, and, since {Ak} converges to A = (Jfc Ak, lim inf* Ak = A.
Hence \A\e = |liminf*, Ak\e < |lim inf* Gk\ < lim inf* \Gk\= lim in f* \Ak\e
= fimfc |A*|e.
21. (a) The example in Problem 8 works. Also the Vk in Problem
1 are pairwise disjoint and their union is contained in [0 ,2 ), which gives
I U k v k\e < 2, and since |Vfc|e = |V|e > 0 for all k, |V*|e = oo.
(b) Let Ak = Then A\ D A 2 D . . . , |Ai|e < 2, and since
(1 kAk = <b,\ f \ Afcle = 0. Yet |A*|e > |Vfc|e = IV|e > 0 for all k.
23. ¡i{x + (a, 6]) = /x((a,5]) for every x € R.
First, we claim that
Let {dn} be a sequence in D that increases to x. Then (a + dn,b + x] =
Solutions 225

(a+dn,b+dn]U(b+dn,b+x] and /¿ ((a + d n, b+x]) = n((a,b])+y,((b+dn,b+x]).

b] and {(b+dn, 6 + x ] } decreases
Now, since { ( a + d n, 6+rc]} decreases to x + ( a ,
to 0, by continuity from below /x(x + (o, 6]) = ¡¿((a, 6]) for each a, b € R and
x G R.
Next, since (0,1] = U fc=o(^/n > + l ) /n ] and (fc/n, (A: + l ) /n ] = fc/n +
( 0 , 1/n] for all such k, /¿((0,1]) = YlkZo ¡^{{k/n, (k + l ) /n ] ) = n /i((0 , 1 /n ])
and so /x ((0 ,1 /n ]) = ( l /n ) /x ( ( 0 ,1]). Moreover, since ( 0 , m/n] = ( 0 ,1/n] U
.. . U ( ( m - l ) / n ,m /n ] = (0, l / m ] U . . .U ( ( m - l ) / n + ( 0 , 1 / n ] ) , also n((0,m/n])
= m )u((0,1/n ]) = (m /n )/x ((0 ,1]). Thus, since (0,1] = (0 ,m /n ] U (m /n , 1],
At((m/n, 1]) = (1 - m /n ) /z ( ( 0 ,1]).
Next, we claim that y. has no atoms. Indeed, since { ( 1 —1 /n , 1]} decreases
to 1, by continuity from above ¿¿({1}) = limn ^ ((0 , l ] ) /n = 0. By translation
the same is true for every point and by <r-additivity for any countable set.
Next, if (a, 6] = a + (0,b— a] is a subinterval of [0,1) with b — a rational,
/i((a ,6]) = y((0,b —a]) = (b — a ) y ( ( 0 ,1]). W hen b—a is not rational let {qn}
be a rational sequence that increases to 6 —o. Then by continuity from below
/x ((0 ,6 -a ]) = limn /¿((0, g„]) = (limnqn)y((0 , 1]) = ( 6 -a ) /x ( ( 0 ,1]) = ju((a, 6])
and the conclusion holds for this case as well.
W e claim that this also holds for x > 0. If x > 1, let n be the integer
such that x — n G (0,1]. Then
n
(0, x] = U {{k - 1) + (0 ,1 ]) U (n + (0 ,x - n ] )
k= 1

where the intervals appearing are pairwise disjoint and so ¿i((0, x]) = c n +
c (x — n) = c x . Finally, suppose that (x, y\ is a left-hand open interval in
R; then, since ( x , y\ = x + ( 0 , y —x], n((x, y]) = c(y —x) and this is all we
need to know about intervals.
Now, since T = {(a , 6] : a, b G R } is a 7r-system of subsets of R, by
Problem 2.95 the measures coincide on M (F) = B(R ).

25. Let K be a compact subset of A; since {x&} is bounded, {Jk(x^ + K)

is bounded in R” . Thus, by Problem 2.85(b),

limsup |xfc + K\ < |limsup(xfc + if)|.

k k
Now, by the translation invariance of the Lebesgue measure, \xk-\-K\ = \K\
for all k, and so, limsupfe \xk+K\ = \K\. Moreover, since (xk+K) c (xk+A)
it follows that |limsup/.(xfc + K)\ < \lim supfc(xA; + y4)|. Finally, by the
regularity of the Lebesgue measure, |A| = sup{|.Kj : K C A, K compact}
and, therefore, |^4| < |limsupfe(xfc + A)|. This result is from I. Arandelovic,
An inequality for the Lebesgue measure, Univ. Beog. Publ. Elek. Fak. Ser.
Math. 1 5 (2004), 8 5-86 .
226 13. Lebesgue Measure

26. (a) This is false, as Q n C R n shows. However, by Problem 10 the

following is true: A C Rn with bounded closure A has |A| = 0 iff for every
e > 0, there exists a finite pairwise disjoint collection of intervals {Ij} in Rn
with A c U ; Ij and Y j \Ij\ < £-
(b) This is true. Let {qn} denote an enumeration of the rationals in R
and given e > 0, let A = (Jn(qn —e / 2n+1 ,qn + e / 2n+1); A is a dense open
set with \A\ < e. Now, dA = A fl Ac = Ac and since \AC\= oo, \dA\ = oo.

2 9 . (a) M { A ) = 7>(Q).
(b) X = (a, 6] fl <Q> and put /¿([a, 6]) = b — a.
The statement is false. Let
Clearly fi extends additively and = 0 for every rational q £ (a, 6].
However, since X = U„e<rw„ m M > if u were a measure on V(X) it would
follow that fx(X) = , b\) = b - a ^ Yqex M M ) = 0.
3 0 . The statement is false if A is unbounded. Consider
A = N in R; then
|A| =0 and |Ofc| = oo for all k > 2 . And for n > 2 consider A = { 0 } x Rn_1,
which is unbounded and closed in R n; then \A\ = 0 and \Ok\ = oo for k > 1.
On the other hand, A = (~)kOk if A is bounded. Clearly A C
For the sake of argument suppose there is x G Ok \ A c Ac; since Ac is
open there exists a ball B(x , r) C Ac and so d(x, A) > r. Now pick k > 1/ r ;
then, by assumption x £ Ok and d(x,A) < l/k < r, which cannot happen.
Therefore A = f j fc Ok and, since A is bounded, {Ok} is a decreasing sequence
of bounded sets, and by continuity from above |A| = lim* |Ofc|.

3 1 . Since A 0 H (0, |®|) increases to A as \x\ ->• oo, by continuity from

below <p a (x ) |A| as |x| —»• oo. Now, since for |x| < |y| we have J?(0, |y|) \
B{ 0, |a:|) = {z £ R n : |x| < \z\ < |y|}, it readily follows that |<Pa (v ) —
<Pa (x )| < |A n (H (0, |y|)\B(0, |a;|))| < c| |y|n -|a;|n |. Hence q>A is continuous
in Rn and uniformly continuous in R.

3 2 . LetA D F = (JfcFfc, Fk closed, be an Fa set such that |F| = \A\e.

Now, with Qm = [ - m ,m ] x ••• x [-m,m], m > 1, Fk = \Jm{Qm n Fk) is
the countable union of compact sets for each k and, therefore, F = (JmKm
where Km is compact for each m. Moreover, replacing Km by Ufcli Kk if
necessary we may assume that {Km} increases to F and {|ATm|} increases
to |F|. Let l be the smallest integer such that \Kg\ > tj. Then, with B(0,r)
the closed ball of radius r centered at the origin, 4>(r) = |Kg fl B(0, r)| is a
continuous function that increases from 0 to \Kg\ > rj and, therefore, there
exists r such that </>(r) = rj. Then Kg D 5 ( 0 , r) is a compact subset of F
with measure rj.

3 3 . Let <p(x) = |Af) ( —oo,a:)|; <p is continuous in R, <p(—oo) = 0, and

<p(oo) = |A|. Therefore, </?(&) = |A|/2 for some x £ R and this gives the
conclusion.
Solutions 227

34. <p(r) = 1-4 fl S ( 0 ,r ) | ; ip is a continuous function of r > 0 that

Let
maps onto [0, oo). Thus there is a positive real number r such that <p(r) = Ai
and A\ = A fl B (0 ,r ) is a Lebesgue measurable subset of A with measure
Ai. Next, having picked pairwise disjoint measurable subsets A \,..., Ak of
A with \Aj\ = Aj for 1 < j < k, since |A| = Ylj=i |Aj| + 1A n (1J^=1 A j)c\and
|Aj| = E j = i A? < °°> we have \A n (U j= i Aj)c|= oo and, repeating
the construction of A\ with A replaced there by A n (U^=i Aj)c, we find
Ak+1 c A n ( U j = i Aj)c C A such that |Afc+i| = Xk+i- Clearly Ak+1 is
disjoint from U j= i A j.

36. (a) The statement is false if rj = 1 because a set of full measure

in [0, 1] is dense there and, therefore, if closed, it contains the rationals as
well. Now, when 0 < 77 < 1, by Problem 32 there is a compact subset K of
[0,1] \ Q of measure \K\ = rj.
(b) The proof in Rn is similar. Given e > 0, consider the collection
{Im} of open intervals centered at points of Q n with sidelength (e 2- m ) 1/ n,
\Im\= e2 ~m. Let O = |Jm Im. Clearly O is open and since it contains Q n, it
is dense in R n; also, \0\ < |7m | = e = £• Observe that we may
construct O such that \0\ = e. Indeed, let Oe be the set just constructed
for the value e > 0 and put O — {e/\0 e\)0 £\ clearly O is open and by
Problem 45, |0| = e. Finally, O is dense. Given x £ R n and 77 > 0, pick
z € Oe such that |(|Oe|/e)a; —z\< ‘q{\Oe\/e). Then \x —(e/\Oe\)z\ < rj with
{e/\Oe\)z G O.
(c) Let Fe = I \ 0 £ where Oe is the dense open set with \0£\ < e
constructed in (b). Then Fe is a closed subset of / with measure \Fe\> l —e
and, since Oe is dense, F£ is nowhere dense. Note that if F = |Jn FSn with
en —t 0, F is of first category and has measure 1.
(d) The statement is false as the set F in (c) shows.
3 7 . Let OA be an open set with finite measure such that |0\ A| < e.
D
Then A , ( x + A ) C
G = O U ( x + 0 ) and so, Af\{x-\-A) = G \ ( G \ ( A fl(x + A ))).
Now, since G \ (A n (x + A )) = (G \ A) U (G \ (x + A ) ) , \G\ (A n (x + A))| <
|G\A|+|(7\(»+A)| = |G| —|A|+|G| —|a;+A| = 2|G|—2|A|, and, consequently,
|AD (* + A)| = \G\ - |G\ ( A n (x + A))| > |G| - (2|G| - 2|A|) = -\G\ +2\A\.
Hence 0 < |A| - \A n (* + A)| < |G| - |A|.
Next, G is the disjoint union G = O U ((x + O) \ O) and so, |A| —
|A n (a; + A)| < (jO| — |A|) + |(a; + O) \ 0\. Thus it suffices to prove that
|(x + 0 ) \ 0 | < 77 for finite measure open sets and x sufficiently small. Now,
O is the countable union of nonoverlapping closed cubes and so, given 77 > 0,
228 13. Lebesgue Measure

there exists N such that |O \ U /£ n -i-i Qk>\ —rl- Then

(x + 0) \ 0 C ((x U
V\
+
fc=i / /
u ( x +
V
U
k=N-n
N / °o
c U « * + Qk) \ Qk) U I X + (J Qk
k=1 V k=N+1
and, therefore, |(x + O) \ 0 \< |UfcLi((® + Qk) \Qk) I + r]. So it suffices to
prove that lim|x|_>o |(z + <2 ) W I = 0 for every bounded closed cube Q , which
is a straightforward verification.
3 8 . W e may assume that A is bounded. Then, by Problem 37, |A| ~
\A fi {A + h)| for sufficiently small h and so, repeating this argument n — 1
times, A n ( H i 4 ) n . . . n ( ( n - 1)h + A) has positive finite measure ~ |A| for
h sufficiently small and, in particular, the intersection is not empty. So, for
some s : 6 l , there are a i , . . . , an G A such that x = a i, x = 02 + h, . . . , x =
an+(n-l)h, and, consequently, x, x - h , . . . , x - ( n - l ) h € A. The conclusion
clearly holds for a = x - (n - l)h, . . . , a + (n - l)h = x, since they all belong
to A.

3 9 . Both statements are true and we prove (b). W e may assume that
A is bounded. First, as in Problem 37, for h > 0 small enough |>1| ~
|(An((h, 0)+^4))fl((0, h)+A)n((h, h)+A)| and, in particular, the intersection
is not empty. If x is in that set there are 01, 02, 03,04 G A such that x =
ai,a: = (h,0) + 02.a: = ( 0,h) + 03,® = (h,h) + 04, and so, x,x — (h,0),
x — (0, h),x — (h,h) all belong to A for h sufficiently small and are the
vertices of a square of sidelength h.

A = {A D (a; + A )) U (A fl (a; + A)c), by Problem 37,

4 0 . First, since
(x + A)c\ = |i4| — lim |a.|_>0 \A D (x + j4)| = 0 . Also, x + A =
lim |a:|-K> I-A n
((x + A) fl A) U ((x + A) fl Ac) and, since |x + A\ = |A \, again by Problem 36,
| (* + A )n A c| = lim ^i^o |o:+A|-lim|a.|_fo |(a:+A)nA| = |A|-|A| = 0.
Thus since A A ( x + A) = {A fl (x + A)c) U ((x + A) fl A c), combining the
above observations we get lim|x|_).o |AA(x + A)| = 0.
A direct approach also works. First, since (I x z + a — Xa \ > 1 /2 } =
(x + A)AA, by Chebychev’s inequality and the continuity of integrable func­
tions in the norm we have |(x + A )A A | < 2 fRn |Xx+a (v) ~ XA(y)\dy =
2 fRn IXA(y - x ) - XA(y)\dy -> 0 as |x| -¥ 0.
Finally, let A = (Jn [2n, 2n + 1]. Then for 0 < e < 1, A \ (e + A) =
(Jn[2n, 2n + e) has infinite measure.

O D A be an open set of finite measure. Since (x + A ) fl A C

4 1 . Let
O) fl O it suffices to prove the statement for open sets of finite measure.
(x +
Now, O = \JkQk is the countable union of nonoverlapping closed cubes
Solutions 229

and so, given e > 0, there exists K such that Y^k=K \Qk\ < e /3 . Write
O = U t i 1 Qk U Ufelii Qk = Ok U Rk , say, where \RK\< e /3 . Then

(x + 0)C\0 c ( ( x + Ok ) n Ok ) U (( x + Ok ) n Rk ) U ((x + Rk ) fl Ok)

U ((x + Rk) n Rk ),

and, consequently, |(x +0)nO| < \{x + Ok )F\Ok \+ + |£ + #fc| + |.Rfc| <
|(x + Ok ) n Ok \+ £• Thus it suffices to prove the result for finite unions of
closed cubes. But then (x + Ok ) n Ok = U k,7=i(x + Qk) H Qe and we are
reduced to proving the result for A = (x + Q) fl Q' where Q, Q' are closed
cubes in Rn. In this case the result is obvious since the intersection is empty
for |x| sufficiently large.

4 2 . It suffices to check continuity at 0 since the continuity at x G Rre

follows from the continuity result for the set x + B at 0. First, An(x + B) =
(A fl (x + B) fl B) U {A fl (x + B) D Bc) and, consequently, \A fl (x + B) \=
|(j4 n (x + B)) D B\ + |(A n (x + B)) fl Bc\. Similarly, \A fl B\ = |(^4 fl B) n
(x + B)\ + |{A fl B) fl (x + B)c| and so, <p(x) —cp(0) = \A fl (x + B) n Bc\—
|(A fl B) D (x + B )c|. Therefore |ip(x) —v?(0)| < \A fl (BA ( x + B))\ which
implies, by Problem 40, that |<p(x) —</?(0)| < |(x + B)AB\ —> 0 as |x| 0.

43. (a) The statement is true. T maps compact

First, observe that
sets into compact sets. Let K C Rn be compact, {t/k} C T(K) and
{ x fc} C K such that T(xfc) = yk for all k; since K is compact there are
a subsequence {xkm} of {x ^ } and x € K such that x = lim kmXkm- Then
T (x ) = limfcm T(xkm) and, consequently, {T(xkm)} is a subsequence of {yk}
that converges to y = T(x) G T{K) and T{K) is compact. Furthermore,
since a closed set in Rn can be written as a countable union of compact sets,
T maps closed sets into Fa sets and, consequently, Fa sets into Fa sets.
Now, let A. C R n be bounded, K a compact set of Rn that contains A in
its interior, and{Ik} a covering of A by closed intervals of Rn contained in
K. Since T is locally Lipschitz the image of a set with diameter d contained
in K has diameter at most M jfd and, in particular, if J C K is a closed
interval, T(J) is compact and |T(J)| < ck \J\ for some constant ck - Thus
T(A) c Ufc T(Ik) and \T(A)\e < ck l^fcl and, taking the infimum over
the coverings of A, \T(A)\e < c^|^4|e < oo. Note that if T is Lipschitz, i.e.,
|T(x) — T(y) | < M\x — y\ for all x,y in Mn, then |T(A)|e < c|^4|e for all
4 c M n and some constant c.
(b) The statement is true. Let Bk denote the ball of radius k centered
at the origin and Ak = AilBk, k = 1 , 2 , . . . ; note that \Ak\e < |^4| = 0 for all
k. Then, by (a), \T(Ak)\e < Ck\Ak\e = 0 and \T(Ak)\ = 0 for all k. Finally,
since T(A) C (JfcT(Afc), \T(A)\e < E k \T(Ak)\ = 0, and \T(A)\ = 0.
(c) The statement is true.
230 13. Lebesgue Measure

(d) The statement is false. In R, let T ( x ) = x 2 and A = [Jk A k with

Ah = [k, k + fc- 3 / 2]; the A k are pairwise disjoint, \Ak\ = fc~3/ 2, and |A| =
^2kk~ 3^2 < oo. Note that, since T ( A k) = [k2 ,k2 + 2k~ 1^2 + k~3), the
T ( A k) are pairwise disjoint. Then T ( A ) = \Jk T (Ak ), and, consequently,
\T(A)\ = Z k \T(Ak) \ > Z k k ~ 1/2 = oo.

4 4 . Since f ( x ) = sin(a;) increases in [0,1] the Lipschitz constant of / is

sin(l) = . 8 4 1 . . . , and by Problem 43(a), |B| < .8 5 |A|.

45. (b) First, necessity. e > 0, put rj = e/\r\n and let O be

Given
an open set such that A C O and \0 \ A\e < r\. Now, clearly rO is open,
rA C rO, and r ( 0 \ A ) = rO\rA. Hence |rO\rA|e = |r(0\A)|e < |r|n i? = e
and rA G £ ( R n).
Next, sufficiency. If rA is measurable for some r ^ 0, by the first part
of the argument (1 /r)rA = A is also measurable.
46. By Problem 45,- A = ( - 1 )A G £ ( R n) and | - A\ = \A\. Now,
if A = 0 the statement holds. Otherwise, note that 2 \A\ = | — A\ + |A| =
|— A fl A\ + |— A U A\ < |A| + \B\ and, consequently, \A\ < \B\. Finally, by
subadditivity \B\ < \—A\ + |yl| = 2 \A\.

4 7 . W ith I a = A fl Q c we have I\ = —Ia = Iac, and, consequently,

A fl I a = —{Ac fl IC A) = —{Ac fl Iac). Therefore, by Problem 45, |^4| =
|^4 D Ia \= |Ac n Jac | = \AC\and so, |^4| = \AC\= oo.

4 8 . Note that A\ = ( 1 , . . . , 1) — A = {x G Mn : xk = 1 — ak, 1 <

k < n, a e A} C I n and so by the translation invariance of the Lebesgue
measure and Problem 45, |^4i| = |A|. Also, A\ U B C In and \Ai n B\ =
|Ai| + |B| — |Ai U B\ > 0. Hence A\ fl B ^ 0 and there exist x,y G In with
x G A, y G B such that y = ( 1 , . . . , 1) — x.
4 9 . (a) Let Q, Q' C K n be closed cubes of sidelength 1. Then Q = x+Q'
for some x G Kn and T(Q) = T(x + Q') = T(x)+T(Q'). Thus by the trans­
lation invariance of the Lebesgue outer measure \T(Q)\e = |T(<2')|e and
|T(Q)|e = 77 is independent of the location of the cube Q of sidelength 1 in
Mn. Next, let Qi,Qr C Mn denote closed cubes of sidelength 1 and r, re­
spectively, and observe that for some x € R n, QT = x + rQ\. Then T(Qr) =
T{x) + rT(Q\) and so, by Problem 45, |T(Qr)|e = \T{x) + rT(Qi)\e =
V rn = r]\Qr\.
(b) That T{A) is measurable follows from Problem 43. A simple argu­
ment gives the result for A = N, any part of the boundary of a cube Q,
and A = O , an open set O in R n. Finally, |T(A)| = inf{|0| : T(A) C 0 , 0
open} = inf{|T(F)| : T(A) C T(V),V open} = 77 inf{|^| : A C V,V
open} = 771^4|- Alternatively, one may argue as follows. Let y, be the Borel
measure on R n defined by ji{A) = |T(A)|, A G H(Rn). Then fx is translation
Solutions 231

invariant and so by the W 1 version of Problem 23, |T(A)| = n(Â) = r}\A\ for
some 77 > 0.
It only remains to prove that 77 = d e t(M ). First, if T is not invertible,
i.e., d e t(M ) = 0, T (R n) is contained in a hyperplane and so, by Problem
27, T(A) has measure zero for all A E £ (M n) and the conclusion holds with
77 = 0.
Next, if T is invertible, by linear algebra M is the product of elementary
matrices, i.e., square matrices that implement one of three elementary row
operations via left multiplication. These matrices are given below: Mj
multiplies a row of a matrix by a nonzero number, Mu interchanges rows,
and Mui adds a row to another. They are:
c 0 O' 0 1 o'
0 1 0 1 0 . .. 0
, Mn = î

_0 0 .. . 1 0 0 .. . 1

and
1 1 0
0 1 0
Mm =

0 0 . . . 1

In the case of Mi, let

Q = [0, l]n and suppose that c > 0. Then Mi(Q) =
[0, c] x [0, l ]n_1 and
77 = \Mi(Q)\ = c. Similarly, if c < 0, M /( Q ) = [c, 0] x
[0 , 1]n_1 and r] = \Mi(Q)\ = —c. Hence 77: |c|.
In the case of Mu, if J = I I L i k A ) , Mn(J) = [02, 62) X [a i, 6i) X
H U « * . bk) and so> \Mn(J)\ =v\J\ = IJ1 and 77 = 1.
In the case of M m the result follows as for Mu once we observe that
J is mapped into a parallelogram with the same measure. Alternatively, we
may invoke Fubini’s theorem. Since = {{x\,X2 + cx1, 23, . . . , xn) :
xk € [o/ci bk), 1 < k < n}, it follows that
71 fbl , /» 6 2 + C X 2 V

\Min(J)\ = Y[(bk - a k) ( dx2 )dx1

J cl\ ' Ja,2-\-cx\ '
n
= \c\(b2 - a2)(bi - 01) J J ( 6fc - ojfe)
fc=3

and, therefore, \Mm(J)\ = |det(M///)||J|.

Finally, by properties of determinants, det (M ) = I I m = i de^ ( Mm)• Thus
|T(A)| = \M\M2 ■■■Mk(A)\ = |det (M i) ||M2 •••Mk(A)\ and, consequently,
proceeding this way, \T(A)\ = n ^ =1 |det (M m)| \A\ = |det(M)| |A|.
232 13. Lebesgue Measure

5 0 . Rotations are given by orthogonal matrices with determinant ± 1 .

5 1 . Rather than using measure theory, one could invoke the Baire cate­
gory theorem since as is readily seen hyperplanes are closed nowhere dense
subsets of Rn.

52. \£\ = un |det (A ) |- 1 / 2 where un denotes the volume of the unit ball
in Rn.

54. If x > 0, /i((0,a:]) = x >u((0,1]) = 771(0, a:] |. Similarly, for y < 0,

M(2/>0]) = |y|/i((0,l]) = 771(y, 0] |. Thus fi((x,y]) = 77|(a:,y]| for all x, y G R .
The proof now proceeds as in Problem 23.

5 5 . First assume that 0 <\A\e < 00. For the sake of argument suppose
that for some 0 < 77 < 1, \A fl Q\e < y\Q\ for all cubes Q in R n. Then,
given e = ( I /77 — 1) |j4Ie > 0, there is a covering of A by intervals {/* .}
such that Ylk 1-ffcl ^ |j4|e + £• Now, the interior of each Ik is open and,
therefore, Ik = Nk U l j m where the l are nonoverlapping closed cubes
and \Nk\ = 0 for all k. Hence A c (JfcIVfc U (Jfc mQm and, consequently,

\A \e < Em,k \A n Qmle < V'Em* l<2ml = VEk\h\ < V(\A \e + e) = V\A \e +
77( 1/77 — l)|A|e = \A\e, which cannot happen. If \A\e = 00, let Am = A fl
B ( 0, 7n); then A\ C A 2 C . . . and A = U m Am- Now, limm |^4m|e = \A\e
and so \Am\e > 0 for 7n sufficiently large. Since \Am\e < 00 by the first part
of the argument the assertion is true for Am and, consequently, for any set
that contains it, including A.
Q can be expressed as a finite union of nonoverlapping
Finally, since
subcubes {Qfe} obtained by subdividing Q, the conclusion must hold for one
of the Qk as well for, if not, |A n Q\e < ¿ fe \A n Qk \e < v E k \Qk\ = v\Ql
which is not the case. Thus Q may be assumed to have arbitrarily small
measure.

5 6 . First, let A G £ (M n). Since

= 1, for all cubes Q c Rn,

\Q\ 1^1

\ACfl Q\ < (1 — 77) \Q\ for all cubes Q and so by Problem 55,
it follows that
\AC\ = 0. Also observe that if A c Qi satisfies \A fl <51 > b\Q\ whenever
Q C Qu then \A\ = |Qx|.
Next, let 7i = 1, I = [0,1], and B the Lebesgue nonmeasurable subset
of I with \B\e = 1 constructed in Problem 8; recall that |B fl J\e = |J\
for all subintervals J of I. Now take A = (R \ I) U B; we claim that
A satisfies \A D J\e > ( 1/ 2)|J| for all intervals J of R. This is clear if
|J fl (R \ J)| > ( 1/ 2)|J|. Otherwise, |J fl I\ > (1/2)|J| and, consequently,
IB O J\e > \B D (J 0 / ) |e > |J 0 1\ > (1/2)| J\.
Solutions 233

57. By Problem 55, given 0 < e < 1, there is a cube Q centered

at x of sidelength t(Q), say, such that \A n Q\e > (1 - en) \Q\. Now let
J = J (x , ei{I)) be the cube concentric with Q with sidelength £(J) = et(Q).
Then (1 - en)\Q\ < \A n Q\e < \A n J\e + \A n (Q \ J)\e < \A n J|e +
\Q \ J\ = \A fl J |e + (1 — £n)\Q\- Thus \A fl J|e > 0 and, in particular,
A fl J 0; let z € A fl J. Now let Q' = Q'(z, (1 + e)t(I)) be the cube of
sidelength (l+ e )^ (< 3 ) centered at z. Then, as is readily seen, Q c Q' and so
l^ n Q 'le > \AnQ\e > ( l - e n)|Q| = V’(e) \Qf\ where tp(s) = ( 1 - e n) / ( l + e ) n
is continuous and decreases from 1 to 0 as e increases from 0 to 1 and so,
picking e so that ip{e) = rj, we get \A D Q'\e > rj \Q'\.
5 8 . The conclusion follows by Problem 57, or, alternatively, by Problem
A contains a progression x ,x —h, x —2 h,
38; we illustrate this in R. If |^4| > 0,
say, and so A contains points x\ = x, X2 = x — 2h, and x$ = x — h that
verify x3 = (xi + X2 ) / 2 .
Finally observe that if for A c R with \A\ > 0 we have that (x+y ) / 2 € A
whenever x, y € A, A is an interval.
5 9 . Compare with Problem 1.12.

6 0 . The statement is false. If x = .X1 X2 ■■- denotes the dyadic expansion

of x € [0,1), let A = {x € [0,1) : X2n = 0 for all n > 1} and B = {x G [0,1) :
X2n-i = 0 for all n > 1 }; we claim that |^4| = |£| = 0. W e do B. First,
since half of the points x € [0,1) have x\ = 0, \B\ < 1 /2 , but then, half of
the remaining points have £3 = 0 and so, |B| < 1 /2 2 = 1 /4 . Continuing in
this manner |B| < l / 2 n for all n and |£?| = 0. Similarly, |A| = 0 and by
D — (Jnez(n + ^)>
the translation invariance of the Lebesgue measure, if
\D\ = 0. Therefore we have \D\ = \B\ = 0 and D + B = R.
A = B = C, the Cantor discontin-
O f course, a similar result holds for
uum. Also, if A = C and B = (1 /2 ) C , then [0,1] C A + B.
A = { 0 } x [0,1] and B = [0,1) x { 0 } have measure
Now, in R 2 the sets
0 and A + B = [0,1] x [0,1] has measure 1. On the other hand, A + B is not
measurable in general. Indeed, let V C [0,1] be a Lebesgue nonmeasurable
set and define A = V x { 0 } and B = { 0 } x [0,1]. Then A and B are
Lebesgue measurable subsets of R 2 (with \A\ = \B\ = 0) but A + B is
Lebesgue nonmeasurable.

61. (a) Observe that for intervals J = (a, 6), J\ = (c, d), J + J\ =
(a + c,b + d). First, suppose that A, B are bounded open sets. Then, since
the sum of open intervals is measurable, A + B is measurable. Also, by the
translation invariance of the Lebesgue measure, | (s + i) + (A-\-B)\ — \A+B\,
|s + A\ = |A|, and \t + B\ = |B|, and the conclusion is invariant under
independent translations of A and B. Thus we can assume that A D B = 0
and sup A = inf B = 0. Note that then A U B c A + B\ indeed, for a G A
234 13. Lebesgue Measure

pick e > 0 such that (a — e, a + e) c A and then, since inf B — 0, e' € B

such that 0 < e' < e. Then a = (a — e') + s' € A + B\ the proof for b € B is
similar. Hence |A| + |5| = \A U B\ < \A + B\.
Suppose next that A, B are compact; then A + B is compact. Now, to
each point of A associate an open interval centered at the point of radius
l/k and denote by A& the union of these intervals; similarly for Bk- And
to each point in A + B associate an open interval of length 2 /k centered at
the point and denote by {A + B)k the union of those intervals. Now, Ak,
Bk, and (A + B)k are open and bounded and Ak + Bk C {A + B)k- Indeed,
if x € Ak, let a G A be such that \x — a| < l/k, and, similarly, if y e Bk
let b e B such that \y — b\ < l/k. Then |(a; + y) — (a + 6)| < 2/k and
x + y G {A + B)k- Also, {Ak} decreases to A and by continuity from above
\Ak\ —> |A|; similarly, \Bk\ —»• \B\ and |(A + I?)fc| —»■ \A + B\. Now, by the
result for open sets \Ak\ + \Bk\ < \Ak + Bk\ < \(A+ B)k\ and letting k —> oo,
\A\ + \B\<\A + B\.
Finally, if A, B are arbitrary measurable of finite measure, by inner
regularity, given e > 0, there exist compact sets K a C A and K b C B such
that |A \ K a \ < e/ 2 and |B \ K b \ < e / 2 . Then K a + K b C A + B and
\A+ B\> \KA + K B\> \KA\+ \KB\> \A\-e/ 2 + \B\-e/ 2 = \A\ + \B\-e,
and, therefore, since e is arbitrary, the conclusion follows. This result is
known as the Brunn-Minkowski inequality.
(b) By (a) and Problem 45, (1 — ?7)|A| + rj\B\ — |(1 — ri)A\ + |?7B| <
\(l —r))A+r}B\. Finally, by the concavity of the function ln(x), |A|1_,)|B|ii <
(1 — t/)\A\ + T]\B\ for 0 < 77 < 1.

62. Let A 0 = A H [ - 1 , 0] and A\ = A n (0,1]; then |A0 |+ |AX|= |A| > 1.

Now, by the translation invariance of the Lebesgue measure, A 2 = 1 + Ao C
[0,1] is measurable and has measure |A21 = |Ao|. Moreover, since A 1U A 2 C I
and jAi| + 1A2| > 1, |Ai H A 2| = |Ai| + IA2I— |Ai U A 2| > 0 and so there exists
a € A i n A 2. Then a G A 2 = 1 + A 0, we have a = 1 + x with x € A 0 C A,
and 1 = a —x e A —A.

64. Partition K n into cubes with vertices at the points t of the integer
(z\ , . . . , zn), Zi integer for all i. Let Q0 = [0, l ) n be the unit
lattice Z n , i.e.,
cube and note that Rn = (J^ezn(i+Qo)- Then translate the sets Af]{£+Qo)
into the cube Qo, i.e., consider the sets Ag = {x —£ : x E A C) Qe}. Since
Ee\Ae\ = E e\A nQ e\ = \A\ > 1 the Ai cannot be pairwise disjoint and
there are i ^ №in the integer lattice such that Agfl Ag/ ^ 0. Let a € AgD Agi.
Then a = x - £ = x' where x, x' € A . Thus 0 ^ x - x' = l - i' is in the
integer lattice.
Similarly, if |A| > N, A contains N points with integer coordinates.
Solutions 235

66. К c A with \K\ > 77.

By inner regularity there is a compact set
Now, a = inf{a; G R : x G K } and b = su p {* G К : x G K } are in К
and by the translation invariance of the Lebesgue measure we may assume
that a = 0. К П (b + K) = {b}, \K U (b + K )| = 2\K\ > 2 t?,
Since
and, therefore, К U (b + K) contains a Lebesgue measurable subset В with
\B\ > 2 77. Moreover, since К and К + b are contained in К + К it follows
that KU(b + K ) c K + K с A + A and В с A + A.
—К П К = { 0 } , |— К U K\ = 2 \K\ > 2rj and, therefore,
Similarly, since
—Kl)K contains a Lebesgue measurable subset В with \B\ > 2 rj. Moreover,
since —K and К are contained in К —К it follows that —KL)K с К —К С
A —A and В C A —A.
6 7 . W e may assume that |A| < oo and by the regularity of the Lebesgue
measure that A is compact; then there is an open set О D A such that
\0\ < 2 \A\. Note that d(A,Oc) = rj > 0. Let |ж| < 77. W e claim that
A and x + A are contained in О and are not disjoint. For, if they were,
they are both measurable with the same measure and, consequently, 2 |Л| =
|Ли(ж + Л)| < \0 \^ 2 1. 11, which cannot hлрp 6и since |^| ^ 0. 1JL'inis tliere
exist o i, a 2 € A such that a\ = a^+x and so, x = a\ —a,2 G A —A.
Alternatively, we may assume that A is bounded and then by Problem
37, lim |
a.|_>0 И П(x + A)\ = |A|. Hence there exists 5 > 0 such that
|АП(ж + А)| > |A|/2 for |ж| < S. But then, for those x, there exist 01,02 G A
such that a\ = x + a,2 and x G A —A.

68 . Since the result for the sum A + B = A —(—B) follows from that for
the difference we prove the latter. Let 2n/ ( 2 n + 1) < 77 < 1. By Problem 57
there exist cubes Q and Q\ such that |Afl<5| > V |Q| and \BHQ\\ > rj |Qi|,
respectively. Suppose that i(Q\) < £(Q) and let к be the nonnegative
integer such that £(Q)/ 2 k+l < £{Q\) < £{Q)/ 2 k. Now, pick a subinterval
of Q of sidelength £(Q)/ 2 k so that the original assumption for Q still holds;
as observed in Problem 55 this is possible. Calling this cube Q again for
simplicity we have now £{Q\) < £(Q) < 2 £(Qi). Now, let x be such that
Q[ — x + Qi c Q and put В' = x + B; by the translation invariance of the
Lebesgue measure |В' П Q il = \x + (В D Qi)| = \BnQi\ > t?|Q i | = ц \Qi\.
Next, we want to prove that both A and B' intersect a substantial part
of Q and this ensures that their intersection has positive measure; A does by
construction. As for B' we have \B' П Q\ > \B' П Q^\ > 77\Q'X\> (r]/2 n) |Q|.
Thus, by elementary properties of measures, \АП B' nQ\ = |Afl(5| +
\B' П QI - I(A U B>) П Q| > 7? \Q\ + (77/ 2- ) \Q\ -\Q\ = (v ( ^ ) - l ) \Q\ > 0
and so, by Problem 67, (А П В' П Q) — {А П В' П Q) contains an interval
about the origin. Now, since {АПВ' П Q) is a subset of both A and B1,
A — B' contains this difference set and, consequently, A — B' contains an
interval about 0. Thus A —В contains an interval about x.
236 13. Lebesgue Measure

69. <p : A x A —> A — A be given by cp(x, y) — x — y. Now, if

Let
A e £(Mn) has |A| > 0, A — A contains an interval and c = card (A — A) <
card(A x A) = card(A) < c.

Let V be a Vitali Lebesgue nonmeasurable set in [0, l ) n and for

72.
each % € Qralet Vk = qk + V; the Vk are Lebesgue nonmeasurable, pairwise
disjoint, and by Problem 71 if B is a measurable subset of some Vk, \B\ = 0.
Suppose first that A c [0, l)n has \A\e > 0 and let Ak = A n Vk- Now,
if each Ak is measurable, by Problem 71, \Ak\ = 0 for all k, and so, 0 =
EfcM W e = l U ^ I > \A\e > 0, which cannot happen. Thus Ak is not
Lebesgue measurable for some k and we are done.
Another way to state this result is that if every subset of A € £ ( R n) is
measurable, then |A| = 0.

7 3 . Since \An\e > |Vj|e, |An|e > 0 for all n. For the sake of argument
suppose that An is measurable; then An —An contains a neighborhood of
the origin, which is not the case since An — An only contains the rationals
H n - r j ) , 1 < i ,j <n.
A s an application of this result we get that Egorov’s theorem cannot
be improved, i.e., there is a sequence { /* ,} of functions on [0,1] that does
not converge uniformly in any subset of I of positive measure. Indeed, let
fk = XLC=fcvfc) A: = 1 , 2 , . . . , and pick 0 < e < \V\e. Fix x E I. Then x E Vk
for only one k and so, / „ = 0 for n > k, and, consequently, limn fn{x) = 0
for all x E l . Moreover, since fk(x) = 1 for x E IJ ^ U K » and I Ki|e >
\V\e > e, {fk} cannot converge uniformly to 0 outside of a set of measure
< e.

74. (a) The statement is false. Let I f be a Cantor set in [0,1] with
positive measure and g(x) = d(x, K)\ g is continuous and vanishes precisely
on K. Now let f(x) = Jq g(t) dt.
(b) C be the Cantor discontinuum in [0,1],
The statement is false. Let
/ the Cantor-Lebesgue function, and g(x) = (x + f(x))/ 2; 5(0,1] —> [0,1]
is a bijection and has a continuous inverse. Now, [0,1] \ C = (Jn In where
the In are pairwise disjoint open intervals with |Ai| = 1. On each of the
In we have 2 g(x) = x + c, c a constant, so each In gets mapped into an
interval of length |/n|/2 and since their images are pairwise disjoint we have
C)\ = Y,n |^n|/2 = 1 /2 . Finally, since g(C) = [0,1] \ #([0,1] \ C),
b ( [ 0 ,1] \
it follows that 215(C ) | = 2 — 1 = 1 > 0 .

O = |Jfc(0 0 S ( 0 , k)) it suffices to consider the case when O

7 5 . Since
is bounded. First, O can be represented as a countable union of nonover­
lapping closed cubes, O = (Jfe Qk, say. Now, by calculus, if B® denotes the
ball inscribed in Qk, |S°|/|Qfc| = g < 1 where rj = \B(0 , l)| /2 n is a dimen­
sional constant. Therefore the balls in {B®} are pairwise disjoint and since
Solutions 237

0 \ U B°k = U k(Qk \ B °k) it follows that |0 \ U fe B°k\ ^ IQk \ B °k | =

S fc( IQfcl - l-Bfcl) = (1 - f?)|0|. Next, let O i = O \ 0\ is open and
repeating the previous procedure we obtain a sequence of balls {Bk}, dis­
joint with { £ £ } , such that \Ox \ [JkBl\ = (1 - r?)|0i| = (1 - r])2 \0\. Note
that l O ^ U ^ u U f c - B f c ) ! < = ( l - i ? ) 2|C>|- The pattern is now
clear and an induction argument produces a family {B™}, k,m = 1 , 2 , . . . ,
of pairwise disjoint open balls such that |O \ U fem BJ? | = 0.
76. The statement is true. Let T> = {D : D is a closed disk contained
in Q}, d\ = sup£)G£, |.D|, and pick a closed disk D\ € T>, say, such that
|-Di| > d i/2 . Now, having picked pairwise disjoint closed disks Dn-1
contained in Q, we select Dn as follows: Let Vn — {D : D is a closed disk
contained in Q \ {D\ U . . . U D n_ i ) } , dn = sup0ei?n |£>|, and pick Dn €
V , say, such that \Dn\ > dn/ 2 . W e claim that the sequence {Dn} has
the desired properties; the only property that requires proof is |£>n| =
1 or, equivalently, |Q\ (|Jn Dn)\ = 0. First, note that since J2 n \Dn\ <
|Q|, |Dn | -> 0 as n —> oo and, since 2\Dn\ > dn, dn 0 as n —>• oo.
Next, fix N and consider the open set Qn = Q \ (\Jn=i Bn)- If xo £
Qn there is a closed disk D centered at xq contained in Qn . Because
at each step of the selection process we pick the next disk from among
the largest available disks and since dn -¥ 0, |D| is big compared to dn
for n large and, consequently, D meets some disk Dn with n > N. Let
then no be the smallest such index, i.e., D fl (U n ^ i1 Bn) = 0 and D D
Dno ^ 0. Then 2|Dno| > dno > |D| and, consequently, \/2radius(D no) >
radius(D). Now, a simple geometric observation: since D n Dno ^ 0, the
closed disk concentric with Dno of radius equal to radius(Dno) + 2 radius(D)
contains D and, consequently, D * 0, the concentric closed disk with Dno of
radius equal to (1 + 2 y/2) radius(Z?7v0) contains D. Finally, since xo is an
arbitrary point in QVdJ^Ti1 Bn) and no may be an arbitrary integer > N, we
conclude that Q \ ( U n ^ Dn) C U £ 1 jv and, consequently, |Q \ (Jn Dn\<
|Q \ U^Ti1 Dn\ < (1 + 2 \/2)2 J2T=n \Dn\- Thus letting N oo it follows
that | Q \ U „ A i | = 0 .
78. (a) The construction is easier when n = 2 for then we can take a
sector A of the unit disk of area nd so that \A n B (0,r)| /| B (0,r)| = d for
all r < 1.
Now, in our case first suppose that xq = 0, let

-------r ) U ( — r, n> l ,
\ n n +1/ vn+1 n)
and pick measurable sets An C Bn such that \An\= d\Bn\for all n. W e claim
that A = {JnAn has density d at 0. To see this, given 0 < r < 1, let n be such
that l / ( n + 1) < r < 1 /n and observe that Ufcln+i A n Bk C A n [ - r ,r ] C
238 13. Lebesgue Measure

l X = n A n Bk- Therefore 2 d / (n + 1) = E £ U + i \A n Bk\ < \A n [-»*,r]| <

Y/T-n \A ^ Bk\ = 2 d/n and, consequently, since 1 — r < l / ( n + l ) r and
1/nr < 1 + 2 r, d (l — r) < \A fl [—r,r]|/(2 r) < d (l + 2r) and so, the density
of A at the origin is d.
Finally, by the translation invariance of the Lebesgue measure if xo 7^ 0,
xq + A has the required property.
(b) Let 0 < a, 0 < 1, a + 0 = 1. Then, from right to left, construct
nonoverlapping closed intervals I\ of length 0/2, J\ of length a/ 2 , I2 of
length / 3/ 4, «/2 of length a / 4, and so on; note that [0, 1] = ((Jfc Ik) U (Ufc Jk)-
Let B C [—1,1] be the symmetric set about the origin such that B fl [0,1] =
U kh\ note that for r < | B n ( -r ,r ) | /| ( -r ,r ) | = l(U fc 4 )n (0 ,r )| /| (0 ,r )| .
Now, let rk = E m = f c « /2m + E ~ = * / V 2 m = a/2k~l + 0/2k~l = l/2 k~\
Then |B n ( 0, r*)| = E m =fe £ / 2m = 0 /2 k~ 1 and so

\B fl (0,r)| l^ n (0 ,r fc)| 0 / 2k~1

lim sup > lim
rfc->0
= lim
k \/2k~l
= 0-
r —>0 1(0,01 l(0,r*)|

Similarly, with rk = Em =fe a / 2 m + E m = fe + i /3/ 2 m = <*/2fe + l / 2 fc now,

lim inf
|gn(0,r)|
< lim
|gn(0,rfc)| 0/l/2k 0
r->0 1(0,01 rfc->0 l(0,rfc)| k l / 2 k+ a / 2 k 1 + ce '

8 0 . W e may assume that 0 ^ A. W ith Bk = B(0,r/k), let Ak =

A fl Bk. Then 0 is a point of density of Ak and by Problem 79 we have
- A k D Ak ^ 0 and 2 Ak n Ak ± 0. W e can thus pick 0 / ^ € —Ak D Ak
and 0 7^ zk e 2 Ak D Ak ^ 0 for all k; note that |j/fc|, \zk\ < r/k -+ 0 as
k —> 00. For (a) let xk = yk G Ak c A for all k and for (b) xk = zk so that
xk = zki %xk = 2 zk G Ak C A for all k.
8 1 . (a) The statement is false. Informally, if A c M consists of pairwise
disjoint longer and longer intervals with bigger and bigger gaps between
them, the ratio in the definition of D(A) oscillates as r —> 00 and D(A) fails
to exist.
(b) Is true and follows readily from the definition of limit.
An = [n, n + 1) for all n > 1, and A = [1 , 00). Then
(c) Is not true. Let
D(An) = 0 for all n and D(A) = 1 /2 .
8 2 . For c > 0, put P = [—c, c)n; it clearly suffices to prove that |P \
U deD(d + 4)1 = 0. Now, given 0 < 77 < 1, by Problem 55 there is a
cube Q with \Q\ small compared to |P| and \Qfl A\ > (1 — 77) |Q|; note that
K M I < rj |<2|. Let {ym+Q } be a collection of finitely many nonoverlapping
cubes such that P = \Jm(ym + Q)', note that there is a dimensional constant
C such that each of the cubes in the collection is contained in the union
(J^= 1 (cffc + Q) with dk € D. Thus combining these observations it follows
that there are d\,...,dN E D such that, with a dimensional constant k
Solutions 239

independent of Q, P C + Q ) and Х л < т <лг Mm + Q\ < к |P|.

Then P \ U deD(d + A) C U i< m < /v (dm + Q) \ (dm + A) and by the choice
of the intervals and the translation invariance of the Lebesgue measure,
E i < m < / v l M m + <3 ) \ M m + >l)l < V£ i < m < w M™ + Q\ <vk\P\. Since T) is
arbitrary it follows that |P \ U deD^A + A)\ — 0.
83. Since A = ( - 1 / 2 0 , 1 / 9 + 1 /2 0 ) U ( 2 /9 - 1 / 2 0 , 1 / 3 + 1 /2 0 ) U
( 2 /3 - 1 /2 0 ,7 /9 + 1 /2 0 ) U ( 8 /9 - 1 / 2 0 , 1 + 1 /2 0 ), |Л| = 3 8 /4 5 .

84. First, note that Pi consists of 2 disjoint closed intervals each of

length (1 — 7/i )2 _1,P 2 consists of 22 disjoint closed intervals each of length
((1 - ?7i )2 —1 - (1 - ?7i ) 2_1 7?2)2-1 = 2 - 2 n £ = i ( l “ Vn) and, in general Pk
consists of 2k disjoint closed intervals each of length 2~k П £ =1(1 — Vn), and,
consequently, \Pk\ = I j £ =1 ( l — Vn)- Now, since each factor of this product
is positive and strictly less than one, {|Pfc|} is a strictly decreasing sequence
that converges to some nonnegative real number and by continuity from
above |P| = limk \Pk\.
First, suppose that Vn converges. Then limn rjn = 0 and by calculus
ln (l — T)n)~ —rjn for n large. Hence £ „ l n ( l — Vn) converges, and, con­
sequently, lim*; \Pk\ = limfc I I n = i ( l — Vn) exists and is not 0 and |P| > 0.
On the other hand, if vn diverges, there are two cases, limn Vn = 0 and
Vn 0. If limn rjn = 0 as before ln (l - Vn) ~ ~Vn for n large, J2nln( l “ Vn)
diverges, and |P| = 0 . On the other hand, if Vn 0 there exists a sub­
sequence {Vnk} of {vn} and 8 > 0 such that Vnk > 8 for all nk. Then
|PnJ = r e =1 ( l — Vm) < (1 — 8 )k —)• 0 as nk —> 00 and, therefore, |P| = 0.

8 5 . (a) Let 0 < к < t — 1. Then those x 6 [0,1] with xn = к are of the
form

«1 , «2 , 0*71—1 к
X= J + P + £n
+ J ^ i + m +y
a i f г*-2
-2
+ 0 2 Г -3 + + an -
£n-l + ^ +У

where 0 < a,j < l — 1 for 1 < j < n — 1 and 0 < y < l/P 1. Now, since the
expression a\in~ 2 4- -|-------- 1- an-\ assumes all the integer values from
0 to (£ - 1) ¿ ” ~ 2 0 - ¿n- 1 _ 1>

' + k je + k + 1
A>W= U [■ £n £n ).
о< к< t- 1,
i =0

is the pairwise disjoint union of tn 1 intervals each of length 1/ in and so a

Borel set with |4n(jfc)| = l / l for all k,n.
(b) Ak is a Borel measurable set of measure 0.
240 13. Lebesgue Measure

{x G [0 , 1] : for every m there is n > m such

(c) First, note that Bk =
that xn = k} and, consequently, Bf. = limsupn An(k) where An(k) is defined
in (a). Thus by Problem 2.85(b), \Bk\ > limsupn |An(A:)| = l/£.
k = fc i+ fo , 0 < ki, k<i < k. For z G /, let x(z) be obtained from z
(d) Let
by substituting ki for each digit k in the decimal expansion of z, and obtain
y(z) by substituting &2 for each k in the decimal expansion of z and taking 0
for all other digits. Now, there is no problem with ‘carry’ and, consequently,
z = x(z) +y(z) with a ;(z ),y (z ) G Ak. Then Ak-\-Ak = { z G [0,1] : z = x + y
for some x G Ak, y G Ak\ = [0,1].
86. (a) For the sake of argument suppose that x is a limit point of A
that is not in A. Then there is a first integer K such that xk ^ ?n, %i< 7^ n
and pick e = £~(K+l\ Then d(x, A) > le. Otherwise, d(x,A) > 2e. In that
case (x — e, x + e) = 0, which is not possible.
Also, A C {x G I : Xk 7^ some integer for all k} and by Problem 85(b),
\A\ = 0. Finally, by Problem 1.55 the collection of sequences consisting of
m ’s and n ’s is uncountable and so is A.
(b) I which do not contain m or n in their
Informally, the set of x G
expansion has measure 0 and to each point in B, by switching the terms
in the expansion of x, there corresponds a point where n appears before
m. Therefore, modulo a set of measure 0, B contains half of the points in
the interval and \B\ = 1 /2 . Formally, we prove first that B is measurable;
in fact, we claim that Bc is Borel. Let B\ = [n/£, (n + 1)/^); |f?i| = l/£.
Next, consider B2 = Ui^m,n,/c=o[^n /^> ^ (n + 1)/^); -B2 is disjoint from Bi,
and has measure (£ — 2 ) / i2. The process is now clear. Each Bn is the
union of pairwise disjoint half-open intervals and Bn+\ is obtained from
Bn by selecting £ — 2 specific subintervals of Bn, each of measure l/£ the
measure of the original interval. Therefore |i?n+i| = ((£ — 2 )/£)\Bn\ and,
since |5i| = 1/e, \Bn\= { £ - 2 )n" V r . Thus \BC\= £ n ( ^ - 2)n_1/ r = 1/2.
87. \A\ = ( £ - l ) / { 2 £ - l ) .
8 8 . That A is closed and uncountable follows as in Problem 86. Next,
divide [0,1] into 4 intervals of equal length, remove the intervals ( 1 / 4 , 1 / 2 )
and ( 3 / 4 , 1) and denote the remaining two closed intervals A\\ A\ = {x G
[0, 1] : X2 = 0 }. A t the second stage divide each of the two remaining closed
intervals into 4 intervals of equal length, remove the intervals ( 1 / 4 2, 2 / 4 2),
( 3 /4 2, 4 / 4 2), ( 9 / 4 2, 1 0 / 4 2), ( 1 1 / 4 2, 1 2 / 4 2), and denote by A 2 the union of 4
remaining closed intervals; A2 = {x G [0,1] : £2 = £4 = 0 }. Continuing
in this way, at the nth stage the set An consists of 2n closed intervals each
of length 4 - n . Clearly A\ D A 2 D . . . , and A = f]nAn. Thus, since
|An| = 2n4 _n = 2 ~n, |A| = 0. Finally, a closed set A of measure 0 is
nowhere dense: If J is an open interval, J cannot be a subinterval of A and
Solutions 241

so,J fl Ac is nonempty and open, and so it contains a subinterval disjoint

from A. Hence A is nowhere dense.

89. A is Lebesgue measurable and |A| > 0. To see this let Aq = {x —

^2 kXkl0 ~k : x\ = 0}; Ao is a measurable set with measure |^4o| = 1/10 =
(1 — (9 /1 0 )2°). Next, A\ = {x = ]T)fe:Efcl.0_fc : X2 — 0 or x$ = 0 }; A\ is a
measurable set with |Ai| = (1 — (9 /1 0 )21). The process is now clear and we
get that A = jJ^L0 An is a measurable set with |^4| = — ( 9/ 10)2n).
Now, the product converges to a nonzero limit iff X ^ o ( 9 / 1 0 ) 2n < oo, which
is the case since (9 /1 0 )2" < (9 /1 0 )n for all n.

91. For n > 1, let Bn = {x = ^ ) fciCfclO-fc € I : x^ = 0 or Xk = 9

for all k > n }; by Problem 85(b), \Bn\= 0. Moreover, since the set of all
sequences consisting of 0 ’s and 9 ’s is uncountable, Bn is uncountable for all
n > 1. Thus, if An = \J%L-oo(k + Bn), An is an uncountable set of measure
0 for all n > 1. Let A = (Jn An\clearly A is an uncountable set of measure 0.
Now, given an interval J, let k be such that |[fc, A: + l ] n J\ = r] > 0 and let N
be such that 77 > 1 /1 0 ^ . Then for some integer m , [m/10N, (m + 1 )/1 0 ^ ] C
[k, k + 1] n J, and, consequently, A fl J D (k + Bn ) fl ([fc, k + 1] fl J ), which
is uncountable, and so is A fl J. Thus A has the desired properties.

9 3 . Fix a cube Q C Rn and let ip(x) = \A fl (x + <5)1, x G Kn- Now, for

d € D, A l~l (d + Q) = (d + A) fl (d + Q) = d + (^4 fl Q) and, consequently,
\A fl (d + Q)| = \A fl Q\ for all d e D. Moreover, by Problem 42, ip(x) is
a continuous function of x which, as we have just seen, is constant in the
dense set D. Therefore <p(x) assumes the constant value \A n Q|.
Suppose Qi is another cube with the same sidelength as Q, let x € Kn be
such that Qi = x+Q, and note that |Afl<3i| = |^4fl(a;+Q)| = <^(^) = |^4.nQ|.
Thus the expression |AnQ| depends on the sidelength but not on the location
of Q. Now, let x ,y € Rn and let Q(xJ),Q(y,£) be cubes of sidelength
1 centered at x,y, respectively. Then \A n Q{x,t)\ = \A fl Q{y,£)\ and,
consequently, the expression

\A fl Q(x,t)\
H \Q{x,£)\

is independent of x € Mn. Since xa is locally integrable, by the Lebesgue

differentiation theorem this limit is a.e. equal to 0 or 1. So, if the limit is 0 on
a set of positive measure, it is 0 a.e. and |>1| = 0. On the other hand, if the
limit is 1 on a set of positive measure, since |^4CD<3|/|<5| = 1 — ( l ^ n Q I / I Q I ) ,

L4c n Q ( : r , l ) l
= 0 a.e.
SSo \Q(x,£)\

and \AC\= 0.
242 13. Lebesgue Measure

94. The examples include the rationals and the set of reals with infinitely
many 7 ’s in their decimal expansion. Now, if A is such a set and t a rational
number with only finitely many nonzero digits in its decimal expansion, then
x G - A i f f i + x G A , i.e., A = t+A. The conclusion now follows from Problem
93.

pn —> 0 be positive periods of A. Then D = {mpn : n G N ,m G

9 6 . Let
Z } consists of periods of A and, since pn —> 0, D is dense in K. Therefore
d + A = A for all d G D and, by Problem 93, |A| = 0 or \AC\= 0.
97. By assumption ln(r) + ln(A) = ln(A) for all rationals r > 0 and
so ln(j4) has arbitrary small periods. Then, by Problem 96, |ln(yl) j = 0 or
|ln (A )c| = 0. In the former case, since exp(ln(A)) = A and ex is Lipschitz,
by Problem 43, |A| = 0 and, in the latter case, since ln (A )c = ln (A c),
\AC\= |exp(ln(Ac))| = 0.
9 8 . Let Q be a cube in R n and x G D. Then

4fl(x + Q) = (i4n(i + A)il(a; + Q ) )u (A n (x + A)c D (x + Q))

and sinceA fl (x + A)c C AA(x + A) it follows that |(A fl (a: + Q))\ =
\An(x + A)n(x + Q)\. Similarly, \{x+A)n{x + Q)\ = | ^ n (x + ^ ) n ( x + Q)|
and, consequently, |Afl(x+<5)| = | ( x + A ) f l ( x + Q ) | = | x +( AnQ) | = |^4nQ|
for all x E D. The proof now proceeds as in Problem 96.
9 9 . Let T : S 1 - » [0 , 2 n) denote the mapping that assigns to z =
{x,y) € Sl the unique 6 € [0 , 2ir) such that x = cos(0),y = sin(^), and let
M t = ( T _ 1 (B) c S1 : B G £([0,27t))} denote the cr-algebra of subsets of
S1 induced by T discussed in Problem 2.21.
p, on M t - First, if A € M.r , A = T~l(B) for B G ^ ( [ 0 ,27r))
W e define
and since T is a bijection, T(A) = B € B([0, 27t)). The set function p is
then defined by p{A) = (1/27 t)|T(j4)|, A G A f r ­
it is readily seen thatp is a measure on M t and it remains to verify
that p is rotation invariant. Now, the rotation Ra of angle 0 < a < 2 tt
is given by Ra(z) = (cos(0 + a),sin(0 + a)) for z = (cos(0),sin(0)) G S1;
observe that if A G M t and B g B([0,2n)) is such that T(A) = B, then
T(Ra(A)) = a + B. Now, a + B can be written as the disjoint union
B\ U i?2 where B\ = (a + B) n [0 , 2ir) = (a + B) fl [ck, 27r) and B% =
(a + B) fl [27r,47r). By the translation invariance of the Lebesgue measure,
|Bi| = |(a + B) n [a, 2 tt)| = \B n [0,27r - a)| and, since Air - a > 2n,
\B2\= |(ce + B) n [27T, 47t)| = \B n [2 n - a , 2 -k)\. Therefore, if A G M t and
T(A) = B, then

p(Ra(A)) = ( l / 2 n)\T(Ra(A))\ = (l/2n)\a + B\

= (l/27r)(|BD[0,27r-a)| + |Bn[27r-a,27r)|) = (1/2tt)|B| = p(A).
Solutions 243

1 0 0 . Let An = {x £ R : \x — an\ < \/A ^}, n > 1; then \An\= 2 v % t,

E l ^ n l < oo, and by Borel-Cantelli for x a.e. there exists an integer n(x)
such that \x—an\> \A n for n > n(x). Therefore for a.e. x and all n > n(x),
An/1 x — an | < \/A^ and the result follows since E n VK, < oo.

1 0 1 . Let H - {e^}AgA be a Hamel basis of R over Q and ¡jl such that

is irrational. W e claim that V = sp{e,\ : A ^ n} £ (R ). For the
sake of argument suppose that V £ £ (R ); then, by translation invariance,
qe^ + V € £ (R ) and |V| = |qe^ + V| for all q £ Q . Now, since i f is a Hamel
basis, it readily follows that R = U 9eQ(?eM + V) where by the uniqueness
of the Hamel representation the sets { qeM + V } are pairwise disjoint and
so we must have |V| > 0. However, observe that V — V cannot contain an
interval about the origin. Indeed, if it contained one such interval of length
t], say, then for all g € Q with Ige^l < rj/ 2 we would have qe^ = v\ — V2
with vi, V2 € V and, consequently, V fl (qe^ + V) ^ 0 for those q's, which, as
noted above, cannot happen.

102. H —H cannot contain an interval about the origin.

1 0 3 . LetA = U nez(n ^ ) where C denotes the Cantor discontinuum; A
contains a maximal set H , with respect to inclusion, of rationally indepen­
dent subsets of A. For the sake of argument suppose that A is not a Hamel
basis of R and let r € R such that r £ s p { i f } , where the span is over <Q>.
Since A + A = R there exist a i , <22 in A such that ai + a 2 = r. Obviously
one of 01 or a 2, 01, say, is not in sp {H}. Consider H' = { 01} U H C A] H'
is also linearly independent over Q and contains H properly, which cannot
happen. Finally, note that A is of first category and |j4| = 0.

T denote the family of compact subsets of R of positive mea­

1 0 4 . Let
sure; by Problem 1.70, T has cardinality c and, therefore, with fl the first
uncountable ordinal, its elements can be listed T = {Kb}b<n- W e define
now the numbers {e j}i< n by transfinite induction as follows. Let eo be any
nonzero number in K q. Next, if d < fl and if {ef,}b<d have been chosen, let
Bd be the linear space over Q spanned by {&b}b<d and pick to be any
nonzero number in Kd \ Bd\ this selection is only possible if Kd \ Bd ^ 0.
For the sake of argument suppose that Kd\Bd = 0, i.e., Kd C Bd, for some
d < fl. Now, since |/Q| > 0, Kd —Kd contains a neighborhood V of the
origin and since Bd is a linear space, x — y £ Bd whenever x,y £ Kd and
V C Bd. Then, since Bd is closed under rational multiplication it follows
that rV C Bd for every rational r, which is only possible if Bd = R, i.e., if
the set contains a Hamel basis E, say, of R. Since card({ei,}&<d) < c
it follows that card(.E) < c, which by Problem 1.72 is not the case. Thus
Kd\Bd ^H) for all d < fl.
Finally, letHo = {ed}d<n. Ho is linearly independent by construction
and by Zorn’s lemma it can be extended to a Hamel basis H of R. Since
244 13. Lebesgue Measure

Ho PI Kb 7^ 0 for all b < i2 also H fl Kf, ^ 0 for all b < fl or, in other words,
H C\K ^ 0 for every K € F. Thus, by Problem 7, \H\e — oo and, therefore,
by Problem 102, H cannot be measurable.

105. First, observe that \f(x)\ > 1 in (0,1). Now, derivatives sat­
isfy the intermediate value property and, therefore, f(x ) cannot vanish or
change signs. So, if f'(x) > 1, f(x) is strictly increasing on (0,1). Thus
/ -1 ( [ / ( * ) » / ( ® + J0D = [x,x+h] and, consequently, \f~1 ([f(x), f(x+h)])\ =
f(x + h) —f(x) = h for h > 0 small enough and f(x ) = 1 in (0,1). This
means that f(x) = x + a with a = / ( 0 ) > 0 and 1 + a = / ( 1 ) < 1; hence
a = 0 and f(x) = x. Similarly, if f{x ) < —1, f(x) = 1 — x. Therefore
f(x) — x or = 1 - x.
106. Let O c O b e open and write O = where the Ik’s are
pairwise disjoint open intervals. Then <p- 1 ( 0 ) = (Jfc <£>_ 1 ( 4 ) and, conse­
quently, |^_ 1 (0)| = Efe It>_ 1(4 )| = Efc 141 = \0 \. Now, if IV is a null set,
given e > 0, let O be an open set containing N such that \0\ < e. Then
<p- 1 (iV) c ip~l{0) and, consequently, 1(TV)|e < \0\ < e and <p_ 1 (lV) is
a measurable set of measure 0. Next, every A € £(1R) can be written as
A = F U N where F € Fa and N null. Thus tp~l(A) = <p~l{F) U y - 1 (lV)
and since <pis continuous, <p~l(F) is Fa and since is null, ip~l(A) is
measurable and it only remains to compute its measure. Let 0 , 0\ be open
sets such that A c O , O \ A c O i, and |Oi| < e; note that \<p~l{0 \ j4)| <
|^_ 1 (Oi)| = |Oi| < e. Now, since \ A) = </>- 1 ( 0 ) \ (p~l(A) it follows
that |<p- 1 (0)| — e < \(p_ 1 {A)\ < Iv?1 - (0)|, which, together with |^- 1 (0)| =
\0\ and \0\—£ < |A| < |0|, implies that \A\—£ < |</?—1(j4) | < |A|+e. Since
£ > 0 is arbitrary, |^4| = \<p~l{A)\.
1 0 7 . The statement is true and by Problem 106 it suffices to prove that
I / - 1 ( * 4 1 = 14 f ° r subintervals J c l .
1 0 8 . Yes. Let f(x) = IQ~N(X) where N(x) is the number of 0 ’s and 9 ’s
after the decimal points in the expansion of x\ for example, / ( 0 ) = 0 = / ( 1 )
and / ( 1 / 3 ) = 1 since 1 /3 = .3333... and 7V(l/3) = 0. / is well-defined and
assumes values between 0 and 1. The discontinuities of / are precisely the
points x where / is finite and this set is of measure 0 and has uncountable
intersection with every open interval.
K\ be the Cantor discontinuum in [0,1], K 2 the union
Alternatively, let
Ki, and so on for
of similar Cantor sets in each of the intervals in [0,1] \
Kn. Finally, let K = (Jn Kn. The function f(x) = 2~n for x € Kn and 0 for
x K satisfies the desired properties.
109. Let { / n} be an enumeration of the open intervals with rational
endpoints contained in [0,1] and, for n = Vn = {[A] 6 C :
1 , 2 , . . . , let
\A fl Jn | = 0 }, Qn = {[A] e C : \ A c O / „ | = 0 }; then <SC = ([jnVn) U
Solutions 245

(Un Qn)- W e claim that both Vn, Qn are closed and nowhere dense; since
the arguments are similar, we only do Vn- Given [A] G Vn and e > 0, let
[Ai] € Vn be such that |AAAi| < e. Then AC\In C ( ( A A A i ) n / n) U ( A i U / n)
and so \AC\In\< |AAAi| < e. Since e is arbitrary, \AC\In\= 0, [A] G Vn, and
Vn is closed. Next, Vn has empty interior. Let [A] G Vn and e > 0 arbitrary.
Let J C In be an interval with |J\ < e. Then d([A\, [AU J]) < e and clearly
[A U J] £ Vn', hence Vn has empty interior. Thus Vn, Qn are closed and
nowhere dense, Sc is of first category, and since ( £ , d) is a complete metric
space S is of second category.

1 1 0 . It suffices to prove that [—L, L] \ |Jfc Afc has Lebesgue measure 0

for each positive integer L.

V denote the collection of Dio-

1 1 1 . (a) Referring to Problem 1.11, let
phantine numbers; V is of first category. Now, V — (Ja V(a) where T>(a)
denotes the Diophantine numbers of exponent a with a > 2 and by Problem
110 with Aq — |(j|_a there, V(a) has full measure for a > 2 and so does V.
(b) LetC denote the set of Liouville numbers C = R \ (Q U D ); £ is
of second category in R and since Q u l > has full measure, C has measure
0. Alternatively, one such set can be constructed as follows. Let {Om} be
dense open subsets of R n with \Om\ < 1 /m and put B = flm Om', B is a
Borel G$ set and being the intersection of dense sets, by Problem 1.1, is
dense in E n. Moreover, since \B\ < \Om\ < 1 /m for all m , |B| = 0. Thus
B is a set of second category in R n with measure 0 and R n \ B = (Jm
is the countable union of closed and, since does not contain points in
Rn with rational coordinates, also nowhere dense, sets, i.e., Rn \ B is of first
category and full measure. Hence R = B U (Rn \ B) is the union of two sets
which are small in different senses.

112. The statement is true. C denote the Cantor discontinuum;

Let
C has measure 0, is nowhere dense, and C + C = [0,2]. Now, also each
nC = {x G R : x = ny,y G C}, —oo < n < oo, has measure 0 and is
nowhere dense. Then A = |Jn nC, being the countable union of null sets,
has measure 0, and, being the countable union of nowhere dense sets, is of
A + A = R. Indeed, note that (Jn(nC + nC) C
first category. W e claim that
A + A = \Jnm(nC + mC). Moreover, since nC + nC = n(C + C) D n [ 0, 2],
(Jn(nC + nC) = R and so A + A = R.
A, B are arbitrary
1 1 3 . The statement is false. First, observe that if
sets such that Q — B C B and A f ) B = 0, then A + B does not contain
an open interval. Indeed, it suffices to verify that (A + B) fl Q = 0. For
the sake of argument suppose that there exist q G Q , a G A and b G B such
that q — a + b. Then q —b = a, which is not possible since q —b G B and
A n B = $.
246 13. Lebesgue Measure

Now, to the construction. Let C be a Cantor discontinuum of positive

measure and set B = (Q — C) U (Q + C); since B is the countable union
of translates of C and —C, B is of first category. To see that B satisfies
<Q)— B c B let x = q — b, q € Q , b E B. Since b E B there exist q\ E Q
and c E C such that b = q\ — c or b = q\ + c. Thus x = (<? — <?i) + c or
x = (q — qi) — c and, in either case, x E B as we wanted to prove. Now, let
A = Bc. Since B is of first category, A is of second category. Also, B has
positive, and, hence, infinite measure, and A has 0 measure. Finally, A + B
contains no interval.

114. (a) The statement is true. First, observe that a nonempty open in­
terval J of E contains a compact nowhere dense subset of positive measure.
A direct proof of this observation without recourse to the Cantor discontin­
uum goes as follows: Let Jo C J be a closed interval of positive measure, O
a dense open subset of E with \0\ < |Jo|, and set K = Jo \ O; clearly AT is a
compact nowhere dense subset of J of positive measure. Furthermore, given
an integer n > 1, by subdividing J into n nonempty open intervals (and
a finite set of points), it readily follows that J contains n pairwise disjoint
compact nowhere dense subsets of positive measure.
Let {Ik} denote an enumeration of the open intervals of positive length
with rational endpoints in E . W e construct n sequences {F^}, 1 < k < n,
say, of pairwise disjoint nowhere dense compact sets of positive measure
as follows. First, Ii contains n disjoint compact nowhere dense subsets of
positive measure, F^ , . . . , F™, say. Next, having chosen {Fj^}, 1 < k < n,
m < M , pairwise disjoint compact nowhere dense sets of positive mea­
sure, note that U i < K n m < M ^ n is also compact and nowhere dense and,
consequently, Im contains a nonempty open subinterval J m , say, disjoint
from that set. Therefore Jm contains n disjoint closed nowhere dense
sets Fm , . . . , Fm , say, each of positive measure. Now, let A^ =
1 < k < n; by construction A \ , . . . , An are pairwise disjoint F„ subsets of
E . Also, if J is a nonempty open interval in E , J contains an open subin­
terval with rational endpoints Im, say. But then |A^ fl J| > \F^ fl Im\> 0,
1 < k < n.
(b) The statement is true. W e construct pairwise disjoint closed nowhere
dense sets { A £ } , l < A : < n < o o , as follows. Let A\ denote a nowhere
dense compact subset of I\ of positive measure. Having constructed the
sets {A}}}, 1 < k < n — 1, we proceed in the n-th stage as follows. Note
that (Jk<m <n c l ° se(i an (l nowhere dense. Thus I n contains an open
subinterval Jn, say, disjoint from U k < m < n -^ k - A s noted above there are n
pairwise disjoint closed nowhere dense subsets A ” , A%, . . . , A ” of Jn, each of
positive Lebesgue measure. Now, let A& = Un>fc k = 1 ,2 ,...; the A ^’s
are pairwise disjoint Fa subsets of E . Let J be a nonempty open interval and
Solutions 247

k an integer. Then J contains a nonempty open subinterval with rational

endpoints Im, say, that is shorter than each of I \ , . . . , I*,; note that since Im is
shorter than Ii for i < k, n > k. Therefore \AnJ\ > \AkC\J\ > \A™nIm\> 0.

115. D is a countable dense subgroup

First, note that by Problem 1.15,
of the additive group R. Moreover, the countably many sets {d + V : d € D}
are pairwise disjoint and R = U d e i)(^ + F ). For the sake of argument suppose
that V is measurable. Then by the translation invariance of the Lebesgue
measure at least one the sets and, hence, also V, has positive Lebesgue
measure. Therefore, by Problem 67, V — V contains an open interval about
the origin and, since D is dense in R , there are x ^ y G V such that
x —y G D. In other words, x, y are distinct elements of V that belong to
the same equivalence class of D, contrary to the way V was defined.
G ^ R is a Lebesgue measur­
Observe that the following is also true: If
0. Indeed, were this not the case G —G
able additive subgroup of R, |(j | =
would contain a neighborhood of the origin and, being a group, G would
contain a neighborhood of 0 and, therefore, it would be equal to R.
 Chapter 14

Measurable and
Integrable Functions

Solutions

1 . Nothing. Let V be a Vitali Lebesgue nonmeasurable subset of

I. Then xv + Xl\v = Xi is measurable and xv + (~Xi\v) is not. And
\xv —X / \ v l is measurable yet |— Xv| is not. Finally, xvXi\v is measurable
but xv (1 + Xl\v) is not.
2 . It depends on whether the measure is complete. In fact, the following
is true: A measure space (X,M, g) is complete iff given / and g on X with
/ measurable and g = / /i-a.e., g is measurable.
N - {g ± / } and note that since g(N) = 0, Nc =
Necessity first. Let
{g = / } is measurable. Now, for A real we have {g > A} = ({3 > A} fi
Nc) U ({5 > A} n N) where {g > A} n N° = { / > A} D N c € M and
{g > A} n N C N has measure 0; {g > A} is then the union of measurable
sets and, hence, measurable.
Sufficiency next. Let A C B with = 0 and consider / = 0 and
g= xa + X b - Then / is measurable, { f ^ g} = B, and so / = g /x-a.e.
Therefore g is measurable, p " 1( { 2}) = A is measurable, and the measure is
complete.
3 . (a) The measurable functions / are those with |/| even.

4 . (a) / = X ( 0, l / 2] + 2 X( i / 2,3/ 4] + 3 X ( 3 /4 ,l] • (d) / = X(0,l / 4] + 2 X (l/ 4,l / 2] +

3 X ( l/2 ,3 /4 ] + 4 X (3 /4 ,l] -
5 . / is measurable iff / is constant on (—00, 0] and ( 0, 00).

6 . If { / > 0 } € M , f is measurable.
10. Let tj > 0 be such that J = (—1
? ? /2 ,^ /2 ) C 2 J = (—rj,r]) C O. For
r € R let AT = + J) and note that U r e Q ^ r = f 1(U r€Q r + J) =

249
250 14. Measurable and Integrable Functions

/ 1(R) = X. Then y(Aro) > 0 for some r0 e Q and with A = Aro it follows
that f(x),f(y) E tq+ J for all x,y E A and, therefore, f{x) —f{y) E 2J C O.

11 . Let = { / < A }, A € R, and for the sake of argument suppose

that for all real A not both y{A\) and y(Ac
x) = y ({f > A}) are positive.
Now, A\ c Ay for A' > A and A = {A € R : y(A\) > 0 } is an interval of
the form [a, oo) or (a, oo) where a is a finite number (if a = —oo, / is the
constant function equal to —oo and if a = oo, / is the constant function
equal to oo). Similarly, let B\ — Ax, A G R, and B = {A € R : y{B\) > 0 };
B is an interval of the form (—oo, 6] or (—oo, 6) for some finite b. W e claim
that a = b. Indeed, if a < b pick 7/ such that a < rj < b and observe
that y(Av) > 0 and y(Bv) > 0, which cannot happen. And, if b < a
and b < r] < a, then y(Av) = y(Bv) = 0, which cannot happen either.
Now, a — 1 /n £ A ior n > 1 and so /¿ ( A i -i /n ) = 0, which, since {Aa_i/n}
is a nondecreasing sequence, implies y( {f < a }) = limn /r(A a_ 1/ n) = 0.
Similarly, since { 5 a+1/ n} is a nondecreasing sequence and a + 1 /n ^ B, it
follows that m ( { / > a }) = limn /i(i?0+1/ n) = 0. Therefore y,({f / a }) =
fr({f < a }) + y,({f > a }) = 0, which implies that / = a y,-a.e., and this is
not the case. Thus y( {f < A}) > 0 and y( {f > A }) > 0 for some A E R.

12. (a) First, since S is the smallest a-algebra of subsets of R 2 that

contains the open balls centered at the origin, S C 6 (R 2). Now let C =
{[ 0, 7/) : t) > 0 } and recall that M(C) = <B(R+ ). Then, since tt- 1([0,?7)) =
■6 ( 0, 7/), it follows that u - 1([0, 7/)) € <S and by Problem 2. 22, u~1 (M(C)) =
M{u~l{C)) = <S. Therefore u is measurable.
(d) If / : (R 2,<S) -¥ (R + , 6 (R + )) is measurable, since the singleton
{ /( 3 ,4 ) } E B{R + ) by (c) it follows that / “ 1( { / ( 3 , 4 )}) € S = C. Now, since
(3 ,4 ) 6 / " ' ( { / ( M ) » and « ( 3 ,4 ) = « ( 4 ,3 ) , we have (4 ,3 ) € Z “ 1( { / ( 3 , 4 ) } ) ,
which implies that / ( 4 , 3 ) = / ( 3 , 4 ) . The proof for (0 ,5 ) follows along similar
lines.

1 3 . Necessity first. Since / : (A,«S) -*

6 (R)) is measurable, { / >
(R,
A} G S for all A € R. Then by Problems 2.53 and 2.54, { / > A} = F\ U N\
with F \ E M and y\(N\) = 0; moreover, since yi is complete, replacing N\
by N\\F\ if necessary, we may assume that F\nN\ = 0. Let N = (J asq
observe that yi(N) = 0, and define

xiN ,
x E N.

Clearly / = g ¿¿i-a.e. Let A E R and consider rationals {An} that decrease

to A. Then {g > A} = (Jn{5 > K } where {g > An} E M for all n. Thus
{g > A} is the countable union of sets in M and g is measurable.
Conversely, given A E R , let N\ = { / > A} \ {g > A}; by assumption
yi(N\) = 0. Then { / > A} = {g > A} U N\ E S and / is measurable.
Solutions 251

14. W ith V a Vitali Lebesgue nonmeasurable subset of I, f(x) =

Xv{x) - xv°{x) will do. Indeed, if |0 (:e) - f(x)\ < 1, then 0 < g(x) < 2 in
V and —2 < g(x) < 0 in Vc. Thus the sets {g > 0 } = V and {g < 0 } = Vc
are Lebesgue nonmeasurable.

1 5 . / may be defined in R n as follows: Observe that for a nonempty

F, d(x, F) is a continuous function that vanishes iff x £ F. W e
closed set
may assume O ^ Rn and F 0 (since otherwise we just let / = 0 or / = 1,
respectively), and define

d(x, Oc)
/ 0*0 = d(x, Oc) + d(x, F)

Since Oc fl F = 0 the denominator does not vanish. Thus / is continuous

and f(x) = 0 if x £ Oc and f(x) = 1 if x £ F.
17. First, suppose that / > 0. Let { / n} be the nondecreasing se­
quence of nonnegative simple functions assuming rational values described
in the introduction. Then { / n} tends to / everywhere: If f ( x ) is finite,
0 < / 0*0 - fn(x ) < 2-n for all n and if f ( x ) = oo, f n(x ) = n for all
n. Put g{x) = J 2 n(fn+i(x ) ~ fn(x))', then g is finite a.e. and g(x) =
lim/v T,n=i(fn+i(x) ~ fn(x)) -- limN f N+i(x) - f i( x ) = f ( x ) - fi(x). Thus
f ( x ) = f i( x) + X )n( / n+i(x) —f n{x)), which is as described. Finally, if / is
arbitrary, f = f + — f ~ is the difference of nonnegative functions and has
the desired representation.

1 8 . Let A\ = { / > 1} and then, assuming that A \ , . . . , An-\ have been

defined, let

k= 1

Since Ysnn ~ 1 = °°> f( x) e [0, oo] is represented as desired for each x € X.

T> = {A c X : xa € V } is a A-system in X that
1 9 . W e claim that
contains F. First, since X € J", X G V. Next, suppose A c B, A, B € V.
Then xa ,Xb € V and since V is a linear space, xb — Xa — Xb\a e V
and B \ A € T>. Finally, let {An} c V with An c An+i, n > 1, and
put A = |JnAn- Then XAn € V, { x /l „ } increases to xa and, therefore,
X a € V and A £ V. Thus X> is a A-system in X that contains T and by
the 7r-A-theorem, Problem 2.94, M { T ) C V. Therefore Xa ^ V for every
A £ M(F).
Next, since V is a linear space, simple functions Y^n= i AnXAn with An
scalar and An £ M ( F ) are in V. Finally, let / be measurable. Then
f = f + —f~ where f + and f~ are nonnegative and measurable and, hence,
monotone limits of simple functions. Now, since simple functions are in V
252 14. Measurable and Integrable Functions

and since V is closed under monotone limits, f +, f are in V and so is their

difference, / .

21 . Since A remains unchanged if f(x) is replaced by s u p ^ ^ f(y) we

may assume that / is nondecreasing on [0,1]. Then / _ 1( { x } ) = [a, 6] c [0,1]
with a < x < b for each x G (0,1] \ A and so, (0,1] \ A can be represented as
an at most countable union of disjoint intervals (ak, 6fc] c (0 ,1 ], say. Hence
[0,1] \ A is a Borel set and so is A.

22 . Consider the family {In,k} of dyadic intervals of R given by In>k =

((k — \)/ 2 n,k/ 2 n], k = 0, ± 1, ± 2, . . . , n = 1, 2, . . . , and, for each n let gn
be the step function gn{x) = sup/n / — inf/n k/ , x G Intk■ Note that for
each n ,m = 1 , 2 , . . . the set AntTn = { x € K : yn(x) < 1/m} is an at most
countable union of intervals and so, Borel. Consider now those x which are
not endpoints of the In>k, i.e., outside a Borel countable subset of R. For
each such x we have x G A iff limn yn(x) = 0 iff for each m = 1 , 2 , . . . there
exists an integer k such that gn(x) < 1/m for all n > k, i.e., x G F =
Dm U fcD “ =fc An,m- Then F = nmlim infn An>m € B (R ) and since A differs
from F on an at most countable set, A G B (R ).

2 4 . LetD(f) denote the set of points of discontinuity of / ; by assump­

tion \D(f)\ = 0. W rite { i £ R " : / ( x ) > A} = {a; G Rn \ D{f) : f(x) >
A} U {x G D(f) : f{x) > A} = A U B, say. Clearly \B\ = 0. Now, if x G A,
since / is continuous at x there is an open neighborhood Ox of x such that
/ w > ^ for z € Ox and so A C IJieA Ox = O where O is open. Finally,
since A = O D (Rn \ D(f)), A is measurable and so is { / > A} = A U B.

2 5 . Recall thatf(x) = lim infe_>.o{/(y) : \x —y\ < e }. Given A 6 R , it

suffices to prove that A = { / > A} is Borel; in fact, A is open. To see t his
let x € A. Then f(x) > A and so lim in fe ^ o i/iz/) : \y - x\ < s} > A. Thus
there is e > 0 such that i n f { /( y ) : \y —x\ < e } > A. In particular, f(y) > A
for all y G B(x,e) and B(x,e) C A.

26. (a) For n = k € Z , let I% = ((k — l ) / n , k/n] and

1 , 2 , . . . and
consider the functions / n(x) = f(k/n) in the interval for all n, k. Note
that |Jfe 1% = ® f ° r all that the fn are Borel measurable step functions,
and, since / is right-continuous, f(x) = lim nfn{x) for all x. Hence / is
Borel measurable.
(b) Let A = {x G R : lim s u p ^ ^ |/(x ) — f(y)\ — 0 } and write Ac =
(Jfc Bk where Bk = {x € R : l i m s u p ^ \f(x) - f(y)\ > 1/k}, k = 1 , 2 , . . . .
Fix an integer k\ we claim that Bk is at most countable. First, by the right-
continuity of / , given x € R, there exists S = S(x) > 0 such that \f(x) —
f(y )| < 1/2k for all y € I(x) = ( x ,x + 8 ). Then for all y, y' G I(x) it follows
that | /( 2/) - /(2/01 < 1/(2/) - f ( x)\+ 1f( x) ~ f(y')\ < 1A , and, consequently,
lim s u p ^ y / ( 2) - f(y )| < 1 /k for all y g I{x), y / x. This implies that
Solutions 253

Bk D I(x) = 0. Now let x, x' G Bk and suppose that I{x) n I(x') ^ 0. Then
x G I{x') or x' G / ( X ) but neither of these alternatives is possible since
Bk n I(x) = 0. Since it is possible to choose a rational point in each of
the I(x) for x G Bk, these sets are finite or countable for each k and the
same is true for \JkBk. Hence |(Jfc Bk\ = 0 and / is continuous at each
i G l \ ((jH fc), that is, a.e. in R.
28. Since / is differentiable on R, it is continuous and, hence, Borel
measurable, as are fn(x) = n(f(x + 1 /n ) - f(x)) for all n. Thus f(x) =
limn fn(x) is Borel measurable on R.

2 9 . The statement is false: W ith C a Cantor set of positive measure,

letf(x) = Xc(x) —Xc(x + 1 /2 ). However, / agrees a.e. with a function in
the class £>2- Indeed, the characteristic functions of closed sets are in B\,
and, therefore, the characteristic functions of Fa sets are in Since an
arbitrary Lebesgue measurable set is an Fa set plus a set of measure 0, the
statement is true for / the characteristic function of an arbitrary Lebesgue
measurable set. It is therefore true for a simple function and the limit of
simple functions, i.e., an arbitrary / .

3 0 . Note that M does not contain all open sets in Rn because, if it did,
it would contain the cr-algebra they generate, <B(Rn). Furthermore, since an
open set in Rn is the countable union of nonoverlapping closed cubes, A4
does not contain a closed cube Q = [a i, 6i] x ••• x [an, bn], say. Now, given
a closed interval [a, 6] C R, let

0, x < a —1, o r a ; > 6 + l

a — 1 < x < a,
a < x <b,
- x + b + 1 , b < x < b + 1.

Then the function f(x) = (pai,bi(xi) x ••• x <pan,bn(xn) is continuous and,

since { / = 1} = Q ^ M , f : (R n, M ) —>■ (R,Z?(R)j is not measurable.
33. The statement is true. Let / = {A c R : f ~ 1 (A) g £ ( R n) } ;
we claim that T is a cr-algebra that contains those sets of the form [A, oo),
which generate the Borel sets, and, therefore, it contains B (R ). Clearly
0 G F. And, if A G F, since f ~ l{Ac) = f ~ l{A)c g £ ( R n), Ac G T. Finally,
if {Ak} C F, / " H U Ak) = Ufc f ~ \ A k) G C(Rn) and (Jfe e ?■
Observe the following consequence of this result. If g : R —>• R is Borel
measurable, then g o / : R n —>■ R is Lebesgue measurable. Indeed, if B G
B (R ), then g~l{B) G H (R), and, therefore, f ~ 1 (g~1 (B)) G £ ( R n).

3 4 . Necessity first. For the sake of argument suppose there is a Lebesgue

null set N such that | /_ 1(AT)|e > 0. Now, by Problem 3.72 there is a
254 14. Measurable and Integrable Functions

Lebesgue nonmeasurable set B C f ~ 1 (N). Let A = f(B) C N; A is a subset

of a set of measure 0 and is therefore measurable, yet f ~ l{A) = B $ £ ( R n).
Sufficiency next. Let A G £ (R ); then A = F U N where F is Fa and
\N\ = 0. Then / _ 1(A ) = f ~ 1 (F)Uf~ 1 (N) where by Problem 33, f _ 1 (F) G
£ ( R n) and by assumption \f~HN )\ = 0. Hence f ~ l{A) G £ ( R n).

A is contained in a line in R 2 and lines have Lebesgue mea­

3 5 . Since
sure 0,\A\ = 0, and A G £ ( R 2). For the sake of argument suppose that
A G ¿3(R2). Then, since g(x) = (x,x ) is continuous, by Problem 31,
B = g~1 (A) G Z?(R), which is not the case.
3 6 . The statement is false. Let / denote the Cantor-Lebesgue function.
Then g(x) = (f(x) + x)/2 is a strictly increasing function that maps [0,1]
into itself. Now, g(I) = g(C) U g(Cc) and it is readily seen that g(Cc)
is a Borel subset of I of measure 1/ 2. Therefore g maps C into a set of
measure 1/2 and g(C) contains a Lebesgue nonmeasurable set B, say. Let
h = g~l and observe that since h(B) c C, h(B) G £ (R ) with \h(B)\ = 0.
Let / = Xh(N)\ then / is Lebesgue measurable, g is continuous, and, since
( / ° <?)- 1( { l } ) = -B </ £ (R ), / o g is not Lebesgue measurable

38. In fact, the following is true: / is measurable iff arcta n (/) is mea­
surable. W e have just proved necessity. A s for sufficiency, if arcta n (/) is
measurable, {a rc ta n (/) > A} is measurable for all A G R. If A > 7t/ 2,
(a rc ta n (/) > A} = 0, and if A < —7t/
2, (a rc ta n (/) > A} = X. Now, for
t G R there exists A G (—tt/2 , tt/ 2) such that t = tan(A); then { / > t} —
{a rc ta n (/) > A }, which is measurable.

4 0 . (c) No.

41. L\ = { / = A }; the L\ are pairwise disjoint and Lebesgue

Let
measurable. Therefore, by Problem 2.57, A = {A G R : |La | > 0 } is
countable. Thus g(A) = 0 except for countably many A and g = 0 a.e. This
gives the measurability of g and the fact that fRg(A) dX = 0.

43. Since g is integer-valued it suffices to prove that An = <7_ 1({ n } ) is

measurable for each integer n. Now, (x , y) G Ai if x\ = y\ and A\ is the
union of 3 intervals, [0 ,1 /3 )2 U [ 1 /3 ,2 /3 )2 U [2/3, l ) 2, where each interval
has sidelength 1 /3 and measure 1 /3 2; thus |Ai| = 3 /3 2 = 1 /3 . Similarly,
(x, y) g A 2 means that x\ ^ y\ and X2 = y2 - Now, x\ ^ yi means that
x and y belong to different thirds of [0, 1) and there are 3 - 2 = 6 such
choices. On each interval we fit three intervals as we did for A\ and so A 2
is the union of 3(3 •2) intervals each of sidelength 1 /3 2 and size 1 /3 4; thus
|j4_2I = 2 • 3 2/ 3 4 = 2 /3 2. Finally, in general, (x,y) G An if xn = yn and
xk Vk for 1 < k < n — 1. For each k there are 6 options for pairs of
{xkiVk) with Xk 7^ yk for a total of 6n_1 pairs. Thus An can be expressed as
the disjoint union of 3 •6n_1 squares with sidelength 3 - n and consequently
Solutions 255

\An\= 3 •6n -1 / 3 2n. Furthermore, note that E — \Jng H i 71}) has measure
\E\ = E n 3 •6n- 7 3 2n = (1 /3 ) E n C V s ) " - 1 = 1.
44. (a) Let D denote the dyadic rationals of J, \D\ = 0, and note
that f n is well-defined for x G I \ D , in other words, a.e. Specifically,
fi{x) = X( 1/ 2,1)( 7 , h(x) = X(i/4,2/ 4)(x) + X(3/ 4,4/ 4)(x), and, in general,
fn(x ) - E S 1" 1 X(2j+1 / 2n,2J+2/ 2n) ( 7 • Clearly the fn are measurable and
integrable.
(b) Let A = [0,1] \ D. Now, / is the pointwise limit of measurable
functions and so measurable, and since E n x<r(n)/^n < 1, / G Ll{A). Now,
with A = E n ^n2-n consider {x € A : f(x) < \} = {x e A : E n x <T(n)2_n <
E n An2- n } and observe that A = \JnAn where An = {x e A : xa^ = A*,
for 1 < k < (n - 1) and xa(n) < An}, n > 1. Now, An = 0, 1, and if
An = 0, then An = 0 and |Ai| = 0, and if An = 1, then An = {x e A :
x a(k) = Afc for 1 < k < (n - l ) , ^ ^ ) = 0 } and |An| = l / 2 n = A „ / 2n. Hence
l { / < A}| = E n ^ n /2 n = A for all A € [0,1] \ D. Finally, if A € D , pick
{A n} C [0,1 ] \ D such that An increases to A. Then { / < An} increases
to { / < A} and by continuity from below | { / < A}| = limn | { / < An}| =
limn An = A.
This statement can be stated as follows: If /i denotes the Lebesgue
measure in [0, 1] and \i o / -1 the image measure, then /z o / _1 = ¡x.
45. First, note that f(rx ) = rf(x ) for all rationals r; thus the result
follows readily for continuous functions. Furthermore, by linearity the con­
tinuity of / at any x G R is equivalent to the continuity of / at 0.
(a) By the linearity of / we may assume that / € L 1( ( —77, 77)) for some
77 > 0. Then, since (x — 77/ 2, as + 77/ 2) c (—77, »7) for x G ( —77/ 2, 77/ 2),
integrating the identity f(x) + f(y ) = f(x + y) over ( —77/ 2, 77/ 2) yields
1 rn/ 2 1 rx+r)/2
f{x) = — / f{y) dy + - f(y) dy , x G (-T ? / 2, 77/ 2) .
V J—t)/2 V Jx—rj/2
Thus / is the integral of an integrable function + a constant in a neighbor­
hood of the origin and, consequently, continuous there.
(b) First, note that / assumes finite values everywhere. Indeed, if / is
finite on a set A , then f(x —y) = f(x) —f(y) is finite for all x,y € A and,
consequently, / is finite in A —A. Now, if A is a Lebesgue measurable set
with |j4| > 0, A —A contains a neighborhood of the origin (—e, e), say, and,
therefore, since for 0 ^ rj G (—£,£) we have Ukez(^ + ( —e ,e )) = R, f is
finite everywhere.
LetAn = {|/| < n } for all 7i. Since / is finite everywhere we have
R = \JnAn and, therefore, \An\ > 0 for some n; then, by the argument
above with An in place of A there, An —An contains a neighborhood of the
256 14. Measurable and Integrable Functions

origin (—77, 77), say. Now, since for £

6 (—77, r¡) there are x,y € An such that
£ = x —y, we have |/(£)| < 2n, and so / is bounded and, hence, integrable
in (—77, 77), and by (a) / is linear.

4 6 . (a) Since / ( 0) = 0 and the continuity of / at any point is equivalent

to the continuity at 0, there exist a sequence xn —> 0 and 77 > 0 such
that | /(x n)| > 77 for all n. Let qn be rationals such that xn/qn —>■ 1; since
xn ->• 0, qn -¥ 0. Then \f(xn/qn)\ > r¡/qn and the conclusion becomes: there
exists a sequence xn —>■ 1 such that | /(x n)| —> 00. Now, given 2 G 1 , let
zn = 2 —rnxn where {r n} is a rational sequence such that rnf(xn) - » f(z);
note that since f(xn) —> 00, rn —> 0. Then rn ->• 0, zn -> 2, and f(zn) =
f(z) ~ rn / ( * » ) -»■ f(z) ~ f(z) = 0.
(b) First, suppose that T is linearly independent over Q. Then, if f(x) =
0, write x = J X = i rke\k and note that f(x) = Y 2 = i rkfie\k) = °> which
implies that = 0 for 1 < k < n, and, consequently, x = 0. Therefore
/ _ 1( { 0 } ) = { 0 } . On the other hand, if T is linearly dependent over Q there
exist finitely many exx, . . . , e\n and nonzero rationals r i , . . . , rn such that
rkf{e-\k) = 0. Then, if x — YZ= 1rk^\k it readily follows that x ^ 0
and f{x) = 0. Therefore f(rx) = rf (x) = 0 for every rational r and since
{rx : r is rational} is dense in R, / _ 1( { 0}) is dense in R.
f(x0) = xo + 5,
(c) Since / ( 1 ) = 1 and / is not linear, let xq be such that
5 ^ 0 . Given p € R 2 and e > 0, choose rationals r, s such that |p—(r, s)| <
e /2 . Next, pick a rational a / 0 such that |5a + (r — s)| < e /8 and a
rational b such that |a(xo — 6)| < e /8 . Observe that, if x = r + a(x0 — b),
then |x - r| = |a(xo — 6)| < e /8 . Also, f(x) = r + a(x0 — b) + a8 and
If(x) — s| < |(r — s) + a<S| + |a(xo — 6)| < e /4 . Thus 2 = (x, f(x)) satisfies
\p-z\< e and G(f) is dense in R 2.
47. Replacingf(x) by 7r/2 + a r c ta n /(x ) if necessary we may assume
that / is nonnegative and bounded. Now, since s/t is irrational, D = {x €
R : x = ns + mt, n, m € Z } is a dense subset of R consisting of periods of
/ . Let p be the Borel measure given by p(A) = fA f(x) dx, A € f?(R); as is
readily seen p has the same periods as / and, consequently, by Problem 3.23,
p is a multiple of the Lebesgue measure and p(A) = c|A| for all A € £?(R).
Hence fA(f(x) —c) dx = 0 for all measurable A and by Problem 68, / —c = 0
a.e. and / is constant a.e. This argument is from R. Cignoli and J. Hounie,
Functions with arbitrarily small periods, Amer. Math. Monthly 8 5 (1978),
582-584.

49. Neither. If / ( x ) = l/| x — 1/2|, / is continuous everywhere except

at x = 1/2 but for no continuous <7 on [0, 1] we have / = g a.e.; thus (a)
does not imply (b). And, if / = 1 — %q , g = 1 is continuous on [0, 1] and
/ = g a.e. yet / is discontinuous everywhere on [0, 1] and so (b) does not
imply (a).
Solutions 257

5 0 . The measurable functions are those that are constant except possi­
bly on a countable subset of X. Ll(X) consists of those functions / which
are 0 except on a countable subset IJ^- Aj of X with Ylj lAfl M A ?) < °°> an<^
the sum is the Ll(X) norm of / .

5 1 . The condition is necessary. Indeed, let A\ = {|/| > A }. Since / is

finite /z-a.e., x a x |/| -> 0 ¡i- a.e., and \ a x |/| < |/|, and so by the Lebesgue
dominated convergence theorem (L D C T ) limA->oo /{|/|> a} l /l = 0-

However, the condition is not sufficient as the example f(x) = x ~ 2 in R

shows. Nevertheless, it is sufficient iffi(X) < oo. To see this pick A large
enough so that X{|/|>a} l /l d/J,<l and note that fx |/| d\i < J{|/|<a} l/l dk- +
1 ^ A/x(AT) -I- 1 oo.

5 2 . Note that the Bn are measurable and YinnXBn(x ) < J/(rc)| <
Y2n(n + l)xBn(x)- Hence by the monotone convergence theorem (M C T ),
E n « M 5 n) < fx l / l dn < E n ( n + l)/i(-B n). Thus / e Ll{X) implies
Y2n Ti/j.(Bn) < oo. Conversely, if this last sum is finite, since Y2nM - 8 n) <
n{X) < oo it readily follows that / G Ll(X).
54. Y2efQ%\Qe\~1 Jq* \f(y)\dVdx < /* » | /(v )| d y .
First, ||sjfe(/)||i <
Now, if g is a compactly supported continuous function on R n, g is uniformly
continuous and Sk(g) converges uniformly to g. Moreover, since |sfc(p)(x)| is
bounded by sup |g| uniformly in k and is compactly supported with support
independent of k for k large, by the L D C T Sk(g) —>■g in L 1(Rn).
If now / g L 1(Rn) is arbitrary, given e > 0, let g be a compactly
supported continuous function on R n such that ||/ — g||i < e. Then

ll«*(/) - /111 < M ) - ak{g)\\i + H(g) - Pill + IIP - f\h-

Now, since sk is linear, ||sfc( / ) - Sfc(g)||i < ||/ - 5 ||i for all k. Thus
IISk(f) - /||i < 2e + ||sk(g) - flr||i. Now, since \\sk(g) - ^||i 0 the con­
clusion follows. The a.e. convergence follows readily from the Lebesgue
differentiation theorem.

5 5 . Since / vanishes at —1/2 and 1/ 2, letting f(x) = 0 for |x| > 1/2
we may think of / as a continuous function on R. Now, by the translation
invariance of the Lebesgue integral or by making the substitution u = x —y ,
we have f k(x) = sk(y)f(x - y)dy , and since / vanishes for |x| > 1/2
it follows that fk(x) = flj sk(y)f{x - y)dy , and, consequently, \f(x) -
f k(x)\ < sk(y)\f(x) - f(x - y) |dy. Since / is continuous, / is uniformly
continuous on any compact interval, in particular [—2, 2], and so given e >
0, there exists 6 > 0 such that \y\ < 6 implies |f(x) — f(x — y)| < £.
sk(y) \f(x) - f(x - y)\dy < e / {M<5} sk(y) dy < e. Now,
Therefore / { |y!< i}
258 14. Measurable and Integrable Functions

3 = /{i<|»|<i} sk(v) 1/0*0

- f( x ~ y ) \ d y < 2 M / { 5< |y|<i} sk(y) dy where M
is a bound for / and picking k large enough, J <e.

For instance, Sk{x) = &X[o, i/fc]> k > 1> will do.

5 6 . Since —|p| < 9 < |g| we may assume that g is nonnegative. First,
suppose that / is compactly supported and continuous. Now, if {i&} tends to
0, then with <fk(x) = |f(x + tk) —f(x)\g(x) there is a compact K in R n such
that the pk are uniformly bounded, vanish off K, and lim^ <Pk(%) = 0 for all
x. Then by the L D C T , lim* fRn |f(x + tk) - f(x)\g(x) dx = 0 and since { i fc}
is arbitrary, lim t_>0 fRn |f(x + t ) - f(x)\g(x)dx = 0. Next, if / <E I /X(Rn)
is arbitrary, let h be a compactly supported continuous function such that
I I /- ^||i < e/3||<7||oo, and pick io such that fRng(x) \h(x+t) —h(x)\dx < e /3
for |i| < to. Then

/ 9 (x)\f(x + t) - f(x)\dx < f g(x)\f(x + t ) - h ( x + t)\dx

J Rn J R"

+ / g(x) \h(x + t) - h(x)\dx

JRn
+ f g(x) \h(x) - f(x)\dx
J Rn

< IMloo [ \f(x + t ) - h ( x + t)\dx

jRn
+ e /3 + Halloo f \h{x) - f(x)\dx
^ e/3 + e /3 + e /3 .

5 8 . (a) That v is a measure follows as in Problem 2.45; v is known as

the image measure of / and is sometimes denoted Vf.
(b) Clearly cpo f is measurable. Next, first suppose that <p = xa with
A € Z3(R). Then JR<pdu = i/(A) and since Xa ° f = Xf~l(A)> Jx ^ 0 f dp =
!xX.f-l(A)dl* = li(f~ 1 (A)), the two quantities are equal by definition. B y
the linearity of the integral and the additivity of ¡x it follows that the formula
is true for a nonnegative simple function ip. Next, let p be a nonnegative
Borel function and {<pn} nonnegative simple functions that increase to ip.
The result in this case follows by the M C T from fR<pn dv = fx <pn° f dp, for
all n. For functions <p = <p+ —<p~ of arbitrary sign the result follows from
the identities for <p+ and <p~. Thus, if for a Borel function p either integral
exists, so does the other and they are equal.
Particular instances of this identity include Jx f dp = fRx du{x) and
fx l /l dp = fR I®! dv{x).
59. (c) The proof follows along the lines of Problem 58(b) and we
shall be brief. First, let h = x e , E € B( R 2). Then fx hdp$ = p<t>(E) =
Solutions 259

X^~1 (E)dp = f Xe ($( x)) dp(x) = fx ho$dp. By linear­

1(£^)) = /
ity the formula holds for all nonnegative measurable simple functions h.
Next, let h be any nonnegative measurable function and pick {hn} sim­
ple nonnegative measurable functions that increase to h. By the M C T ,
f h dp$ = limn f hndp$ = limn fx hn o$dp = Jx h o $ dp. Here we used
that fin( $ ) increases as n —» oo for all x € X. Finally, for h /x$-integrable
write h = h+ - hr and note that f R2 hdp<¡> = f R3 h+ dp§ - f R3 h~ dp<$ =
Jx h+ o $ d/j, —Jx h~ d/j, = fx h o $ dp.
60. -<p if necessary we may assume that <p is in­
(a) By considering
creasing. First, suppose that A = [a, b] C J is an interval. Then <p~l{A) =
[c,d] is an interval and since <p is absolutely continuous, f ^ - i ^ <p'(x) dx =
<p(d) - ip(c) = b - a = \A\. Next, if A is open, A = \JnIn is the pairwise
disjoint union of open subintervals of J and since <p~l(\JIn) = (J y?_ 1 ( / n),
= f\Jn<p-mn)V'(x) dx = Zn U -H in)V'(x)dx = £ n |/»| =
|A|. Now, if A is closed, since J \ A is open the result holds in this case.
Finally, let A be a Borel subset of J and e > 0. Then there exist a closed
set F and an open set O such that F C A c O and |0 \ F| < e. Note that
since p> is continuous and increasing, <p~l{0) is open, p~l{F) is closed, and
<p~\F) C cp-HA) C <p~l(0). Hence \A\ - e < |F| = f ^ F)cp'(x)dx <
ftp- 1 (A) f '(x) dx < fv- 1(0) (p'(x) dx = |0| < |A| + e and since e is arbitrary,
U-HA) ^ ( s ) dx = \Al
gn(x) = g(x —n ); then gn(x) > 0 for all x,n, limn 5n(x) = 0,
6 2 . Let
and fRgn(x)dx - fRg(x)dx > 0. For the sake of argument suppose that
h € L ^ R ) . Then by the L D C T , lim„ fRgn(x)dx = JRlimn gn(x) dx = 0,
which is not the case since the limit is fRg(x) dx > 0.

An = { / > 1 /n } ; {An} increases to A = { / > 0 }. Now, by

6 3 . Let
Chebychev’s inequality p(An) < oo for all n, and by the M C T limn fA f dp,
— Ja f dp = Jx f dp. Since all the quantities involved are finite, given e > 0,
there exists n such that fA f dp > fx f dp- £■

64. The condition, which is known as the absolute continuity of the

Indeed, let M = { 0 , X } and p($) = 0,
integral of / , is not sufficient.
p(X) = oo. Pick / = xx- Then, given e > 0, since 0 is the only set with
finite measure, we have J9fdp = 0 yet / ^ Ll(X). More generally, the
integral of a constant function / is absolutely continuous yet, in the case of
an infinite measure space, / is integrable only when / = 0 p-a..e.
The condition is necessary, and obvious, if / is bounded. For arbitrary
/ , let Xn = {n < |/| < n + 1}, observe that by the M C T fx \f\dp =
E n = o Jxn l/l dp< oo and pick N such that T ,n = N Jxn l /l dP < e/2. Now,
let 0 < 6 < e / (2 N) and A G M with p(A) < 6 . Let B N = UfcLjv x n and
260 14. Measurable and Integrable Functions

note that since |/(s)| < N in B%, JA |/| dfj = fAnE¡N\f\ dfJ+JAnBc
N |/| dfj <
Ib n l/l dfi + N / j, ( A ) < e / 2 + e/2 = e.

65. e > 0 such that for

W e show that for any positive c, there exists
0 there exist a nonnegative integrable function /
any sufficiently small <5 >
with fx f dfj = c and a measurable set A with fi(A) < 5 such that fA f d / j >
e. W e assume that the measure fj is such that given S > 0, there exists
measurable A such that fj(A) < d\ in particular, fj nonatomic will do. For
spaces that don’t satisfy this condition there is no such counterexample: If
5 >0 is sufficiently small, then ¡j(A) < ó implies fi(A) = 0 and, consequently,
JAfdn = 0 for any / and e. Let c, ó be given and set e = c/ 2 . Then choose
a measurable set A satisfying 0 < fi{A) < 6 and put / = cfj(A)~1 XA] f is
nonnegative, fx fd/j, = c, and fAf dfj — c > e.

6 7 . For the sake of argument suppose that /j({f < 0 }) > 0. Then, if
Ak = { f < —1/& }, fr(Ak) > 0 for some positive integer k and, consequently,
fA fd/j,< —fi(Ak)/k < 0, which cannot happen. Now, if the integral of /
over every A € M vanishes, by the above argument / > 0 fj-a.e. and, since
the assumption applies to —/ as well, also —/ > 0 ¡i-a.e. Hence / = 0 fx-a.e.
Finally, note that the result gives that if / is a nonnegative measurable
function on X and Jx / dfj, = 0, then / = 0 fi-a.e.
68 . Let T C {A € M. : JA f dfj, = 0 }. From the properties of the
integral, {A 6 M : JAfdfi = 0} is a A-system and, consequently, by the
7T-A theorem, since M { T ) = M , M C {A e M : JAf dfj, = 0 } and so by
Problem 67, / = 0 fi-a.e.

69. The statement is false. = {0,Af}, ¿t(0) = 0, f i ( X) = oo,

Let M
and consider f(x) = 1 and g(x) = 2 on X . Then S<bfdfi = ¡ %gdfj, = 0 and
fx f dfi = fx g dg, = oo, yet f(x) ^ g{x) for all x € X.
On the other hand, the statement is true if f,g are integrable or fi is
a-finite. In the former case, since / , g are finite fj,-a.e. we may assume that
/ and g are finite everywhere. Now, since / and g are measurable, so are
/ - g and g - f and, consequently, A = { / - g > 0} and B = {g - f > 0 }
are measurable. Now, fA(f -g)dfi = 0 and if n{A) > 0, since / - g > 0 in
A it follows that fA(f - g) dfj, > 0, which is not the case. Hence fj,(A) = 0.
Similarly, fB(g - f) dfi = 0 and so fi(B) = 0. Now, A U B = { / ^ g} and,
therefore, fi(A U B) = 0. Hence / = g fi-a.e.

fJ,{X) < oo. Fix rationals r > s > 0,

In the latter case suppose first that
and let A = { / > r,g < s}. Then p{A) < oo and r¡j,(A) < fAfdfi =
fAgdfi < Sfi(A), which, if fi{A) ± 0, implies r < s, which is not the case.
Therefore fi(A) = 0. Now, { / > g} = {Jr,se®if > r,g < s} and since each
set in the right-hand side has measure zero, g({f > g }) = q . Exchanging /
and g also A = {g > / } = 0 and so /x ( { / ^ # }) = o. Now, if X = \JkX k
Solutions 261

with the Xk pairwise disjoint and n{Xk) < oo for all k, by the argument
above n({x € Xk : f(x) ^ <?(£)}) = 0 for all k and so m ( { / ^ g}) = 0.
70. For the sake of argument suppose that B = {x e X : f(x) ^ F} has
/J>(B) > 0. Since F is closed, R \.F = (Jn In where the In are pairwise disjoint
open intervals of R. Then B C (Jnf ~ l{In) and, consequently, g{f~l(In)) >
0 for some n. Now, In is a bounded interval or the limit of an increasing
sequence {Jk} of bounded intervals and in the latter case, by continuity from
below, ¿x (/_ 1 ( Jk)) > 0 for some k. Thus /x ( /- 1 (J )) > 0 for some bounded
interval J C R \ F. Now, since /x is semifinite, / - 1 (J) is of finite measure
or there exists D c / - 1 (J ) with 0 < n(D) < oo. Now, if J = (x —r,x + r),
note that

m I o fd ^ x\ - m L u - x^ < m L rd,‘ = r
and, consequently, (l/g(D)) fD f dg, € J , which since F fl J = 0 cannot
happen. Thus n(B) = 0.
In particular, if for any A € M with 0 < n(A) < oo,

f f dg, < c,
H(A) Ja
the result applies with F = [c, oo) and, consequently, / < c /i-a.e. Note that
for the Lebesgue measure it suffices to consider cubes A above for then the
conclusion follows from the Lebesgue differentiation theorem.

71. If fj, is semifinite, the result follows from Problem 70 with F = [—c, c]
there. In the general case, by Chebychev’s inequality ¿t({|/| > c }) < oo and
if A = { / > c} and B = { / < —c }, h (A ),/ j,(B ) < oo. Now, cg,{A) <
f d / i < cfj,(A) and, therefore, fi(A) = 0. Similarly, c /j, ( B ) < I Jbf d iA <
cfi(B) and n(B) = 0.
72. First, the result is false if / is not integrable as the example f(x) =
sin(r), c = 2-7T, shows. Now, let a < b be real numbers such that 0 < b—a < c.
Then
pb pa+c pa+c
/ f(y)dy+ / f (y ) d y = / f(y)dy = 0
Ja Jb Ja
and
pa+c pb+c pb+c
/ f{y)dy+ / f {y )d y = / f(y)dy = 0 ,
Jb J a+c Jb

which combined give / tt6 f(y) dy = f(y) dy.

Next, picking a = x and b = x + h above where x, x + c are Lebesgue
points / , and 0 < h < c, we have
px+h i p x+c+h
1
/ f(y) dy = - f(y) dy
h Jx h J Xx+c
262 14. Measurable and Integrable Functions

and so letting h —$■ 0, by the Lebesgue differentiation theorem it follows

that f(x) = f(x + c) a.e. and / is essentially periodic of period c, and
c \f(y)\ dy = / n^"+1)c |/(y)| dy for all n,
the same is true of |/|. But then / Q

and, consequently, / 0°° |/(y)| dy = E n f l c +1)C If(v)\dy = oo and / g Z / ( K )

unless / = 0 a.e.

73. By Problem 51, limA-^oo /{|/|> a} l / l d^ = 0 and, therefore, there

exists an increasing sequence {An} with An —» oo such that /{|/|> a„} l / l ^A4 <
1 /n 3. Now let v3 : R + R + be the continuous piecewise linear function
= 0 for t e [0, Ai] and slope n on (An,A n+ i ) ; clearly lim ^oo <p(i)/i = oo
and tp(t) < 2nt for t € (An,A n+ i). It then follows that fx dy, =
En /{A„<|/|<An+i} vdfl) dp - 2 En n /{|/|>An} l/l dp < 2 En n_2 < °°-
7 5 . Equality holds when one function majorizes the other /i-a.e.

77. / ( « ) dx = 3.
7 8 . Since f ( x ) = E n n X[i/ion+1,i/io n](a:;)> / is Borel measurable. Now,
nn/ rn = f /( r —l ) 2 for r > 1 and so, by the M C T , f f f ( x ) dx =
by calculus E
¿ nn(10-n - 10"(n+1)) = (9/10) E n nl0_n = (9/10)(10/92) = 1/9.
7 9 . As in Problem 2.116, the atoms have measure y,p({l}) = F( 1) —
F ( l _ ) = 3, Mf ( { 4 }) = 1, and the intervals have measure yp((—oo, 1]) =
.F (l- ) — F(—oo) = 0, / i f ( ( l , 4 ) ) = 0, and y,p((4, oo)) = 0. Hence for a
Borel set A in R, H f ( A ) = np(Ar\(—oo, l ) ) + iuJp ( A n { l } ) + ^ F ( - 4 n ( l ,4 ) ) +
/iF (^ 4 n {4 })+ iiiir(A n(4,oo)) = 3 x a ( 1 )+ X ^ (4 ). Now, the integral fRx2 dy,p(x)
is the limit of approximating sums and one readily obtains that it is equal
to 3 • l 2 + 1 •42 = 19.

f(x) = 1 in [.7, .8), a set of measure 1 /1 0 , f(x) = 1 /2 in 9

8 0 . First,
f(x) = 1 /3 in 81 intervals of length 1 /10 0 0,
intervals, each of measure 1 /1 0 0 ,
and so on. Hence Jjf(x)dx = E fe fc_ 1 (9 /1 0 )fc_1 = (1 0 /9 ) Efc fc- 1 (9 /1 0 )fc.
Recall now that ln (l — x) = —Efc k~lxk, 0 < x < 1. Then fj f(x) dx =
—(1 0 /9 ) ln (l/1 0 ) = (1 0 /9 ) ln(10).

81. Let I n = ( l / ( n + l ) , l / n ] . Then, since f (x ) = J2 n n X inn i(x ) we

have J r f(x ) dx = E n n /(i/(» + i),i/» ] dx = E n n (™_1 - ( » + 1)_ 1 ) = oo.

On the other hand, g(x) = E n n_1 Xinm(x) and therefore, f f g(x) dx =

E n n_1 h Xinm(x) dx = E n n_1 (n_1 - (n + 1)_1) = (tt2/6) - 1.
8 2 . Let { / n} be the sequence given by f 0 (x) = 0, fn+i(x) = yjx + fn{x),
n = 1 , 2 , . . . ; we claim that { / „ } is increasing. Clearly / i > /o and if fn >
fn—i , then / n+i(cc) = y/x + fn(x) > yjx + fn-\{x) = fn(x). Furthermore,
the sequence is bounded above by its limit f(x) = (1 + y/1 + Ax)/ 2 . Now, if
we denote the integrand by ( 1 /2 — g>{x))2, since g>{x)2 = x + (p(x) it readily
Solutions 263

follows that (1 /2 —(p(x))2 = l/A+x and so by the M C T the integral is equal

to 9.

83. fj f{x ) dx = (£— l ) / 2 (m — 1) and ff g(x) dx = 0.

84. The statement is false: The relation is satisfied by the Lebesgue
measure and the counting measure on the integers. To see the latter recall
that k = n ( n + 1 ) /2 and so (X ^ L i k)2 = n 2(n + 1 ) 2/ 4 = zn, say. Then
Zn+i-Zn = ( n + l ) 2( ( n + 2 ) 2- n 2) / 4 = ( n + 1 ) 3. Now, z\ = 1 , z2 = 1 + 2 3 and,
in general, zn = J2k=i k3. Hence k3 = n 2(n + l ) 2/ 4 - (Y%= l k)2-
8 5 . First, suppose / = xa is the characteristic function of a measurable
set A. Then by Problem 3.49 applied to M - 1 , JAdx = |det(M- 1 )| |A| =
|M_ 1 (A)| and since |det(M- 1 )| = |det(M)|-1 it readily follows that fA dx =
|det(M)| |M_1 (A)| = |det(M)| JM-iA dx. Next, by the linearity of the inte­
gral, ifs is a simple function, fRs(x)dx = |det(M)| fRs o M(x)dx. Sup­
pose now that / > 0 and let 0 < s < f be a simple function. Then s o
M{x) < foM(x) and, consequently, fA s(x) dx = |det(M)| fRsoM(x) dx <
|det(M)| fRf o M(x) dx. Hence, by the M C T it follows that fA f(x) dx <
|det(M)| JRfoM(x) dx. Now, applying this inequality to / replaced by f o
M -1 we get JA foM ~ 1 (x) dx < |det(M)| fRf(x ) dx, and since |det(M- 1 )| =
l/|det(M )|, we finally get |det(M- 1 )| fA f o M ~ 1 (x) dx < fR f(x) dx. Equal­
ity holds replacing M -1 by M. For arbitrary / = / + — / “ the conclusion
follows by considering / + , f~ separately.
Finally, if M is not invertible, MA is contained in a lower-dimensional
subspace of Mn for all A, which has measure 0, and the conclusion holds.

8 8 . The integral is equal to 7rn/ 2 d e t ^ ) - 1 / 2.

89. Since f = f + — f~ it suffices to consider positive / . Also, it

suffices to prove that fRf o $ dfiFo® < JRf dfxp since, replacing $ by <J>- 1 ,
the opposite inequality follows. Finally, by the M C T it suffices to consider
the case when / is simple and, by linearity, when f = xa where A € i?(R).
Thus we are reduced to proving that JRXa ° $ dfipo® < fRXa dfiF = Hf {A).
Suppose then that A is covered by countably many half-open intervals {h}>
say. Then it suffices to prove that Jr Xa ° 4» dupo® < S n MF(fn) for any
such covering. By the M C T , Jr xa ° $dfxFo$ < f R Xln ° ® =
S n Ir Xln ° ^ dnFo$ so it suffices to prove that for such an interval [a, 6) we
have f R X[a,b) ° $ dfjLp0<s> < 6)) = F(b) — F(a). But this follows since
X[o,6) ° $ =
9 0 . (a) Let g(x) = J2nL-oo If ( x + n )l» we claim that g is finite a.e.
Since g is periodic of period 1 it suffices to prove that g is finite a.e. in [0,1].
Now, by the M C T , ff E n = -i v I/ ( * + n)\dx = Yln=-N h I/ ( * + n)\dx =
264 14. Measurable and Integrable Functions

I-N 1/0*01 dx Jr 1/1 < oo as N - » oo and so fjg < oo, and, in particular,
g is finite a.e. in I.
fn(x) = |/(x +n )|. Since |/| is nonnegative and
(b) For each integer n, let
measurable, so is each fn and by the translation invariance of the Lebesgue
measure, / R \f(x + n)| dx = fR |/(x)| dx for all n. Thus, by the M C T ,
Jr E n fn(x) dx = Y 2 n Jr \f(x + n )l dx = Yin Jr \f(x)\dx, which is finite
only if fR |/(x)| dx = 0 and, consequently, / = 0 a.e.
(c) By the translation invariance of the Lebesgue integral and Problem
86> Jr |/(A n(x — x„))|dx = |An |_1 fR \f(x)\dx for all n. Then, by the M C T ,
h ( E n I/(An (x - ®„))|) dx = ( Z n |An|_ 1 ) ( / R \f(x)\dx).
9 1 . |Al| is the Riemann integral of / over [0,1].

9 2 . The condition is not necessary. Let / ( x ) = Y2n ( - l ) nra- 1 X(n,n-i-i)(x )

and observe that since J^ + 1 f(x)dx = ]T^=1 ( —l ) nn _ 1 , the improper inte­
gral exists and is equal to f(x)dx = lirnw-K» Y 2 n = i ( - 1 )nn~l = ln(2).
However, |/(x)| = E n n - 1 A(n,n+i)(a:) ^ L 1 (R+) since by the M C T its inte­
gral is infinite.

However, if / G L 1(R + ) and the improper Riemann integral of / exists,

they are equal. To see this let fn = fx[o,n]'> then |/„| < |/| G L1 (R+)
and so, since fQ
Rf(x) dx = / [0 K] f(x) dx, by the L D C T Jj0oo) / ( x ) dx =
li m ^ o o f R fn(x) dx = l i m ^ o o / [0 ^ / ( x ) dx = fR+ f(x) dx.
9 3 . The statement is false. Let F(x) = x 2 s i n ( l/x 2), x ^ 0, F( 0) = 0.
Then F'(x) = / ( x ) exists for every x G R and is continuous in (0 ,1 ) and,
since e2 s in ( l/e 2) —» 0 as e —» 0, lime_>o f(x) dx = sin (l).
Now,

. Í 2 x s i n ( l /x 2) — ( 2 /x ) c o s ( l /x 2), x ^ 0,
/ < I ) = \0, * = 0,

where 2 x s i n ( l /x 2) is bounded and measurable, hence integrable, over

[0,1]. Thus / is integrable iff ( l / x ) c o s ( l / x 2) is integrable. Let Ik =
[1 /(/ mt + 7T/6)1/2, l/(/u7r — 7T/6)1/2], k > 1; the Ik are pairwise disjoint and
141 ( 7rfc) 3/ 2 for k large. Therefore, since | c o s (l/x 2)| > 1 /2 and 1/x ~
(irk) 1 /2 on Ik, Jj | (l/x ) c o s ( l/x 2)| dx > (1 /2 ) ¿ fc / Jfc( 1 /x) dx > E fc M O -1 =
oo. Hence / ^ ^ ( [ 0 , 1]).
However, the statement is true if / is nonnegative. To see this let 0 <
en < b - a tend to 0 as n oo. Then the functions f n = fx[a+en,b] are
integrable on I and f j f n(x)dx = f^+£n f(x) dx, the integral in the right-
hand side in the sense of Riemann. Now, since the fn increase to / on I, by
the M C T fj f(x) dx = limn J^+£n f(x) dx = ¡ ¿ /( x ) dx.
Solutions 265

94. fg xv lnn(l/x) dx = n\/(r] + l ) n+1, n > 1.

9 5 . First, a ^ (l - x)~l ln(x) = YJk=o xV+k ln(x ) = TJk=o / * ( * ) where
fk(x) = xn+k ln(x) for all k > 0. Note that YJkLofk converges to the
integrand and by Problem 94 we have
°° fi °° fi
J2 \fk{x)\dx = V / xv+k l n ( l / x) dx
k=0 ^0 fc=0 ^ 0

= ^2 1 /(1 + v + k)2 < oo.

k=0

Then the series converges by the L D C T , the integrand is in •Z/1([ 0 ,1]), and
OO «1 oo
x) 1 ln(x) dx ^ / z T?+fc ln(x) dx = — + fe)~2 .
o /° k=0

9 6 . By Problem 93 and the change of variables u = ln(i) we get

1 />ln(a:) 1 1
dt
’ = lim / —~du = - r —
iln 2(t) R -^-
r -* -o° JJR
°o r u12
u ln(a
ln(x)

forx G (0 ,e - 1 ). Further, / is nonnegative and / R f(t)dt = f ^ e f(t)dt = 1,

and so / G L 1(K). Now, let rj G ( 0 ,1 /e ). Then the change of variables
u = — ln(x) gives
rn rv i roo i
/ F ix ) dx = — I , . . dx = I —du = o o .
JO Jo Z l n ( x ) ./-In fo )«

From this result it follows that the Hardy-Littlewood maximal function

of an integrable function is not necessarily integrable.

97. For each fixed t, c o s(t)/(t + a:) is continuous as a function of x and

for a; in a finite interval [a, 6] C M+ , is bounded by l / ( f + o) G F 1([0, tt/2]).
Hence / is well-defined and continuous on R + . Now, observe that

* ! 2 1 — 12/ 2 fn/2
/ x+ 1
dt < № <
Jo X + t
dt.

Then for x > 0 close to 0 we have J^ 2 1/(x + t)dt = ln(( 7r/2 + x)/x ) ~
— ln(2x/7r). Also, j ^ 2 —t2(x + 1 ) dt is bounded and so o(ln(x)). It thus fol­
f( x) =
lows that / ( x ) ~ — ln(2x/7r) at the origin and, consequently, lima._,o+
oo. Finally, since J^ 2 cos (t) dt = 1 it follows that

1 1 /*^/2 1 p r/2 i
X + 7 f/2 = ^X T+ W 9 J/ o
7T/2 °°S^ dt - - X~ Jo/ C0S( 0 dtz=xX'
and, therefore, f(x) 1 /x at oo and lim ^ o o / ( x ) = 0.
266 14. Measurable and Integrable Functions

fa = fi/a for all a > 0 it suffices to consider 0 < a <

9 8 . (a) First, since
1. Now, fa is nonnegative, even, and measurable; we are interested in the
finiteness of JRf a(x)dx = 2 / 0°° fa(x)dx. If a = 1, fi(x) = l/2|a;| ^ L 1(E ).
Next, when 0 < a < 1 note that fa(x) < m in {x _ a ,a;_1/ a} , x > 0, and,
consequently, / 0°° fa(x) dx < Jq x~ad x + x ~ 1//adx = ( l + a ) / ( l —a) < oo.
Thus fa € L x(lR) for every positive 1.
dx = 2 / 0°° x/(xa+ x1/ a) dx. Now, if 0 < a < 1,
(b) Note that f R |x|/a(x)
we have that Jq xfa(x)dx < fo fa(x)dx < oo, and so, |x|/a(a;) G L ^ R ) iff
I = ff° x/(xa+ x 1/ a) dx < oo. Since I ~ xl~l/ adx, I is finite iff 1—1 /a <
—1, i.e., 0 < a < 1 /2 . Hence xfa{x) € i Z /R ) iff a G ( 0 ,1 /2 ) U (2, oo).
h(x,y) = fa(x) cos(xy), a ^ 1. Then for each fixed x, h(x, y)
(c) Let
is continuous and \h(x,y)\ < fa(x) where fa G Z /( R ) is independent of y.
Thus by the L D C T , ga is continuous on R.
Next, assume that a > 2; then it is readily seen that hy(x,y), the par­
tial derivative of h with respect to y, is hy(x,y) = —xfa(x) sin(xy). Note
that this derivative depends continuously of y G R. On the other hand,
\xfa(x) sin(a:y)| < \x\fa(x) and the derivative is bounded by an integrable
function since a > 2. Thus ga G C'1(R) and g'a(y) = - / 0°° xfa(x) sin(xy) dx
for all y 6 R.

99. t > 1 and x < 0, 0 < ix/ ( l + i 2) < 1 /(1 + i 2)

(a) Note that for
G ^ ( ( 1, 00)) and l i m ^ - o o tx / { 1 +
t2) = 0. Hence by the L D C T ,
lim ^^-oo F(x) = 0. Now, l i n i j .^ - tx/(l + t2) = f / ( 1 + t2) and since
= oo, by Fatou’s lemma l i m ^ ! - F(x) = oo.
(b) The statement is proved by recurrence on k.
1 0 0 . Since cosine is an even function we may assume that a > 0. Let

n ~2krr,2k

The fn are continuous and limn fn(x) = e * 2 cos (ax) for all x € R. Now,

_ 71 n2k\^,\2k °° nk\„\k
= e_x2ea|x|
k= 0 v ' 1k
—= n0 v '

and since 2o|a;| < (a2 + |x|2), \fn(x)\ < e *2e0l*l < e“2/ 2e x2/ 2 € L 1(R).
Therefore by the L D C T ,

poo n2kJ2k „ ““ 2k
n2k /»oo
p
e x2x 2kdx.
(2*)!
s - ' d
Solutions 267

Now, by a change of variables the inner integrals are equal to y/ir(2k)\/Akk\

for all k and so
oo
-I'.fc fl2fc Vn( 2 k)\ (o2/ 4 ) fc
V ^ e " “2/ 4 .
L^S > (2 k)\ Akk\ A:!
fe=0

101. Fix a compactly supported smooth function ipo with integral

1. Observe that given a compactly supported function ip with integral
1, there exists a compactly supported such that ip = ipo + <p'\ indeed,
(p(x) = J^iipiy) — ipo(y)) dy is compactly supported, smooth, and has in­
tegral 0. Then 0 = fRf(x)<p,(x)dx = fRf(x)ip(x) dx — fRf(x)ipo(x) dx and
fRf(x)ip(x) dx = fRf(x)ipo(x) dx is independent of ip.
F(x) = f* f (t) dt, G(x) = / * g(t)dt, H(x) =
1 0 4 . Let f(t)g(t)dt.
g < 1, 0 < G(x) < x, and since / is nonincreasing, f(x) —
First, since 0 <
f(G(x)) < 0. Therefore, since g > 0,

( H - F o G)'{x) = g(x)(f(x) - f(G(x))) < 0,

H — F o G is decreasing and, in particular, (H —F o (?)(x)|J < 0. Finally,

fo f( x)g(x) dx = /o1 f(G(x))g(x) dx + (H - F o G)'(x) dx < $ f(x) dx.
1 0 5 . This is a particular case of Problem 5.77. Moreover, if the functions
are of opposite monotonicity, all the inequalities are reversed.

1 0 7 . The function f(x) = |p(x)| where p{x) is a nonzero polynomial of

any degree satisfies / 0°° |/(x)| e~ax dx < oo, a > 0, yet is not integrable.
1 0 8 . (a) A = 7t2/6 .
(b) Since | /(n 2x)| < M/ ( l + n 2x) for some constant M the series defining
F(x) converges absolutely for x > 0. For i > 0 let v(t) denote the smallest
integer greater than or equal to t. Then f(u 2 (t)x) is a step function equal to
f(n 2 x) for n - 1 < t < n, and f{u2 {t)x)dt = f(n 2 x) for 0 < x < N.
Moreover, since v{t) > t, \f(v2 (t)x)\ < M / ( 1 + v2 {t)x) < M/( 1 + t2 x) and
so f{v 2 {t)x) is integrable as a function of t for each x > 0. Hence, letting
N - » oo it follows that / 0°° f(v 2 {t)x) dt = Y/,n f( n2 x) = F(x).
Now, the change of variables t = y/u/x yields
1 f<x>
y/xF(x) = - / u~1 / 2 f{xu2 {y/u/x)) du.
4 Jo

First, we compute lima._>0+ xu2 {y/u/x). Since y/u/x < v{y/u/x) <
l+y/u/x, squaring, u/x < v2 {yfu[x) < 1 + 2 y/u/x+u/x and, therefore, u <
xu2 (y/u/x) < x + 2 y/ux + u, which implies that lim:r^.0+ xv2 (y/u/x) = u.
Now, we claim that u~1 ^2 f(xi/2 (y/u/x)) -> u~ 1 /2 f(u) boundedly as x —) 0+ .
268 14. Measurable and Integrable Functions

Indeed, since u < xi/2 (y/u/x), |u l /2 f(xv 2 (^/u/x))\ < Mu 1/ 2/ ( l + u) G

L 1(M+ ). Hence by the L D C T , limx_*0+ y/xF(x) = (1 /2 ) / 0°° u~l/ 2 f{u) du.

109. The statement is false. Indeed, for y = S, the Dirac delta at

the origin fB(Qjynj f d y = / ( 0 ) for all n, which need not be 0; note that if
/ ( 0 ) = 0, then / = 0 y-a.e. and the result holds in this case. In general, if
d{0}) = 0, then fn = fxB(o,i/n) ->• 0 ¿t-a.e. and since |/n | < |/| € Ll{X),
by the L D C T limn fB(0>1/n) f d y = Jx limn fndp = 0.

1 1 0 . (a) For the sake of argument suppose that for every x G I there
exists fx G C(I) such that / X(x) / 0 and fx fx dy — 0. Since fx is contin­
uous fx(y) / 0 for y in a neighborhood Vx of x in I. Thus I C U w * vx
and so there exist finitely many x i , . . . , xn such that I C ( Ji< fc < n Vxk- Now,
the function / ( x ) = YSk=ifxk(x) is strictly positive and by assumption
Si f d y = Jj fx k d y =
Ylk =l
Si fx k d y = 52k = i(fi fxic d y )2= 0, which,
since / ( x ) > 0 for x € / , can only happen if y(I) = 0, and this is not the
case.

111. Given k > 0, there is an open set Ok D A such that \0'k\< 2 ~k.
Let O i = 0[ and Ok+i = Ok D 0'k+l\ {0 & } is a decreasing sequence of open
sets containing A and \Ok\ < 2~k, k > 1. Let / = J2k k Xok; by the M C T ,
fun f(x) dx = Y,kk \°k\ < oo.
Let x € A and fix A: € N; since x € A C Ok it follows that Q(x,£) c Ok
for t small enough. Hence XQ{x,t) f > k XQ(x,e) , and so,

EiblLamdy-m<)\La
Thus
lim in f— - — ttt / f{y)dy > k, all x€A.
\Q(x,£)\ JQ{x/)
Since this holds for every k, the conclusion follows.
1 1 3 . (a) By the Lebesgue differentiation theorem

to = «--------- - Xa (v ) dy = x a (x ) a.e. x G
r->0+ |H(x,r)| r-^0+ \B(x,r)\ L
J B (x ,r )

and, consequently, almost every x G A is a point of density of A. Moreover,

since almost every x G Ac is a point of density of Ac and
\A H B(x, r)| + \ACfl B(x, r)|
= 1
|H(x,r)|

it readily follows that limr_*.o \A H B(x, r)|/|B(x, r)| = 0 for a.e. x G Ac and
a.e. x G Ac is a point of dispersion of A.
(b) Let / n(x) = \A n B(x, l/n )| /| B (x , l/n )| ; by (a), fn -A- xa for a.e.
x G A. Setting e = \A\/2 in Egorov’s theorem it follows that there is
Solutions 269

Ai c A such that / „ ->• 1 uniformly for x € A± and |^4i| > \A\/2. Let
Ao — A^; since { / n} converges uniformly in Aq there is an N such that
\fn(x) —1| < 1 /2 for all x G Ao and n > N and so fn{x) > 1 /2 for those n.
Thus |AnB(x, l/n )| /| £ (a :, l/n )| > 1 /2 for all x G Aq and n > N.

(c) \A\A\ = 0 .
1 1 4 . By assumption |.An(o, 6)|/|(a, b)\ = rj for some constant 0 < rj < 1,
all a, b € D. Now, for each x G I there is a sequence {(an, 6n) } of intervals
with endpoints in D that converges to x and so limn \An(an, 6„)|/|(an, 6n)| =
rj everywhere. Now, by the Lebesgue differentiation theorem the limit is 0
or 1 a.e., and so, if rj — 0, |j4| = 0 and if rj = 1, |^4| = 1.

1 1 6 . By Problem 3.78(a) there is a measurable A C (0 ,1 ) with density

1 /4 at the origin; let f(x) — X a (v ) dy = \A D ( —l,x )| . By a direct
computation / '( 0 ) = l i m ^ o |A n (0, h)\/h = 1 /4 .
117. x,y,z e R, |x + y - z I < \x-z\ + |y| and, therefore,
First, for
picking z E F it follows that ¿¡(x + y) < 5(x) + |y|; in particular, if x € F,
<5(x + y) < |y|. Let £ be a point of Lebesgue density of F and for the sake
of argument suppose that lim s u p ^ o S(x + y)/\y\ = 2 A > 0 with A < 1 /2 .
Then, for all e > 0 there is y such that |y| < e and 5{x + y)/|y| > A.
In particular, x + y £ F and the ball B(x + y, A\y\) c Fc. Since x is a
point of density of F, for any 0 < a < 1 we can find rj > 0 such that
\B(x,r) fl.F| > a\B{x,r)\ for all r < rj. Since B(x + y, A\y\) C B(x,2\y\) we
have

\B(x,2\y\)nF\ < \B(x, 2|y|)| - \B(x + y,A\y\)\ = (1 - ( ^ / 2 ) d)|B(x,2|y|)|.

Thus, setting a = 1 — (A/4)d and |y| < m in {e , rj}, we get

(1 - (AH)*)\B(x,ïm < (1 - (A/2)'<)|B(x ,2|!,|)| ,

which cannot hold if A is positive. So S(x + y)/|y| -> 0 as y —> 0 at the

density points x of F, that is, a.e.
118. g(x) = Jq f(y) dy and h{x) =
(a) Yes. The functions f(y) dy
are continuous and satisfy y(0) = h(l) and y ( l ) = h(0). Thus g(x) = h(x)
for some x G [0,1].
(b) That / vanishes a.e.

1 1 9 . By the Lebesgue differentiation theorem almost every point is a

Lebesgue point of / ; pick a < x < y < b a s two such points. Then
270 14. Measurable and Integrable Functions

and, consequently,
ry+h

lim — (f(t + h)~ f(t)) dt = 0 .

h—»0 h J x + h
Unraveling the above integral, by the translation invariance of the Lebesgue
integral we see that for h small enough the integral is equal to

1
dt.
h
Finally, since the limit of this expression as h -¥ 0 is 0 and by the Lebesgue
differentiation theorem is f(x) - f(y ) a.e., we get that / ( x ) = f{y) a.e. and
/ is constant.

120. A is an interval. Let f ^ 2 f(x) dx = t\ if l = L /2 ,

Yes, and in fact
we are done. If not, l > L /2 or t < L/2. Since fx f(x) dx = L in the former
case we have f y 2 f(x) dx < L/ 2 and in the latter J^ 2 f(x) dx > L / 2 . Let

F(t) = / / +1^2 f{x) dx\ F is continuous (absolutely continuous actually), and

considering i 7’(0) and F ( l / 2 ) , one of these values is > L /2 and the other is
< L /2 and, consequently, F(t) = L /2 for some t G ( 0 ,1 /2 ) .
122. The statement is false. Let

m in (l — n2x, 1 + n 2x), —1 /n 2 < x < 1 /n 2,

fn{x) =
0, otherwise.

The graph of fn is a triangle of width 2 /n 2 and height 1 centered at the

origin and so f j f n(x)dx = n~2. Now let f(x) = Y^n fn(x ~ n )> x > 0;
since for any x G [0,oo) at most one / n(x) is nonzero the sum defining /
is convergent and continuous. Also, / 0°° f {x) dx = Y^ = 2 2 _ 1 (2n ~2) < oo.
However, since /( n ) = 1 for all n, f(x) 0 as x —> oo.
In fact, a slight modification of the argument shows that given a se­
quence xn - » oo, there is a continuous integrable function / on R + such
that limn f(xn) = oo.
1 2 3 . Let An = { 1 /n < |/| < n }. By Chebychev’s inequality n(An)/n <
¡X l/l dfx<oo and the first and second conditions hold with A = An for any
n. Next, let fn = fxA^] then |/n| < |/| and / „ -)• 0 /x-a.e. and so, by the
L D C T , fx \fn\dy. -A 0. Therefore there exists n such that the integrals are
less than the given s; then set A = An.

1 2 4 . (a) Let R > 0 be large enough so that |/(x)| dx < e2. Then
by Chebychev’s inequality, e|{|x| > R : \f(x)\ > e}| < / { |a|>Ji} \f(x)\dx <
e2, and so |/(x)| < e except possibly on a set B c {|x| > R} with measure
\B\<e.
Solutions 271

(b) Construct Bk as in (a) for e / 2 k, k > 1; the conclusion then holds for
B = {JkBk, \B\<e.
125. First, by Problem 86, fR \f(anx)\dx = K H fR \f(x)\dx and so,
by the M C T , fRJ2nPnI/ ifiinx) |dx = (fx \f\dfi) J2nPn/\an\ < oo, which
implies that PAf(anx)\ converges a.e. and, consequently, limn Pt¡f(ocnx)\
= 0 a.e. In particular, if £ n l /| a n| < oo, limn | /(a nx)| = 0 a.e.

127. Given 77 > 0 and xn oo, let / „ = |/| X(xn-«,xn+vy Then

fn(x) 0 for all x and / „ < |/| e L (R ) and, consequently, by the L D C T ,
limn Jr fn{x) dx = limn dx = 0. Now, for the sake of argument
j/(a;)|
suppose that there exist e > 0 and xn oo such that \f{xn)\ > £ for
all n. Then by the uniform continuity of / there exists 77 > 0 such that
l /( z ) - f(y)\ < e/ 2 whenever \x-y\<r¡ and so it follows that \f(x)\ > e/ 2
for x 6 (xn - r),xn + 77) for all n. Therefore \f(x)\ dx > erf for all
7 i , which is not the case since, as we just saw, this quantity goes to 0 for

integrable / .

The result applies, for instance, to / nonnegative and integrable on

[0 , 00) with a bounded derivative |/'(x)| < M < 00.
128. For the sake of argument suppose there exists e > 0 such that
\ /n /( n ) e for all but finitely many n. Now, since f(x) > f(n ) -
>
1/0*0 - / H | , \ /ñ /( x ) > e /2 for \x — n\ < e /(2 My/n). Therefore

OO p■ n + e / ( 2 M y /ñ )
£/
n = N Jn
f(x) dx

OO
€ £
a E 2y/ñ 2My/ñ
n=N

= _ í_ f i = 00 ,
4M
n=N

which is not the case.

129. First, we claim that Jk + 1 Y^n If( x + «n)| dx < 00 for each finite
integerk. To see this let Am = {n G N : an e [m,m + 1]}, m > 1; by
assumption, Am contains at most N elements. Now, for an 6 Am)

pK~\~CL‘ 1
fc+an+
+ an)| dx = I \f(x)\dx
k+m +2
|/(x)| dx ,
k+m
272 14. Measurable and Integrable Functions

and, consequently, E a ne ^m I k + 1 \f(x+an)\dx < N f £ ™ +2 \f(x)\dx. Next,

grouping the on into the Am they belong to,

■fc+l 00 rk+1
^2 \f(x+on)\dx = Y / 1 \f(x + o„)| dx

Then E n \f(x + °n)| < oo a.e. on each interval [k, k + 1] and, hence,
hmn f(x + an) — 0 a.e. on each [k, k + 1], and, consequently, a.e. on R.

130. (a) The claim is that lim infa._f0+x \f(x)\ = 0. For the sake of
argument suppose there exist rj, 6 > 0 such that x\f(x)\ > g/ 2 whenever
0 < x < <5. Then ll/Hi > \f(x)\dx > c f£ x~l dx = oo, which is not the
case.

(b) First, choose ak -»• 0 such that Efc \fk(x)\dx < oo; this can be
//
done for any sequence of integrable functions by putting 0 ^ ak = ftk/\\fk\\i
with Efc Pk < oo. Thus, by (a) applied to / = Efc «fcl/fcl there is a decreas­
ing sequence {&„} such that bnf(bn) -¥ 0 and so, ak\imnbn\fk(bn)\ = 0 for
all A;.

1 3 1 . The limit is A.

1 3 2 . The limit is A.

1 3 3 . The limit is 0.

¡i{{f > 1 }) > 0, the limit is infinite. Hence / < 1 fi-a.e.

1 3 4 . No. If
and then the limit is < 1.

A = { / < 1} , B = { / = 1}, and C = { / > 1 }. Since n(X) <

1 3 5 . Let
oo, we have g(fn) —> <?(0) boundedly on A and limn fA g(fn) d/i = g(0)/¿(.A),
and g(f n) = g (l) on B and limn JB g{fn) dfi = g(l)n(B). Finally, g(fn)
increases to 5 ( 00) in C and by the M C T , limn Jc g(fn) dg, = g(oo)/j,(C).
Thus the limit is g(Q)n(A) + g(l)fj,(B) + g(oo)/i(C).

137. A = { / > 1 }. Then, by Fatou’s lemma, fA lim infnfc f nk d/j, <

Let
< c and since limnfc f nk(x) — 00 for x G A, this readily
lim infnfc fA f nk d/j.
implies that ¡jl{A) = 0. Let B = { / < 1}. Then c = Jx f nk dfx = d /i+
fB f nk d¡x and, consequently, fB f nk d/j, = fB f ne dfj, for nk < n¿. Thus
Ib f nk(l—f ne~nk) d/j. = 0 and / vanishes /z-a.e. on B or n(B) = 0. Therefore
f(x) = Xm (x ) n-a.e. where M = { f — 1}.
Solutions 273

138. If k is even, observe that f x f k (1 — / ) 2 d y ,= 0 and so by Problem

67, / ( 1 — / ) vanishes ¿¿-a.e. Thus / assumes the values 0 or 1 /i-a.e. and
A = { /( « ) = 1}. If k is odd, the conclusion holds provided / is nonnegative.
For two indices the situation is analogous provided that 0 < / < 1 M-
a.e. for then Jx f k(l — f)d fi = 0 and the integrand is nonnegative and,
consequently, vanishes ¡x-a.e.
139. Let O be an open set of measure < e that contains the rationals
in I and put f(x ) = Xo(x)- Then f(x) = 0 in Oc, a set with measure
> 1 — e, and since for every interval (a, b) C I the open set O fl (a, b) ^ 0,
fa f (®) dx > 0.
141. (a) First, note that dB(x,r), the boundary of the ball centered
at x with radius r, has Lebesgue measure 0. Indeed, since for any e > 0,
dB(x,r) c B(x,r) \ B(x,r — e), \dB(x,r)\e < \B(x,r) \ B(x,r — e)|
= (rn — (t — e)n)\B(x, 1 )|, which tends to 0 with e. Now, let —> r
be any convergent sequence of nonnegative real numbers. Then clearly
XB(x,rk) —•> X b (x,t) except possibly on the boundary of the ball. Hence
fXB{x,rk) -> fXB(x,r) a.e. and \fXB(x,rk)\AfXB(x,r)\ < l/l with / € L ' i W 1)
and, consequently, by the LDCT,

9(rk) = / f(z)XB(x,rk)(z) dz -¥ I f{z)xB{x,r){z) dz = g(r)

J K« J En
as rk -»• r and g is continuous.
\x — y\ < 2r, B(x, r) D B(y, r) ^ 0 and
(b) First, note that for fixed r, if
\B(x,r)\B(y,r)\ = |B(y,r) \ B(x,r)\ = \y-x\, and so \Br(x)/\Br(y)\ <
2| y —x\. Next, by the absolute continuity of the integral of / , given e > 0,
there is 0 < 8 < 2r such that fA \f(z) \dz < e for |yl| < 6 . In particular, if
x, y e 1R with \x —y\ < <5/2, we have

\9(x) ~g(y)\ = I f f{z)dz- f f{z)dz

1J B ( x , r ) JB ( y ,r )

= IJ
1
/
B ( x .r ) \ B ( v .r )
/( * ) dz- !
J BB ( y ,r ) \ B ( x ,r )
f(z) dz

< / \f(z)\dz
J ( B ( x ■, ,r )\ B (y,r )) U (B ( y,r )\ B (x ,r ))

\f(z)\ dz < £
-L I B ( x ,r)A B (y,r)

since \B(x,r)AB(y,r)\ < 2|x — y\ < 6 . Since this holds for any x,y € R
with \x —y\ < <5/2, g is uniformly continuous on K.

142. rn - » r be any convergent sequence of nonnegative real num­

Let
bers. Then clearly XBrn ^ everywhere except possibly on dBr = {|a;| =
274 14. Measurable and Integrable Functions

r}. Therefore, assuming that dBr is /¿-null and that /t is complete, we have
f X B rn f X B r Ai-a-e. and \fXBrJ , \fXBr \ < \f\ G L(X). Thus, by the
L D C T , g(rn) g(r).
143. The condition is not necessary if the measure is infinite as the
example of the Lebesgue measure on R, An = [n, n + 1], and / any in­
tegrable function shows. However, it is necessary if the measure is finite.
Let rj > 0 . Then by Chebychev’s inequality, r/g,({x € An : f(x) > v}) <
J{xeAn:f(x)>v} f dv - ¡An f dLi’ and so Kmnn{An n { / > Í7» = 0 for all
77 > 0. Now, since X = N U (Jfc{/ > l/k} with /¿(IV) = 0, it readily fol­
lows from continuity from below that lim*, n(An D { / > l/k}) = /¿(A n);
let k be large enough so that /¿(A n n { / > l/k}) > /¿(A n) /2 . Then
limn /¿(A n) < 2 limn M A i n { / > l/k}) = 0.
limnfxA„ = 0 /¿-a.e. and fxAn < / G
The condition is sufficient: Since
Lx(X), by the L D C T limn fAn fd/j, = lim„ fx fxAndfi = 0.
144. (d) implies (a) Consider the set function ¡i{A) = |</?- 1(.A)|, A G
B(I)‘, as in Problem 2.45 /¿ is a Borel measure on I. Now, /¿ coincides with the
Lebesgue measure on the intervals [0,x] and, therefore, for 0 < x < y < 1,
/*((*»*/]) = M ([0,I/])-A»([0,®]) = |[0,y]|—|[0,x]| = |(x,y]|,i.e., on all intervals.
Problem 3.23 implies that n{A) = |A| for all Borel A in I.

1 4 5 . A computation shows that if / = ( 0 , 6),

= (
and, consequently, ip 1(I) is measurable and \<p x(/)| = (6 — o )/2 +
(6 — a ) / 2 = |/|. The conclusion follows now as in Problem 144.
1 4 6 . (a) implies (b) Given A e M , let B = Then
T- 1 (B) C B and, by Problem 2.112(b), /¿(B ) = 0 or 1. If /¿(B ) = 0,
by monotonicity /¿(A) = 0. On the other hand, if /¿(B ) = 1, since A C B
and B\A = ft suffices to prove that /¿ ((T - t (A ))\ A ) = 0
for all i. W e proceed by induction. Since by assumption /¿ ( A A T - 1(A)) = 0
the statement is true for i = 1. Next, assuming it true for i, note that

/¿ ( ( T -( i+1) ( A ) ) \ A )

< /¿ ( T -( i+1)(A ) \ (T-^A) U A)) + /¿ (((T -< i+1)(A )) 0 T-^A)) \ A)

< /¿ ( ( T -( i+1)(A )) \ (T-\A))) + /¿ ( ( T - ¿(A )) \ A)
= p((T~\A)) \ A) + /¿ ( ( T - ( A ) ) \ A) = 0.

147. ip is bounded, {fip(n-)} is uniformly in L 1(R). Now, by

(a) Since
the translation invariance of the Lebesgue integral and the assumption on ip,
Jr / (x)ip(nx) dx = fRf(x + P/n ) ip(nx + P) dx = - fRf(x + P/n) ip(nx) dx,
Solutions 275

and, consequently, with M = sup \ip\,

i f(x)ip(nx)dx = \\ f f(x)'ip(nx)dx— Í f(x + /3/n)'ip(nx)dx

Jr 2 I JR JR

Í 1/ 0*0 —f( x + P/n)\ \tp(nx)\ dx

< v / \f(x)- f(x + P/n)\dx.
¿ Jr

The conclusion follows readily from this since integrable functions are con­
tinuous in the L 1(R) metric.

(b) First, observe that Jq ip(x) dx = Jq ip(x + (3) dx = <p(x) dx\ simi­
larly, fkp+1^ <p{x) dx = <p(x) dx for all k > 0. Let c=(3~ 1 <p(x) dx.
Then / 02/3(<p(x) — c)dx = / Q2/3 <p(x) dx — 2 Jq (p(x)dx = 0 and, similarly,
f 2kp+ 1 ^ ( p (x) — c) dx — 0 for all k > 0. Hence, changing variables, it follows
that / 22^ n1^ n(</>(n:r) — c) dx = 0 for all k, n > 0.
Next, observe that if h(x) = Ylj=iajXij(x) is a step function, then
limn fRh(x)(<p(nx) —c)dx = 0. Indeed, note that JRh(x)(ip{nx) —c)dx =
aj Si-{tf {nx) — c) dx. Now, as observed above the integral on any
subinterval of Ij of the form [2k¡3/n, 2 (k + l)/3 /n ] vanishes, so we are left
with an integral over at most two intervals containing the endpoints of
Ij, IjtL,Ij,R , say, each of length not exceeding /3 /n . Thus, with M =
supieR \<p(nx) — c|, |Jj (ip(nx) —c) dx| < 2 Mf3/n for all j and, consequently,
I Jk h(x)(tp(nx) - c) dx| < (2 M/3/n) £ i=1 |o,-|.
Now, givene > 0, let h be a step function such that \\f — h||i <
e/2M. Then, since fRf(x)(<p(nx) —c) dx — JR(f(x) - h(x)) ((p(nx) —c) dx +
Jr h(x)(<p(nx)—c) dx, we have |fRf(x)(cp(nx)-c) dx| < M fR \f{x)-h(x)\ +
|fRh(x)(<p(nx) — c)dx | = A + Bn, say. A s noted above A < e/ 2 and
Bn < (2Mfi/n) J2j=i |uj| can be made arbitrarily small provided n is suffi­
ciently large. Therefore limn fRf(x)<p(nx) dx = cfRf(x) dx.
ip satisfies (a), <p(x) = \ip(x)\ satisfies (b). In particular, ip{x) =
Now, if
sin(a;) with/3 = it will do. It then follows that limn fRf(x) sin(nx) dx = 0
and limn fRf(x) |sin(nx)| dx = (2/n) fRf(x) dx. Similar results hold for
cos(ar) and |cos(x)|.

148. (a) Follows from Problem 147(b).

(b) W e claim that the limit exists and is equal to c J) f(x) dx where
c = (2n) ~ 1 JqW(2 + sin(x))-1 dx and this follows from Problem 147(b) with
/3 = 2 n there.
276 14. Measurable and Integrable Functions

149. Recall that we say that / , <7are independent if p(f~ 1 (A)C\g~1 (B))
= p(f~ 1 (A))p(g~1 (B)) for all Borel A, B in R. Let A, B C R be Borel. Then
cos- 1 (.i4) is Borel and c o s ( /) _ 1 (A ) = / - 1 (cos- 1 (A )); similarly, sin_ 1(B ) is
Borel and sin(p)- 1(B ) = g~1 (sin~1 (B)). Then

M (/- 1 (cos- 1 (,4)) n<?_ 1 (sin_ 1 (B ))) = / i ( / _ 1 (cos_ 1 (yl)))M(p_ 1 (sin_1(5 )))»

and s o //(c o s ( / ) 1(Jl4) fl sin(^) 1(JB)) = p(cos(f) ^ A ))//(s in (< 7) 1(B )) and
cos( / ) and sin(g) are independent.

1 5 0 . First, since binary expansions may not be unique, we chose the ex­
pansion of x that has the least number of l ’s (terminating in 0’s). W e
have to prove that \f~l (A) n f ~ l{B)\ = | /^ ( A ) ! \imiB)\ for integers
n 7^ m and Borel subsets A , B c { 0, 1}. Since the subsets of { 0, 1} are
0, { 0 } , { 1 } , { 0 , 1 } , if one of A or B is 0 or { 0 ,1 } , the condition obviously
holds. So we only need to verify the condition when A and B are { 0 } or
{ 1}; suppose that they are { 0 } . W ith no loss of generality we may assume
that n < m. Now, since half of the points in [0, 1] have xn = 0 and for
the other half xn = 1, clearly | /“ 1( { 0})| = 1/ 2; similarly, |/T^ 1( { 0})| = 1/ 2.
Consider now those points in / “ 1( { 0 } ) D / “ ^ {O } ) , their expansions are
like ,x\. . . xn-i0xn+i . . . r m_i0a;m+ i . . . , so exactly 1 /4 of the points in [0,1]
have xn = 0 and xm = 0 and so, \f ~ 1( { 0 } ) n / “ 1({0})| = 1 /4 , and this gives
the conclusion in this case. A similar argument works for the other subsets
of A and B.
f(x) = J2nanXAn(x) and g(x) = E m bmXBm{x)
1 5 1 . First suppose that
An = / - 1({a n})
are simple functions. Now, since the On’s are all different,
and, similarly, Bm = 5_1( { M ) - Then fx XAnXBmdp = p(An n Bm) =
p(An) p{Bm) and, consequently,

I fgdp = ^ 2 dnbm / XAnXBm d(¿ = ^ 2 a>nbm/J.(An) p(Bm)

^ n,m X n,m

£ a n//( A n) 'y 1 bmp(Bm) = ^ J fdfij ^ J gdpj.

In the general case we first prove that / and g can be approximated

by independent simple functions. First, —M
< f < M , say, and given
e > 0, let An = / - 1 ([—M + ne, —M + (n + l) e )) , an = —M + ne,
and put p(x) = E n anXAn(x )'i n° t e that since the A n’s are empty
whenever n < 0 or n > 2 M/e, the sum defining <p has finitely many
summands and |f( x) - <p(x)\ < e, x G X. Similarly, for g let Bm =
9 ~x{[—M' + me, —M' + (m + l)e)),bm = - M ' + me,ip(x) = Y,mhrnXBm(x),
and |p(x) — ip(x)\ < e for x G X. Now, by independence p(An fl Bm) =
g,(An)iJ,(Bm) for all n, m , and as noted above, fx pip dp = (fx p dp) (fx ipdp).
Solutions 277

Finally, since

x Jx Jx Jx
and

\Jx Jx ) Jx \Jx J \Jx

it readily follows that

Jx \Jx / \Jx J Jx Jx

= h + h + h + hy

say. First, note that |/i| < Jx\f-<P\ \d\dfi< eM*¡i(X) and, similarly, I/ 2I <
eMfjb(X). Next, observe that IJ3I < Jx \cp— f\ fx \ij)\dfi < eM'fj,(X)2
and, similarly, |J4I < e Mn(X)2. Finally, |fx fg dfi - Jx f dpt fx g dfi\ <
e(Mfj,(X) + M'¡jl(X) + Mpi(X)2 + M'/j,(X)2), which can be made arbitrarily
small with e and the conclusion follows.

1 5 2 . W e begin by examining the ipn more closely; <pi is alternatively

1 and —1 on the 10 intervals that comprise [0,1] and the same is true for
any interval of the form [&, k + 1] where k is an integer, positive or negative.
Thus \ipi{x)\ = 1 for all x and J^N <pi(x) dx = 0 for all N > 1. Now, <p2 (x)
alternates its values between 1 and —1 in each of the intervals of constancy of

for all IV > 1. A similar situation occurs for all n ^ m. In other words, if n <
m, say, <pn is constant on the intervals ipm, changes signs and, consequently,
J-N Vnirf'Pmix) dx = 0 for all N > 1.
To proceed with the proof let g be a bounded function with support
in [- N , N ] for someN. Now, since ||<pn||2 = (27V)1/ 2 on any L2 ([-N,N}),
{{2N)~l/ 2 ipn} is an ON set in L2 ([—N, N]) and by Bessel’s inequality

Therefore limn |J^N g(x)(pn(x) dx\ = 0.

278 14. Measurable and Integrable Functions

Now let /€ L 1(R ); since compactly supported bounded functions are

dense in L 1(M), given e > 0, there exists one such function g, say, with
support contained in [—TV, N] for some N and ||/ — 3 ||i < e. It then follows
that limsupn |/ R f(x)<pn(x) dx\ < ||/ - p||i + limsupn |J^N g(x)<pn(x) dx\
< e and since e is arbitrary, limsupn |/ K f(x)<pn(x) dx\ = 0.
1 5 4 . Since f(x) = Y n 2- n X[rnii](a:), by the M C T we have that ff f(x) dx
= Y n 2_n frn dx = Y n 2_ n ( l — i'n), and we can say no more.
1 5 5 . W ith 4>{x) = |ic| the expression under the integral becomes
<f>{l + hf(x)) -<¿>(1) f M
hf{x) }{Xh
and tends to </>'(1) f(x) — f(x) at each x where f(x) assumes a finite value,
which is \i-a.e. Also, since
||l + a|-|l|| |a|
|a| - |a| ’
the integrand is dominated by |/(x)| e Ll{X) and so by the L D C T the limit
can be taken under the integral sign and L = Jx f dpi.

156. (a) For the sake of argument suppose that n(x) = 1 for all x €
X. Then the An are pairwise disjoint and oo = Yk = M(Ufc -''U) ^
pi{X) < oo, which is not the case.
(b) Observe that oo = Y k » ( Ak) = Yk fx X A k dg < fx Yk X A k dg <
(supxeX n(x))ir(X).
F = lim supn An\by Problem 2.105, pi(F) > e > 0. Let x G F ;
(c) Let
then x 6 U nAn and so x € Ani for some n\. But then x € U ^ = m + i An an<^
so x G An2 for some n,2 > n\. Continuing this way, x belongs to infinitely
many A n’s.

157. Note that iff(x) = X)m =i XAm{x)i then f(x) > k pi-a.e. Then
integrating, k < Jx f d/j, = Ym= i M A n ) and, therefore, n(Am) > k/n for
some 1 < m < n.
Yn=iXA„\ then Yn=i ^ (^ n ) > V^. Observe that since
1 5 9 . Let / =
fAc f dpi < aNg(Ac), it readily follows that fAfdpb = Jx / dpi —fAc fdpi>
r)N —aN(l —pi(A)) = N(r] —a) + aNpi(A). Now, since fAf dpi < Npi(A),
we have N(rj —a) + aNpi(A) < NpL(A), or {g —a) < (1 — a)/j.(A), hence the
conclusion.

Jj f(x) xn dx = 0 for all n. Indeed, with po we

1 6 0 . First, by induction,
get that the integral of / vanishes, with pi that the integral of xf(x) is 0,
and so on. Now, since continuous functions on I are the uniform limits of
polynomials, by the L D C T Jj f(x)h(x) dx = 0 for every continuous function
h on I. For the sake of argument suppose that |{x € / : f(x) / 0}| > 0 ; then,
Solutions 279

by considering —/ if necessary, we may assume that A = {x € I : f(x) > 0 }

has positive measure. Let { hn} be continuous functions that converge to
X a in passing to a subsequence if necessary we may assume that
hn —> xa a.e. in I. Now, since xa is bounded, by truncating if needed we
may assume that {hn} converges to xa boundedly and, consequently, by the
L D C T , fj f(x)xA{%) dx = limn fj f(x)hn(x) dx = 0, which cannot happen
unless / = 0 a.e. on A.

161. Recall that the Haar functions on [0,1] are ho = 1,

(on/2 T c rkzl k- 1/2X
" j ^ c l 2n ’ 2n / ’
V fc = < - 2n/2, * € [ ^ ,^ ) ,
0, elsewhere.

Now define Hj(x) = |/| ( x /L — XIr )-, I dyadic, with right and left halves
Ir and II, respectively. This is an ONS.
Write a dyadic interval J = J l U J r , where J r is the left half of J and
J r is the right half of J. First, observe that if

dx = c and Hj(x)<p{x) dx = 0 ,
V\ L
then
1
c.
I^l I

Consider Hi where I = [0,1]. Then, if Jj0 q <p(x) dx = c, it read­

ily follows that 2 Jj0)1/ 2] V>(®) dx = 2 = a Further subdi­
viding the new dyadic intervals that we obtained at each step we have
2” I[k/2n,k+i/2n] V(x) dx = c whenever [k/2n, k -I- l / 2 n] C [0,1].
Next, we extend the integral of (p outside [0,1]. For this purpose we
choose k = —1, n = 0, and observe that

J h-\fi{x)(p{x) dx = 1
2 dx = 0 .

Therefore Jj12j tp(x) dx = Jj0]1] <p(x) dx = c. Thus, dividing <p(x) dx as

before we get

■k k + 1
2n f ip(x) dx = C whenever <= [1.2].
J[k/2n,(k+l)/2n] _2n ’ 2n
Continuing to extend and then subdividing the resulting intervals we have

k k+ 1
2n [ (p(x) dx = C for C [0, o o ) .
J[k/2n,(k+l)/2n] 2n ’ 2n
280 14. Measurable and Integrable Functions

Now, for each i > 0 w e pick dyadic intervals I that contain x, |/| —»•0 , and
apply the Lebesgue differentiation theorem to obtain for almost all x,

<p(x) = lim f <p(y) dy =

|f|-+o |l| Ji

Similarly, if J j_i>0] vK®) dx = d, <p(x) = d for almost all x € (—o o , 0). There­
fore <p(x) = d x ( - o o , 0 ) ( x ) + c X ( 0 ,o o ) ( * ) a.e. in M .

1 6 2 . First, since |$(a »®)i ^ i a — 1|max(<p(a:), <p(ax)) for a ^ 1, it follows

that fR+ |$(a, x)\dx< |a— 1|/ 0°° max.(ip(x), <p(ax)) dx < oo and $ ( a , x) is in­
tegrable. Let 1(a) = / 0°° $(a,x)dx. Now, <f>(a, x) is differentiable as a func­
tion of a with derivative $ a(a, x) = f (ox) and, since for each e > 0 we have
\f(ax)\ < <y(ex) for all x and a > e and / 0°° <p(ex) dx = e _1 / 0°° <p(x) dx <
oo, by the L D C T we can differentiate under the integral sign and 1(a) is dif­
ferentiable on (e, oo) with derivative I 1 (a) = / 0°° f(ax) dx = a -1 / 0°° f'(x) dx
= a_ 1(/( o o ) — /( 0 ) ) . Finally, since 7(1) = 0 we conclude that 1(a) =
1(a) - 1(1) = (/( o o ) - / ( 0 ) ) / “ (1 /y ) dy = (/( o o ) - /( 0 ) ) l n ( a ) . This result
is known as Frullani’s formula.

1 6 3 . Necessity first. Given t > 0, observe that

1 f(x + 1 )
ds > t
/( * ) №
and, since the left-hand side above goes to 0 as x —¥ oo, so does the right-
hand side.
Sufficiency next. For the sake of argument suppose that for some t > 0,
there exist 77 > 0 and xn 00 such that f(xn + 1 ) > r]f(xn) for all n. Then
/ i nn+t f ( s) d s > t f(xn + t) >tri f(xn), and, consequently,

1 f°°
lim s u p - 77—r / f (s ) d s> t r )> 0 ,
I-K30 j(x) Jx

which is not the case.

A e M verifies A(^4) > v(A). Then |A(j4) —

1 6 5 . First, suppose that
v(A)\ = A(^4) — v(A) = fA(f — g) dy, and since Jx (f —g)dy = 0 it follows
that

A(A) - u(A) = ( 1/ 2) ( j (f - g) dy + J (g - / ) dy)

< (1/ 2) { J \f - g \ d y + J \g- /1 dy )

= ( 1/ 2) f \f-g\dy.
Jx
Solutions 281

The case A(A) < u(A) is similar and, consequently,

\X(A)-u(A)\ < (1 /2 ) f \f-g\dn for all A6 M

Jx
and so ||A - v\\ < ( 1/ 2) fx |/ - g\ dfj,.
A s for the reverse inequality, consider the measurable sets A+ — { / > g}
and A~ = { / < g} = (A + )c. Then

í \f~
Jx
9 \df¿= í
J a+
(f-g)d /i+
J a-
(g — f) dfj [
= A (A + ) - u(A+) + v(A~) - A(A - ) = 2(A (A + ) - z/(A + )).

Thus ( 1/ 2) fx |/ — g\ dfj = A (A + ) — i'(A+) < ||A — v\\ and equality holds.

xn -A x~ and y„
1 6 6 . First, independently of x + , l i m ^ . ^ - X(o,x„]f
= X(o,x)f and limJ/n_>x+ X(o,yn]f = X(o,x)f- Furthermore, both of these se­
quences are pointwise majorized in absolute value by the integrable function
|/| and so by the L D C T ,

I(x+) - I ( x ~ ) = lim X(o,yn]f d/J, - lim X(o,xn]fdfJ

V n - + X + JWL X n ^ X - J ]R

= / X(0,x)fdn- / X(o,x)f dfj) - / X{x}fdn=f{x)ii({x}).

Jr Jr Jr
Therefore, if fj({x}) = 0, then I(x+) — I(x~) = 0 and I(x) is continuous
at x.

1 6 8 . For each j, let

rij be an increasing sequence such that Yf£Lnj+i <
A / 22j. Define fjn = 2J for rtj < n < rij+\. Then fjn -¥ oo as n —>•oo and

oo nj + l OO 71j + 1

y ! l^n — An Mn = An
n j = 0 n=n¿+l j=0 n=rij+l
oo » oo

j =o j =o

1 6 9 . W e use the conventions that ln( 0) = —oo and

Jx gdfi = —oo mean
that fx g+d/j. < oo and fx g~ dfj = oo. First, by calculus ln(x) < (x - 1)
for x > 0, and so fx l n ( /) dfj < Jx (f — 1)d/i < oo. Thus fx l n ( /) dfj is
finite or —oo. In the latter case the inequality holds trivially. In the former
case { / (x) = 0} has measure 0 and so modifying / on a set of measure 0 we
may assume that / is everywhere positive. Finally, by Jensen’s inequality
exP(fx ln( / ) d/*) — fx e*n^ dfj, = fx f dfj and the conclusion follows by
taking In on both sides.
282 14. Measurable and Integrable Functions

170. Note that since <p(x) is finite a.e.,

\G(t) - G(s)| < f ||¥>(a;) - t\ - \ip(x) - s\ \dx < \t - s\

J[ o,i]
and G is uniformly continuous on M.
Next, for t € R and h^O,
G(t + h) —G(t) f 1 | y ( a ) - t - ^ | - | y > ( g ) - t | dx_
h Jo h
Let {hn} be a strictly positive sequence decreasing to 0. Then, for x € [0,1],
\v{x) - t - h n|- |<p{x) - t\ y M ................... M
■ Xfa>(a:),oo) W X(—co,<p(x))(t)
ff'n
as n —> oo. Now, since \<p{x) —t — hn\ — \<p(x) — 1| < hn, by the L D C T , G
has a right-hand derivative at t equal to \{<p < i}| — |{<p > f}|; similarly, G
has a left-hand derivative at t equal to |{</? < i}| — \{<p > i}|- Therefore G
is differentiable at t iff \{ip = t}| = 0.
 Chapter 15

L P Spaces

Solutions

1. Yes. X = [0,1] and put / = xv — Xi\v where V is a Vitali

Let
Lebesgue nonmeasurable subset of I. Then / 2 = xi is measurable with
finite integral but since / is not measurable, / ^ L2(X).

4. (a) Since for a > 0

m ax(—a, A), A < 0,

ii(A ) =
min(a, A), A > 0,

is continuous, fn = Tn o f is measurable. Now, since LP{X) functions are

fn are measurable functions that tend to /
finite /x-a.e., the a.e. Moreover,
\fn(x)\p < \f{x)\p G Ll(X) and the convergence assertion follows from the
LDCT.

(b) Since |/n+i(x)| > \fn(x)\, {|/n|} is nondecreasing. Therefore, if

/ i V (X), ||/„||? > / {WSll) \f\pd f i - > o o a s n —> oo and the M C T applied
t ° {| /lpX{|/|<n}} gives the conclusion in this case.

5 . (a) implies (b) Since 2npXAn(x) < If ( x)\pXAn(x), summing over an

arbitrary finite F C Z and integrating, J2neF 2npn{An) < fx lflpd/n. Thus
taking the sup over F, Ip = T,n=-oo 2” p v(An) < fx \f\pdV-
6 . First, \\f\\p = p f 01 AP" V ( { I / I > A } ) d A + p / 1°° Ap - 1/i({|/| > A })d A =
I + J, say. Next, note that I = p £ n J$ + 1 Ap~ V ( { | / l > A }) d\ = £ n In,
say. To estimate the In observe that since > A }) decreases, In
is bounded below by (n-p - (n + 1) _P) M { | /I > 1/n } ) and above by
(n~p — (n + l ) - p ) //({|/| > l / ( n + 1 )}). Now, by calculus

( 1 - - ....1 — ') n > 1,

\nP
nP (n
(n+ + ll)pj
) p/ nP+ 1 ’

283
284 15. LP Spaces

and so p / q Xp V ( { | / l > A })d A = E n 7« ~ E nn (p+1V ( { l / l > 1/ n } ) and

the conclusion follows for this term. The proof for J is similar.
Note that when p(X) < oo, I < p(X) is automatically finite and, there­
fore, / E LP(X) iff E n nP" V ( ( l / l > n } ) < oo• Along similar lines, when
0 < p < oo and p(X) < oo, / E LP(X) iff

Y y - 1 lnp(n)/z({|/| > n ln (n )}) < oo.

8 . Since f(x ) ~ x a near the origin and f(x) ~ x &at infinity we need
ap < 1 and ftp > 1, or < p < a -1 .
9 . First, (a). By symmetry we may restrict ourselves to the first quad­
rant. Let A = /J /J fo(xi+X 2 + x.})~pdxidx2 dx3 . The change of variables
x\ = u,X2 = f 1/ 2, £3 = w1 /3 with Jacobian J = 6- 1u- 1/ 2to- 2 / 3, followed by
passing to spherical coordinates transforms the integral into

A - f ' f ' f 1- 1 dwdvdu

Jo Jo Jo (u2 + v 2 + w2)p ôu1/ 2^ 2/ 3
r /2 j "^/2 f 1 p2 sin 4>
dpdOd<j>
Jo Jo Jo Qp2p(p sin (f>sin 0)1^2(p cos <f>)2/3
5 /6 —2p
= i ( r s = f » ') ( n 3 iS»)(i dp) .

The integrals involving 0 (since sin 0 ~ 6 near 0 ) and <j>(since cos <f>~ 1 —4>2/2
near 7r / 2) are finite. So the finiteness of A depends on the integral with
respect to p and this integral is finite iff 5 /6 — 2p > —1, or 0 < p < 1 1/1 2 .
A similar reasoning applies to (b) except that now we must consider
lim ^ o o p5/ 6-2P dp, which is finite iff 5 /6 — 2p < —1, or p > 1 1/1 2 .
lO - /{|a;|<l} (1 — \x \)Pdx = E felo / { l - 2- * < M < l - 2-(fc+1)} (■*■ “ 1*1)Pdx =
E fclo Iki say. Now, on each Ik we have 2_ (fc+1)p < ( l — |x|)p < 2~kp.
Furthermore,

|{1 - 2 ~k < |a:| < 1 - 2- ( fc+1)}|

= cn( ( l - 2-< fc+1))n - (1 - 2 ~k)n) ~ Cnn2 ~k (1 - 2 - k)n~x ~ 2 ~k,

Ik ~ 2 ~k2 ~kp ~ 2 ~k(1+p\ Therefore Efe^fc < oo iff

and, consequently,
1 + p > 0, or p > —1. Note that the range of p is independent of the
dimension n.

11. For / apply an argument similar to the proof of Problem 7 with

<p(|x|) = |x|- a ln7 (l/|x|)x{|a;|<i}(x); since Efc 2-*(»»-ap)fcTP < oo whenap <
n, / is in L p(Rn) ifp <n/a. In particular, if a = 0, ln(x) E IP([0 ,1]) for 0 <
p < oo. As for g, consider the function <p(|x|) = |x|_ a ln_ 7 (l/|x|)x{|x|<i}(®)-
Solutions 285

Since ]TV 2 k(n ap^k 7P < oo when p < n/a or p < n/a and p > 1/ 7 ,
5 G LP(Mn) for those p.
12. For / apply an argument similar to the proof of Problem 7 with
<p(\x\) = \x\~P ln7(|a;|)x{|x|>i}(x).
1 3. In the setting of the Lebesgue measure on Rn consider the function
f{x) = |®|-n/i»(ln- 2/ p(l/|x|)x{|*|<i} + ln_ 2/p (|x|)x{ |1|>1}). Then by Prob­
lems 11 and 12, / € L p(Kn) and / ^ Lq{R n) for 0 < q < 00, q ^ p.

1 4 . Since |/|p G L 1 the conclusion follows from Problem 4.73.

15. For 0 < p < q. Note that / may fail to be in Lq(X ) as the
function f(x) = —1 + 1 /x 1/ 9 in [0,1] shows. In this case | {/ > i}| =
\{x < 1/(1 + t)q}\ = 1 /(1 + t)q < 1 /(1 + tq) but f £ Lq([0 ,1 ]).
1 7 . Observe that

11/ 11? = / If\pdp+ [ \f\pdp

< A p / i ( { | / l < A } ) + ||/| | ?M ({| /l> A })1- p/«

The conclusion follows from the concavity of tJ!p.

Ak,n = f ~ 1 {[k/2n, (k-| -l)/2 n)), n > 1, and k = 0 , . . . ,2 n — 1. For
1 8 . Let
n > 1, let fn{%) = YJk=p 1 k2 4~nXAk<n(x)', {fn} is a sequence of nonnegative
measurable functions that increase to / 2 for all x G [0,1]. Furthermore,
r 2n—1 , 2 2n(2n _ !) ( 2 n+i - 1)
6 • 8n

and so by the M C T ,
2n(2n _ !)(2n+l _ 1) 1
= lim
n 6 •8n 3 ‘

19. A = { / > 0 } and B = { / < 0 }. Then for 0 < t < e, e4^ 3^ =

(a) Let
etf^XA(x) + e ^ ^ X B i x ) , and so Jx e4^ dp < fA e4^ dp + fB e-4 ^ dp <
fx dp + Jx dp < 00. A similar result holds for —e < t < 0, and,
consequently, Jx e4^l dp < 00 for |i| < e. In particular, when t > 0, e4^ <
00 p-a.e. and so |/| < 00 p-a.e. Therefore the series defining e4^ is finite
p-a.e. and by the M C T it can be integrated termwise and we have

E n * ‘ f 1 /1 * 4 * = / e,|/l4 « < 00 .
k=0 kl Jx Jx
Hence / G Lk(X) for all integers k and by Holder’s inequality / G LP{X)
for all 0 < p < 00. The function f(x) = ln(l/|rc|) in [0,1], 0 < e < 1, shows
that / is not necessarily bounded.
286 15. LP Spaces

(b) Taking the limit under the integral sign,

f ghf{x) — 1 p
Mf(t) = l i m ----------------dp(x) = Jx f(x) eVW d^ x ) .

The proof for higher order derivatives proceeds by induction, M k(t) =

fx f ke*f d^ ^ by the L D C T , lim t^ 0 M$(t) = fx f(x)kdp{x).
20 . (b) Suppose first that / is continuous. Then for all x € [0, 1],
limn irnf(x) = f(x) and |7rn/(x)|P < H /y ^ < oo, and so by the L D C T ,
limn 7rn( / ) = / in IP (I). In the general case, given e > 0, let g be a
continuous function such that ||/ - g\\p < e. Then by (a), ||/ - 7rn(/)||p <
11/ ~ 5llp + Hi? — *n(g)\\p + l k n ( / — <?)||p < 2e + ||<7 — 7Tn(5)||p, and since g is
continuous ||<7— 7rn(5 )||p < e for sufficiently large n.

21 . First, by Minkowski’s inequality and the translation invariance of

the Lebesgue measure, ||$fc||p < fRn l/fc(y)l h{--y)\\Pdy < c\\g\\p for all k.
Next, since the fk have integral r),

V9(x) - 9k(x) = / fk(y)(g(x)-g(x-y))dy

JRn
and by Minkowski’s inequality,

\\V9-9k\\P < [ \fk{y)\\\g(-)-9 (--y)\\pdy.

JR«
Now, since Lp(M.n) functions are continuous in the IP metric, given e > 0,
let k be large enough so that \\g(-) - g(- - y)\\p < e for \y\ < 1/k. Then for
those k, ||g - gk\\P < e / B(0>1/fc) |/*(y)| dy < ec.
For example, for tj > 0, in R n one may consider fk{x) = 9 knX[o,i/k\n(x)i
k € N . As for rj = 0, f k{x) = kn [—X[—i/*,o)n(®) + X[o,i/*]»(*)]i k e N, will
do.

22 . The limit is ||/||p. Suppose first that / is continuous. Then by

elementary properties of the Riemann integral, which coincides with the
Lebesgue integral since / is continuous, there are xn>k £ [k/n,(k + 1) /n )
such that

n —1
1
nV 1 S ( / /0?) dv f n
/ ( x n,k)P i
k= 0 VJ[k/n,{k+l)/n) ' fc=0
and, consequently, the limit in question is

lim
n (il E /w ) 1/P=(/ dy)1,P■
Solutions 287

Next, given / G LP(I), let g be continuous with ||/ — g\\p < e /3 . Then,
since |||an ||#> - H&nl^l < ||an - bn\\eP, we get

f ( v ) d v ) T) 1,r
V t^0 XJ\k/n,(k+l)/n) ' '
n —1
p\ 1/pi
_ (n P l S ( / 9 (y)dyY )
V rTq
Í V7 [fe /n ifc +
•/[fc/n,(A lV n )
:+l)/n) 7 7

V ^ Vj { k / n , ( k + l ) / n ) 7 >

which by Holder’s inequality is dominated by

C U Í \ f ( y ) ~ 9(y)\pdy) /P= ( / \ f - 9\pd y V /P < e / 3 .

Also, |||/||p — H^llp | < 11/ — g\\p < e /3 . The conclusion follows by
combining these estimates.

2 4 . Since M = V(X) all functions / on X, which are given by the two

values / ( o ) , / ( 6), are measurable. Now, since ¿ /({ 6}) = oo, U’(X) = { / :
|/(a)| < o o ,/(& ) = 0 } for 1 < p < oo and ||/||p = |/(a)|. Furthermore,
since there are no nontrivial subsets of X of measure 0, L°°(X) consists of
everywhere bounded functions; that is, / G L°°(X) iff |/(o)|, | /( 6)| < oo,
and so L°°(X ) is isomorphic to R 2 endowed with the sup norm.
As for the linear functionals L o n LP(X), 1 < p < oo, they are given by
L(f) = A / ( a ) for some real A and ||L|| = |A|. W hen 1 < p < oo, pick g with
g(a) = A; then L ( / ) = Jx fgdp, and ||L|| = ||i/||g, l / p + \ / q = 1.
On the other handyL°°(X) contains properly the dual of Ll{X). Indeed,
since Lx(X) is isomorphic to R its dual is 1-dimensional but L°°(X) is
isomorphic to R 2 with the sup norm. Actually, the dual of Ll(X) is given
by a quotient space of L°°(X) under the equivalence relation / ~ g whenever
f{a)=g(a).
It may be the case that p({a}) = p({b}) = oo; then Lx(X) is the trivial
space and L°°(X ) still is R 2. Or p({a}) = 0 and p({b}) = oo. Then,
although / ( a ) is still arbitrary, { a } has measure 0 and so the only integrable
function is the 0 function and the dual is { 0 } . As for L°°(X), it is still the
same; because of the /x-a.e. equivalence it consists of an arbitrary value g(a)
and so the equivalence class is independent of the value of g(b).

LP(X) verifies
2 5 . Not always. In the setting of Problem 24 any / G
f(b) = 0, and so if g is given by g(a) = 1 and g(b) = oo, then fg G
288 15. IP Spaces

IP(X) whenever / 6 IP{X) yet g £ L°°(X). The situation is different if

p is semifinite. For the sake of argument suppose that g ^ L°°(X). Then
( M > 2 n} has positive measure for all n and since {\g\ > 2n} = |JfcLn{ 2fe <
|pr| < 2 k+1}, there exists a sequence nk - » oo such that if Bk = { 2nfc <
M < 2nfc+1} , then p{Bk) > 0. If p(Bk) < oo, let Ak = Bk, otherwise let
Ak C Bk have positive finite measure; the Ak are pairwise disjoint. Now
put f(x) = E fe 2“ nfcM(^fe)_ 1/p XAfc(a:). Then ||/||£ = £ fc2 _nfeP < 00 and
fx \f9 \pdA* = E fe Z ^ M A k ) - 1 fAk lg\pdp > ¿ f e 1 = oo, which is not the
case. Hence g € L°°(X).
W e claim that S = sup{ \\fg\\p : \\f\\p = 1} = ||p||oo- First, since \\fg\\p <
IIp IIoo oo* To see that there is equality let Bn — ^ Halloo
1/ n } ; by the definition of the L°° norm, p(Bn) > 0 for all n. If p(Bn) < oo,
let An = Bn\ otherwise, there exists An c Bn with 0 < p(An) < oo.
Now put fn(x) = p{An)~llpxau{x)\ note that ||/n ||p = 1 for all n. Then
lb/n||p = p{An)~l fAn \g\pdii > ( Halloo - l / « ) p for all n and so S > ||^||oo-
26. First, necessity. For the sake of argument suppose that X contains
a subset A with p{A) = oo such that all its subsets have measure 0 or oo;
clearly xa ^ IP(X). Now, if g £ Lg(X), B = {g ^ 0 } is cr-finite and so
g(A D B) = 0 . Hence q x a = 0 /i-a.e. and is therefore integrable. Thus
X a € IP(X), which is not the case.
X
Next, sufficiency. W e first prove that if a measurable function / on
Lq(X) function is
with { / ^ 0 } cr-finite is such that its product with every
integrable, then independent of any condition on p, f € IP(X). Indeed, let
{ /n } be bounded functions vanishing outside a set of finite measure such that
{|/n|p} increases monotonically to |/|p. Thefn determine bounded linear
functionalsLn on Lq(X), say, given by Ln(g) = Jx f ng dp, g € Lq(X), with
norm ||L„|| = H/nllp. Now, for any g <E Lq(X), \Ln(g)\ < Jx \fg\dp < oo
because |/n | < |/| and fg is integrable by assumption, and so {Ln(g)}
is bounded. Therefore by the uniform boundedness principle {||I'n||} is
bounded and, consequently, fx |/n |p dp < M, say, and since {| /n|p} increases
to |/|p, by the M C T fx \f\pdp < M < oo.
Lq(X)
Next, we claim that if / is any function whose product with every
An = {|/| > 1/ n } ,
function is integrable, then { / ^ 0 } is cr-finite. In fact, let
n = 1, 2, . . . , and for the sake of argument suppose that p(An) = oo for
some n. Then by Problem 2.79(b), An contains a cr-finite subset B such
that p(B) = oo. Now, fxB satisfies the condition of the above paragraph
and so belongs to IP{X), but this cannot happen since |/| > 1 /n on B and
p(B) = oo.
Finally note that not all measures that satisfy the condition axe cr-finite:
If X is an uncountable set we assign to every finite subset of X a measure
Solutions 289

equal to the number of points in that set and to all the other sets we assign
the measure oo.

2 8 . The statement is true when p < oo. The situation is different for
p = oo. Let f = x R and denote by B(f, 1) the ball in L °°(R ) centered at / of
radius 1. Now, if g e B(f, 1), then | l-p ( x ) | = \f(x)-g(x)\ < ||/-p||oo < 1
a.e. and, therefore, g(x) > 0 a.e. Thus g G T and / is an interior point of
T.
2 9 . First, necessity. For the sake of argument suppose that

limsup |^(i)|V |i|p = °o

|t|—^OO

and let |ffc| —> oo be such that \(p(tk)\q > 2 k \tk\p. Let {Ah} be pairwise dis­
joint measurable subsets of X with p(X)/2k+1 \tk\p < p(Ak) < p(X)/2k\tk\p
and f{x) = Yk tkXAk(x ). Then |/(x)|p = Yk M pXAfc(x ) and, consequently,
Jx \f\pdp < p(X) Y M p/2k\tk\p < /¿(X) < oo. Now, \<p(f)\q = \<p(tk)\q
> 2k\tk\p on Ak- Moreover, since p(Ak) > p(X)/2k+1 \tk\p it follows that
M f ) \ \ i > Y k ^ h \ p/ 2 k+1 \tk\p = oo.
A s for sufficiency, since q> is continuous there is a constant K > 0 such
that \<p(t)\q < K{ 1 + |i|)p for all t G R. Thus, if / G L?{X), <p(f) € Lq{X).
k > 0 , 2 ~kr—2_ (fc+1)r = c 2 ~kr
3 1 . Sufficiency holds. First, note that for
where c = (1 - 2~r). Then I = c Y t= o(2~kr ~ 2_(fc+1)r) / {|/|< 2fc} \f\qdp =

YkLo 2 kr /{| /| < 2*»} \f\qdp - Yk 2~kr \f\qdp = /{|/|<i> \f\qdp> +

Y k 2~kr / { 2fc-1<|/|<2fc} \f\qdn, which in turn is bounded by \f\pdp+
Yk 2 ~kr 2 k(q~p') / { 2fc-i< |/|<2fc} l/|p dp, which, since q - p = r, is equal to
c 11/11?.
To see that necessity does not hold let f(x) = x _ 1/ pX[i,oo)(x). Then,
since / G L «(R ), for q > p, YT=o2~kr /{| /| < 2*=} l / N / * ^ 11/11«E f c l o 2~kr <
oo for all r > 0 yet / ^ L ^ R ) .

3 2 . (a) iff (b) Since \f\p G Ll{X) it follows from Problem 4.52.
(a) iff (c) First, since ot > 1, £ n>J? n~a ~ all V > 0. Now, the series
in (c) can be writtenfx |/|7(£ | /| i/ 0< n n _ a ) dp ~ fx |/|'y(|/|1//3) 1_0E ¿A* ~
fx |f\pdp and the equivalence follows.
33. (a) By the translation invariance of the Lebesgue integral ry is
bounded in Lp(Rn) with norm 1.

(b) Since |/ Rn |rhf{x) - f(x)\pip(x) dx\ < ||<p||oo / R» Irhf(x) - f(x)\pdx

we may assume that <p = 1 . First, suppose that / is compactly supported
and continuous; then lim ^i^o supieRn | /(x + h) — /(x )| = 0 a.e. and / is
uniformly continuous, which by the L D C T gives the desired result. Now,
for arbitrary / , given e > 0, let g be a continuous function with support in
290 15. LP Spaces

B( 0, R), say, such that ||/—g\\p < e and let 0 < J < 1 be such that, if |/i| < Ô,
||g - Thg\\oo < e / ( l + R)n/p. Moreover, since supp(g - Thg) C -6(0, R + 1)
it follows that fRn \g(x) - rhg(x)\p dx < ||y - Thg\\lo\B(0, R + 1)| < £p. Also
fRn |rhf(x) - rhg(x)\Pdx < ||/ - g\\l < £p. Thus, if |fe| < <5, \\rhf - f\\p <
I K / - rhg\\P + |\Thg - g\\v + ||y - /||p < 3e.
(c) Observe that if g G IP(MP) has compact support, ryg and g have
disjoint supports for |y| sufficiently large and so by the translation invariance
of the Lebesgue integral \\ryg — g\\p = 2||g||p. Now, given / € LP(Mn) and
e > 0, let g be compactly supported and satisfy ||/ — g\\p < s. Then
I II7? / / —/U p - Ilrÿ 5—5Üp I < \\(Tyf-f)-(ryg-g)\\P < ||t3/ (/-5')| | p + | | /-5| I p <
2e. Finally, let |y| be large enough so that \\ryg —g\\p = 21/ p||p||p. Then
I \\Tyf - f ||P - 2 1/ p||/||p 1 = 1 1 1 ^ / - / ||p- 2 1/ p||/||p - ||Tyg -g\\p+ 2l/r\\g\\p | <
11 \rv f ~ f\\p ~ ||ryg - g\\p\+ 2x/ p |||5 ||p - ||/||p| < 2 e + 21/ p£, which implies
that lim|pKoo ||Tyf - /||p = 21/ p||/||p.
A s for the weak convergence, fixip G Lq(Rn); we claim that for com­
pactly supported g G Lp(Rn), limip^oo fRn Tyg(x)ip(x) dx = 0. First, given
e > 0, there exists a ball B = B(0,R) such that JBc \ip(x)\qdx < eq. Sup­
pose supp(<7) c 5 ( 0 , M) and note that if |æ| < M and \y\ > M + R, then
\x —y\> |î/| — |æ| > R. Therefore

since £ is arbitrary it follows that limip^oo fRn Tyg(x)'ip(x) dx = 0. Next, for

arbitrary / € IP(Mn), let {gk} be compactly supported functions such that
11/ — Sfcllp ~^ 0. Then

where the second summand goes to 0 with |y| and, by Holder’s inequality
and the translation invariance of the Lebesgue integral, the first summand
goes to 0 as k —> 00 uniformly in y. Therefore the limit is 0. Now, since
the expression converges weakly to 0, the strong limit, if it exists, must be
0 but this is not possible since ||rp/||p = ||/||p.
34. T is bounded since a sequence { / n} such that ||/n ||p —> 00 has
no convergent subsequence. For the sake of argument suppose there exist
£ > 0, { / „ } C T, and \hn\-»• 0 such that \\Thnfn-fn\\P > £ for all n. Passing
to a subsequence if necessary we may assume that { / n} converges to some
Solutions 291

/ € L*»(Rn) in LP(Rn). Then

Thnf - f = (ThJ - Thnfn) + (Thnf n - fn) + (fn - / )

where

~ Thnfn\\p = Ihn ||/ - /„||p = 0.

lim Ikhnf
n n
Thus, since \\Thnfn — fn\ \p > £, it follows that, contrary to Problem 33(b),
lim infn \\Thnf —/||p > e.
35. First, necessity. Note that with M = Wk-Lp(X) norm of / ,
p({x G A : |/(m)| > A}) < m in (M pA- p , p(A)) and, consequently fA \f\r dp
< r / 0°° m in (M pA_p, p(A)) Ar_1 d\ < p(A) r f + M p(r/p —r) r)~p+r for rj > 0.
Minimizing, or picking rj so that the summands are equal, it follows that
7j ~ p(A)~1^p, which gives the desired estimate.
Next, sufficiency. Given A > 0, let A C { |/| > A} with p(A) <
oo. By Chebychev’s inequality and assumption, Arp(A) < <
M p(A)l~r/p. \pp(A) < Mp!T for all A c {|/| > A}
Thus, clearing out,
with finite measure. Since p is u-finite there is a sequence {Xn} of sets with
finite measure that increases to X and so {x G Xn : |/(a:)| > A} increases to
{x G X : |/(z)| > A}. By the above argument APp({x G X n : |/(x)| > A}) <
Mp/T and by continuity from below, \pp({x G X : |/(a:)| > A }) < M p/V.
Hence / G Wk-LP(X).

The estimate does not imply that / G 1 / ( 1 ) . Indeed, with 1 = r < p,

let X = E , f(x) = |a;|- 1 / p. Then, if |A| = o it is clear that fA f(x)dx <
f [ —a /2,a /2] f( X) ^X ~ ^ ^ut / ^ LP(\0, 1]).
36. (a) First, suppose that / is bounded. Then with q the conjugate to
Pi ^ ( { 1/1 > ^ } ) 1//? ^ \\f\$q/Xp/ q and so
POO
II/11? = PJ0 A” ' 1 « ( { | /l > A }) 1* V ( { I /I > A })1'« dX

< V ll/lll7’ / ” Ap-1 A~p/V ( { l / I > A })1'«’ dX.

Jo
Hence, since p and q are conjugate and ||/||p < oo, ||/||p < C p A p ( f ) . For an
arbitrary / G L?(X), let fn = fx{\f\<n}i fn is a bounded LP(X) function
and so H/nllp < Cp Ap(fn) < Cp Ap(f). Finally, since ||/n||p increases to ||/|L,
by the M C T H/llp < CpAp(fy

(b) If p < r, /i({|/| > A })1/? < ||/||^p/A r/ p and so Ap(f) is bounded by

p(X)
JO
f d\ + \\f\\T
J p f
Jf)
\ ~ r/ P d \ = pp(X) H— - — rfr~p)/p ||/||£/p .
r —p
The conclusion follows by minimizing with respect to 77.
292 15. IP Spaces

37. di(f,Si) = 0 .
Next,d2 (f,S 2 )- S2 is the unit sphere in L 2([0,1]). Let g g S2; then
11/ - 9\\l = 11/1 1 1-2 fo № 9 (x) dx + \\g\\l = 1 3 /1 2 - 2 £ f(x)g(x) dx >
1 3 /1 2 - 2||/||2 = 1 3 /1 2 - l /\ /3 . Equality is attained at g = //| | /| | 2. There­
fore the distance is ||/ — (//||/||2)||2 = 1 ~ II/II2 = 1 — l / \ / l 2 .
Finally, if p= 00, let ||p||oo = r. Then

f (f + g)2 (x)dx= [ ( f 2 (x) + 2 f(x)g(x) + g2 (x))dx

Jo Jo
< [ f 2 (x)dx + 2 r f \f(x)\dx + r2
Jo Jo
= 1/12 + r /2 + r 2.
This inequality becomes equality if g(x) = -X [o ,i/2](z) + X[i/2,i](®)- There­
fore the distance is the positive solution of the equation l /1 2 + r /2 - ( -r 2 = 1,
i.e., r = 1/ 47/48 — 1 /4 .
f(x ) 2 = - 2
40. f(y)f(y)dy = 2 f* oof(y)f(y)dy, x G R. Hence
f(x )2 < f Z If'(y)\ \f(y)\dy and by the Cauchy-Schwarz inequality, \f(x)\ <
WfhWfh.
4 1 . For / G T and —1 < æ < y < 1, by the Cauchy-Schwarz inequality,

If(y)-f(x)\<J\
f'(t)\dt<\y-x\1/2(J \f'(t)\2dtj
and, therefore, f? < 1 for 0 < a < 1 /2 . On the other hand, we claim
that 77 = 0 0 for 1 /2 < a < 1. To see this consider the functions fe(x) =
2ce (x2 + e2) 1/ 4, e > 0, with ce chosen appropriately. Then

[ Ife(x)\2 dx — Ce [ X2 (X2 + £2)-3/ 2 dx < 2C2 / (x2 + £2)-1/2 dx

J- 1 /-1 Jo
= 2c2 In (x + \Jx2 + £2) = 2c2 ( l n ( l + \ / l + £2) - lnfi),

for small £ > 0 and, therefore, picking ce = (— ln £ )- 1 / 2/ 2 the integral is < 1

and fe G T. However, if a > 1 /2 ,

— = \ ( — ln (£ ))—1(21/4 - l ) ^ / 2- “ -4 oo as £ -4 0+.

42. Since simple functions are dense in IP{R n) it suffices to approximate

X a where A is a set of finite measure. Let O be an open set containing A
such that \0 \ A\ < 77; then ||xo — X a \\p = \0 \ A\l!p < r}l!p. Now, since
O is open, O = N U (Jfc Qk where the Qk are pairwise disjoint open cubes
and |1V| = 0. Letgm = XQk- Then by the L D C T (with dominating
function xo), fRn |Xo(x) — gm(x)\pdx -4 0 as n 0 0 . W hence, by the
Solutions 293

triangle inequality \\xa ~ 9m\\P < \\xa ~ Xo\\p + ||XO - 9m\\p < V1/p + V»
which can be made arbitrarily small.

4 3 . Since simple functions with rational coefficients are dense in LP(X)

it suffices to approximate the characteristic function xa of a set A of finite
measure. For this use Problem 2.48.

X = I , just take f(x) = g(x) = re- 1 / 4. On

4 4 . The statement is false if
the other hand, the statement is true in £2 since i 2 C £°° and, therefore,
fg e t 2.
f(x) = g(x) = x a (x ) where A C Rn is measurable. Then the
4 5 . Let
inequality implies \A\1/ r < c\A\l/p+l^q which, if true for 1 < \A\ < oo, gives
1/ r < 1/p + 1/q, and, if true for 0 < |yl| < 1, gives 1/ r > 1/p + 1 /q.
47. (a) For the sake of argument suppose that T is not bounded and
let { / n} C IP{X), \\fn\\p = 1, be such that ||/n 9||r > 2n for all n > 1;
since H /nllp = || |/n|||p and ||/ns||r = || |/n|p||r we may assume that fn >
0. Let h(x) = ¿ n 2-n r /£ . First, assume that 1 < r < p and observe
that by Minkowski’s inequality, ||/i||p/r < 2_n r||/n ||p and, consequently,
E n 2 _ n r /n converges n-a.e. to h € D>/r(X). Then / = hl/ r € LP(X),
\f9 \r = E n 2 ~nrfn\9 \r, and by the M C T , fx \fgfdM = E n ^ nr\\fn9 \\r >
^2 n 2 nrynr _ qq Thus T(f) = f g £ Lr(X), which is not the case. Next,
if 0 < p < r, by the concavity of g>(t) = ip/ r , \h\p/ r < ^2 n 2 ~np\fn\p and,
consequently, ||/i||j£ < E n 2 _np||/n||p = E n 2_np < ° ° - T h en / = h 1 / r e
IP{X) and the conclusion follows as before.
(b) Let {An} c M be an increasing sequence of sets with finite measure
such that X = \JnAn and put gn = min(|p|,n)xAn- Then gnP e LP(X)
and, therefore, ||5 <7n^P||r < l|T||(/x gn dg)1/p. Hence, since gn < |g| and q =
r + (qr/p), (fx gn dg)l/ r < (fx \g\Tg%/pdg)l¡r < \\T\\{fx g^d/j,)1^ and so
(!x gqnd^)1/q = UX 9 mdg)l/r- l/p < ||T||. Then by the M C T (fx gqdg)l/ q <
||r|| and g G Lq(X).

4 8 . Since l/l ± / > 0 it follows that |T(/)| < |T(|/|)| and so ||T(/)||g <
||T(|/|)||g. For the sake of argument supposethat T isunbounded and let
{pn} C L ^ R ) be such that ||<?n ||p = 1 and||T(<7n)||9> n2n. Now, the
sequence { / n} with fn = \gn\, all n, satisfies / „ > 0, ||/n ||p = ||5n||p = 1,
and n 2” < ||T(<?n)||g < ||T(|5n|)||9 = ||T(/n)||,. Let / = E n 2 " n / n ! by
Minkowski’s inequality if 1 < p < oo and the concavity of ip(t) = tp if
0 < p < 1, / g ¿ /( R ) . Moreover, since / > 2 ~nfn for all n, T(f ) >
2 ~nT(fn) > 0 for all n and so ||T(/)||9 > n2n2- n = n for all n. Thus,
although / G U>{R ), T ( / ) i Lq{R ).

49. g is integrable provided q < p < oo, and h is integrable for any
p > 1 such that rj/ 2 < p < oo.
294
15. IP Spaces

N o te L fSTnceX »1t = V * ' » ) * 1S ll/ll- '‘({-f > A>)V’ '

S - X whid, tap U e, that / / X { / > i ) it, > / x ( / _ A)<((1 ^
J x ( f - A) dp < p ( { f > A})V9( J x fP dfly/p
5 2 . Writing the integral of \g\p in terms of its distribution function we
have

L l° lPd^ pL ( 4 , ^ , 1 ' ^ - “" "

f / r\f\1/f}
=pL wrUo ^ ix) d» = jr -J x r « » * .
The statement remains true if all the inequalities are reversed.

53. In the case of theIP spaces the conclusion follows at once from
Holder’s inequality. Indeed, \\f\\; = Jx \f\m>Hi-v)i dp < ||/||jp In
fact, the function $ ( r ) = In(fx \f\r dp) is convex in the interval [p, q]. Note
that the conclusion also holds for q = oo: If p < r < oo, ||/||^ < ||/||^p||/||p
and ll/Hr < ||/||»’?||/||$ with rj = p/r.

The result is also true for the weak IP spaces. In this case with Mr
the weak-Lr ( X ) norm of / for r = p, q, by assumption p({|/| > A }) <
m in(M pA p, MqX~ q) and, consequently,
pi fO
<rMp Ar _ 1A~pdt + rMg j y - l ^ - q d\

r-p r-q
V
= rM ,p ------- V v M q ------
r —p q —r
Pickingf] so that the summands are equal it turns out that Mprf p =
Mqrf~q and so p = (Mq/Mp)l^q- p\ which yields, since r = pp + (1 - p)q,
ll/llr < Cp,q,r M£/r M g(1-7?)/r with Cptq>r - > o o a s r - > p o r r - » q .
54. By Holder’s inequality with 1 /p + 1 /q = 1 and p > 1,

I [ f(x)dx I
1^<5(0,2«+! )\Q(o,2«) I

< ( 2 (~e+1 ')n - 2 enY /q( [ \f(x)\pdx) /V.

_ V ) \jQ(o,2e+1 )\Q№) J
Now, the integral above goes to 0 but the factor multiplying it goes to oo
unless n = 1. So, the statement is true if n = 1 for 1 < p < oo and not true
for p = oo as the function / = 1 shows.
In Rn the statement is only true for p = 1. To see this let f(x) =
E t 2 ' ne/(p~e)XQ(o,2e+im { 0t2e)(x) where p - e > 1. Then, as is readily seen,
Solutions 295

ll/IIS ~ < 00 but / o , 0,2,+ i)v 3,„,2i ) / M < ( z ~ ^ - n t n r - ,)

which tends to infinity as t —*• oo.
a so that 1/q < a < l/p and note that since \f(x)\p + x~ap G
5 5 . Fix
L1^), there exists rj > 0 such that Jq (\f (x)\p+ x~ap) dx < (e /2 )p. Now put
g(x) = x - aX[o,v)(x) + f{x)x(r,,i}(x). Then \\f - g\\p
P = $ \ f { x ) - x ~ a\p dx <
2P JJ(\f(x)\p + x~ap) dx < ep and so ||/ — g\\p < e. Moreover, since aq > 1,
g Lg(I) and setting g equal to 0 in a small interval containing the origin
and contained in [0, 77] it follows that g G Lq(I) and ||p||g > K. W hen
/ G C(I) an adjustment of the construction gives that g can be chosen to
be continuous.

h be a nonnegative smooth func­

5 6 . (a) Sufficiency is trivial. Next, let
tion with integral 1 supported in B(0,1) and consider {hk} where hk(x) =
kh{kx), k > 1; hk is supported in B( 0 ,1/k) and has integral 1. Then by
Problem 21, lim*, fRhk(y) f(x - y) dy = f in L ^ R ) and, consequently, for a
subsequence {hke} of {hk} we have that limke fRhke(y) f(x - y)dy = f(x)
a.e. Now, by Problem 4.101 if / has weak derivative 0 and ^ is a com­
pactly supported smooth function with integral 1, then fRf(x)ip(x) dx is
independent of i>. Hence, with ip = hk, there is a constant c such that
c = lim ke fRhke(y) f(x - y ) d y = f(x) a.e.
(b) By (a) / = c a.e. and since / € ¿^ (R ) with p < 00, c = 0.
58. p(A) < M
First, necessity. For the sake of argument suppose that
for all A € M and some constant M. Now, given / G Lq(X), let An =
{x E X : \f(x)\ > 1 /n} for all n. By Chebychev’s inequality p(An) < 00
for all n, and, consequently, p(An) < M for all n. Moreover, since {An} is
nondecreasing and \JnAn = {x G X : \f(x)\ ^ 0} it follows that p{{f ^
0 }) = lim np{An) < M and so, by Holder’s inequality,

/ l / l pdf, < (f « ( { /( x ) / 0} ) 1- ' / « < 00

Jx \J\JAn )
contrary to the fact that Lq{p,) <f_ LP{p).
Next, sufficiency. X contains sets of arbitrarily large finite
First, if
measure, by monotonicity p(X) = 00. W e claim that there exist pairwise
disjoint {An} such that 2n < p{An) for all n. To see this pick Ai C X with
2 < p{Ai) < 00, and having picked A i, .. . , An-\, let An c ^ \ U fe = i A » with
2n < p(An) < 00. The choice is possible since p(X) = 00 and ¿t(lJfc=i -^n) <
00. Finally, let f(x) = JJnp(An)~1 /pXAn(x)> then / G Lp(X)\ Lq(X) and,
consequently, Lq(X) (f. LP{X).
W hen q = 00 the result is L°°(X) (f. LP{X) iff p{X) = 00. To prove
necessity, for the sake of argument suppose that y(X) < 00 and let / G
L°°(X). Then, since |/(x)| < ||/||oo M-a.e., it follows that Jx \f\pdp <
296 15. IP Spaces

H/lloo P-(X) < oo and so L°°(X) C LP(X), which is not the case. A s for the
sufficiency, if p(X) = oo, Xx(x) G L°°(X) \ IP(X).
5 9 . By Holder’s inequality Jx \f\pdp < (fx \f\qdp)p/ q - Jx \f\pdp, and
so by the case of equality in Holder’s inequality |/|p and 1 are multiples of
each other and, consequently, |/| is constant p-a.e.

LP{X) spaces are all equal iff there exist 0 < e < k < oo such
6 0 . The
that e < p(A) < k for every 0 7- A e M and T — {A c X : p(A) > 0 }
contains at most finitely many pairwise disjoint sets.
If the spaces are equal, by Problems 57 and 58, X does not contain
sets of arbitrarily small or large finite measure and so e,k exist. For the
sake of argument suppose that {An} are infinitely many pairwise disjoint
sets in T\ if p < q pick 1 /q < a < l/p, and let / = E ran_QX 4n- Then
lx l / N M = T,nn~aqIxXAndp < k tlnn~aq < 00 and / € Lq(X); how­
ever» lx l / l p <*M = E n n _ “ M A i ) > £ E n n~ap = 00 and / £ D>(X).
Conversely, suppose that / is measurable and let An = {2 n < |/| <
2№+1} , n = 0, ± 1, ± 2 , ___ Since the An are pairwise disjoint I — {n :
p(An) > 0} is finite and, consequently, E n e x 2nr> ( A n) < k E nex 2” r < 00
for all r > 0. Thus by Problem 5(b), / G Lr(X) and the LP(X) spaces are
all equal.

61. Replacing if necessary \&(p) by 'k(p) = in f{^ (^ ) : q > p }, since

i'(p ) < 00, and 'l'(p) is increasing, we may assume
i'(p ), limp ^ (p ) =
that \I/(p) is increasing. g(x) — ln (e /x ); g is unbounded, decreasing,
Let
bounded below by 1 on / , and, by Problem 11, g G f]p<0o LP(I) \ L°°(I).

Now let cp : ( 0 , 00) —>• I be given by g(x)pdx = 1; since g(x)p >

1 in / , 0 < <p(p) < 1, (p is well-defined, and, since g(x)p < g(x)q for
p < q, ip is strictly decreasing. Furthermore, by the monotonicity of g,
limp_».9 <p(p) exists for all q G [0 , 00]; we claim that limp_^0+ <p(p) = 1 and
limp <p(p) = 0. To see the latter assertion, for the sake of argument as­
sume that limp p{p) = rj > 0. Then, since limp g(x) = 00, for p sufficiently
large J^p) g{x)pdx > g(x)pdx > 1, which is not the case; the former
assertion is proved similarly. Thus <p : [0 , 00) —> (0,1]; we claim that <p
is continuous. W e already know that <p is continuous at 0. First, suppose
that pn —> p~ ; by the monotonicity of <p, limPn_»p <p(pn) = p exists. But
then limPn_ ,p x%9 {pn)](x)g{x)Pn = X[o>r,](x)g(x)p, where the convergence is
bounded and so, by the L D C T , Jq g(x)pdx = limPn_>p g(x)Pndx = 1
and, therefore, by the definition of <p, p = <p(p). A similar argument gives
that if p = limpn_>p+ pn, limPn_^.p ip(pn) = <p(p) and the continuity follows.
Sotp : [0, 00) ( 0, 1] is continuous, decreasing, and onto, and, therefore,
p~l : (0,1] -4 [1 , 00) is well-defined, strictly decreasing, continuous, and
onto. Note that we may assume that \k(p) < g(p(p)) for otherwise we
Solutions 297

may replace 'I'(p) by ’I'(p) = m in('I/(p), g(<p(p))), which increases to oo with

p. Let 0 < 6 < 1 and define /(or) = <5\E,(y>_ 1 (x )), 0 < x < 1. Then
6 - p\\f\\P = foV(p) 1*0 p - ' i z W d x + = A + B, say. To
estimate A note that 'P(p) < p(<p(p)) and so ^(«p- 1 ^ ) ) < g(x) and A <
J p * g(x)pdx = 1. As for B, note that for <p(p) < x < 1, ^ ( ^ - 1 (a:)) < '¡'(p)
and so B = J^(p) \ty(p)\pdx < \I/(p)p. Thus, combining these estimates,

||/||p < S (1 + ^ ( p ) ) 1^ < <5(1 + \l/(p)) and if q is such that \P(?) > 6 / ( 1 —<5),
it follows that ||/||p < 'F(p) for p > q.
—> oo as p —> oo. Let t be such that
It remains to verify that ||/||p
<p~l(t) = > M on [0,i] and (<p~l (x))p > Mp on
then ^(ip_ 1 (x))
[0,f]. Therefore \\f\\p > tl/pM and so liminfp^oo ||/||p > M.

A with p (A ) > 0 and constants c, C

6 2 . Observe that there exist a set
such that 0 < c < |/(cc)| < C < oo on A\ the lower bound follows from the
fact that / ^ 0 on a set of positive measure and the upper bound from the
fact that / , being integrable, is finite p-a.e. Now, since p is nonatomic by
Problem 2.62(c) A contains subsets of arbitrarily small positive p measure
and so by Problem 57, Ll(A) <£. IP (A), 1 < p < oo; in particular, there exists
h £ Ll(A) \ LP(A). Let g - h\A• Then fRn | / g\ dp, < C fA |h| dp < oo and
fan |/| \g\pdp > c f A \h\pdp = oo.
6 3 . (a) The statement is true. Let s > 0 and / £ L°°(I). Put M = ||/||oo
and partition [—M, M] with —M = po < p\ < ... < ym = M so that
Pk ~ Pk-x <£, k = l,.. .,m . Let Ak = {x £ I : Pk-i < f(x) < Pk} for k =
l , . . . , m , A0 = / - 1 ( { —M } ) , and g = EfcLo VkXAk- If * € f ~ l([-M,M\) =
UfcLo^fc» pick j such that x £ Ay, then f(x) is within e of pj and so
|p(x) — f(x)\ < e. The set (Ufc-^fc)0 : [x • 1/0*01 > M} has measure 0
and so ||p - /|| OO < £•

(b) The statement is true for p finite, but not for p = oo: The function
X[o, 1/2] e L°°(I) cannot be approximated uniformly by continuous functions
in [0,1], ||x[o,i/2] — (l/2)x/||oo = 1 /2 and this is the best one can do.

6 4 . (a) If A(f) = 0, p({|/| > A}) > 0 for all A and ||/||oo = oo.

(b) If A(f) ^ 0 it readily follows that ||/||oo = inf A(f) and, therefore,
there are a sequence {An} C A(f) that decreases to ||/||oo and {Bn} c M
with p(B%) = 0 such that \f(x)\ < An for x £ Bn. Let B = f ] n Bn- then
B £ M and p(Bc) < ^ n p(i?£) = 0. Now, for x £ B we have |/(x)| < An
for all n and, therefore, letting n o o , |/(aOI < ||/||oo- Since this estimate
holds for x £ B, that is, p-a.e., ||/||oo € A(f).

66. First, let ess inf / = 0. Then p ( { / > A}) > 0 for every A > 0 and,
consequently, p ( { l / / < /3}) > 0 for every 0 < ¡3 < oo. Thus ess s u p ( l //) =
oo and the conclusion holds in this case.
298 15. Lp Spaces

Next, suppose that ess inf / > 0. Then there exists A > 0 such that
p({f < A}) = 0. Hence ess inf / = sup{A > 0 : p({f < A }) = 0 } =
s u p { l /£ : p({f < 1 //? }) = 0 } = s u p {l//3 : p ( { l / f > 0 }) = 0 } =
(inf{ 0 : p ( { l /f > /3 }) = 0 } ) - 1 = 1/ess s u p ( l //) .
6 7 . (a) implies (b) Recall that by Problem 2.62 if a nonatomic measure
assumes a positive finite value, it assumes an infinite number of distinct
values. Thus p is purely atomic and since atoms are pairwise disjoint, there
are finitely many of them, X i , . . . , Xn, say, such that p(X \ (J£=1 X^) — 0
and p(Xk D Xm) = 0 for k ^ m. Next, let / be a measurable function and
A an atom of X. Then /\a is measurable and, consequently, the limit of a
sequence of simple functions { / n} , say, defined on A. Since A is an atom,
the fn are constant on A except possibly on a set Bn) say, of measure 0; let
B = |Jn Bn. Then / is constant on A\B since, if x, y G A\B, fn(x) = fn(y)
for all n and so f(x) = limn / n(a;) = l i m „ /n(y) = f(y). Therefore every
measurable / : (X,M) (R, H(M)) is equal p-&.e. to a linear combination
of the xXmi 1 < m < n, and L°°{X) is finite dimensional.
(b) implies (c) A finite-dimensional linear space is separable.
(c) implies (a) For the sake of argument suppose that {Xn} is a countable
pairwise disjoint collection of measurable subsets of X with positive measure.
For A = {An} G { 0 , 1 } N, let £(X) = Z n*nXxn\ since the X n are pairwise
disjoint £(X) is well-defined and ¿(A) G L°°(X). Now, if A ^ p, we claim
that ||^(A) — ¿(/ijHoo = 1. Indeed, ||^(A) — £(/i)||oo < 1 and if n is such that
An 7k Mn, then, since p{Xn) > 0, ||£(A) - £(p)\\oo > ||xx„||oo = 1- Finally,
observe that the balls H ( ^ ( A ) ,l/2 ) with A G { 0 , 1 } ^ form an uncountable
family of open pairwise disjoint subsets of L°°(X), which is not possible
since L°°(X) is separable.
(a) iff (d) Recall that if (a) holds the measurable functions on X are
simple and, therefore, p- a.e. bounded and (d) holds. Conversely, if (a)
doesn’t hold there exists a sequence { A n} consisting of pairwise disjoint
sets in M of positive measure. The function J2nnXxn is then measurable
and unbounded and, consequently, (d) is false.

6 8 . (a) If A(g)f = 0, then /i({|y| > A } C M ) > 0 for all A and M G M f ,

and so Hylloo./m = oo.
(b) If A(g)f ^ 0, it readily follows that ||y||oo,/ = inf A(g) f and, there­
fore, there exist a sequence {An} c A(g)f that decreases to ||y||oo,l o c and
{Bn} C M such that {B%} c A/"/ and |y(x)| < An for x G Bn. Let
B = f l nBn\ since p{Bc D M) < j2nP(Bn n M) = 0 for all M G M f ,
B G Nf. Moreover, for x G B we have |y(x)| < An for all n and, therefore,
letting n ^ oo, |y(x)| < ||y||oo,l o c for x € B, that is, locally p-a.e., and
lldlloo,l o c ^ A(g)f.
Solutions 299

(c) Clearly given f , g e L%C{X) and a scalar A, \\f+g\\oo,ioc < ||/IU*0C+

ll^lloo.ioc and \\\f\\oo,ioc = |A| H/lloo ,ZoC; thus ||•||oo,/oc is a seminorm on L^C(X)
and a norm when identifying functions that coincide except for sets in A //.
To prove completeness suppose that Y^k \\fk\\oo,ioc < oo and let G(x) =
Efe \fk(x)\. Then by (b), \fk(x)\ < \\fk\\oo,loc for x<pBk where Bk € A /), and,
consequently, G(x) < Efc IIAIIoo.Zoc < oo for x <£ B = \JkBk e Mf . Hence
G G L h c (x ) and Halloo,lo c < Efc \ \ fk \ \ o o ,lo c - Now let F (x ) = Efc/fefa); by
above the sum converges for x £ B where B G A //, and defines a finite value
with \F(x)\ < G(x). Therefore F € Lf£c(X) and since \F(x)~Yk=i fk(x)\ <
E fc in +1 l/fc(*)l f°r * i B e A if, | | F - E L i fk\\oo,loc < E fe ln + l IIfklUloc -+
0 as n —^ oo. Hence Lf£c(X) is complete.
(d) For / 6 L°°(X) we have |/(x)| < ||/||oo /¿-a.e., which implies |/(r)| <
H /ll^, locally fjL-.&.e., in particular giving the fact that / € Lf£c(X) and the
inequality of the norms.

6 9 . The statement is true and the proof follows as in Problem 25.

7 0 . The statement is true and the limit in question is 'yir.

7 3 . Since \\pm -Pk\\OO^ llftn -/||oo + ||/-Pib||oo<2 for all m , k large
enough and since nonconstant polynomials have infinite L °°(R n) norm, it
readily follows that pk(x) — pm(x) = ck>m where ckim is a constant inde­
pendent of x, for all m,k large enough. Thus letting k -*■ oo it readily
follows that limfcpk(x)-p m(x) = f ( x ) - p m(x) = limfe Ck,m = cm, a constant
independent of x. So f(x) = pm(x) + Cm is a polynomial.

7 5 . If p =
r the conclusion follows at once from the L D C T . For p/r > 1,
piAnY/P- 1 fAn If\rdp < p(Any/P-YfAn \f\pdpy/Pp(Any-r/P, by Holder’s
inequality, which goes to 0 as n -4 oo.

7 6 . The statement is true. Assume first that g is continuous and, hence,

bounded in [0,1]; by the L D C T it readily follows that limp_>.i ||g — <7p||i = 0.
But these functions are dense in L 1( [0 ,1]) and so given an arbitrary / €
^ ( [ 0 , 1]) and € > 0, pick a continuous function g such that ||/ —g\\i < s.
Then by the triangle inequality | | / - / p||i < ||/-0||i + l b -0 p lli + ll0p-/plli>
and we are done since, by a change a variables, ||/p — gp||i = ||/ — g||i < e.

7 7 . (a) Observe that by Problem 4.27,<p, ip are Borel measurable and by

Problem 4.33, <fi(f)ip(f) is Lebesgue measurable. Now, if <p, ip are monotone
in the same sense, (tp(s) —ip(t))((p(s) —<p{t)) > 0 for all s,t £ R and so with
s = f(x) and t = f{y ) we have (ip(f(x))-ip(f(y))) (<p(f(x))-<p(f(y))) > 0.
Whence multiplying out and integrating with respect to x over R it follows
that

/ ‘ll’ ( f ) lP(f)dp-ip(f{y)) f <p(f) dp —<p(f(y)) [ ip(f)dp+<p{f(y))ip{f(y))

JR Jr Jr
>0,
300 15. LP Spaces

which integrated with respect to y over M gives

2 ^ V’(Z) <p(f) dp - 2 ( j <p(f) dp) ( j tp(f) dp) > 0 ,

whence the conclusion.

(b) Follows as (a) with s = f(x) and t = fRf dp.
On the other hand, if ip and ip are monotone in the opposite sense, then
(ip(s) — ip(t))((p(s) — ¡p(t)) < 0 for s,t € R, and all the inequalities above are
reversed.

78. Note that ip(t) = 1 /(1 — t) is increasing in ( 0 , 1), ip(t) = 1/(1 + 1 ) is

decreasing in (0 ,1 ), and <p(t)ip(t) = 1 /(1 — t2). The conclusion follows from
Problem 77.

8 0 . The proofs are similar so we only do (a). Since <p is nondecreasing,

{|/| > t} = (v?(A |/|) > <p(\t)} and, consequently,

m ({|/I > 0) = [ dp < f dp for all X,t > 0 .

8 1 . Take f(t ) = £X[o,a](0 + 2/X[a,i ](^)- Then the left-hand side becomes
<p(Xx + (1 — A)y) and the right-hand side becomes A<p(x) + (1 — \)<p{y). Thus
ip is convex. Similarly for ip.
82. Equality clearly holds if /is constant p- a.e. on X. Conversely,
if equality holds for ip it holds for —ip and so we may assume that p
is increasing. The case when ip' is increasing or decreasing is handled
analogously and we consider the former. Let a = Jx f dp and ip(t) =
<p(t) — p(a) —(p'(ot){t — a ); then ip(a) = 0 and ip'(t) = ip'(t) —<p'(a) = 0
iff t = a. W e claim that ip(t) does not change sign and in this case is
strictly positive for t / a. If t > a , by the mean value theorem there exists
a < s < t such that

-✓ ( .) > ✓ (« )

and, consequently, ip(t) > 0. Similarly, if t < a,

-✓ < .) < ✓ < « ),

t —a
and ip(t) > 0. Let t = f(x) and note that since fx {f — a) dp = 0,
fx V*(/) dp = Jx p{f) dp—ip(cc), which is strictly positive if p({f / a } ) > 0.
However, this is not the case and, consequently, / = a p- a.e.

83. By calculus\tp - sp| < p\t — s| (tp_1 + sp_1), s,t > 0. Hence
putting s = |<?(a;)|, t = \f(x)\, and integrating, by Holder’s inequality and
Solutions 301

Minkowski’s inequality,

j x | \f\r - lfllp \ d H < p fx \f-3\ ( l / r 1 + l a l '- 1 )

<p11/- slip(Jx ( l / r 1 +Isr1)”'”"1d

v)ir~'VP
Spdl/lir’ +llslir1)»/-slip,
whence the conclusion.

84. The following proof is due to A . P. Calderón. Since F(x) =

Jq f(tx)dt, by Minkowski’s integral inequality ||F||P < Jq ||/(i -)||p cii =
(J q1 dt) ||/||p = p1 H/llp. To verify that p1 is the best possible con­
stant let f(x) = x~axi(t), ot < 1 /p ; then F(x) is strictly positive, F(x) =
(1 /(1 - a )) f(x) for 0 < x < 1, and ||F||P > (1 /(1 - a))||/||p. Now, by the
restriction on a , 1 /(1 — a) is an arbitrary number < p1 and so, given any
c < p', there exists / € LP(M+ ) such that ||F||P > c||/||p .
Now, since f(x) < H/lloo a.e. on M+ , the estimate is true for p = oo.
On the other hand, as Problem 4.96 shows, it does not hold for p = 1.
Alternatively, given a nonnegative integrable function / , let a > 0 be such
that f(t)dt < H /H i/2. Then for x > a, ||/||i < f(t)dt + ||/||i/2 and
so F(x) > ||/||i/2x. Thus unless / vanishes a.e., F is bounded below by a
nonintegrable function and, therefore, F $ L 1(M+ ).

85. By the arithmetic mean-geometric mean inequality, Problem 107,

71 i / -i 71 a 'T* Tb
,i /» 1 -A
(k=\M
-* = i
2 > * W
- f k=\
e i
= -
X JJ0Q
;!><*>
k =1
dt

and, therefore, by Hardy’s inequality,

jf (n m ) r/" * £(j>rjT (i £ Mt))ra .

This result is from L. Bougoffa,On Minkowski and Hardy integral inequali­
ties, J. Inequal. Pure Appl. Math. 7(2) (2006), Art. 60.
86. The proof of these inequalities follows along the lines as for Hardy’s
inequalities.

87. By the arithmetic mean-geometric mean inequality,

/ 71 \ l/n 1 71 rx 1 n

( I I F* w ) ^ z Y d Fk{x)= m d t’
fc=l fc=l J0 k=l
and, therefore, by Problem 86

JT«-(nikw)'/,*s(I£
J0 k =1
7 )'jr^(sEA(<*'-
k=l
302 15. LP Spaces

First, for A ,x,y strictly positive, XK(Xx,Xy) = \/(Xx + Xy) =

89.
1/(x+ y) = K(x,y ) and XKi(Xx,Xy) = A /m a x (A x ,A y ) = l /m a x ( x ,j /)
= Ki(x,y).
Next, with p' the conjugate to p,

'Ï K Jo 1 + 1* ^ P j0 1+ xP‘ sin(7T/p') Sin(7T/p)

and
f°° 1
iKi - / ------- 77—r t~ltpdt = p + p'.
Jo m a x (l ,t)
90. t > 0. Then, if / ( x ) > t and g(y) > t , /i ( ( l - r})x + rjy) >
Let
f{x) 1 ~ng(y)Tl > t and, consequently, (1 - r)){f > t} + rj{g > i } C {h > £}.
Now, since / , g are lower semicontinuous, { / > 0 . { s > t} are open and
(1 - v){f > t} + p{g > i } is measurable. Hence by Problems 3.61 and 3.45,
(1 “ V)\If > 01 + V\{9 > i}| < 1(1 - y){f > t } + 1i{g > i}| < |{h > t}| and
SO
poo poo
(l-v) >t}\dt + g $ '(t)| { 5 > i } | d i
Jo Jo
poo
< / $ '( t ) | { h > i } | d i .
Jo
Thus (1 —»7) f R $ ( / ( x ) ) dx+rf f R $(g(x)) dx < f R $(h(x)) dx and the conclu­
sion follows by the concavity of ln(i). This result is related to the Prékopa-
Leindler inequality.

dv = ( // H /l l i ) dp. Then u is a probability measure on X and

9 1 . Let
by Jensen’s inequality, ( Jx gfdp)p = (||/||i fx g dv)p < ||/||i fx gpdv =

l l / l i r 1 I x 9 pfdp.
92. The result is true for 1 < p < 00 by the case of equality in
Holder’s inequality. p = 1. Indeed, if f(x) =
The result is not true for
2X[o,i / 2](*). then for any 0 with |a| < ! . p(®) = X[o,i/2](®) + a X (i/ 2,i](*)
satisfies ||^|joo = 1 and Jjf(x)g(x)dx = 1 = ||/||i. Nor is it true for
p = 00. f(x) = x, H/lloo = 1, and g any integrable function of
Let
norm 1. Then by the L D C T , JjQ1_ 1^n] \g(x)\dx > 1 /2 for some integer n.
Hence I fj f(x)g(x) dx| < (1 - 1 /n ) / [0>i - i / n] |»(*)| dx + / [ i _ 1/nii] |p(®)| dx <
fj |g(x)| dx - ( 1/n ) Jj0 !_ ! /„ ] |p| < 1 — l / ( 2n) < 1, and no such g exists in
this case.

93. g(x) = c x 1/3 for some constant c.

95. Jx f 2g dp = 1, then 1 = \Jx f 2 gdp\ < Jx f 2 \g\dp < 1,
(b) If
and by equality in Holder’s inequality, |<?(x)| = c[f{x )2]1 ! 2 = c|/(x)| p-
a.e. for some nonnegative constant c. Moreover, since ||/||3 = ||g||3 = 1
we have c = 1 and so |/| = |c/| p- a.e. Finally, since fx f 2 (\g\ — g)dp =
Solutions 303

fx / 2lflfl ^ fx / 2 9 — Jx 1 — 0» arid / 2 (|^| —g) > 0 /i-a.e., it

follows that f 2 (\g\ - g) = 0 p-a.e. and since |/| = |p|, g = |^| = |/|.
9 7 . Applying Cauchy-Schwarz the integral is bounded by 31//27t2/ 3 but
the problem is not a misprint. The required estimate follows from Holder’s
inequality with conjugate indices 3 and 3 /2 .

98. Observe that since fA\A f pdp < (rja)pp(A), JA f p dp - fA f pdp-

f A \ Ar, fP — (■*■ — Vp) otpp{A). Also, by Holder’s inequality, fA f p dp <
(Iav f qdp)p^qp{An)1~p/ q < /3p/ qp(AT))1 ~p/ qp(A)p/ q> which combined with
the previous inequality gives (1 — rf) app(A) < ¡5p/qp(AT])l~plqp{A)p/ q.
Hence, finally,

X has finite measure, L°°(X) c Lr(X) for 0 < r < oo, and
1 0 1 . Since
so we may assume that r < oo. Now, for / € Lr(X), /¿({|/| = oo}) = 0,
and m a x (l, \f(x)\r) is a /x-a.e. integrable majorant for \f(x)\p for 0 < p < r.
Moreover, since liny^H - \f(x)\p = X{f¿o}(x) p-a.e., by the L D C T it follows
that limp^ 0+ f x If\PdP = fx X {/^ o } dp = p({f + 0 }).
102. Recall that by calculus ln(í) < t - 1 for t > 0 and <p(p) — (tp- 1 ) /p
decreases to ln(i) for t > 0 as p 0+ . Now, since |ln(/)| and |/|r are finite
¿x-a.e. X, 0 < / < oo p-a.e. in X and ( f(x)p - 1)/ p - In(f(x)) >
in
0 decreases pointwise to 0 p-a..e. in X and has an integrable majorant
{f(x)r - 1)/r - l n ( /( x ) ) . Then by Problem 6.102,

hm / -------- - d p = [ l n ( /) dp ,
p->o+ Jx p Jx
and F is right-differentiable at the origin with derivative fx In( / ) dp.
Now, by calculustp\ln(i)| < c(ts + tr), s < p < r , t > 0. Thus for each
fixed x G X where f(x) ^ 0, f(x)p has derivative f(x)pln(f(x)), which,
by the above remark, is integrable. And, since f p(x)(f(x)r p — l ) / r — p is
integrable, f p(x)(f(x)£ — l)/s — f p(x) l n ( /( x ) ) > 0 decreases pointwise to
0 ¿i-a.e. in X as e —*• 0+ and the expression is integrable for e = p — r.
Therefore, by Problem 6.102,

and F has a right-hand derivative at 0 < p < r equal to Jx f p In( / ) dp.

1 0 3 . Let / - X)fe=i ükXAk; then ||/||p = (]T)£=1 Wk\pp(Ak))1/p and

l„(||/||p) =
p
304 15. LP Spaces

Let 7] = Yk=iP(Ak)- Since Yk=i \ak\pp(Ak) -> V as p -> 0 + , there are

two cases, namely, 77 < 1 and rj = 1. In the former case, since In(77) < 0
the limit as p —»■ 0+ is —00 and so limp_;>0+ ||/||p = e_0° = 0. Also, since /
vanishes on a set A = X \ (J£=1 Aj- of positive measure, ln(|/|) \A = —00,
exp Jx l n ( /) dp = 0, and we have equality. In the latter case, since rj = 1,
evaluating the limit as p - » 0+ gives an indeterminate form and by L ’Hopital,

hm indl/Hp) = lim
\ak\P[¿(Ale)
]Cfc=l ln (lafc|)
»0+
p— »0+
p— Yk=l\ak\PKAk)
= KAk)
¿ l n ( | a fe| ) / x ( A fc) = f ln ( |/ |) d / x .
Yn
k=^(Ak) fc=i Jx
Therefore, exponentiating, lim?,^.o+ II/IIp = exP(fx ln (I/ 1) dp).
1 0 4 . W ith F as in Problem 102 we have

Thus, since F( 0) = 1, limp^ 0+ ln(||/||p) = limp_>0+ In(F(jp))/p = F ( 0 ) / F ( 0 )

= Jx l n ( /) dp, and so the result follows by exponentiating.
105. (p(t) = iln (i) is convex for f > 0.
<f>(p) = fx f p dp; then ln(<f>(p)) = pln(||/||p). A s observed in
1 0 6 . Let
Problem 102, f(x)p, as a function of p, has derivative f(x)pln(f(x)), and
since for p' < p < p", |/p ln(/)| < fP' + f p" € Ll(X), we may differentiate
under the integral sign and get 4>'{p) = JE f pIn( / ) dp. A similar argument
gives that 4>'{p) is differentiable and 4>"(p) = f E f pln2( / ) dp. Now, the
second derivative of ln( 0 ) is equal to — <f>l2)/<f>2 and since this quantity
is positive, ln(</>) is convex.

107. a is 0 there is nothing to prove, so assume that

If one of the
flfc 7^ 0 for all k and let Xk = Pfcln(afc), 1 < k < n; then n * = i afc =
exP(Yk=ixk/Pk)- Now, the measure p with p(k) = 1/p*,, 1 < k < n, is a
probability measure, and, therefore, since e* is convex, by Jensen’s inequality
exP (E fc=i Xk/Pk) < Yk=1exP(Xk)/Pk = Ete=i akk/Pk• Note that the choice
Pk = n for all k gives the arithmetic mean-geometric mean inequality.
1 0 8 . Apply Jensen’s inequality for the concave functions <p(t) = ln(t)
and (p(t) = ip, 0 < p < 1, respectively, with measure du = dp/p(A),
u(A) = 1. More precisely,

In( / ) dp = p(A) J^ l n ( /) du < p{A) In f du) = p(A) l n ( l / p ( A ) ) .

The other inequality is proved analogously.

1 1 0 . No.

112 . The integral does not exceed 4V.

Solutions 305

114. (X,M,p) be a probability measure space, / € LP{X), 1 <

Let
p < oo, and A G (0 ,1 ). Prove: (a) (1 - X) Jx f dp < Jx f x {f>xf fdfi} dp.
(b) p({f > A fx f dp} ? - 1 > (1 - \ n lx f dP)p! fx f Pdp. ' X
(a) For A € (0 ,1 ) write / fX{f<\fx fdti} + fX{/>xjx fd/x}. Then
=
Jx f dp < XJx f dp + Jx fX{f > a fx f dp} dp and the conclusion follows.
(b) By Holder’s inequality

( J x fX{f>xfx fd^}dp) < p ( { f > ^ f x fdp}) Jx f Pdp,

and, therefore, by (a),

(1 A)p(^fx f dpj
/• * ({ / > xj^fdpjY >
J x f pdp

1 1 6 . For all 0 < p, q < oo. First, suppose that 0 < p, q < oo, and since
the argument is symmetric, that 0 < p < q. Then [f(x) g(x)]p/2 > l and
integrating over X, by the Cauchy-Schwarz inequality,

« < j f № ) S W ) p / 2 < ( J / ( * ) ” du) '1/2( J g(xy dpj 1/2

and, consequently,

( m L f(x)r* ) 1/P( m L 3(xf ^ ‘/Ps 1 -

Moreover, since by Holder’s inequality

( m L 9{xr i9)1/r - i m L 9(x)q^ v' •

combining this estimate with the first inequality gives the conclusion.
The conclusion clearly also holds for either p, q or both equal to oo.
1 1 8 . That p(X) is finite.
r = 1/p, s = -q/p\ then 1 < r, s < oo and 1 /r + 1 /s = 1.
1 1 9 . (a) Let
The assumptions imply that ( fg)p G Lr(X) and g~p G LS(X). So, by
Holder’s inequality with indices r, s ,

jf F du= jf ( / s ) V ’<«* < ( JxUgYlrditf( J d^j

The conclusion follows by bringing the g term to the left-hand side of the
above inequality and raising to the power 1/p.
306 15. LP Spaces

(b) For 0 < M U < oo, the expression for ¡|g||g follows from the case of
equality in (a). And, by the case of equality in Holder’s inequality, equality
a,(\f\p\g\p)1/p = 6(|p|p)r , or a\fg\ = b\g\q p-&.e. on X for some
holds in (a) iff
a, b > 0. Since 0 < |<j| < oo /x-a.e. on X this is equivalent to a\f\ = &|g|9 -1
or ap|/|p = 6p|p|p(9- 1) = b»\g\q p-a.e. on X.

r = oo; if p = oo, M = 1. Then, suppose p < oo.

1 2 0 . First, assume
Let / € L°°(p). Then |/(x)|p < ||/||So for p-a.e. x e X and so ||/||p <
n{X) 1 /p\\f\\oo- Hence M < p{X)Vp. N o w , if / = 1, ||/||p = M * ) 1/p and
H/lloo = 1 and, consequently, M > p{X)l/p. Therefore M = p(X)l/p.
Assume now r < oo and, since M = 1 for p = r, also that p < r.
By Holder’s inequality with indices s = r/p > 1 and its conjugate it
follows that fx \f\pdtp < (fx ( |/|p)r/ p dp)p/ rp(X ) 1_p/ r and, consequently,
M < p{X)x/ r~l/p. Now, taking / = 1 on X, it follows that ||/||p/||/||r =
p ( X y /p/ p{X)1/ r and so M = p(X)^p- l/ r.
1 2 1 . The statement is false: The function f(x) = x~x!p € Lr(I) with
||/||r = (p/(p —?"))1//r but / ^ / / ( / ) . On the other hand, the statement
is true if supr<p ||/||r < oo. First, since by Fatou’s lemma Jx \f\pdp =
Jx lim infr_,p- \f\r dp < lim infr_>p- Jx \f\r dp < supr<pfx |/|r dp < oo,
/ € LP(X). Next, let A = {|/| < 1 }, B = {|/| > 1}. Then |/|r decreases
to |/|p as r increases to p on A and, therefore, by the M C T , fA \f\r dp —¥
JA \f\pdpasr-Ap~. Next, |/|r < |/|p on B and by the L D C T , JB \f\r dp -A
JB \f\pdp as r -A p~. Finally, since all the quantities involved are finite,
f x \f\r dV = I a l / r d» + J b l / r dH -»• I a l/lp d/i + J B \f\p dp = f x \f\p dp as
r p~. Therefore, as r —>p~,

In (ll/llr) = i In ( j f l/ r in) - * i in ( Jx |f\” in) = In (ll/llp),

and the conclusion follows by exponentiating.

1 2 2 . The statement is false. In [0,1] pick a sequence {An} of pairwise

disjoint measurable subsets of I so that \An\= 2- n , n > 1, and put f(x) =
J2n nXAn(x); / is nonnegative and since the An are pairwise disjoint, \f(x)\p
= 12nnPXAn(x)- Thus by the M C T , fj \f(x)\pdx = £ n Trp2_n < 00 > for a11
p > 0. To verify that / ^ L°°(I ) note that {x G I : / ( x) > n + 1 } D In,
and so |{s € I : f{x) > n + 1}| > 2 ~n > 0 for all large n, and, consequently,
ll/lloo > n for all large n and / 0 L°°(I). Alternatively, by Problem 11 the
log function also works.

123. Note that if 0 < 77 < ||/||oo

B = { |/| > 77}, B has positive
and
measure and since by Chebychev’s inequality rip(By/r < ii/iir, m < 00.
Now, since 77 p(By/p < ||/||p for any p > 0 it readily follows that 77 <
liminfp^oo ||/||p and since 77 < ||/||oo is arbitrary, H/H«, < lim in ip -*» ||/||p .
In particular, if ||/||oo = 00 we get that ||/[|oo = limp-**, ||/||p . So to
Solutions 307

complete the proof we may also assume that / G L°°(X). Now, for / G
U{X) n L ° ° ( X ) and p > r, \\f\\p = fx \f\P~r \f\r dp < Hfl\£r fx ¡flrdM =
| | /| | §n /| | ; < oo. Hence ||/||p < ||/||»r/p ||/||r/p and letting p oo it
readily follows that lim su p p ^^ ||/||p < ||/||oo-
Finally, if ||/||p = oo for all p it does not follow that ||/||oo = oo. To see
this take the Lebesgue measure on M and / = 1. Then ||/||p = oo for all p
yet H/lloo = 1.
124. Note that since / is nonzero on a set of positive measure, 0<
0Cn < ll/llill/IIS r1 < oo for all n. Now, since |/|" = |/|(n- 1) /2|/|(n+ 1) /2,
by Cauchy-Schwarz it readily follows that an < and, conse­
quently,an/an-1 < ocn+i/an. Thus the nonnegative sequence in question
is nondecreasing and the limit exists. Moreover, an+1 < a n ||/||oo and so
limn o;n+i / a n < H/lloo-
W e claim that the limit is||/||oo- Assume first that p{X) — 1. Then
by Holder’s inequality with indices p = 1 + 1 /n and its conjugate q =
n + 1 , otnWfWn = (Ix \f\ndtJ')1+1/n ^ Ix\f\n+1 (1 lJ' = and> conse­
quently, ||/||n < an+i/an. Thus taking limits, by Problem 123, ||/||oo <
limn an+i/an.

Alternatively, there is a proof that does not use Problem 123. Since
ll/lloo > £ > 0, let A C X with p{A) > 0 be such that |/(æ)| > ||/||oo — £ for
x € A. Then a n+i > fA |/|n+1d/x > (ll/lloo- e ) (n+1)/u(A) and so an+i / a n >
(ll/lloo -e)(p(A)/M( X ) y / ( ^ ) . Now,

lim(ll/lloo - e)(p{A)/p{X))1/{n+l) = ll/Hoo - e

and so limn an+\/an > ||/||oo — £> and, since e > 0 is arbitrary, the result
follows. This second proof is of interest because the conclusion of Problem
123 follows from this result by general considerations: If limn an+i/an = L,
then limn al/n = L.
Next, in the general case let

dV = Î T C ^ = J n = I , 2, —

Then an = ||/||i /3n-i for all n > 1 and by the finite measure case an+i/an
= Pn/Pn-I - * ll/lloo,V Now, let A\ = {|/| > A}. Note that if p(A\) = 0,
then v(A\) = H /llr1 JAx |/| dp, = 0, and, if v(A\) = 0, by Chebychev’s
inequality Xp(Ax) < v{A\) = 0 and p{A\) = 0. Therefore ||/||oo = ll/lloo,!/
and limn a n+i/o :n = ||/||oo-
308 15. LP Spaces

125. (a) W ith the same notation for an as in Problem 124 we have that
an n -> ||/||oo* Thus, with f there replaced, by e*^, it follows that

n ln( j X &nf d = = ln^ /n ^ ln (ll^ ll00) = ll/lloo •

(b) Apply (a) to e~h.

126. Since (52nan\x - xn |_ 1 )e < Yjnan\x ~ xnI- 6 ) integrating it fol­
lows that ff ( E n ae
n\x - xn\~s) dx < E n ae
n fj \x - xn\~£ dx < oo.
1 2 7 . Since etl/r> — 1 = tk^/k\, letting t = y\f(x)\ and integrating
over X,

b\m\)1/v _

7 1/чс1/»к fc jfefc
<
17 / A!

Since by Stirling’s formula &! ~ y/2nk(k/e)k, the above sum is domi­

nated by

* V 4 '

which converges if 7 < rf/ce*.

HP norm of the numerical
1 2 8 . W e recognize the first quantity as the
sequence {fx / „ dp). To estimate it we consider the sup of E n °n Jx fn dp
where E n ah = 1, 1 /p + 1¡4 = !• Now, E n an fx fn d^ = f x ^ n anfn) dp
< \\{an}\\e< fx\\{fn}\\epdp < fx | |{/п }|М м - Thus, taking the sup over
sequences {a n} with lq norm 1, ( E n(Jx fndp)p)l/p < fx if£infn)l^v dp- As
for the last inequality, it follows at once from the concavity of (p(t) = tl/p,

i - e . , ( E n / n ) 1/ p < £ n / n -
129. t e l , \Tf(t)\ < tl/q\\f\\p, 1/p +
(a) By Holder’s inequality, for
1/q = 1. Thus ||T(/)||P < (fo tp/q dt)l/p\\f\\p and Г is a contraction with
c = ( l / p ) 1/p.
(b) For / = X/, ||T(/)||oo = ll/llco- Now, from \T(f)(t)\ < i Ц/Ц00 it
follows that T 2 (f)(t) < (t2/2 ) Ц/Ц00 and so ||T2(/)||oo < (1 /2 ) ||/||<x>-
(c) First, ||T(/)||i < ||/||i and the bound is sharp. Indeed, let / n(s) =
nx[o,i/n](s). Then T(fn)(t) = ll/nlli for all t > 1/n and, consequently,
||T(/n)||i > (1 — 1/п)||/п||ь which, since true for all n, gives that T is not
Solutions 309

a contraction. Moreover, since ||T(/)||i < ||/||i, T 2( / ) ( i ) < i||/||i and so,
l|r2(/)||, < (1/2)11/11!. Thus ||T“ + '( / ) l l i < l|T“ (/)||, < (1 /2 )* H/lli and
T'(j) -> 0 in LHl).
1 3 0 . True for 1 < p < oo, not true for p = oo.
1 3 2 . First assume that p < q. Recall that by Problem 131, ||x||9 < ||x||p.
For the sake of argument suppose that (ip, ||•||9) is complete; since (£p, ||•||p)
is complete, by the inverse mapping theorem ||x||p < c||æ||9 for some constant
c. Now, if x is the sequence whose first n terms are equal to 1 and are equal
nl!p < cnliq, which does not hold for n large
to 0 otherwise, it follows that
enough. The case q < p follows analogously.

133. Fix n and consider X)fc=i Am ong all sums with n in­
tegers in the denominator, is the largest (smallest denomina­
tors) and, therefore, 1 /V (^ ) < 1/k. Now, by the Cauchy-
Xjü=i
Schwarz inequality, Y^=i 1/& < ( E £ = i fP(^)/^2 ) 1 ^Œ,k=i lyV(fc))1/ 2 which
in turn is bounded by (E fc=i ¥?( ^ ) /^ 2) 1^2(Z)fc=i 1/A:)1^2, and so X)fc=i 1 A <
E L i m / k 2.
1 3 4 . a is e1 ne2.

1 3 6 . Let s = p/r\ by assumption 1 < s < 2 and so its conjugate s' > 2.
Then J2n læn|r = É n n - 1 / Sn 1/ S|æn |r < ( E n n læn r S) 1/s( E n n_S,/S) 1/S,> ^
since rs = p and s'/s > 1, we have finished.

1 3 7 . (a) The statement is true, (b) The statement is false.

A is open in £2 iff infn An > 0. First, necessity. Pick

1 3 8 . W e claim that
e > 0 such that Ai > e > 0. Then x with xi = Ai — e and xn = 0, n > 2,
is in A, which is open and, therefore, for some S > 0 the ball B(x,5) C A.
Let p = m in(e,(5/2). Then the closed ball B(x,p) C B(x,ô) C A. Then yn
with Vi = Ai — e and y£ = 0 for k ^ n and y% = P belongs to B(x, p) C A,
and, therefore, An > p for n > 2 and so infn ^71 > V'
A s for sufficiency, let e > 0 be such that An > e for all n. Now, for x € A
pick k such that E îü fc+ i xl < e2/4 - Let <5 = m in (£/2, Ai —|®i|,. . . , A*,—|afc|);
since x € A , 5 > 0. W e claim that B(x, <5) C A. Now, if y G B(x, S), \yn\<
\Un - xn\+ \xn\< à + \xn\< A„ - \xn\+ |æn | = An for all n < k. Moreover,
\Vn\ < ( E ~ = fe+i \Vn\2 ) 1/2 < ( E “ =fe+i \Vn ~ æ„|2) 1/2 + £ /2 < <5 + £ /2 < £ for
all n > k + 1; thus \yn\< e < An for those n, hence \yn\< An for all n and
y G A.

139. Observe that as in Problems 27(a), C\ is a

W e do sufficiency.
closed subset of£p. To see that C\ is totally bounded, fix e > 0, and let N
be chosen large enough so that E n L /v + i l^n|p < £p/2 . Now, C\tN = {y G
RN : \yn\< An, 1 < n < N} is a compact subset of RN and, hence, totally
bounded. Therefore there exist { y 1, . . . , yM} c RN with the property that
310 15. IP Spaces

for every y G C\tN> there exists ym, 1 < m < M, such that \\y —ym\\p =
^2n=i \Vn ~ y%\p < ep/2 . Now let x 1, . . . , xM € ip be defined as follows:

V%, 1 < n < N,

xm _ for 1 < m < M.
0, n > N,

Now, given x G C\tN> pick xm, 1 < m < M, such that Y^n=i \xn—x™|p <
ep/2 , and observe that ||z - xm\\p
v < Yln=i Ixn ~ x™\p + jt,n=N+1 lAn|p <
e? / 2 + ep/2 = ep.
140. The statement is false. First, observe that there is a sequence {nk}
such that Yjj^nk^ 1 f ° r afi k. Indeed, since A ^ HPit immediately follows
that for any nk G N, J2fLnkAj = 00 an<^> therefore, there exists nk+i G N
such that E n fc<j<nk+i Ap > 1. Starting with n\ = 1 we can find a sequence
{rife} in N with the required property.
Next, we claim there is a sequence {xk} in M\ such that \\xm —a;n ||p =
2 1/ p if m ± n. Indeed, with {nk} as above, let

0k=( E Ai)~1/P’
nk<j<nk+l
k=l,2,....
Hence 0 < < 1 for all k and xk defined by

A j, 7lk ^ j nk+i ,
0, otherwise,

belong to C\ and have norm 1 and, consequently, are in M\. Finally, since
\\xm — xn ||p = 2 l/p if m 7^ n, M\ is not compact.
Note that since C\ and B are closed, M\ is closed.
141. First, pick an increasing sequence {nk} such that bnk > 2k for all
k. Now, let On = l/2k for n = nk and on = 0 otherwise.
{nk}, n\ = 1, such that
Next, pick an increasing sequence cj >
k2, and define dj = 1 /k when nk < j < nk+i-
1 4 3 . For the sake of argument suppose that a £ iq and let —> oo be
chosen so that n i = 1, and we = Y^ne<k<ne+i lafcl9 — ^ f ° r ^ > 1- Note
that if x is defined by

we 1|o*| q/p, n e < k < ne+i,

Xk
0, otherwise,

then ||x||£ = E , v w = E i V * 1 < £ ( 2-<p_1)' < ° °

and x G (P. However, since {q/p) + 1 = q, it follows that J2nxnan =
E n e < k < n e+1 \a k \ q , p a k = E e w e lw e = 00 •
Solutions 311

1 4 5 . Let n be the measure on X = { 1 /n : n > 1} given by /¿(1 /n ) = bn,

n > 1. Then for a function / on X we have fg f dy = X n / ( 1 / n ) bn, at
least if / is nonnegative or, more generally, if the sum in the right-hand side
is absolutely convergent. Note that >u([0,1]) = =
Now, if X n(lnM )bn = —oo there is nothing to prove. Otherwise, since
all the terms in the sum are negative it follows that X n I hi(an)| bn <
oo and
also trivially X n anbn < oo. So the function / on X given by / ( 1 / n ) =
ln(an) satisfies ||/|| = X n Un(°n)|&n < ° ° and is integrable. Therefore by
Jensen’s inequality, e x p ( X n(ln(an) ) bn) < X n e x p (ln (a „)) 6n = J2nanbn,
and the first assertion follows by taking logarithms on both sides.
Finally, the second inequality follows by exponentiating the first inequal­
ity.

1 4 6 . A n example are the sequences xn = {x%} given by

^ n _ i 1/ n » A: = 1 , . . . ,n 2,
t v jU \

10, otherwise.

Then ||xn ||i = X f i i ( l / n ) = n, \\xn \\2 = (X f e li 1/n 2 ) 1/2 = 1, and ||xn ||oo =
1 /n .

147. Ap is not closed for 1 < p < oo. On the other hand, A\ is the
kernel of a bounded linear functional on £} and so A\ is closed.
1 4 8 . Let Fn = {x € £q : xn ^ 0 and xn = 0 for all n > N }; by definition
£g = UNFjy- Thus it suffices to prove that each Fn is nowhere dense in
£l First, the Fn are finite dimensional and, hence, closed in £q. Next, let
x e Fn and r > 0. Then y = (a q , .. .,x N, r / 2 , 0 , . . . ) € £ ||y - x||p = r /2 ,
y G B(x, r), and y Fn , and this is true for every N and every r > 0. Thus
Fn has no interior points.
Mn = { / € LP{I) : Jj \f(x)\pdx < n }; by Fatou’s lemma Mn
1 4 9 . Let
is closed in Ll{I). Let g € Ll(I) \ IF(I). Then for / G Mn and all R > 0,
the iJ -b a ll B(f, R) contains / + eg for e < R and B(f, R) 0 ^ 0. Thus
Mn has empty interior in Ll{I) and IP {I) = (JnMn is of first category in
L\I).
1 5 0 . First note that (Y, || • ||i) is a Banach space. For each n > 1, let
yn = { / G YD L 1 + 1 / n(X) : ||/||i+ i/n 5: n}. Now, if / G Y, let p > 1 be such
that / G LP(X) and n such that 1 + 1/n < p. Then by Holder’s inequality
ll/lli+ i/n < (1 + fJ,(X))i~'1 /p\\f\\p, and, therefore, / G Yn for n sufficiently
large. Thus Y = (Jn Yn-
W e claim that Yn is closed in Y for all n. To see this fix n and let
{fk} C Yn converge to / in Y. Passing to a subsequence if necessary we
may assume that lim kfk = / ¿¿-a.e. and, therefore, by Fatou’s lemma,
312 15. IX Spaces

fx \f\1+1^ndp < liminffe Jx |/fc|1+1/ n dp < n1+1/n. Thus / e Yn, which is

Y.
therefore closed in
Hence, by the Baire category theorem one of the Yn has nonempty in­
terior in Y. fo € Yn and r > 0 such that Bi(fo, p) =
So, there exists
{9 € Y : ||/o - 5 ||i < r } c Yn. Let 0 / then /„ + (e/2||/||i)/ €
Bi(fo,r) and, therefore, / 0 + (e/2||/||i)/ € Yn. Then with rj = e/2||/||i,
/ = (/o + v f)/v — fo/v can be expressed as a difference of functions in
L1 + 1 /n(X), and therefore Y c L1 + 1 / n(X).
1 5 1 . Since |sin(i)| < |t| for all real t and |/(;r)| < 7r/2 a.e., |sin (/(x))| <
1 a.e. and, consequently, |sinfc(/(a:))| < |sin(/(x))| < |/(a;)| a.e., and
limfe sink(f(x)) = 0 a.e. Thus by the L D C T , lim*. fRn sink(f(x)) dx = 0.
The conclusion is still true if / € k > p and from
for eventually
this point on we have |sinfc(/(a:))| < |sinp(/(a:))| < \f(x)\p a.e. and the
L D C T applies as before.

£l fl £2 is closed with respect to the

1 5 2 . On the other hand, note that
£l but not the £2 norm, and L 1([0 ,1]) fl L 2([ 0 ,1]) is closed with respect to
the L 2 but not the L 1 norm.

153.IP(X) n L°°(X) is dense in LP(X) and since it is actually equal

to L°°(X ), also in L°°{X). Now, LP{X) is separable with respect to the LP
norm but L°°(X ) is not separable with respect to the L°° norm.

LP(X) D Lr(X) follows readily from the fact

1 5 4 . That ||•|| is a norm in
thatIX(X) and Lr(X) are normed spaces. Next, if J2n ll/n|| < oo, Y.n ll/n||p
and ll/n||r < oo, and since LV(X) and Lr(X) are complete, there exist
/ and g, say, such that fn = f in IX(X) and ^2nfn = g in Lr(X). But
then a subsequence of the partial sums converges to / /¿-a.e. and a further
subsequence converges to g /¿-a.e. Thus, / = g /¿-a.e., / € IX(X) n Lr(X),
and the series converges to / in IX(X)r)Lr(X), which is therefore complete.
Finally, by Problem 53, \\f\\q < ||/|| and IX(X)nLr(X) ^ L«{X).

{Km} be an increasing sequence of compact subsets of O

1 5 5 . (a) Let
with 0 = {JmKm and for / € Lp loc{0) let q(f) = £ m 2 - m rnin(l, \\fxKm\\v)-
Note that if q(f) = 0, ||/XKmllp = 0 for all m, f = 0 a.e. in Km, and, since
Um Km = O, f = 0 a.e. in O. Let d : Lfoc(0) x 1 ^ ( 0 ) -¥ R + be given
by d(f,g) = q(f - g), f,g e Lfoc( 0 ) ; it is readily seen that (Lfoc( 0 ) ,d ) is a
metric space.
0, limn ||(/ - f n ) x K m \\p = 0 for all m
Note that if limn d ( / , / n) =
and since a compact K C O is contained in Km for all sufficiently large
m, limn ||(/ - fn )xi<\\p = 0. Conversely, given e > 0, pick M such that
E m = M +1 2_m < e/ 2 > and note that E “ =M +1 2 - m m in (l, ||(/ - f n ) X K m ||p)
< e /2 . Now, since convergence holds for the compact subsets of O ,
it holds for K i ,... ,K m , and we can pick n large enough such that
Solutions 313

I K / — f n ) X K e \\p < e / 2 M for all 1 < t < M and all k large enough. Hence
d(f, fn) < M(e/2M) + e/2 = e for n large enough and limn d(f, fn) = 0.
c (Lp0C(X),d) is a Cauchy sequence, then
Finally, completeness. If { / n}
{fn \K m } Lp{Km) for all m , and, therefore, { / n|icm} converges
is Cauchy in
to 4>m, say, in U‘(Km) for each m . Now, Km c Kmi for m < m', and
limn JKm | - fn(x)\pdx < limn fK^ \4>m'(x) - fn(x)\pdx = 0; thus
by the uniqueness of limits in LP(Km), <t>m'\Km = <Pm- Then the function
/ : O -> M given by f\i<m = 4>mis well-defined and since f x K m €
for all m , / € Lfoc( 0 ) , and by construction limn ||(/ - f n ) X K m ||P = 0 for all
m , and so limn d ( f , f n ) = 0.
Lc(O) C Ltfoc(0). Now, given / € Lp
(b) Clearly loc{0) and e > 0, let M
be such that < £- Then fXKM e L ? ( 0 ) and d(f,fxK M) < e -
Note that for 1 < p < oo, one can prove in an analogous fashion that
Lfoc(X) is separable, because the LP(Km) are.
 Chapter 16

Sequences of Functions

Solutions

1. The statement is not necessarily true. LetM = £ ([0 ,1 ]), V a

Vitali Lebesgue nonmeasurable subset of [0,1], and for a 6 A put fa{x) =
X v (o :)x {<i}(ic)- Since the image of fa is the single point 0 if a £ V or the
points 0 and 1 if a: € V, each fa is measurable but supaG|01] fa(x) = Xv(x)
is not. On the other hand, if the fa are continuous, or lower semicontinuous,
and / = sup fa, then { / > A} = |Ja{/a > A} is the union of open sets and,
therefore, open, and / is measurable.

M = £ ([0 ,1 ]), A = [0,1], and for a € A let fa(x) = x ^ O 13)

2 . (a) Let
and ga(x) = 0. Then fa < gp a.e. for any a, /3 in A , supaeA fa(x) = 1 for
any x, and not only i n f ^ x ga(x) = 0 but also supagA <7a (a:) = 0.
(b) A is countable.

3 . (a) Let V denote a Vitali Lebesgue nonmeasurable subset of [0,1] and

Aa = —a + Q = { x € R : x + a € Q } ; each Aa is measurable and |AQ| = 0.
Let fa(x) = XAa\v(x); since |Aa \ V\ < \Aa\- 0, fa is measurable. Now,
if x e V , fa(x) = 0 for all a and lim ^ o o fa(x) = 0. On the other hand,
if x $ V, setting a = —x I r w e get that fa(x) = 1 if r is rational and
fa(x) = 0 if r is irrational. Thus, if x £ V, lim infa_ Hx>/ a (x) = 0 ^ 1 =
l i m s u p ^ ^ fa(x), and if x € V , lim ^ o o fa(x) = 0. Then A = V <£ C(I).
(b) The condition is that the fa are continuous.
(c) The condition is that A is countable.

M. ^ V(X), let B ^ M , and

4 . The statement is false. Suppose that
putfn = xb + (l/n)xB<=- Then An = X 6 M for all n, yet A = B M .
However, note that { / > 0 } € M .

5 . It depends on whetherg, is complete. If not, put fn = 0 for all n,

and f = X b + X a where g(B) = 0 and A C B, A £ M . Then limn fn = f

315
316 16. Sequences o f Functions

/u-a.e. but / is not measurable. On the other hand, if ¡i is complete, let

g = limsupn fn\then g is measurable and since f = g ¿i-a.e., / is measurable.
6 . (a) First, suppose there exist a subsequence { / nfc} of { / n} and rj >
0 such that \fnk(x) — f(x)\ > rf. It then follows that for each m > 1,
sup„>m \fn(x) - f(x )| > rj > 1/k whenever rj > 1/k. Thus for some k,
x € flm i® G X '■SUPn>m Ifn(x) - /(a:)| > 1 /k} and, consequently, x € B.
Conversely, if a; € B, there is k > 1 such that supn>m |/n(a;) — f(x)\
> 1/k for all m > 1. Then for any 0 < rj < 1/k it follows that
supn> m \fn(x) — f(x )| > r]. In other words, for each m > 1 there exists
n > m so that \fn(x) — f(x)\ > V and so lim infn \fn(x) —f(x) | > r] > 0.
7 . (a) implies (b) and (c) By Egorov’s theorem there exists Ck with
n(Ck) > 1 —1/k such that |/nJ < l/2 k on Ck• Now, let cn = 1 when n = nk
for some k and n = 0 otherwise. Then, since M U fc = S n cn f n ( x )
converges absolutely /¿-a.e.
(c) implies (a) For the sake of argument suppose that every subsequence
{fnk) ° f { / n } satisfies lim in f„fc |/nfc(a;)| > 0 for x in a set B of positive mea­
sure. Pick {cnk} such that Y^k I°nkI = 00 and observe that Yk ICnkfnk{x)| >
(lim infnfc \fnk(x)|) Yk I cnk\= oo on a set B with n(B) > 0, which is not
the case.

9 . W e may assume that the fn are measurable and in that case M(x)
need not be measurable. On the other hand, if M{x) is measurable, the
conclusion follows for arbitrary / n, measurable or not.

1 0. The condition is necessary. Since / is finite [/,-a.e., given e > 0,

there exists Ne such that yu({|/| > Ne}) < e /3 . By Egorov’s theorem there
exists A c X with ¡jl(A) < e /3 such that / „ ->■ / uniformly on X \ A. Thus
there exists N such that, for n > N, |/n | < |/| + 1 on X \ A. Therefore, on
X \ (> lU {| /| > Ne} ) , |/n| < |/| + 1 < iVe + l for all n > N. Since |/n| < oo ¡j,-
a.e. for n = 1 , . . . , N —1 there exists Le such that > Le}) < e /3 .
Let Me = max[Ne + l , L e] and B = Au{\f\> Ne}U \J^{\fn\> Le}. Then
H(B) < e / 3 + e / 3 + e /3 = e, and, on X\B, |/n(®)| < Me, i.e., supn \fn(x)\ <
Mg for x G X \ B. Therefore /x({sup |/n | < Me}) > fi(X \ B) > 1 — e.
On the other hand, sufficiency is not true in general. For example, con­
sider the Lebesgue measure on X = [0,1] and the family of dyadic subinter­
vals {[fc2- n , (k + l ) 2 - n ] : 0 < k < 2n,n = 1 , 2 , . . . } of [0,1]. This family is
countable and can be ordered first by level n and then, at each level n, in an
increasing order of k, i.e., going from left to right; for simplicity we denote
the resulting family of intervals { / m}. Now let fm — x /m; the graphs of the
fm consist of thinner and thinner plateaus of height 1 that sweep across the
interval [0,1]. Thus fm assumes only the values 0 and 1 and {fm(x)} only
converges for those x € [0,1] which are rationals of the form k2 ~n for some
Solutions 317

0 < k < 2n, that is to say, in a set of measure 0. Now, the values M < 1 are
excluded but for any M > 1 we have p({supm |/m(a;)| < M }) = 1 > (1 — e)
for any e > 0.
11. For the sake of argument suppose that a subsequence {gnk} of {gn}
converges pointwise on a subset of I of measure 1. Then by Egorov’s theorem
there is a measurable A C I with |A| > 1/2 + rj where {gnk} converges
uniformly and pick k sufficiently large so that \gnk(x) — <7nfe+i(®)| < 1 for
all x e A. Now, \fnk(x) —fnk+1 (x)\ = 1 on a subset of I of measure 1/ 2
and, therefore, by assumption \gnk(x) — gnk+1 (x)\ — 1 on a subset F of I of
measure at least 1/ 2 — 77; thus \A\ + |F| > 1 and so \A n F| > 0, which is
impossible.
13. Yes.
14. Let An = {fn 7^ An}; by Borel-Cantelli ¿x(limsupn An) = 0. There­
fore fn(x) = An for all n > nXi where nx depends on x for /x-a.e. x € X.
Now, since converges, Yn fn(x) converges for such x, that is to say,
¿i-a.e.
15. First, by Chebychev’s inequality An^ ({|/ n - Jx fndfx\ > An}) <
fx Ifn~Ix I ^ ^ c. Hence S n M({| f n ~ f x fndfi\ > An}) < X^n^c/ ^ n ^
00 and the conclusion follows from Borel-Cantelli.
16. Necessity first. For the sake of argument suppose fi({fn > M))
= 00 for all M > 0. Then by the second Borel-Cantelli lemma, Problem
2. 108, ¿¿(limsupn An) = 1 for every M > 0, i.e., limsupn / n > M /x-a.e. for
every M > 0, which implies that limsupn / n = 00 ¡i-a.e., which is not the
case.
Sufficiency next. Let An = {fn > M }; by Borel-Cantelli /n(limsupn An)
= 0 and, consequently, fn(x) < M for n > nx /i-a.e. Whence supnfn(x) <
ma,xi<k<nx fk{x) + M < 00 ju-a.e.
17. Let c > 0. Then ¿¿({ln(/n) > cln(n)}) = ¿¿({/n > nc}) = n-5c and
by the first and second Borel-Cantelli lemmas,

0, if 5c > 1,
¿ i(lim su p {ln (/n) > c ln (n )}) =
n 1, if 5c < 1.

Thus limsupn(ln (/n(a ;))/ln (n )) = 1 /5 n~a.e.

1 8 . (a) Since g,{{\fn\ > e}) = = 1 }) = Pn for all n, fn -> 0 in
probability iff pn - » 0.
(b) By the first and second Borel-Cantelli lemmas and (a), for 0 < e < 1,

if D n P n < 0 0,
¿i(lim su p {|/n|
n otherwise.

Therefore / „ -> 0 fi-a.e. iff Y nPn < ° ° -

318 16. Sequences o f Functions

20. Since each fn is finite ¿t-a.e. and fi(X) < oo there are constants
bn such that if An = {|/n| < 6n} , ¡i{X \ An) < 2 ~n and, consequently, by
Borel-Cantelli, ^(limsupn(X \ An)) = 0. The good set is A = lim infn A n;
then X \ A = lim supn(X \ An) and, consequently, /i(X \ A) = 0. Now, let
An = 1/nbn; we claim that limn An/ n(x) = 0 for x € A. Indeed, if x € A,
x belongs to all but finitely many An and x e An if n > N\ > 0. Thus
\fn(x)\ < bn, which means that An|/n(x)| < (l/nbn)bn = 1/n and so if
n > N2 > N1 > 0, limn An|/n(x)| = 0 on A, which by the above argument
holds /i-a.e.
2 1 . Redefining the fn on a set of measure 0 if necessary we may assume
that the fn are finite everywhere and limnfn(x) = 0 for every x € X. Let
gn(x) = supfc>n / n(x), x 6 X ; the gn are measurable, gn{x) > fn(x) for all
x (E X and n, gn(x) > gn+i(x), and limn gn(x) = 0. So, working with {gn}
instead we may assume that the original sequence decreases to 0 everywhere.
We define the An first. Let ni = 1 and note that since f n —1 0 in measure
there is a subsequence { / njJ of { / n} such that ¿¿({/nfc > 1/A;2}) < l / 2 fc for
k = 2, 3, — The sequence A is defined in blocks as follows: An = k for
rik < n < n,k+1, k = 1 , 2 , . . . ; in other words, the first n2 - n\ terms of A
are 1, the next nz —n2 terms are 2, and so on. Moreover, since -»• 00 as
k ->■ 00, limn An = 00.
Next, we deal with the convergence of {An/n}. Let

OO
Bm = | J {A n /n > 1 / m } , m = 1,2 , —
n-n-m

Since An = k for < n < n^+i we have

OO Tlfc+l-l

Bm = U U > 1/ m}
k=m n=nk

and since { / n} is nonincreasing and k > m the innermost union above

is contained in { / „ fc > 1/A;2} and so Bm C \J^Lm{fnk > 1/A:2}. Thus
KBm) < Ek=m»({fnk > 1A 2}) < 2~m+\ m = 1 , 2 , . . . . Finally, let B =
lim supm Bm. Since ^2mft(Bm) < 00, by Borel-Cantelli fi(B) = 0. So it
only remains to check that limn An/n(x) = 0 for x € X \ B. Given e > 0,
let m be so large that 1/m < e and x £ Bm\such a choice is possible since
x belongs to at most finitely many Bm. Then by the above argument there
exists nm so that An/ n(x) < 1/m < e for all n > nm, and, consequently,
An/n (®) ->■ 0. Note that this result implies Egorov’s theorem.
2 2 . The statement is true if n{X) < 00. On the other hand, the state­
ment is not true in an infinite measure space: If fn = X[n,oo) f ° r all
Solutions 319

fn —> 0 a.e. but |{a; 6 R : |/n(x)| > 1 /2 } | = oo for all n. Nevertheless, it

is true in M.N if |/n(x)| < g(x) a.e. for all n, where g is a finite a.e. mea­
surable function on Rn such that |{|g| > e}| < oo for each s > 0. To
see this let Bk denote the ball centered at the origin of radius k. Since
|{|p| > £}| = IbnfcKM > e } H Bk|, given r] > 0, there exists K such
that |{|p| > e } n BC K \ < rj. Now, |{|/„| > e}| < |{|/n| > e } D B K | +
K M > C> n BC K \where the second summand can be made arbitrarily small,
and by the validity of the statement for spaces of finite measure the first
summand goes to 0.

2 3 . (b) The ¿x-a.e. convergence is a particular case of (a) and if ¡jl(X) <
00 the convergence in measure follows from Problem 22. Otherwise, given
£ > 0, pick m such that Xn < e for all n > m . Then u ({su p „> ~ | /n| > e }) <
M i r = m(l/n| > An}) < £ ~ m M{|/n| > An}). So, since

OO
K“
m ‘
M (l/n l > An}) = 0,
n—m

it follows that ¿i({supn>m | /n| > e }) = 0, which gives convergence in mea­

sure.

2 4 . Let An = - fn\ > An}; by Borel-Cantelli

{| /n + i supn An) =
0. So, |/n+i(a;) — fn(x)\ < An for x e A with n(X \ A) = 0 for all n
sufficiently large. Now, since £ n An < 00, this is readily seen to imply
that {fn(x)} is Cauchy for x G A. Indeed, given x 6 A and e > 0, let
no be such that \fn+i(x) — / n(a;)| < Ara for n > no, let n\be such that
< e > an<^ N = niax(n o,ni). Then, for m > n > N, \fm{x) —
fn(x)| = |Z X =n fk+i(x) - fk(x)\ < J2kLn Afc < £ , x € A. Therefore {fn(x)}
is Cauchy for x € A and there exists / on X such that limn fn(x) = f(x) for
x € A, i.e., ¿i-a.e. Note that if fi(X) < 00, convergence in measure follows
from Problem 22.

2 5 . B y the first Borel-Cantelli lemma, if £ n /i({| fn — /| > e }) < 00,

then p(lim supn{| /n — /| > e } ) = 0 and, hence, limsupn |/n — /| < e ¡jl- a.e.

Applying this to a sequence e„ -► 0 it follows that limsupn \fn - f\ = 0

/z-a.e. and the fi-a.e. convergence follows.
2 6 . For each m,n = 1 , 2 , . . . , let A n,m = {| /n - /| > 1 /m } . Since
fn ^ f M-a.e. it follows that in fj>i A n,m) = 0 for each m > 1. Let
ni = 1 and for k > 1, let n^ be the smallest integer greater than n ^ -i such
that /z(U n>nfc An,k) < 2 ~k. Given e > 0, choose an integer N > e~l. Then
£ £ * / * ( { ! / « . - /1 > O ) < < 2.
2 7 . (a) Replacing fn by \fn — f\ if necessary we may assume that the
fn are nonnegative and that fn —» 0 in measure. Now, by assumption
there exists ri\ such that n{{fn > 1 }) < 1 for n > m , and, having chosen
320 16. Sequences o f Functions

n\ < ri2 < ... < rik-i with the property that fj.{{fnj > 1/j}) < 1 / j 2 for
1 < j < k, pick nk > nk- 1 SO that y{{fnk > l/k}) < l/k2. W e claim
that limnfc fnk = 0 //- a.e. Let Bk = {fnk > l/k} and B = limsupfc Bk\ by
construction Ylkn{Bk) < oo, and so by Borel-Cantelli y{B) = 0. Finally, it
remains to verify that limnfc fnk = 0 / / - a.e. on X \B. Now, if x € X \ B,
x Bk for all k > k0, where ko depends on x. In other words, / nfc(x) < 1/A:,
all k > k0 and, consequently, fnk(x) / ( « ) for x outside a set B with
,x{B) = 0.
(b) No.
(c) By (a) a subsequence { / nfc} of { / n} converges to / //-a.e. and since
{ /n } is increasing, the whole sequence converges pointwise //-a.e. and the
M C T does the rest.

2 8 . Pick a subsequence { / nfc} of { / n} that converges to / / /- a.e. and let

A = {x e X : limnfc f nk(x ) = f ( x)}i then n{Ac) = 0. Fix x € A. Since { / „ }
is monotone, { / n(x )} converges to some extended real number g(x), say.
But we must have fnk(x) g(x) and so g(x) = f(x). Therefore fn ~ > f
//-a.e.

2 9 . For the sake of argument suppose that there exist rj > 0 and nk oo
such that \fnk(x) - f(x) | > V- Now, fnk{x) - f{x) > v or fix) - fnk{x) > ri
for infinitely many nk\ suppose the former holds. Two more observations:
passing to a subsequence if necessary we may assume that {fnk} converges
to / //-a .e ., and, since / is continuous at x , we may pick 8 > 0 such that
If(x) ~ f{y) I < v/2 for \x ~ y\ < Finally, write fnk(y) - f(y) = fnk{y) ~
/» * ( * ) + fnk(x ) - f(x ) + f{x) - fiy) and note that for y in ( x,x + 8 ),
fnk(y) ~ fnk{x) > 0. Thus fnk(y ) - fiy) > ( /„ „ (x) - fix)) + ifix) - fiy)) >
T] - v / 2 and, consequently, {z € I : \fnk(z) - f(z)\ > v/ty 3 ( x ,x + <5).
Therefore \{z £ I : \fnk(z) —f(z)\ > y / 2}| > 8 > 0 for all nk, which cannot
happen since fn ->■ / in measure.

3 0 . W e begin by picking an increasing sequence nk —> oo as follows: n\

is chosen so that / / ( { |fn —fm\> 1 /2 } ) < 1 /2 for all n ,m > n i, and, having
picked ni < ... < nk- 1, let nk > nk-1 be such that //( { | /n - /m | > l / 2 fc}) <
nk\this choice is possible since the sequence is Cauchy
l / 2 fc for all n ,m >
in measure. Let Bk = {\fnk — fnk+J > l / 2 fc} and B = lim sup kBk\ since
y(Bk) < oo by Borel-Cantelli n{B) = 0. Let x G X \ B] then x belongs
to finitely many k and { / nfc} is Cauchy in X \ B. Let / be the pointwise
/z-a.e. limit; by Problem 22, {fnk} converges to / in measure and so the
whole sequence converges to / by the general principle that if a subsequence
of a Cauchy sequence converges, the whple sequence converges to the same
limit.
Solutions 321

3 2 . W e discuss sufficiency. For the sake of argument suppose that {fn}

does not converge to / in measure. Then there exists e > 0 so that for
every integer N, there is N' > N such that ¿¿({|/tv' — f \ > e }) > e and,
consequently, there is an increasing sequence so that p({\fnk — /| > e })
> e. This implies that { / nfc} has no subsequence that converges to / ¿¿-a.e.,
which is not the case.

3 3 . Thatp(X) < oo is necessary follows from the following example.

Consider the Lebesgue measure on R and let fn{x) = gn(x) = x + 1 /n for
all n, and f(x) = g(x) = x; clearly fn - » / and gn —>■ g in measure. On
the other hand, (x 4 - 1 / « ) 2 — x 2 > e when x > n e /2 , and, consequently,
|{a: 6 R : |fn(x)gn(x) — f(x)g(x)\ > e}| = oo for every e and every n.
And ip needs to be continuous as the following example shows: Let
ip(x) = X {0}(a:), fn(x) = 1 /n , and f(x) = 0 for x € [0,1]. Then fn converges
to / in measure but since ip(fn) — 0 for all n and ip(f) = 1, tp(fn) does not
converge to ip{f) in measure.

3 5 . For the sake of argument suppose that such a metric p exists. Now,
by Problem 2.62(c) for each n there exist pairwise disjoint measurable sub­
sets { A£ } C X, k = 1 , . . . ,n , such that X = (J£=i A* and p(A%) = p(A)/n
fork = 1 , . . . ,n . Then the sequence {fm} consisting of the characteristic
functions of these sets, ordered first by the level n and then by k, converges
to 0 in measure yet tends pointwise to 0 only possibly in a set of measure 0.
Then p{fmi 0) 0 and, consequently, there exist e > 0 and a subsequence
{frnk} of {fm} such that p(fmk, 0) > £ for all k > 1. Now, since {fmk}
tends to 0 in measure by Problem 27(a) a further subsequence {fmkj} ° f
{ f m k} converges to 0 ¿¿-a.e. This contradicts the inequality p (/m fc.>0) ^ e
for j > 1.
d and d\ follow along similar lines we do d.
3 6 . (a) Since the proofs for
Clearly d(f,g) > 0 and if d(f,g) = 0, then |/ - g\/(l + \f - ^|) = 0 /¿-a.e.,
and so / - g = 0 ¿¿-a.e. and / = g in T.
Next, i / ( l + 1 ) increases for t > 0 and so

l* + s| < M+ N < W , lgl

1 + |f + s| 1 + |i| + |s| 1 + |i| 1+ \s\

for all s, t G R. Hence, for f ,g ,h € F,

| /-g | \f~h + h~g\ \f-h\ \h—g\

1 + 1/ — ^1 l + \f —h + h —g \ ~ l + \f —h\ l + \h —g\

and, consequently, integrating, d(f —g) < d(f —h) + d(h —g).
322 16. Sequences o f Functions

(b) The statement is false. For the sake of argument assume that
(C(I),d) is complete and consider the sequence

n2 x, 0 < x < 1 /n ,
fn
1 /x , 1 /n < X < 1.

Then, since d(fn,f m) < d i ( / „ , / m) < J0v(1/m,1/n) da; = V ( l / m , l / n ) , { / „ }

is Cauchy in ( C(I),d), and, consequently, there exists f E C(I) such that
limn d(fn, f) — 0. W e claim that / ( x ) = 1/x, x E (0,1], and, since / ^ C(I),
this cannot happen. Now, if / ( a ) ^ 1/a for some a E (0,1], by continuity
there exist e, 6 > 0 such that \l/x — f(x )| > e for x G (o — 5,a]. Then, if
TV is large enough so that 1/N < a — 5, / n(x) = 1 /x for all n > TV and
x G [a — 6 , a), and, consequently, d(fn, f ) > f£_ge/ (1 + e) dx for these n.
Then, since the right-hand side is a positive constant independent of n, fn
cannot converge to / in the metric d.
(c) That convergence in d is equivalent to convergence in d\ follows
readily from the relation ( o A l ) / 2 < a/ (1 + a) < ( a A l ) valid for a >
0. Next, since fn —> f iff fn — f -»■ 0 for any of the convergences under
consideration, we assume that / = 0. First suppose that fn —^ 0 in measure.
Then for e > 0, d i ( /n,0 ) = /{|/B|<e}(l/»I A l ) d/ ‘ + /{|/„|>e}d/»l A <
/{| /n|<ej \fn\ dn + f {|/n |>e} dfi < en{X) + M({| /n | > e })- Now, since the last
summand goes to zero as n —> oo it follows that lim s u p „ d i(/n,0 ) < en{X)
and, since / /( X ) < oo, lim supn d i ( /n,0 ) = 0. Thus the limit exists (all
integrals are nonnegative) and is 0.
di(fn, 0) —> 0, then d(fn, 0) ->■ 0. Now, given rj > 0, let
Finally, if
An(v) — {\fn\ > v}- Then since i / ( l + 1 ) increases in [0,oo),

and, consequently, since d(fn, 0) —> 0, \imn^(An(rj)) = 0 and fn -¥ 0 in

measure.
Observe that by Problem 30, T endowed with the metrics d,d\ is a
complete metric space and convergence in either metric is equivalent to
convergence in measure.

37. (a) implies (b) Let limn f n = 0 in probability and (p be as in (a). For
the sake of argument suppose there exist rj > 0 and a subsequence {fn k} of
{ f n} such that Jx <p(fnk) dfi>rj for all nk. Now, limnfc f nie = 0 in probability
and by Problem 27(a), passing to a subsequence if needed we may assume
that limnfc f nk = 0 /i-a.e. Hence by (a), limnfc fx <p(fnk) dp = 0, which is not
Solutions 323

the case since fx <p(fnk) dfx > V- Therefore limn fx <p(fn) d/x = 0 and by (a),
/n ~t 0 /¿-a.e.
(b) implies (a) If limn / n = 0 /¿-a.e., then limn / n = 0 in probability,
which by Problem 36 is equivalent to the convergence of { / n} to 0 in ip
for (p(x) = |ar|/(1 + |x|) or (p = m in (l, |x|). Conversely, by Chebychev’s
inequality, if { / n} converges to 0 in <p, then limn fn = 0 in probability and,
therefore, by (b), limn / n = 0 /¿-a.e.
(b) implies (c) For the sake of argument suppose there is a measurable
A c X with /¿(A) > 0 that contains no atoms. Then, contrary to (b), the
sequence { / m} constructed in Problem 35 tends to 0 in probability but not
/¿-a.e. in A. Thus fx is a purely atomic finite measure with at most countably
many atoms.
(c) implies (b) As noted in Problem 5.67, if the are the atoms of
X, measurable functions on X are /¿-a.e. equal to a linear combination of
the functions { x x fc}- Therefore limn / n = 0 in probability implies that if
fn = 12k ^kXxk, limn = 0 for all k, and, consequently, limn / „ = 0 /¿-a.e.
—> oo along which the liminf is assumed, i.e., limnfc fx fnk dfx
3 8 . Pick nfc
= lim infn fx
fn dfx. Since limnfc fnk = f in measure, passing to a sub­
sequence if necessary we may assume that limn/c fnk = / /¿-a.e. Then
lim infnfc fnk = / and by Fatou’s lemma Jx f dfx < lim infnfc J fnk dfi. More­
over, since this last liminf is actually taken along a convergent sequence, it
equals the limit. Specifically, j x f dfi < lim infn fx fn dfi.
3 9 . By Problem 27(a) a subsequence {fnk} ° f {fn} converges to / fx-
a.e. and, consequently, \f\<<p /¿-a.e. Now, given e > 0, fx \fn — f\ d/x <
f{\f«~f\>*p} Mn ~ f \ d^ + /{ | /« -/| < « ? } \fn~ f\d/x = I + J, say. First, J <
e Jx <pdfx. Next, given rj > 0, observe that

{| fn - /1 > £¥>} = ({I fn ~ f I > ey} 0 {</> > 77})

U ({| fn ~ f\> £<p} O {</> < 77})

and, therefore, since \fn —f\ < 2 <p it follows that

Now, first pick e so that J is arbitrarily small and then 77 > 0 such that
2 ‘Pd/x is as small as desired. Finally, since fn —> f in measure,
limn /¿({| /n — /| > £1]}) = 0 and, therefore, by the L D C T the first inte­
gral bounding / goes to 0.
A s for the example, consider fn = nx[o,i/n] and / = 0 in [0,1]. Or
fn = (l/n)x[o,n]> / = 0. And it is not necessary to check that <p is not
integrable because, if it was, convergence would follow and it does not.
324 16. Sequences o f Functions

40. First, suppose that / ^ Lx{X). Then by Fatou’s lemma, oo =

fx fdiit = fx lim infn fn dp < lim infn fx fn dp; thus limn fx fndp = oo and
we are done in this case. Now, if / € L 1( X ) , by the L D C T limn fx fn dp =
Jx f dpi. Alternatively, the result follows by Fatou’s lemma applied to the
nonnegative sequence { / — / „ } .

A c X be measurable. Fatou’s lemma then gives JAf dpi <

4 1 . (a) Let
lim infnJA fndpi and fx \A fdp < lim infn fX\Afndp. Now, since the fn
and / are integrable and limn fx fn dpi = fx f dp;, the second inequal­
ity can be rewritten as Jx f dp — fA f dp < lim infn(Jx fn dp — JAfndp)
= limn fx fn dp - lim supn fA fn dp = fx f d p - lim supn fA / „ dp. More­
over, since Jx f dp < oo this integral can be canceled above and, con­
sequently, lim supn fA fndp < JA fdp, which combined with fA fdp <
lim infn fA fn dp gives the desired result.
(b) The result still holds.
(c) The conclusion does not hold for functions of variable sign. Consider
Lebesgue measure on [ - 1 ,1 ] and let / n(<r) = n (x (0)i / n)(x) - X ( - i / n,o)(»))
and f(x) = 0. Then limn fn(x) = 0 — f(x) for all x, and for every n
we have J^_1 1 ^fn(x)dx = 0 = / [ _ x X] f(x) dx. Take A = [0,1]; then 1 =
fA f n ( x ) dx fA f(x) dx = 0.
The result may fail if / is not integrable. On R + let fn(x) = nx(o,i/n)(x)
+X[i,n)(x); fn(x) converges pointwise to f(x) = %[i)00)(a;) on (0,oo) and we
have limn fn(x) dx -- fRf(x) dx = oo. But for A = (0 ,1 ), fA fn(x) dx = 1
for all n, and fA f(x) dx — 0.

4 2 . By Fatou’s lemma / 6 Ll(X). Next, observe that g+fn > 0 ,g—fn >
0 and so, by Problem 38,

i g dp + i f dp = / (g + f) dp < lim inf f (g + fn)dp

Jx Jx Jx n Jx
= / ^cfyi + lim inf / fndp,
Jx n Jx
and, similarly,
Kf 1

[ g d p - [ f dp = [ (g —f) dp < lim inf [ (g - / „ ) dp

Jx Jx Jx n Jx
= / gdp —lim sup / fndp.
Jx n Jx
Whence, combining, Jx f dp < lim infn fx fndp < lim supn fx fn dp <
fx f dp and so limn Jx fn dp = Jx f dp.
43. Pick Tik —y oo along which the limsup is assumed, i.e.,

lim sup / |fn - f\dp = lim / |/„fc - /| dp.

n Jx nk Jx
Solutions 325

Now, by the convergence in measure, passing to a subsequence if neces­

sary we may assume that limnfc fnk = f ¿u-a.e. and then to a further sub­
sequence if necessary, which we denote again {gnk}, so that gnk g g,-
a.e. and in L}(X). Then, since |/nJ < gnk ¿x-a.e., |/| < g g- a.e., and
|/nfc - /1 < gnk + g € Ll (X), it follows that gnk + g ->• 2g in Ll (X) and
by Problem 106 below, limsupn fx |/„ - /| xfyx = limsupnfc fx |/„fc - f\dg<
fx lim supnfc |fnk - /1 dg = 0.
4 4 . First, since g is integrable, fn, f are finite g-a.e. on X. Now, for
A > 0, {| /„ — /| > A} C { 2g > A} and, consequently, by Chebychev’s
inequality Xg({\fn — /| > A}) < 2 fx gdg. Now let A*, = 2~k and Ak =
{2 g > 2~k}, < oo. Note that {| /re — /| > 2~k} C Ak for all n and
Ifn(x) - / ( x ) | < 2 k on X \ Ak. Now, by assumption fn —¥ f pointwise
on Ak and, therefore, by Egorov’s theorem / „ —>■/ uniformly on Ak \ Bk
where Bk C Ak and g(Bk) < s/2k. Therefore there exists Nk such that
Ifn(x) - f(x )| < 2~k for all n > Nk and x e Ak \ Bk, and so by the
above estimate it follows that |fn{x) — f{x)\ < 2~k for x E X \ Ak- Let
B = Ufc Bk', note that /x(B) < e. Let 7 > 0 and choose k such that 7 > 2~k.
Then there exists N = Nk constructed above such that |/n(x) — f(x)\ < 7
for all x E X \ B C X \ Bk and all n > N. Hence fn f uniformly on
X\B.
4 5 . For the sake of argument suppose such sequences exist. Then { / n}
converges boundedly to r¡ and by the L D C T , limn ff fn(%) dx = r), which is
not the case since fn{%) dx = 0 for all n > 1.
4 6 . Let I = fA cos(2nx + 2rn) dx. Since cos2(x) = (1 + c o s(2 x ))/2 ,
fA cos2 (nx+rn) dx = \A\/2 + I / 2 . Now, c o s(2n x + 2 rn) = cos(2nx) cos(2rn) —
sin(2nx) sin(2rn) and I = cos(2rn) fA cos(2 nx) dx —sin(2rn) fA sin(2nx) dx.
By Problem 4.147, or Bessel’s inequality applied to the function x a (x ),
since I cos(2rn)|, I sin(2rn)| < 1, I —> 0 and, therefore, the limit is |A|/2.
Moreover, since sin2(nx + rn) = 1 — cos2(nx + rn), fA sin2(nx + rn)dx =
\A\/2 —fA cos2(nx + rn) dx and limn fA sin2(nx + rn) dx = |j4|/2.
Finally, since sin2(nx) = (1 — c o s(2 n x ))/2 , for / E L 1(R) it follows that
limn / R / ( z) sin2 {nx) dx = ( / R f(x) dx)/ 2 .
4 7 . (a) Suppose there exist a setA of positive finite measure and a sub­
sequence { / nJ of {fn} that converges for x in A and let B be a measurable
subset of A. Then by Fatou’s lemma f B limnfc fnk dfi < lim infnfc fB fnk d/i =
0 and since B is arbitrary, limnfc fnk < 0 /x-a.e. on A. Similarly, since the
assumptions hold for { —fn} and { / n} is bounded above, limnfc(—fnk) < 0
on A, or limnfc fnk > 0 /x-a.e. on A. Hence limnfc fnk = 0 /x-a.e. on A.
(b) Since the Lebesgue measure on R is cr-finite we may assume that
|j4| < 00. First, by (a) if / nfc(x ) —>■ g{x) for x E A, g(x) = 0 a.e. on A;
326 16. Sequences o f Functions

we claim that |A| = 0. Indeed, since sin2(n¿x) = (1 — cos(2rifcx))/2 we

have fAsin2 (nkx) dx = \A\/2 — (fA cos(2nfcx) dx)/2 , where the integral in
the left-hand side goes to 0 by the L D C T and the integral in the right-hand
side goes to 0 as before and, consequently, |A| = 0.

4 8 . The statement is false if n(X) = oo as the simple example <p(x) =

E n X[n,n+i) (x) shows. It is however true if ¡jl{X) < oo. From this result
it follows that if E n IAn cos(nx)| < oo on a set of positive measure, then
Y2 n |An| < oo; the idea being that since cos(x) is periodic, |cos(nx)| > c > 0
on a set An with measure bounded below independently of n.
4 9 . In general neither statement implies the other. However, the condi­
tion is sufficient under the additional assumption fx \fn — f\ d/j, < Xn with
E n An < oo. Indeed, if this is the case, by the M C T , fx E n l/n —f\dn <
E n An < oo and, consequently, E n \fn(x) ~ f ( x)\ < °° M~a-e- Therefore
limn |/„(x) - f(x) I = 0 n-a.e.

5 0 . Suppose that /x(lim supn An) = 0; then fj,-a.e. every point belongs to
at most finitely many of the An. Thus limn XAnf = 0 ¿x-a.e., xa „ l /l ^ l /l e
L 1( X ) , and the conclusion follows by the L D C T . A similar argument gives
that the conclusion holds if limn i¿(An) = 0. Alternatively, by the absolute
continuity of the integral of / , given e
> 0, there exists 8 > 0 such that if A is
measurable with f¿(A) < 8 , then |fA / dfi| < e. Now, since limn /i(An) = 0,
there is an N such that pi{An) < 8 for n > N and so |fA f dfj,| < e for all
n > N.

fn ->0 a.e. and 0 < fn{x)X[o,N](x) < </?(«)X[o ,N](X), 1 < N <
5 1 . Since
oo, and <pis locally integrable in [0, oo), by the L D C T , limn / n(x) dx = 0
for any fixed N. Suppose now that Anfl [N, oo) has positive measure. Then,
since An < in fz e ^ n ^ o o ) ^{x) and decreases, this inf is bounded in turn
by

N 4- |An fl [N, oo)|

= <p(N + \An n [iV, oo)|)
N + \An n [IV, oo)|

Therefore, if An fl [IV, oo) has positive measure,

(p(N)N |An fl [N, oo)|

< (p(N)N -A 0 as N -¥ o o .
Solutions 327

The proof can now be finished in one stroke. Given e > 0, pick N so large
that f™ fn(x) dx < e / 2 and then pick no such that Jj0 ^ fn(x) dx < e/ 2 for
n > no- Then J0°° fn{x) dx < e for n > no-
54. fn —> 0 a.e. and fI fn{x)dx = l /l n ( n ) —> 0. Now, any
Clearly
majorant p must verify p(x) > X)^L2(n /ln ((n ))) X(i/(n+i),i/n)(® ) and so,
by the M C T ,

/ ¥>(a:)<i£ > J 3 ( n / l n ( n ) ) / X (i/(n +i),i/n)0*0<k

n=2
oo
= ^ l / ( n + 1) Inn = o o .
n=2
Another instance of this result is the following: Let / £ Ll(I) and fn
be given on I by fn(x) = f(x + 1 /n ). Then fn —> f in L 1( / ) and if / is
sufficiently continuous also a.e., but in general a majorant does not exist.
For instance, if fn(x) = \x — l/n | - A , x G I, 0 < A < 1, { / „ } converges
pointwise, in measure, and in Ll{I) on (0 ,1 ) but if a majorant ¡p were to
exist, then clearly <p(x) > E n X(i/(n+i),i/n}(x)fn(x). Now, it readily follows
that fyfa+i) fn(x) dx ~ nA_1 and so Jq ip(x) dx > l ] n n A_1 = oo.
Finally, if one is content with functions of variable sign, let fn{x) =
-nX(-i/n,o)(x) + nX(o,i/n)(x), x e [ - 1 ,1 ] , and if one doesn’t mind working
in an infinite measure space, the sequence {gn} on R given by gn(x) =
X[n,n+l/»](*) wil1 d o -
5 5 . If cl ^ 0 the limit is 0, if cl — 0 the limit is tt/ 2, and foi cl ^ 0, the
limit is 7r.

56. Applying L ’Hopital’s rule twice it follows that f(x) = 0. Thus

lim„ H fn(x) dx = 1 ^ 0 = fg f(x) dx.
57. If A > 1 and <p is locally integrable and has polynomial growth at
oo, by the M C T
PH / rp \ f i PO O

lim / (H — ) e~Xx <p(x) d x = e- ^A-1^x p(x) dx.

n Jo ^ ^' Jo
And, if A = 1 and ip £ L 1(R + ), by the M C T

lim f 1 ( 1 + - Y e~x <p(x) dx = f° ° p(x) dx.

n Jo v n) Jo

5 8 . (a) The limit is equal to Jq ( 1 + x)~xdx = ln(2).

(b) The statement is false.

5 9 . The limit does not exist.

60. The limit is 0.

328 16. Sequences o f Functions

6 2 . Necessity first. Note that for x > 0,

F {0 )-F ( x ) —p Î13J\
(1—
X
~ ) an = E >
n n
say. Moreover, since limT_>o+ An(x) = nan and by the mean value theorem
|j4n(x)| < nan for all n, by the L D C T
F ( 0) - F(x)
lim
x

Sufficiency next. Since l i m ^ o i l — e x)/x = 1 there exists 5 > 0 such

that (1 — e~x)/x > 1 /2 for 0 < x < 6 and, therefore,

F (0 )-F (x )
X
£ ( H F “ N = [S/x).
n n=l

Now, since the right-hand derivative ofF exists at the origin, the left-hand
side above is bounded by M , say, for x > 0 sufficiently small. Therefore,
for all such x > 0, J2n-i™n < 2M , N — [8 /x]. Finally, since the right-
hand side above is independent of x and N -»• oo as x —> 0, it follows that
E n nan < oo-
63. Ir+ f ( x) dx = E “ = o (° + nb)~2-
65. fn(x) = (1 —•y/sin(z))n cos(x), x G [0, tt/2 ]; fn(x) is nonnegative,
Let
measurable, and E ^ L o fn{x) = cos(x)/-y/sin (x). Then, by the M C T ,

00^ ptt/ 2 pit/ 2 °°^ pir/ 2

E / fn(x) d x = E fn(x)dx = cos(a;)/v'sin (x)dx = 2 .
n=0J<> J° n=0 J°

66. Since x x = Y,n=o(~xlriX)n/ n]’ one would like to write

fi °° i rl
/ x~x dx = E —r / (—x l n x ) n d x .
Jo ¿ A n’ Jo'
This is readily justified since —x In x > 0 on [0,1] and so the M C T applies;
of course, one could use the bound |mIn m| < 1 /e and since E n V n - < 00
invoke the L D C T . In any case,
pi poo
/ ( -a : In x)nd x = / une- ln+1l“ du
Jo Jo
1 f°° n!
(n + l ) ( n+1) Jo U 6 dU~ (n + l)(n+1)

and so f 0 x Xdx = £ “ =0 l / ( n + l ) (n+1) = E n n n-

Solutions 329

6 7 . Since for continuous functions the Riemann and Lebesgue integrals

coincide,
X /l± o S
/a 1 + X2
dx = - In
2 V1 + 62 >
Thus, if An = [—n, n] and Bn = [—n, 2n], the limit along An is 0 and along
Bn is ln(2).
6 8 . The limit is i aj (n + j ) -
6 9 . The change of variables x/k — z gives

and so, by above, the limit in question is 2.

70. The integrand tends boundedly to ®a -1 / ( l + x) as r —> oo and

is bounded by the limit function, which is integrable on M+ . Thus by the
L D C T and a calculation using residues, the limit is

Ca _ 1 7T
f/0 ____ Wt — ________
i + x sin(7ra) *

71. Letfn(x) denote the integrand above. Then limn fn(x) =

x2 / (x4 + x2 + 1) and \fn(x)\ is dominated by the limit function, which
is integrable on R + . Therefore by the L D C T and evaluating the resulting
integral by residues,

f°° f°° x2 ir
lim / fn(z) dx = I —r - — — —7 dx =
n Jo x4 + x2 + 1 2y/3'
72. Since lim^-).oo(sin(|a:|/A))/(|a;|/A) = 1 for x ^ 0, the integrand
above as well as the limit are dominated by 1 /(1 + |x|)_ (n+1)+ a , which is
integrable since a < 1. Therefore the limit is fRn f(x)/(l + |x|)n+1 dx.
7 3 . Let fn(x) denote the integrand above. Since |sin(x'_1e*)l < 1 for
all x it is readily verified that
rl/(c o s (x ) — 2), 0 < x < 2ir,
lim fn(x) = < l/2 (c o s (x ) — 2), x = 2ir,
0, x > 2n.

To complete the verification of the assumptions of the L D C T we find

an integrable function g such that \fn(x)\ < g(x) for n > 2 and x € ( 0 , 00).
Let g(x) = (4 /3 )x (o ,i)(a:) + ®- 2 X[i,oo)(a;); 9 is integrable. Now, if x > 1 and
n > 2, since l/(c o s (x ) — 2) is bounded and

sin(x 1ex)
l + xn + > x n > x¿,
4n
4 n
330 16. Sequences o f Functions

we have / n(x) < g(x). And, if 0 < x < 1,

1 i _n i s in ^ -V ) ^ | s in (x -V )| ^ 1 ^ 1 3
i + 3: + 4n - 1 4n - 1 4n~1 4 ~ 4'

Hence fn(x) < g(x). Thus, by the L D C T , computing the integral by

residues,

limf ° ° fn(x) dx = — t 1 - --■ dx = ^ 7T .

n Jo Jo cos(x) - 2 3

74. A monotone function has a right-hand side limit a at 0, a < oo.

Assume first that / is decreasing. Then {gn} is an increasing sequence that
converges to a a.e. and by the M C T , limn gn{x) dx = a fjdx = a. On the
other hand, if / is increasing, a < oo. Then {gn} is decreasing and converges
to a a.e. Furthermore, g\ = / is integrable and by Problem 102 the limit is
a.
75. First, in the notation of Problem 74 withf{x) = sin(a;)/a; there,
o = l and limn gn(x) dx = 1. Furthermore, |sin(xn)|/|x|n < \x\~2 for
n large, limn |sin(a;n)|/|a;|n = 0, and by the L D C T lim nff°g n(x)dx = 0.
Thus the limit is 1.

7 6 . The limit exists and is 0.

7 7 . The limit is 0.

78. Since sin(x) is periodic with period 2ir we may assume that 0 <
rn < 2 tt. Then

sinn (x + rn)\dx sin” (a;) |dx

sin” (x)| dx.

Now, since limn |sin” (x)| = 0 a.e., by the L D C T limn / 0°° e x\sin” (x)| dx =
0 and the same is true for the integral we want to estimate.

79. First, observe that

f (1 — x)2 dx _ r0 (1 - e” ) 2
du < o o .
Ji In2 (a;) x J_, u“

Next, write

n ( l — x)2 _ n( 1 — x )2 1 (1 — x)2
(1 + nx) ln2(x) (1 + nx) ln2(x) ^ x ln2(x)
Solutions 331

and note that the integral in question is equal to

/ ( t H T — \ - ~ ) (! 2 ,X\ cos (nx)dx+ f - ^ 2f —

* cos(nx)dx
JI \(1 + nx) x) ln2(x) Jix ln2(x)
= An + Bn ,
say. Since the integrand in Bn is integrable, by Problem 4.147, limn Bn = 0.
A s for An, the integrand there is bounded by
1 1 (1- X)2 < 1 (1 ~ X? e r im
(1 + nx)x ln2(a;) ~ x ln2(x)

and tends to 0 as n —>• oo for x ^ 0, and, consequently, by the L D C T

limn An = 0. Thus the limit is 0.

80. <pn = /„ /H /n lh ; then Jx (pn<pmdg = 0 for n ± m and ||^n ||2 - 1.

Let
Now, since ||/n||2 < c, { / „ > e } C {<pn > e /c } . Then for g bounded, say,
by Bessel’s inequality I fx ^ l 2 — llalli and with g = \A it follows
that Y^n I I a Vn consequently, limn fA <pndg — 0. Then if
<pn(x) > e/c for x E A with g(A) > 0, then fA<pndg > eg(A)/c and since
the limit of the integrals is zero this can only happen for finitely many n.
In particular, given 0 < r¡ < 1 and i c K with |A| > 0 there can be at
most finitely many distinct integers n with the property that cos (nx) > r¡
for all x G A.
81. {uk} is bounded by Bolzano-Weierstrass it has a subsequence,
Since
which we call {yk} again for simplicity, that converges to a limit y G Rn,
say. Then by the continuity of integrable functions in the L 1(Rn) metric,
limfc f Rn \f(x + y) - f(x + yk)\dx = 0. Finally, if a sequence converges in
L 1(Rn), it has an a.e. convergent subsequence, and we have finished.

83. First, since (fn 2 - / x/ 2)2 = fn + f - 2 f n 2f 1!2 it follows that

Jxifn2 ~ f 1/2)2dg = 2 - 2 Jx fn/2f 1/2 dg. And, since lim nfn/2f 1/2 = f
//-a .e., by Fatou’s lemma

lim sup / ( / y 2 - Z 1/ 2)2 dg = 2 - 2 lim inf [ Z n / 2 Z 1/ 2 dg

n Jx n Jx
< 2 - 2 f fdg = 0,
Jx
and, consequently, the limit is 0.

8 4 . (a) Consider the sequence gn = 2P\fn\p+2p |Zlp-| Z n -Z | p > 0. Then

lim infngn = 2 -2 p \f\p and by Fatou’s lemma, 2P+1 f x \f\pdg < 2Pf x \f\pdg
4-lim in fn(2p fx \fn\
p dg - f x \fn - f\p dg). Now, since 2P+1 - 2P = 2P and
Z € I?(X), we have 2p fx \f\pdg < lim in f„ (2 P /A. \fn\
pd g-Jx \fn- f \ pdg).
(b) Necessity is evident and will be discussed in the context of Banach
spaces. Conversely, iflim n an exists, lim infn(an - 6 n) < limn an -lim s u p n 6ra
332 16. Sequences o f Functions

and so by (a), 2P fx |/|p dp < 2P limn fx \fn\pdp - limsupn fx \fn - f\Pdp.

Hence limn fx |/n - f\pdp = 0.
(c) The statement is false. In R + let fn(x) = X(i/n,oo)(x) and f(x) =
XM+(x). Then limn fn(x) = f(x) for x ± 0, 1 = ||/||oo = ||/n||oo for a ll n ,
yet ||/ - /n||oo = 1 for all n.
85. First, note that given e > 0, there is a constant ce such that
||s + t\p — |f|p| < ce|s|p + e|i|p for all real s, t. Indeed, if 0 < p < l(
|s + £|p — |i|p < |s|p and the inequality holds for every e > 0 with ce = l .
And, when 1 < p < oo, we consider two cases: |t| < |s|/4 and |s| < 4|i|. In
the former case ||s + i|p — |<|p| < c |s|p, c a constant independent of e, and
in the latter case ||s + £|p — |£|p| < p\t + £|p_1|s| where |£| < |s| < |£|, and
by Young’s inequality, since q(p — 1) = p, \|s + i|p — |i|p| < e|£|p + ce|s|p.
By virtue of this inequality, since fn = / n — / + / , with s = f and
t = ( f - f n ) , it follows that ||/n|p - | / - / n | p - | /| p| < |/lp + |(/n - / ) + /| p -
1/ - fn\p < (1 + ce)|/|p + e\f - fn\ p. Now, with a+ = V (a ,0 ), given e > 0,
let We>n{x) = (||/n|p - |/ - fn\ p - \f\p\~ e\f ~ f n |p)+ and observe that since
fn f At-a.e., Wetn(x) -> 0 /¿-a.e. Also, since Ws>n(x) < (1 + ce)|/(x)|p 6
L 1( X ) , by the L D C T , limn fx We>ndp = 0. Finally, since s < (s —t)+ + t, it
follows that |\fn\ p - |/ - fn\p - \f\p\< Ws,n(x)+e\f - fn\p, which together
with ||/ - / n ||p < ll/Hp + c implies limsupn f x ||/n |p - |/ - /„| p - |/|p|dp <
e limsupn fx \f —fn\p dp < e(||/||p+c)p, and the conclusion follows since e is
arbitrary. This result is from Brezis and Lieb, A relation between pointwise
convergence of functions and convergence of functionals, Proc. Amer. Math.
Soc. 88 (1983), 486-490.

fn = X[o,i/n] f ° r all n and

8 6 . (a) The statement is false. To see this let
/ = 0. Given e > 0, let A = [0, e], |A| = e. Since fn = 0 on Ac for all n with
1 /n < e, limn / n = 0 uniformly on Ac and limn / n = / almost uniformly.
However, since ||/n||oo = 1 for all n, fn 0 in L°°(I) as n - » oo.
(b) The statement is true. Let Bn with p(Bn) = 0 be such that |/n(x) —
/(* )| < ||/n-/||oo for x e B% and B = (JnBn, p(B) = 0. Now, given e > 0,
let N be such that ||/n — /||oo < e for n > N. Then supl€B c \fn(x) —f(x)\ <
||fn —/||oo < e for n > N and / „ —>■/ uniformly on Bc.
Sufficiency next. Let Mn = supxeBc \fn(x)-f(x)\. Then \fn(x)-f(x)\ <
Mn for all x € Bc where p(B) = 0 and Mn € {c : \fn - f\ < c p-a.e.}.
Therefore ||/n - /||oo = inf{c : |/„ - /| < c p-a.e.} < Mn.

8 7 . W hen p = oo the conclusion follows from Problem 86(b).

8 8 . Since ||£fc(/fc+i - f k) ||p < Efc ll/fc+illp + Efc WfkWp < oo, it fol­
lows that E fc(/fc+i(x ) — fk(x)) is finite p-a.e. Now, since fn(x) = fi(x) +
T,k=l(fk+i(x)-fk(x)), lim nfn(x) -- fi(x) + J2k(fk+i(x)-fk(x)) exists and
is finite p-a.e. and so it only remains to prove it is 0. Since E n ll/n||p < 00>
Solutions 333

limn H/nllp = 0 and, consequently, a subsequence { / nfc} of { / n} converges to

0 n~a.e. Finally, if a sequence converges, it converges to the same limit as
that of any of its convergent subsequences and so limn f n = 0 ¿¿-a.e.
9 1 . By Problem 49 (a) implies (b), so we prove (b). Given e > 0, let
N be such that Jx \fn — f\d/j, < e /2 for n > N. Since / , / 1, . . . , /¡v are
integrable, their integrals are absolutely continuous and so by picking the
smallest S corresponding to e /2 for this finite collection of functions it follows
that there existsS > 0 such that < S implies fA |/| dfi;, fA |/n |dp, < e / 2,
1 < n < N. Also, for ¡i(A) < 5 and n > N, fA \fn\dfi < JA \fn —f\dfi +
¡ A \f\d» < e/2 + e/2 = e. Since this already holds for n < N, {fn} is
uniformly absolutely continuous.

9 2 . (a) iff (b) First, necessity. For the sake of argument suppose there
exist 77 > 0, {fn} C J7, and {An} with fi(An) < en, en 0, such that
V < fA \fn\dfi. Let S > 0 be such that s u p fA |/| dp. < rj/2 whenever
[¿(A) < 6. Now pick 0 < en < 5 and note that since ¡J,(An) < en < 6,
rj < fA \fn\dfj, < 77/ 2, which cannot happen.
Sufficiency is immediate. Since oj(T, S) decreases to = 0 as 8 - » 0,
given e > 0, S) < e provided 6 is small enough.
(b) iff (c) W e actually prove that (¿(J7) = wfT7) and, therefore, in partic­
ular, u(J7) = 0 iff (¿(J7) = 0. Note that since oj(F, e) and ¿¿(J7, R) decrease
as e -¥ 0+ and R —> 00, respectively, the limits in the definitions of lo(T)
and u(J7) coincide with the infima. Since J7 is bounded, by Chebychev’s
inequality there is a constant c such that n(Bftp) < c/R for all / € J7.
Now, given e > 0, let R be large enough so that supf < e. Then
for R sufficiently large, (¿(J7) < w (.77, R) < w p 7, e), and since e is arbitrary
u(F) < u(T).
The reverse inequality is also true. Given rj > 0, let R^ > 0 be such that
u>(F,R) < (¿(J7) + 7 7 , all R > Ry. Then for each f € J 7 and A E A4 with
¡¿(A) < e it follows that

/ \f\dn< f l / l dfj, + f \f\dn<oj(J7,R ) + e R < u ( J 7) + v + eR,

JA J b /<r jA n B /,R

and so letting e —¥ 0, co{F) < w(Jr) + 77. Therefore, since rj is arbitrary,

w {F) < ¡¿(J7).
(c) iff (d) Necessity first. Observe that for each k there exists Rk such
that sup/eJr JB l/l dfj, < l / 2fc; we may suppose that the sequence {Rk}
is increasing. For t > 0 put <p{t) = t if t < Rx and = t T,kX[Rk,<»)(*)
otherwise; then <p(t)/t = card{/c : Rk < t} 00 as t -> 00. Finally, since
v(l/WI) = l/WI E»xi*..~)l/WI = l/WI £*»>,,„>). ix f>mdn =
E * Ib, l/l £ E i 2 * < 00 and sup/6^ Jx dp < OO.
334 16. Sequences o f Functions

e > 0, let to be such that t/ip(t) < e if t > to-

Next, sufficiency. Given
Then for R > t0, w(T, R) = supfeT JBfR\f\dV < eswpfeX fx <p(\f\)dn.
Thus, letting R -^ oo, u(X) < esup/ e jr fx <p(\f\) d/x, and since e is arbitrary
uj(T) = 0 and (c) follows.
9 3 . The statement is false. On the other hand, an absolutely uniformly
continuous family is bounded in Lx{X).
94 . First, necessity, (a) is essentially done in Problem 92. A s for
(b), given e > 0, let /o = / and pick n0 such that ||fn — /o||i < e /2 for
n > no- Now, by Problem 4.123 there exist An € M with fx(An) < oo
and fAc |/n|d/i < e/2 for all n < no- Let A — U n = o ^ > ^ ien ^
J2n=of‘(^n) < oo and Ac C A^ for 0 < n < no. W ith this choice of A
we have fAc \fn\d/J, — $Ag \fn\dn < e /2 for all n < no and fAc |/n |d¡i <
Ia%l/l + fx |fn — /1 dfj, < e for all n > no- Hence n{A) < oo and
Iac \fn\ dji<e for all n.
Next, sufficiency. Given e > 0, by (b) there exists A G M with fx(A) <
oo and f Ac \fn\dn < e/2 for all n. Now, by Fatou’s lemma applied to
{\fn\XA°}, f Ac l / l d/j, < e/2, and, therefore, f Ac \fn - f\d/j, < e for all n.
Thus, since fi(A) < oo, we have reduced the problem to the finite measure
case. Now, by (a) there exists S > 0 such that ¡jl{B) < 6 implies f B \fn\d(i <
e for all n. W ith this choice of 8, by Egorov’s theorem there exists a set B
with n{B ) < 8 such that { / n} converges to / uniformly on A \ B . Therefore
by Problem 119, fA\B \f n — f\ d/x -A 0 as n ->• oo and so it remains to
estimate the integral over B. First, note that by Fatou’s lemma f B |/| d/i <
lim infn f B \fn\dp < e. Therefore f B | /„ - f \ d n < f B |/n |d/x-t- f B | /| dfi < 2e
is arbitrarily small. Thus combining the estimates over A c, A \ B , and B, we
have limn f x |/n -f\d /x = 0. Also, fx |/| d¡x < f x \f - / „ |dfi + f x \fn\dfx <
oo and ||/||i < lim infn ||/n ||i.
Note that if fx(X) < oo, (b) holds automatically. If the measure is
infinite, (b) is necessary as the example fn = X[n>n+i) shows: { / n} is bounded
in L 1(M), uniformly absolutely continuous, and converges to / = 0 a.e. but
limn fR |fn(x) - f(x )| dx = 1.
9 5 . W e discuss sufficiency. Let { f nk} be a subsequence of { / „ } that con­
verges to / ¡i-a.e. Then by Fatou’s lemma f x |/| d¡i < liminf^ f x |/nfc|dfx <
oo, where the last inequality follows from Problem 93 since uniformly con­
tinuous families in L1(X) are bounded in Ll{X). Thus / is integrable.
Next, since {|/n|,|/|} is uniformly absolutely continuous, given e > 0, let
8 be the value corresponding to e /4 for this family. Now, since f n con­
verges to / in measure, pick N such that n({\fn — f\ > e/2}) < 8 for
n > N. Then with Bn = {\fn — f\ > e /2 } and n > N, fx \fn — f\dfi <
Jb „ ( I /” I + l / l ) dM + ¡Bg Ifn — f\dfx< 2e/4 + e/2 = e.
Solutions 335

T is uniformly absolutely continuous we pick { /* .} for the subse­

9 6 . If
quence and Ak = 0 for all k. Otherwise, by Problem 92(b), > 0 and
there exist a subsequence of { / n} , which we denote { / n} for simplicity, and
measurable sets {Bn} such that n{Bn) < 2 n and ¡Bn \fn\ - 2 n
n. Let n\ = 1. Since lim*, ¿¿(U^Lfc Bn) = 0 and fni E L 1( X ) , it follows
for all
that Jjj jg \fni |dfi —> 0 as k
OO oo and so, there exists n 2 > n\ such that

^Bni\Un=n2Bn l/ml«*/* > ~ 2 “ n i. Let Ai = Bni \ (J~=n2 Bn. Apply­

ing the same argument to fn2, pick «3 > n<i so that JR \l 100
■°n2 \Un=n3 Dn l/n2l
> oj{T) — 2-nz and let A 2 = Bn2 \ U^L n3 Bn- In this way we obtain a subse­
quence {fnk} of { / n} and pairwise disjoint measurable sets {Ak} such that
JA \fnk\dfi > u(B) —2~nk for all k. W e claim that {XAc kfnk} is uniformly
absolutely continuous. For the sake of argument suppose there exist 17 > 0, a
{fnk} for simplicity, and measurable
subsequence of { / nfc} , which we denote
sets {Bk} with limfc fi(Bk) = 0 such that fBk XAc
k\fnk\dfi> r/ for all k. Then
¡BkuAk \fnk\dV = fAk I/nfc I dfj, + fBk XA%\fnk\d(M > uj(B) - 2~nk + 77 for all
k, which, since u>(B) — 2~nk + 77 > oj{B) for k large enough, contradicts the
definition of 00(B). This result is known as the Rosenthal splitting or Biting
lemma.

9 7 . (a) implies (b) Let { / nfc} be a subsequence of { / n} that converges

to / /¿-a.e. Then by Fatou’s lemma fx \f\pdfi < lim inf*, Jx \fnic\pdfi < 00,
where the last inequality follows from Problem 93 since uniformly continuous
families in IB^X) are bounded in LP(X). Thus / G 1P(X). Now, since / E
LP(X) and {| /n|p} is uniformly absolutely continuous, it readily follows that
{\fn~f\p} is uniformly absolutely continuous. Since fn —> / in probability iff
f n ~ f -> 0 in probability we can assume that / = 0 ¿¿-a.e. and, consequently,
we need to prove that fx \fn\ p dfj, -A 0. Fix e > 0 and observe that

\fn\Pdfl= / \fn\PX{\fn\P<e/2}dfi+ / \fn\PX{\}n\P>e/2}dfl

JX JX JX

< e /2 + f |/n|pX{|/„|p>£/ 2} dfi.

JX

Let p > 0 be such that supn f x \fn\pXA dp, < e /2 whenever p(A) < p.
Convergence in probability now implies that there exists no such that for
n > n0 we have /¿({|/n|p > e / 2 } ) < p. It then follows that f x \fn\p dp < e
for n > no.

(b) implies (c) It is trivial and holds in the general context of Banach
spaces.
336 16. Sequences o f Functions

(c) implies (a) For M > 1 define the function ipM •[0, oo) —»■ [0, oo) by

Mix) = { * ’
1^0, M < x < oo,

interpolated linearly in x £ ( M — 1, M). Observe that for a given e > 0, the

L D C T ensures the existence of a constant M > 0 (which we fix through­
out) such that f x \f\p d / i - J x 'i p M (\ f\ p ) d/J. < e /2 . Convergence in proba­
bility together with continuity of M imply that i p M ( f n ) ’’p M ( f ) in prob­

ability for all M. Hence, from the boundedness of ipM and the L D C T ,
it follows that f x i > M ( \ f n \ p )d(J, - A f x ip M (\ f\ p ) d / i . Now, by (c) and the
above remark, there exists no such that Jx \fn \p d / i — Jx \f\p d / i < e /4
and f x ip M (\f\p) d / i - f x ip M (\ fn \ p ) d /i < e /4 for n > no- Therefore for
n > n0, f x < f x \fn \p d n - Jx i p M ( \ f n \ p ) d/J, < e /2 +
\fn\p X { \ f n \p> M } d n

fx \f\p d n — < e. Finally, to get the uniform absolute con­

f x ipM \f\p d f i

tinuity of the entire sequence, we choose an even larger value of M to get

fx \fn\pX{\fn\p>M} dfj. < £ for the remaining n < n0.
9 8 . First, note that since T is bounded, by Problem 38, g € Ll(X).
(a) implies (b) By Problem 96 there are a subsequence { / nfc} of { / „ }
and pairwise disjoint {A^} c M with lim*,/¿(A*) = 0 such that {xAifnk} is
uniformly absolutely continuous and lim^ fA f nk dp, = u>{F). Furthermore,
since { \ x A % f n k ~g\ > V} C AkU{\fnk-g\ > g} for all g > 0, lim k X A % f n k = g
in measure and, consequently, by Problem 97, lim k X A % f n k = g in L\X).
Hence, since f x f n k d/J, = fx X A k f n k d/J, + f x X A % f n k d/J, and by assumption
limnfc f x f n k d/J, - lim„ fx f n d/j, exists, limn fx / „ d/i - limnfc f x f n k d/J, =

In general, let T' = {fnk} be a subsequence of {fn}- Since fnk —>

g in measure, by the above argument with T' in place of T , it follows
that lim nkfx fnkd/J, = w{F') + fx9d/J- Finally, since g € Ll(X) and
limn fx fn d/i = limnfc fx fnkd/i, it follows that oj(F) =
(b) implies (c) Let T' = { / nfc} and T" = {fne} be subsequences of
{ / n } along which { f x f n d / i } assumes its lim inf and lim sup, respectively.
Then by (b), oj{T') = and lim infn fx f n d /i = limnfc fx f n k d /i and
limsupn fx f n d /i = limn£ fx f nt d / i .

(c) implies (a) Let T' = { / nfc} and T" = { f ne} be subsequences of { / n}
that satisfy (c). Then, as in (a) implies (b), we get that limnfc fx f n k d/i =

oj{T') + fx gd/i and \im.ne fx fned/i = oj{F") + fx gd/i. Therefore, since

w (F ) = w{T") it follows that lim infn fx f n d/i = limnfc f x f n k d/i = w(Jr/) +
fx gd/i = u{F") + fx g d/i = limn£ fx f n t d/i = lim supn f x f n d/i and (a)
holds. This result is from H .-A . Klei, Convergences faible, en mesure et au
sens de Cesaro dans L 1(M), C. R. Acad. Sci. Paris, Ser. I 3 1 5 (1992), 9 -1 2 .
Solutions 337

99. (a) As in Problem 97, g GLl{X). Let P = {\fnk — <?|} be a

subsequence of {| fn — <?|} along which {fx \fn — g\ dg} assumes its limsup.
Then since |/n — > 0 in measure, along the lines of Problem 98,

limsup f |fn —g\dg = lim / |fnk -g\dg = u>(P) < u(F).

n Jx Jx

(b) Since g G L\X), if P = {| /n - g\} it follows that u { P ) = u (P ).

Therefore since |/n — <?| —» 0 in measure, by Problem 98(b),

lim [ \fn -g\dg = w (P ) = u (P ).

n Jx

(c) The condition is clearly necessary. A s for sufficiency, first, since

{| M “ l/n| | > v} C { ^ - / n l > T}}, \fn\-> |^| in measure and by Problem 38,
fx |^| dg < lim infn Jx \fn\dg and, consequently, fx |g| dg = limn fx \fn\dg.
The conclusion follows now from Problem 97.

1 0 0 . First, / is integrable by Fatou’s lemma. Next, note that

f Iin —f\d g = i (I / „ - /1 - |/»| + |/|) dg+ f \fn\d g - f |/| dg

JX JX JX JX

= An + [ \fn\dg- [ \f\dg
Jx Jx
where by Problem 84, limn An = 0. Thus the limit in the left-hand side
of the equality exists iff the limit in the right-hand side exists and we have
lim„ Jx \fn - /| dg = limn fx \fn\dg - fx |/| dg. By Problem 99(b) (which
applies since in a finite measure space /x-a.e. convergence implies convergence
in measure), the limit in the left-hand side of the equality is (¿(T).
102. (a) The conclusion is not necessarily true unless fn G Lx(X) for
some n.

104. Since {y>n} is an increasing sequence, (p = supnpn is integrable

by the M C T . The conclusion follows now from the L D C T . In particular,
note that since limn fg nxn/( l + x) dx = 1 /2 , p{x) = supn nxn/ ( l + x)
L \ [0,1]).
1 0 5 . The statement is false in an infinite measure space.

1 0 6 . Let g = supn f n and note that if

hn = g —f n, then hn > 0 g-a.e.
and since lim infn hn = g — limsupn f n and lim infn fx hn dg = J x gdg —
lim supn fx f n dg, by Fatou’s lemma J x gdg —fx lim supn fn dg < f x gdg —
lim supn fx f n dg, and the result follows by canceling the finite quantity
Jx 9 dp-
Let {An} C M and fn = x a „; then lim sup n g (A n)
< gQ-imsupn An)
and equality does not necessarily hold: If A n = [0 ,1 /2 ) for n odd and. =
338 16. Sequences o f Functions

[1 /2 ,1] for n even, then 1 /2 = lim supn f} XAn(x) dx < fo lim suPn XAn(x) dx
= 1.
Finally, to see failure consider Lebesgue measure in [0,1] and fn{x) =
2n+1X[2-(»+u>2 -«](a;)- Then suPn fn(x) = is not
integrable, f f fn(x) dx = 1 for all n, and since limn / n(a:) = 0 a.e. on [0,1],
fo lim supn fn(x) dx = 0.
107. (c) First, necessity. Given e > 0, by Problem 4.123 there exist finite
measure sets An such that fAc \ fn \p d/x < e for all n. Let A = Ao U . . . U An
where Aq corresponds to / and N is large enough such that ||/n — /||P < e for
all n > N. Then /x(A) < oo and fAc |/n |p djx < e for all n < N, and if n > IV,
(S a c \fn\p d t f / P < (fAe \ fn ~ f \ p d f i ) 1^ + (fAe |/|p d u f / P < e/2 + e / 2 = e .

Next, sufficiency. e > 0, with A the set above, put Amn =

Given
{\fm — fn\ > (e /z ^ A ))1^ } , and let 5 be as in given in (b). By (a) there
exists N such that |Amn| < 6 for all m ,n > N. Hence

IIfm - fnWp < [

JA-xtxTi
|f m - fn\Pdfl + f
JA\Aran
If m - fn\Pdfl

+ [ |/m ~ fn\Pdfl
JAc
< [ 2P(| fm\p + \fnlp) dfi+ f e/n(A) dll
dAmn dA\Amn

+ [ 2p(|/m|p + |/n |p) dfi

JEc
< 2p+1£ + e + 2p+1e,
and { / n} is Cauchy in Lp(R n).

1 0 8 . Passing to a subsequence if necessary we may assume that limn fn

— f /i-a.e. Now, since { / n} is Cauchy in LP(X) there is a subsequence
{ / n j of { / „ } such that ||/„fc+1 - / nJ|p < 2 k for all k. Observe that by
Minkowski’s integral inequality when 1 < p < oo and the concavity of tp
when 0 < p < 1, g = |/n i|+ E fe \fnk+1 - fnJ € IP{X) and, consequently,
the series fni + Efc(/nk+i — fnk) converges absolutely /i-a.e. in X with limit
fm + fimjv E f = i ( / n fc+ i /rife) — lim7lw fnN+1 f Then |fnh - /| =
I E m =fe-i(/n m +i - fnm)I < 9 and |/nJ < h = |/| + g G £P(X) h- a.e. for all
nk-
1 0 9 . (a) and (b) follow readily by known properties of Cesaro means.

1 1 0 . All one can say is that | /n| - * 1.

1 1 2 . Since a subsequence {fnk} of {fn} tends to / /j,-a.e., f >rj ¡x-a.e.

Now, if c is the Lipschitz constant for y?, |ip(f(x)) — <p(r))\ < c\f(x) —r)\
and, consequently, |^?(/(a?))| < c\f(x) ~V\ + viv) = i>(x) G Lx{X)\ thus
Solutions 339

<p(f) € Ll(X) and, similarly, the <p(fn) are integrable for all n. Now, since
fn(x),f(x) > rj, |y?(/(x)) - <p(fn(x))\ < c\f(x) - fn(x)| and, consequently,
integrating, fx |<p(f) - <p(fn)\ dp < c fx \f - fn\dp -»> 0 as n ->■ oo.

1 1 4 . Note that s = p/r > 1 and s' = p/(p — r) are conjugate Holder
indices. Now, since f ngn - f g = (fn - f)gn ~ f(g ~ 9n) it follows that

\fn9n-fg\\r
r < c J^\fn - f \ r\gn\r dp + c J \f\r\g - gn\r dp

< c || |/n - / l l s l l b n l l * ' + c ||1/nUII 19 ~ S n lls '-

Then, since rs = p and rs' = q, and ||gn ||9, ||/||p < c, it readily follows that
Wfn9n - fg\\r
r < c(\\fn - f\\; Hft.li; + Wf\\; y - 9n\\r
g)
< c(||/n ~ /Up + ||p — 9n\\q) 0 as n —>■00.

Particular cases include r = 1, q = p', and r = p / 2, q = p. The result is

also true for the limiting case r = p, q = oo.
1 1 5 . By calculus for s ,i > 0 and r > 1, |sr — f |< r|s — i|(s + i)r_1.

117. The statement is true for 1 < p < oo but not true for p = 1.
1 1 9 . If p(X) — oo, / is not necessarily in LP{X).
120.W hen p = oo, let A be such that limn fn(x) = f(x) for x € A
and p(Ac) = 0. Now, for all n, let An G M. be such that p(A^) = 0 and
\fn(x)\ < ||/n||oo for x € An, and put B = i 4 n ( f j n An)\ B G M and p(Bc) =
0. Then for x € B, \f(x)\ = limn \fn(x)\ = lim infn |/„(x)| < lim infn ||/n ||oo,
and, consequently, ||/||oo < lim infn ||/n ||oo-
Clearly there may be strict inequality: For p < oo, let fn = n 1/i,x (0)i / n)
and / = 0 a.e., and for p = oo, let fn = X(o,i/n) and / = 0 a.e.
122. Let rik be such that limnkJx fnkdp = lim supn fx fn dp where
the possibility that the limsup is infinite is allowed, and choose a further
subsequence, which we denote again {n ^ }, so that gnk —>• g p,-a.e. and in
Lx{X), and observe that lim infnfe(p„fc - fUk) = limnfe gnk - limsupnfc fUk >
g — limsupn / n. Now, since gnk — fnk > 0 by Fatou’s lemma it follows
that fx lim infnfc(gnk - fnk)dp < lim infnfc fx (gnk - fnk)dp, where by the
previous remark the left-hand side majorizes fx g dp —fx lim supn / „ dp and
by assumption the right-hand side is equal to fx g dp — lim supn fx fndp.
Therefore fx gdp —f x lim supn fn dp < fx g dp —lim supn fx fn dp and the
result follows by canceling the finite quantity fx g dp.

1 2 3 . That Halloo < M for all n.

1 2 4 . (b) No.

1 2 7 . Nothing. On M let In = [n, n + 1], f n{x ) = Xln{x)/\x ~ ^ l1^2; then

limn fn(x) = 0 everywhere. Next, with 0 < f3n < 1 /2 for all n, ^2n f3n <
340 16. Sequences o f Functions

oo, letg(x) = Y nPnXin(x)/\x — n\l^~ln where 0 < 7„ < 1/2 are to be

chosen. Now, JRg(x)dx = ¿ n /3n J/n l/\x - n ^ - ^ d x < 2 ^ ^ < oo
and, since fn(x)g(x) = 0nXin(x)/\x ~ «|1_7n it readily follows that An =
JR fn(x)g(x) dx = Pn/in < oo for all n. Therefore, if j n = fil/2, An =
Pn2 ->■ 0; if 7n = /3ni An = 1 for all n; and if j n = $ * , A n = l//3 n ->• oo.
1 2 9 . (a) Let >1 = {0 < / < oo} and 5 ={x G X : limn / n(a;) = f(x)},
¡j,{Bc) = 0. W e claim that xau - * XA First, if x a (x) = 0, f(x) = 0,
x £ An for all n, and XA„(x) = 0 for all n. Next, if x G A (1 B, then
0 < f(x), fn(x) < 2 f(x) for all n large, and XAn(x) = 1 for those n. Thus
XAn(x) -> Xa {x) for x G A n B, i.e., n-a.e. Then xaJ u Xa S
where the convergence is bounded since /x-a.e., XAnfn^f < 2 / G L^X).
The conclusion follows from the L D C T .
Jx fn d/j, -a- Jx fdfj,, by (a), JA. / „ d/j. -A 0. Now, fn(x) >
(b) Since
2 f(x) for x G and, therefore, \fn{x) - f(x)\ < fn(x) in A% and
hen Ifn ~ f\dn < fAcn fn dfj, ->• 0. Furthermore, {xA„\fn - /1 } tends to 0
/x-a.e. boundedly and by the L D C T , JA \fn —f\ dg, -¥ 0. The result follows
by combining the estimates.

1 3 0 . Put <f)n(x) = 2 nx(-i/n,i/n)(x) and let

fn(x ) = 3 - 1(^ w( l / 5 - x) + </>n(2/5 - x) + </>n(3/5 - ®)).

The / n satisfy the desired conditions.

131. (a) The statement is true.

(b) The statement is false. — sin(27rnx); by the Riemann-
Let f n ( x )
dx = 0 for / g L 1( [0 ,1]). However, as we
Lebesgue lemma lim n Jj f n { x ) f ( x )
saw in Problem 4.147, Jq |sin(27rnx)| dx -t* 0 as n -¥ oo.

132. The statement is true. W e do the case of a single function /

first. For the sake of argument suppose that r] = lim i n f ^ o x \f(x)\ >
0; then there exists S > 0 such that x\f(x)\ > rj/2 whenever 0 < x <
S. But then / q1 \f(x)\dx > Jq \f(x)\dx > c Jq 1/xdx = oo, which is not
the case. Therefore lim i n f ^ o x \fix)\ = 0 and {a n } exists. Next, choose
oik > 0 for all k such that Yk ak fo Ifk(x)\dx < oo; ak = Pk/\\fk\\i with
Yk Pk < ° ° will do. W e can then apply the previous result to the integrable
function f(x) = Yk ak\fk(x)\ and obtain a sequence {a n } decreasing to 0
such that an/(a n ) - » 0. Moreover, since for all k, anak\fk(an)\ < on/ ( a „ ) ,
lim „a no:fc|/A;(an)| = 0 and since ak ± 0, limn an|/fc(a„)| = 0 for all k.
A similar argument gives that if / G L(M ), there exists a sequence {a n}
that increases to oo such that |an ||/(a n)| -> 0 as an -> oo.
Solutions 341

1 3 3 . Since <¿>(0) = 0 and <p'(0) = 1 we get for x ^ O ,

<p{x/rj) - <p(0)
r)<p{xm) = x — — — ^ ----------— — tx, as r)-too.
x/n
Moreover, since <p(0) = 0, the relation is also valid at x = 0. Also, if
\<p'(x)\ < M, say, as above we get that r}<p(x/r)) < M x; this relation
clearly holds in case <p(x)/x is bounded. Therefore, if x > 0, rup((x/n)a) =
v}~ana<p((x/n)a) and so

oo, 0 < a < 1,

limn<¿>((x/n)a) < x, a = 1,
71

0, 1 < a < oo.

First, suppose that 0 < a < 1. Since Jx f d/j, > 0 there exists A with
p(A) > 0 such that f(x) > 0 for x € A. Then limn n y 5 ((/(x )/n )a) = oo,
x G A, and by Fatou’s lemma limn fA n<p((f/n)a ) dp = oo.
a < oo, to apply the L D C T we estimate rup{{f/n)a) <
Next, if 1 <
c f € Ll{X). W e consider the two cases, namely, f(x) < n and f(x) >
n. In the former case ( f(x)/n)a < f(x)/n, and since tp is nondecreasing
and p(x)/x < M, we have rup((f(x)/n)a) < np{{f(x)/n))(f{x)/f{xj) =
n(p((f(x)/n))/(f(x)/n)f(x) < cf(x). In the latter case, since <p(x) < c
and f(x) > n we have ivp((f(x)/n)a) < c(n/f(x))f(x) < c f(x). So the
assumptions of the L D C T hold and so does the conclusion.
As for functions that satisfy the assumptions, they include arctan(x)
and x / ( l + x). The conclusion also holds for ln (l + x), which satisfies all
the required properties except for boundedness; this fact is only needed for
1 < a < oo. Then by elementary calculus, 1 + ta < (1 + t)a, t > 0, and
(f(x)/n)a) < n\n{(l + f(x)/n)a) = an ln (l + / ( x ) / n ) < a f ( x )
so n ln (l +
whenever / ( x ) < oo, which since / is integrable holds p-a.e. So we can
apply the L D C T with majorant a f to get the limit for a > 1.

1 3 5 . Let c be such that dy = cMn for all M > 0. Then for k suf­
ficiently large, 3 /4 < /{M<1/M} Pk(y) dy < / {w < 1/M,% (y)< Mn/4c} <pk(v)dy+
f{<(>k>M*/4c} Vkiy) dy < 1/4 + f {(pk>Mn/4c} <Pk(y)dy. W e then have 1 /2 <
f{vk>Mn/ 4c} Vkiy) dy> and so fRn pp
k(y) dy > J yk>Mn/4cy Pk{y)p~l,Pk(y) dy
> f Wn>M} M y ) dy > M ^ " 1)/(2 (4 c )P -1).
1 3 6 . By Holder’s inequality it suffices to prove that limn ||/n-l/2||2 = 0.

1 3 7 . Let Ik,m = (2 ~m(k —1), 2 ~mk) for m = 1 , 2 , . . . and k = 1 , . . . , 2m

denote the dyadic subintervals of I. Then

® ^ k odd,
—
xG k even.
342 16. Sequences o f Functions

Now, for integers n > m) each Ik,m is represented as the union of 2n-m
subintervals Ij<n plus a finite number of their endpoints. On the interval
Ik,m the function fn(x) = xn(x) — 1 /2 alternates between —1 /2 and 1 /2 and
has zero integral while fm(x) is constant, specifically, 0 or 1. Hence for n >
m, fo fm(x)fn(x) dx = E fc=i h kiJnfm(x)fn(x) dx = 0. By symmetry the
functions {fk} are orthogonal in L 2([0 ,1 ]). Further, note that Sn(x) —1 /2 =
Then f 0l |5n (x) — 1/2|2 cto = fm(x)fdx =
n " 2 fo1 S , m o i № ) / . ( ■ ) <fa = ™ -2 fo S U tl(x) «fa = n - 2( " / 2 ) 0 as
n —y oo.
140. Let fn(x) = n 2X[o,i/n](z)> n > 1. Then / „ / ( 1 + / „ ) < 1 and
limn( / n/ ( l + fn)) = 0 a.e. in J; hence the conclusion follows by L D C T . The
fn can be easily modified to be continuous on [0,1].
141. (X,p) is a metric space. Let xn — ei + •••-)- en
(a) Clearly
denote the sequence with terms = 1 for k < n and = 0 otherwise; since
p(xn,xm) = 2_1 EfcLn+ i 2_fc —^ 0 as n,m - » oo, {a;n} is Cauchy in (X,p ).
Were {xn} to converge, the limit would be the sequence x with Xk = 1 for
all k, but x X.
Y denote the collection of all sequences; we claim that (Y, p) is
(b) Let
a complete metric space and that X is dense in Y. The density is readily
seen since for y € Y, E fe ln + i 2 ~k\Vk\l{f + N ) < EfcLn+i 2~k = 2 _ n > and>
consequently, y is approximated by the truncates {yn} of y given by = yk
for k < n and y% = 0 otherwise.
A s for completeness, let {x11} be a Cauchy sequence in (Y, p). First, we
claim that {xk} is a Cauchy sequence in R for each k > 1. Indeed, given 0 <
e < 1 , fix k > 1 , let e' be such that 2 ke' < e / 2 , and pick N such that p(xp, xq)
< e' for p, q > N. Then, in particular, 2 ~ fc|xj’ — x | | /(l + \x^ —xq k\) <
p(xp,xq) < e', and so \xp k - xqk\/(l + |x\ - x\\) < 2ke! < e/2 for p,q > N.
Therefore, since e < 1 it follows that \xv k —xk\< e for p,q > N, and {xp k}
is Cauchy in R and, hence, convergent. Let x^3 denote the limit for each k
and x°° = {a:^0}. Finally, given e > 0, pick N so that EfcLw+i 2~k < e /2
and note that

o(xn x°°) < ^ 2 ~k

?i

which, since limn — ar^°| = 0 for all k < N, implies that limn p(xn, x°°) =
0. Therefore (Y, p) is a complete space.
(X, ||•||oo) is not complete. For example, consider the sequence xn =
(c)
{xn} is a Cauchy sequence that does not converge
( 1 , 1 / 2 , . . . , 1 /n , 0 , . . . ) ;
in X, and its limit in Y is x°° = ( 1 , 1 / 2 , . . . ) . And, the closure of X in the
topology defined by || • ||oo in Y is cq.
Solutions 343

1 4 4 . Let / „ = 9n +
hn where we set gn - fnX{fn<M}(x) and hn(x) =
fnX{fn>M}(x); it suffices to prove that ¿2ngn(x),J2nhn(x) < oo p-a.e.
First, by the M C T , fx Qn. dp = 5"),» fx Qndp ^ ooy and, con­
sequently, the integrand, ^ n gn> is finite p- a.e. Next, let An = {fn > M }
and A = lim supn An\ by Borel-Cantelli p(A) = 0. In other words, p- a.e.
every x G X belongs to finitely many An, and, consequently, hn(x) <
[finite number] M < oo p-a.e.

1 4 5 . The statement is false.

1 4 6 . First, if a < N /p , changing variables, ||/n ||p = n0l~N^p\\f\\p ->• 0 as

n —^ oo. Next, let a = N /p . Suppose first that / vanishes for |x| > K, say,
and note that for <p € Lq(RN), by Holder’s inequality, |fRN fn(x)<p(x) dx\ <
WfnWp(f{\x\<K/n} \v(x)\qdx)1/* -)• 0 as n - * oo. For arbitrary / , given e > 0
and p € Lq(RN), let g be a function vanishing outside a compact set such
that ||/ — pUp < e/2||^||9. Then with gn(x) = nN/pg(nx) it readily follows
that fRN fn(x)p(x) dx -- JRN(fn(x) - gn(x)) p{x) dx + fRN gn(x)p(x) dx =
An + Bn, say. Now, by Holder’s inequality \An\ < ||/n - gn||plMI<j =
11/ — i?llplMI« — e/ 2 and since by the above lim nBn = 0, it follows that
I Jjjat fn(x)<p(x) dx | < e for n large enough, and we have weak convergence
to 0 in this case.
Finally, ifa > N/p and q is the conjugate to p, pick 0 < 0 < N/q
such that a — N/p > N/q — 0. Then for f = X b the characteristic
function of the unit ball in RN and p(x) = \x \~@ x b ( x ) € Lq(RN) note
that / E„ fn(x)p(x) dx = rca / B(oi/n) \x\~Pdx = n Q+/3_/v, which is un­
bounded as n —y oo since a + 0 —N = (a —N/p ) — (N/q —0) > 0 . Therefore
{ / n} cannot converge weakly.

1 4 8 . Since \JAfndp\ < /x(A )1/ i', ||/n ||r -4 0 as n oo, the conclusion
follows from Problem 147.

149. Note that X = An U Bn U Nn where An = { / n = 0 }, Bn =

{\fn\ > n}, and p(Nn) = 0 for all n. By Chebychev’s inequality, npp(Bn) <
I bk l/n|P — °Pand, in particular, lim nfx(Bn) = 0. Now, for g 6 Lq(X), by
Problem 4.143, limn JB |p|9 dp = 0 and so by Holder’s inequality |fx fng dp\

— c (f Bn ~ ;►0 as n ->■ oo.

1 5 0 . Given 77 > 0, letBn = {fn > 7?}; since { / n} is decreasing, {Bn}
decreases. Moreover, p(B\)rf < JBlf pdp < 00 and p(B\) < 00, and so
with B = f|„-Bn, limnp(Bn) = p(B). Now, let g = x b \ g G Lq(X) where
q is the conjugate to p, and so by assumption limn f x fng dp = 0. Since
{ / n} is monotone, limn fn(x) = f(x) exists for all x € X, and, by definition
f(x) > 77 on B. Thus by the M C T , 0 = limn fx f n9 dp = fB f dp > r)p(B),
which gives limn p(Bn) = p(B) = 0 and fn —> 0 in measure.
344 16. Sequences o f Functions

That { / n} is decreasing is necessary as the example f n = X[n,n+i) on R

shows.

151. Since weakly convergent sequences are norm bounded by Fatou’s

lemma, ||^||p < lim infn ||/n ||p < oo and g € IP(X). To prove that / = g
//-a.e. it suffices to verify that Jx (f ~ <?)V’ dp = 0 for all ^ in a dense
class of functions of L9 (X) where q is the conjugate to p. Now, by weak
convergence f x ( f —g)ip dp = limn fx {fn~ 9 )^ dp. Essentially as in Problem
147 this limit is 0 if X has finite measure. Next, given e > 0, pick 5 so that
f A \ip\9 dp < ( e /2 c)9, for all A with p{A) < 5. Now invoke Egorov with
p = 6 . In other words, fn converges uniformly to g in a set G of measure at
least p(X) - p. Then fx (fn - g)ip dp = fG(fn - g)ip dp + fx \G(fn ~ g)ip dp.
Since ip is bounded, the first integral goes to 0 with n by the L D C T . A s for
the second term, by Holder’s inequality it is controlled by

(ll/nllp + II^Hp) ( J 0>\qdp^j /q < 2ce/2c = e.

So> Sxif - 9 ) ^ dp = 0.
Finally, since L9 (X) functions vanish off a u-finite set, the cr-finiteness
assumption is not really needed.

1 5 2 . For the sake of argument suppose thatA = {|/| > A} has positive
measure. Let g = sgn(f)xA (note that g € L9(X) where 1/p + 1/q = 1),
An = /{|/n|<A} 9 fn dp, and Bn = /{|/n |>A} gfn dp. Note that limsupn \An\<
Ap(A). Now, since weakly convergent sequences are norm bounded,
\\fn\\p < c for all n, and, consequently, by Holder’s inequality \Bn\ <
cp({\fn\ > A })1/ 9 which tends to 0 as n -> 00 . Hence, since fA \f\dp =
limn(A n + Bn), Ap(A) < JA \f\dp < Ap(A), which is not the case. There­
fore p{A) = 0 and ll/Hoo < A.

1 5 3 . The statement is false. Let X = [0,1], <p(t) the periodic function

of period 1 given on [0,1] by <p(t) = X (o,i/2)(0 ~ X (i/2 ,i](0 . and for « > 1»
let fn(t) = <^(2nt), t € I. W e claim that limn fn(t)XA(t) dt = 0 for every
measurable subset A of [0,1]; the verification of this claim can be carried out
in steps, first for dyadic intervals, then intervals, open sets, sets of measure
0, and, finally, all measurable sets. Note that |/n(i)| = 1 a.e. for all n and t,
and so ||fn||p < c for all n. Thus by Problem 147, / n ^ 0 in Lp but because
|/„(i)| = 1 a.e. for all n and t, no subsequence {fnk} of { / n} converges to
/ = 0 a.e.

1 5 4 . (a) By Fatou’s lemma / € ^ ( X ) . Assume first that p(X) < 00 .

Let Ejv = rinLjvd/n — /| < 1} and for g 6 L9 (X), with q the conjugate to
p, let gN = gXBN, N > 1; note that since limn / n = / p- a.e., limN gN = g
p-a.e., and since |<7jv| < |^| p-a.e. for all N, by the L D C T , limjv gN = g
Solutions 345

in Lq(X). Write Jx fng dp fx fgdp — Jx fn(g —gw) dp + Jx fngN dp —

fx f9 n dp+fx f(gN~g) dp = AntN+Bn>N —CN+D n , say, and let e > O be
given. Then by Holder’s inequality |An|Ar| < ||/n||p||s;v-£r||g < c\\gN-g\\q <
e for all n, provided N is sufficiently large; similarly, \D^\ < l l /I W t o r - d l , <
e provided N is large enough. Finally, since { ( / n - f)gN} are integrable
functions majorized by the integrable function g^ and limn ( / n —f)gN — 0
M-a.e. for each N , BUtN — Cn —> 0 as n —¥ oo for each N. Thus picking
first N and then n it readily follows that |fx fngdg, - fx fgdfj, \< 3e for n
sufficiently large and fn —" / in IP(X).

W hen X has infinite measure, since |g|9 e Ll{X), by Problem 4.123,

there exists A with n(A) < oo such that fx \A |p|9 dfj, < £q. Then

Í (fn - f)gdn = f (fn —f)gdg, + Í (fn —f)g d/j, = I + <7,

Jx Ja J x \a

say. By Holder’s inequality J < 2c\\gxx\A\\q < 2ce. A s for I, we use the
finite measure space result.
Note that it may be the case that fn f in ^ ( X ) as the example
fn = n 1/pX(o,i/n), / = 0, in IP(I) shows.
And, when p = 1, the functions fn(x) = nx[o,i/n](®), / = 0, satisfy
n, fn —^ / a.e., but since / [01] fn(x)dx = 1 for all n, { / n}
ll/nlli = 1 for all
does not converge weakly to 0 in Ll(I).
(b) The statement is true.
(c) The statement is not true if the measure is infinite.

156. (a) Recall that by Problem 2.89, M. endowed with the metric
d(A, B) = p(AAB ) is a complete metric space. For £ > 0 and N = 1 , 2 , . . . ,
let Fn = {A e M : |fA(fm-fn) dp\ < £ for all n ,m > N}. Since {fA fn dp,}
is Cauchy for each A € M , it follows that M = \JNFpf. Now, each is
closed and M is complete and so by the Baire category theorem some Fjv0
has a nonempty interior, i.e., there exist A q G Fn0 and r > 0 such that
p (AAA q) < r implies A € F¡q0.
Now let B € M. with p(B) < r ; then B = (Ao U 5 ) \ (Ao \ B) and
p((Ao U B)AAo),p((Ao \ B)AA q) < r. Then for n,m > No we have
\J s (fn ~ fm) dp\ = I//l0ufí(/« —fm) dp —fA0\B(fn ~ ^Tn) ^ 1 —
the same argument to the sets Br\{fn—fm > 0 } and Bn{fn—fm < 0 } yields
J g \ f n — fm\ dp < £ whenever p(B) < r and m,n > No. Now, the family
F = { / i , . . . , fNo} is absolutely uniformly continuous and so there exists 0 <
s < r such that JB \fk\dp < £ whenever 1 < k < No and p(B) < s. Finally,
iip(B) < s and k > N0, JB \fk\dp < fB \fk~ fN0\dp +JB \fN0\dp < 4e + e.
Thus {fn} is uniformly absolutely continuous.
346 16. Sequences o f Functions

(b) Let ip(A) = limn fA fn dpt, A E ip is an additive set function on

M.. W e will use Problem 2.32. Let {Ak} c M. be such that pi(Ak) —>• 0.
Since { / „ } is uniformly absolutely continuous, given e > 0, there exists 8 > 0
such that |fA fn dpi| < e provided pi(A) < 8 , and, in particular, tp(A) < e
whenever pi(A) < 8 . Thus if N is sufficiently large so that pi(Ak) < 8
for all k > N, ip{Ak) < e for those Ak and limfc ip(Ak) = 0. Then by
Problem 2.32, ip is a measure on M , which as pointed out in the argument
above, is absolutely continuous with respect to pi. Thus by the Radon-
Nykodym theorem there exists / € Ll{X) such that ip(A) = j Afdpi for
all A E M.. Now, since by Problem 5.63(a) simple functions are dense in
L°°(X), it readily follows that limn Jx fng dpi = Jx fg dpi for all g E L°°{X)
and / „ ->■ / in Ll{X).

1 5 7 . (a) Let { xau} C

F and XAn -> 9 in L 1^ 1]). Then g is measurable
and since a subsequence {xA„k} of { xa u} converges to g a.e., g takes on
the values 0 and 1 a.e. and is, therefore, the characteristic function of a
measurable set. Thus F is closed.
Next, if {xAm} C Fn and XAm -»• g in ^ ( [ 0 , 1]), then g = Xa for some
A E £ ( [ 0 ,1]). Now fix k > n. Passing to a subsequence if necessary we may
assume that XAm -> Xa M-a.e. Now, (fk - f)xAm converges to (fk - ¡ ) xa
boundedly and so by the L D C T , Jj(fk - f)xAmdx / z(/fc - f)xA dx and,
therefore, |Jj(fk — f)XA dx\ < e. Thus g = xa € Fn and Fn is closed.
Moreover, since /*. —1 / Ll(I) and xa €
in given e > 0,
I ¡¡{fk ~ f)XA dx| < e for all k large enough, i.e., k > N.

(b) Since F is closed in L 1( / ) , it is complete and F = (Jn -^n- Therefore

by the Baire category theorem one of the sets, Fn, say, has nonempty interior
and there exist E c [0,1] with xe € Fn and 8 > 0 such that B( x e , 8 ) =
{XA ■ Hx e - Xa \\i < 8 } <Z Fn or, in other words, if ||x a ||i = \A\ < 8 , then
Xe + Xa € Fn. Therefore |JF(fk - f ) dx\ < £ for all A: > n and xf G
B( x e , 8 ). In particular, this applies to F = E U A and F = E \ A and since
A = (E n A) \ (E\ A), it readily follows that if |A| < 8 , |fA(fk —/ ) dx\ < 2e
for all k > n. Now, note that this gives the uniform absolute continuity of
{fk ~ / } since Ak and Af defined as the subsets of A where f k — f > 0
(resp. fk — f < 0) have measure less than or equal to |A|. Finally, since
/ E L 1( / ) , this readily implies the uniform absolute continuity of {fk}.

1 5 8 . For <p E L1 (I) we compute In = fI fn(x)<p(x) dx; we do the case n

even, the case n odd being similar. Then
Solutions 347

and, consequently, by the continuity of L 1( 7) functions in the metric, |7n| <

\<p(x) — <p(x + l/n)\dx —> 0 as n —» oo. Then, since L 9(7) C 7A(7)
Jo1- 1/ "
for q > 1, fn —k0 in LP(I) for all 1 < p < oo.

1 5 9 . Fix 0 < t < 1 and let denote the one-periodic extension of

X[O,t)0*0 - <X[o,i](aO t0 Then +(nx) = YIl=l X{k/n,(k+t)/n)(x) ~ tXi(x)
on 7 and since Jj <p(x) dx = 0, by Problem 4.147, limn Jg1<p(nx)f(x) dx = 0
for / G Z ^ ([0 ,1]), 1 < p < oo. Thus <p(nx) —1L 0 in Lp(7), 1 < p < oo,
or, equivalently, J2 k=oX[k/n,(k+t)/n)(x) ix /(® ) in ^ (-0 for 1 < p < oo.
Moreover, since X [i-t,i](®) = 0-~t)Xi(x) -X[o,t](x) + txi(x), if ${x) denotes
the 1-periodic extension of X[i_t,i] (x) to R , then tp(nx) —< •(1 — t)xi(x) in
7 ^ (7) for 1 < p < oo.

160. (a) By Problem 5.29, if u G If(X), then T(u) G Lq{X). Let

u G 7ip( X ) be such that un -+ u in LP(X). Then, by Problem 108 there
{« n },
exist a subsequence {u „ fc} of {u n} and h G LP(X) such that Unk —> u /x-a.e.
and \unk| < h. Since |<p(«nfc) — <p(u)\q -> 0 p-a.e. and |<p(ttnfc) — <p(u)\q <
C(hp + |u|p + 1) G Ll(X), by the L D C T , fx \<p(unk) - <p(u)\qd/j, -+ 0 as
k —> oo, and so T(unk) —> T(u) in Lq(X). Similarly, from each subsequence
of [T(un)} we may extract a subsequence that converges to T(u) in Lq(X),
and, consequently, T(un) —> T(u) in Lq(X).
(b) For a fixed t G [0,1] and a,/3 G R, let £(x) denote the 1-periodic
extension of the function OiX[Q,t\(x)+/3x[i-t,i){x) t ° and set un{x) = £(nx)
for all n. By Problem 159, un —1 (at+ ¡3(1 —t))xi in 7 ^ (7). Moreover, since
T(£(nx)) = <p(a)x[o,t](nx) + <p(0)X[i-t,i](nx), by Problem 159, T(un) ->■
(‘p(<*)t + tp(/3)(l - t))xi in Lq(I).
Thus, by assumption, (p(at + /3(1 — t)) = <p(ct)t + ip(/3)(l — t) for all a, /3
and for all t G [0,1]. If T (0 ) = 0, letting /3 = 0 it follows that <p(cxt) = t<p(a)
for all t G [0,1]. Furthermore, picking i = 1 / A i f A > 1 and Aa in place
of a , we get that <p(\a) = A<p(a) for A G R + . In particular, if t = 1 /2 ,
(p(a + p) / 2 = ip((a + /3)/2) = (ip(a) + 2, (p(a + /3) = tp{ct) + <p(0),
and, therefore, T is linear. On the other hand, if T (0 ) 0, the argument
gives that T is affine.

1 6 1 . W hen p = 2 the result follows from Problem 10.97. Next observe

that for p > 2, by calculus considerations there exists c > 0 such that
c|i|p +pt + 1 < |1 + t|p for all real t. Thus, r}(t) = h(t)/\t\p is positive and
well-defined for all t ^ 0, and since 77(f) 1 as |t| —> oo and lim ^ o i?(t) =
limt-^o |t + l|p -2 /|i|p-2 = oo, there exists c > 0 such that rj(t) > c. Now,
replacing t by (t/s) — 1 it readily follows that for all s, t G R, |t|p > c|t — s|p +
|s|p + p(t — s)|s|p_1sgn(s), and, therefore, with s = / and t = fn we have
|/n|p > c | / „ - / | p +|/|p+ p ( / „ - / ) | / | p- 1s g n (/). Since l / p ^ s g n ( / ) G Lq(X),
348 16. Sequences o f Functions

where q is the conjugate to p, the conclusion follows by integrating the above

estimate and letting n —ï oo.
The result is also true for 1 < p < 2, and the proof follows along the
same lines, although it is more complicated.
 Chapter 17

Product Measures

Solutions

1. By Problem 2.3 it suffices to verify that 1Z is a 7r-system that contains

1 x 7 and that the complement of every set in 1Z can be expressed as a
finite union of elements in 1Z.
2 . The statement is false if A = 0 because then A x B = %e M for
allB c Y \ similarly if B = 0. On the other hand, the statement is true if
E = A x B 0. In that case pick a € A,b e B and note that Ea = B e N
and Eb = A 6 M ; sufficiency is obvious.
3. (a) The statement is false: B(Rm) x B(Rn) is not a a-algebra of
0m x 0n €
subsets of Rm+n. Indeed, if 0^ denotes the origin in R fc, 0m+ n =
S (R n) xB(Rm). For the sake of argument suppose that {0 m+ n} c = A x B
with A e B(Rm) and B £ B(Rn). Since the projection of (0 m+ n} c C Rm x R n
into Rm is Rm and likewise the projection into Rn is Rn, it readily follows
that A = R m and B = Rn but this is not the case since 0m+ n ^ {0 m+ n} c.
A proof by pictures also works. Let A = (0 ,1 ), B = (2 ,3 ); A, B € B(R ).
Were B(R) x B(R) an algebra, (AuB) x (AuB)\A x A would be an element
of B(R) x B(R ) but clearly this set cannot be expressed as a product of sets
in B{R ).
(b) The statement is true.

4 . The statement is false. Let A C R , A ^ B (R ), and put C = A x { 0 } ;

since C° £ B(R ), C £ B (R 2). Let B be a rotation of C with angle 9,
0 < 6 < 7r/2. Since balls are rotation invariant so are open sets and, hence,
B (R 2) is rotation invariant and B £ B{R 2). Now, Bx consists of a single
point or is 0 for all x € R and so Bx € Z?(R) for all x € R. Similarly,
By € B(R) for all ye R.

349
350 17. Product Measures

5 . Let Vk = { n i i K be) : ae < be,}. If C E Vm+n,

m n

C= X ( n [ae,be)) e £ ( R m) x £ (R » )
¿=1 ¿=m+l

and, consequently,

£(Rm+n) = M (V m+n) c M(£(Rm) x £(Rn)) = £(Rm) <g>£(Rn) .

To show that the inclusion is proper consider A ^ 0 with Am(A) = 0,
B e £ ( R n) \ £ ( R n), and note that A x B € (£ (R m) x £ ( R n)) \ £ ( R m+ n).
A x B G £ ( R m) x £ ( R n) and write A x B = (A x Rn) n (R m x B).
Next, let
Now, A = Fa (JNa where FA G B(Rm) is Fa and Am(NA) = 0. Then

A x Rn = (Fa x R n) U (Na x R n)

where FA x R n g £ ( R m+n) and Am+n(IV,i x 1 " ) = 0 and so A x Rn G

£(R m + n ); Sim iiariy( gm x B G £ ( R TO+n) and, consequently, Ax B G
£(R m +n) Therefore £ ( R m) ® £ ( R n) = .M ( £ ( R m) x £ ( R n)) c £ ( R m+n).
To see that the inclusion is proper let B £ £ ( R m) and note that since a
¿/-section of B x {0 n} £ £ ( R m), B x {0 n} £ £ ( R m) ® £ ( R n).
6 . Let M denote the completion of a u-algebra M . By Problem 5,
c £ ( R m) <g> £ ( R n) c £ ( R m+n) = £ ( R m+n).
£ ( R m+n) = £ ( R m+ n)
Note that since B(Rm+n) = £ ( R m)<g>£(Rn), the completions of £ ( R m)<g>
B(R n) and £ ( R m) <g>£ ( R n) are the same.
9 . (a) In fact, both product u-algebras are equal to M , the u-algebra
generated by the parallelepipeds {A\ x A-¡. x A3 : Ak G Mk, A: = 1 ,2 ,3 } .
(b) Recall that ii\ ® /j,2 is u-finite. Next, we define //1 <g> 1^2 <8>nz on
M \ ® M 2 ®Mz as the product measure (/xi<g>/X2) ® /¿ 3. This measure assigns
the value ( mi <8>M2) ( ^ i x A2 )frz(Az) = !i\(Ai)n2 {A2 )fiz{Az) to A\ x A 2 x Az
and is the only u-finite measure that does so. Note that /x i® (/¿2®M 3) agrees
with (/xi <g>/i2) <8>M3 on the parallelepipeds A\ x A 2 x Az and, therefore, they
agree on the u-algebra they generate, i.e., M.\ ® M .2 <8>M.z-

11. (a) V(N) ® P ( N ) = P (N 2).

(b) ¡j, <g>n is the counting measure on N2.

12 . /.i ® u(E) = Jx i/(Ex) dfi(x) = 0 it readily follows that
Since
fY fr(Ey) di/(y) = ¡X® v{E) = 0, and, consequently, ¡x(Ey) = 0 for i/-a.e.
y€Y.
14. \m+n is the completion of Am 18» An there exists E G
(a) Since
A C E and Am+n(E) = 0 and, therefore, by Tonelli’s
£ ( R m+n) such that
theorem 0 / dAm+ n — f^n f x dXn d\m = f y dXm dXn.
Therefore An(Ex) = Xn(Ey) = 0 for An-a.e. x ,j/ G M71, respectively, and,
Solutions 351

since Ax C Ex and Ay c Ev and An is complete, Xn(Ax) = An(A*0 = 0 for

An-a.e. x, y G R n , respectively.
(b) First, by Tonelli’s theorem,

Ajn+n(E) =[ An(Ex) dXm(x) = f AmiEF) d\n(y) .

JRm JRn
Now, since for almost every x G R m, An(Ex) = 0, we have fRmX„(Ex) dXm(x)
= 0, and, consequently, Am+n( £ ) = 0 and f Rn Xm(Ey) dXn(y) = 0, which
implies that for almost every y 6 Rn, Xm(Ey) = 0.

1 5 . Let T : R 2 —> R 2 be given by T(x, y) = (x,y —x); T is an invertible

linear transformation given by a matrix with determinant 1. Moreover, since
A G £ ( R 2) and T -1 is continuous, B = T{A) G # ( R 2) and by Problem 3.49,
A2 (B) = A2( 4 ) . N o w , since By is finite for any y G R, by Problem 3(b) and
Tonelli’s theorem it follows that X2 (B) = f R f R x b ( x , y) dX(x)dX{y) = 0 and
so A2 (A) = 0.

1 7 . First, ?y2 = ¡i®v(E) = $x v{Ex)dy,(x) > JAu(Ex) d/j,(x) > rjij,(A)

and so n(A) < 7]. To see that this bound is sharp consider the Lebesgue
measure on I, E = [0 ,1 /2 ] x [0 ,1 /2 ], and 77 = 1 /2 . Now, for each x e l , A
is [0 ,1 /2] or 0 according to whether 0 < x < 1 /2 or x > 1 /2 , respectively.
Therefore A = [0 ,1 /2] and A(A) = 1 /2 = 77.

2 0 . W e claim that if p (x ,y ) is a nonidentically 0 polynomial of degree

n in two real variables, the closed set E = p- 1 ( { 0 } ) has Lebesgue measure
0. To see this observe that for each fixed x the section px(y) = po(x) +
Pi(x)y + •••+ Pk(x)yk is a polynomial in y of degree < n with coefficients
polynomials in x of degree < n and, consequently, it has at most finitely
many roots or is identically 0. In the first case Ex is finite and has Lebesgue
measure 0. But since p is not identically 0 there are only finitely many
values of x such that px is identically zero (namely, the simultaneous roots
of all the Pi(x), which are not identically 0). Thus X(Ex) = 0 a.e. and
A <g) A (E) = f R X(Ex) dX(x) = 0.

2 1 . (a) A G B( R + ) ® 7>(N) iff A = |JneNBn x { n } where Bn G B{R + )

for all 7i.
(b) Let v denote the counting measure on (N, V(N)). Let A = UneN A i X
{ 71} G B (R + ) ® ^ (N ). If 7r exists,

7r(A ) = S *(An x M ) = f X > i»(i)e_t M i).

neN n e N ^ 0-00) n-
which gives the uniqueness of ir. Moreover, this formula suggests the defi­
nition of the desired measure.
p = ¿ 0, the delta at the origin, then 7r(.A x { n } ) = 5(A)(5( { ti} ) , the
(c) If
product of measures. On the other hand, if p = 5 + then 7r({0} x { n } ) /
352 17. Product Measures

7r ({ 0, 2 } x { n } ) depends nontrivially on n (just check n — 1 and n — 0) and

7r is not a product of measures.

22. Let 0 < a < oo. Since XAa(x>y) = X a (x ) X[o,o](j/)> ^ is measurable

and by Tonelli’s theorem ¡x 0 A(^4a) = afx(A). Now, letting a -A oo, ¡x 0
A(i4oo) = oo if jx(A) > 0 and = 0 otherwise.
23. Let <t> : ( X x R, M 0 B(R )) -> (R2,S ( R 2)) be given by <j>(x,y) -
(f(x),y); since for A,B e B (R ), x B) = f ~ l(A) ( 1 5 , <j> is Borel
measurable. Now, since i[> : (R 2,B (R 2)) R given by ip(x,y) = x — y
is continuous, $ : ( I x I , j W 0 B (R )) (R, S (R )) given by $ ( x ,y ) =
tjj o <p(x,y) = f(x) — y is measurable and T(f) = $ - 1 ({ 0 } ) E M.® B(R) is
measurable.
Jx fR+ X r (f)(x>v) dX(y)d/x(x).
Next, by Tonelli’s theorem, jU ® A (r (/)) =
Now, for each fixed x E X, (xr(f))x(y) = if( x)} if V = f(x) an(1 = 0 other­
wise, and so fR+(xr(f))x(y) d\(y) = 0. Hence fx®X(F(f)) = Jx 0 dfx(x) = 0.

24. The statement is true.

25. First, R(A,f) = E (f)UF( f) where E(f) = {(x,y) E X x [0,oo] :
0 < y < f(x) < oo} and F(f) = { ( x,y ) € X x [0,oo] : 0 < y < oo ,f(x) =
oo}. Then with the notation of Problem 23, E (f ) = $ - 1 ([0, oo)) and F(f) =
Ai®B measurable and, therefore, R(A, / ) is measur­
/ - 1 ({o o }) x [0 ,oo] are
able and by Tonelli’s theorem fx 0 A (R(f)) = fx / R XR(f) (x ,y ) dX(y) dy(x).
Now, for fixed x G X, XR(f)(x ,y) = 1 iff X[o,/(*)](y) = *■> 811(1 so

li ® = [ f X[0,/(*)](») dX(y)dfx(x)

If the statement y < f(x) is replaced by y < f(x), the result still holds
since E = (rp o 0 ) - 1 ([O, oo)) is measurable and A([0, /( x ) ] ) = A([0, /( x ) ) ) .
2 6 . (a) A 0 6 (E) = 2.
(b) JRf d ( X ® 6 )=ir.
28. First, since ( ( X x X) \ A)x = X \ {a ;}, by Tonelli’s theorem fx 0
v ( ( X x X ) \ A ) = Jx v(X \ { x } ) dfx(x) = 0, and so v(X \ { x } ) = 0 ¡x-
a.e. Pick one such x and observe that since v is nontrivial, i^({x}) > 0.
Now, if there exists x\ ^ x such that v(X \ { x i } ) = 0, then v(X \ { x } ) >
i /( { x i } ) > 0, which is not the case. Thus x = a is unique and v = aSa with
a = z^({a}) > 0. Finally, again by Tonelli’s theorem fx 0 ^ ( ( X x X ) \ A ) =
a Jx fx(X \ {y}) d6a(y) = ay,(X \ { a } ) = 0, and as before /X = f35a with
/3 = m(W )-
Solutions 353

2 9 . The statement is not necessarily true: The counting measure on R n

is translation-invariant but not a multiple of An; of course the counting mea­
sure is not (T-finite. W e claim that if /i is a cr-finite translation-invariant mea­
sure on £ ( R n), then y, = cXn for some constant c. To see this let A G £(M n)
be a set with fx(A) < oo, Q = [0, l]n the unit cube, and observe that since
fRn X q (u ) dX(y) = 1, by the translation-invariance of ¡jl and Tonelli’s theo­
rem we have y{A) = fRn x a (x ) dy,(x) = fRn x q (v ) fRn X a (x ) dy,(x) d\{y) =
Jr™fun XQiv) Xy+A(x) dfj,(x) dX{y) fun funXQ(y) X a {x - y) dX{y) dn(x) =
fun funX q (x - y) XA{y) dx(y) dfx(x) fun funXy+Q(x) XA(y) dX(y) dn(x).
Finally, by Tonelli’s theorem and the translation invariance of y, fi(A) =
fRn X a (v ) fRn X v+ q (x ) dy(x) dX(y) = n(Q) An(^4).
3 0 . (a) The statement is false. Take N = 1 and f = xb with B as in
Problem 4.
(b) The statement is true.

3 1 . Pick a countable dense subset D = {dk} of Mn and for each m > 1

consider the sets A]n= B(d\, 1/m ) and A^n=B(d£, l/m )n p | j“ J Bc(dj, 1/m ) ,
i > 1; note that A^ € B(Rn) for all i and Alm = {x 6 Rn : de is the first
dk € D such that \x —dk\ < 1/m}. Now, let fm : [a, 6] x Rn - * M be defined
as follows: Given x 6 Mn, pick i so that x € A^ and put fm(t,x) = f(t,de)-,
since ft is continuous, limm / m(i, x) = f(t,x) for every (t,x) G [a, 6] x Mn.
Next, we claim that the fm are £ ([a , b]) ® B(Rn) measurable for all m .
To this end pick an open set U C M. Then fm{U) = {(t,x) G [a, 6] x
Rn : fm(t,x) G U} = U ^ . ® ) € [o , 6] x R n : x G Ae m and fm(t,x) G
U} = U i ( 0 ^ [a, 6] : / ( f , dg) G U} x A^ ) . Now, by assumption { i G
[o, 6] : f(t,de) G U} = ( / di ) - ! ( [ / ) £ £ ([o , fe]) for all £, and, therefore,
Et = {t G [o , 6] : f(t,de) G U } x Aem G £ ( [ o , 6]) x B(R n) for all £, and
f~\U) = 1JeEe G £ ([o , 6]) B(R n). Finally, since the limit of measurable
functions is measurable, / is measurable.

3 2 . Since Am+n is the completion of Xm <S>Xn there exists E G £ ( R m+n)

such that A C E and Am+n(E) = 0. Then by Tonelli’s theorem 0 =
fum+n X b dXm+n = fum fun (x e )x dXn dXm — fRn fRmX e dXmdXn, and, con­
sequently, fRn(XE)xdXn = An(Ex) — 0 for An-a.e. y G Rn, and, similarly,
Am(Ey) = 0 for Am-a.e. x G R m. Hence since Ax c Ex and An is complete
it follows that An(Ax) = 0 for An-a.e. y G Rn and, similarly, since Ay C Ey,
Xm{Ay) = 0 for Am-a.e. y G R n.
fx G Ll(Qn) for Am-a.e. x G Qm. Now, for
3 5 . Since / is integrable,
those sections fx the conclusion holds for An-a.e. y G Qn by the Lebesgue
differentiation theorem. Let E = {(x,y) G Qn x Qm : the conclusion does
not hold}. Then An(Ex) = 0 and by Problem 12, Xm®Xn{E) = 0, and since
Am+ n is the completion of Xm <S>An, it follows that Am+n(E) = 0.
354 17. Product Measures

3 8 . The statement is false.

39. To verify that the statement is true consider

(n + 1), x G ( l / ( n + l ) , l / n ] , | /G Q ( 1 [ 0 ,1],
f { x ,y )
0, x = 0 ,o r y £ Q n [0,1].

4 0 . For every fixed y G [0,1], {x £ [0,1] : f(x,y ) ^ 0 } = {x G [0,1] :

x -< y} is an initial segment of this well-ordered set and, consequently, at
most countable and of Lebesgue measure 0. Thus fg fg f(x, y) dX(x) d\(y)
= 0. Similarly, for each x G [0 , 1] the set {y G [0,1] : f(x,y ) ^ 1} = {y G
[0, 1] : y -< x} is at most countable and fg fg / ( x, y) dX{y) dX(x) = 1. Hence
the iterated integrals are not equal and S is not measurable.

4 1 . (a) A is closed and hence Borel measurable.

x G [0,1], x a (x,y) = 1 for y = x and = 0 elsewhere,
(b) For a fixed
and, consequently, since y is the counting measure we have fj Xa {x , y) dy(y)
= 1 for all x G [0,1], and, therefore, Jf fj x a (x,y) dy{y) dX(x) = 1. On the
other hand, for a fixed y G [0,1], x a ( * , 2/) = 1 for x = y and = 0 elsewhere,
and this function is a.e. 0 with respect to the Lebesgue measure. Then
// Xa (x , y) dX(x) = 0 and the other iterated integral is 0.
(c) Since X A (x,y) is nonnegative, bounded, and measurable, if it had
a finite integral, by Tonelli’s theorem the iterated integrals would be finite
and all three equal. Since this is not the case the double integral is oo.
For E G B ® B let v\(E) = A <g> y,(C), the product measure, r>2 =
1/3 = f ( f x e (x , y) dy) dy. That 1/2 and z/3 are
/ ( / X E ( x , y ) d y ) dy, and
measures follows from the M C T and that they are all different follows from
(b).

Finally, the reader should consider why Fubini’s theorem does not apply.
4 3 . The statement is not true. Let
OO

f ( x iV) = a n X [ n ,n + l) x [ n ,n + l) ( x >y ) ~ a n X [ n ,n + l) x [ n + l,n + 2 ) 0 r >I f ) >

n= 0

where limn an = s > 0.

44. (a) Let B = {x G R n+1 : x\ + ••• + x\ + 1 2 < 1 }. Then Bl =
{ ( * 1 » •••, * „) G Mn : x\ + •••+ x2
n < 1 - i 2} , An (B*) = V n ^ i V l ^ P ) , and
by Tonelli’s theorem vn+\ is equal to

/ XB dXn+i = f [ XB*(x)dXn( x ) d X ( t ) = f vn( ^ l - t2) dX(t).

J En+! J - 1Ju n J- 1

Now, by Problem 4.85, vn(Vl - 1 2) = (1 - i 2)n / 2un( l ) and so vn+i =

f(t)ndX(t) with f{t) = X [-i,i](i)(l - i 2) 1/2; since f(t) < 1 for t ^ 0,
limn f(t)n = 0 a.e.
Solutions 355

(b) Note that

Vn — V n —1 [' m n~i d\(t) = = n f 1 m kd\(t),

•/ - 1 fc V -1

and, consequently, Anvn = n L . ^ f -1 f(t)kdX(t)). Now, by (a) it follows

that A f k(t) dX(t) < s < 1 for k sufficiently large and, therefore, the
product diverges to 0.

4 5 . The statement is true.

4 6 . Pickinga = x,b — —x, and integrating over [0,1] it readily follows

that J = fo fo | /(i + x) - f(t - x)| dX(t) dX(x) ^ c, and, consequently, by
Tonelli’s theorem F(t, x) = | /(i + x) —f(t —®)| € ¿ x([0 ,1] x [0,1]). Let M
be the matrix

- a ::
Then the linear transformation with matrix M maps [0,1] x [0,1] into the
diamond-shaped region D in (£, rj) space with vertices (0 ,0 ), (1 ,1 ), (1, —1),
and (2 ,0 ), and so JD |/( £ ) - / ( t?)| dX($ ® X(V) = 2 J < 2 c. Thus |/(£) -
/(?;)| 6 L ^ D ) and by Fubini’s theorem there exists £o € ( 1 /2 ,3 /2 ) such

\f(v)
that |/(£0) - f(rj)\ € Q) where A (D io) > 1. Hence, since |/(r?)| <
~ /(Co)| + |/(£o)|, / € Ll{Df:0). And, since /(r?) is periodic of period
1 and X{D^0) > 1 it follows that / € L 1([ 0 ,1]).

4 7 . First, by Tonelli’s theorem, / 0°° / 0°° X[t/b,t/a](x) \g(t)Ix~l dX{x) dX(t)

= In(b/a) / 0°° |p(i)| dX(t) < oo. Thus, since f(bx) - f(ax) = g(t) dX(t),
by Fubini’s theorem
roo 1 ,00
f № ) - f(ax)
f X
dX{x) = -J X[ax,bx]^3^ dA(x )

and as before J = ln (6/a) / 0°° g(t) dX(t).

This expression is known as Frullani’s formula; see also Problem 4.162.
In the particular case when / is continuously differentiable with compact
support, J = ln(fe/o) /( 0 ) .
Je / ^A = ± 2 .
51. (a) By Tonelli’s theorem the three integrals, whether finite or infi­
nite, are equal.
(b) By Tonelli’s theorem it suffices to verify that an iterated integral of
/ is finite. Now, if a ^ 1 we have
(1 - xy ) 1 0 1 -(1 - y ) l~a
f(x,y)dX(x)
/ (1 - a)y 0 (1 - a)y
356 17. Product Measures

This function is undetermined as y 0, we calculate its asymptotic be-

haviour with the aid of L ’Hôpital:

lim 1 j1 ° = lim ^ -r— = lim (l-y ) a.

ÿ->o (1 — a)y y->o (1 — a) y—
*o
and, therefore, the integral converges for a < 1. Thus the integral is finite
for a € (0 ,1 ). Next, we examine the case a = 1. Then
xy) 1 y)
y
lo g (l - log(l -
f(x,y)dX(x) = —
l
Now, this function converges to 1 as y - t 0 and tends logarithmically to
oo as y —> 1; thus the asymptotic behavior as y 1 is integrable and the
integral converges. Hence the integral converges for a G (0,1].

Jr+X]r+ / d(\ <8>A) = (a — 1) 1(a —2) 1.

53. Jc fdX 3 = £ “ =o(n + i ) - 3 < oo.
54. (a) Let A\ = {(x,y, z) G J : m ax(y6, zc) < xa}, A 3 — { ( x,y,z) e
J : m ax(xa, zc) < yb}, and A 3 = { ( x,y,z ) G J : ma x(xa,yb) < zc}; it
is readily seen that the A^ are pairwise disjoint and J = A\ U A 2 U A3.
W e consider the integral of / extended over A\, the other integrals being
treated similarly. Observe that if (x,y,z) G Ai, xa < xa + yb + zc <
3 xa and, consequently, it suffices to consider the integral of x~a over A\.
Now, by Problem 9 and Tonelli’s theorem, fjXAi(x,y,z)x~adX3 (x,y,z) =
/(0,1)x _a / ( 0,1)x(0,1) X(0>xa/b)(y) X(0^/c)(z) dX2 (y, z) dX(x) and this integral is
equal to f ^0 x~axa^1 lb+1 lc^dX(x), which is finite iff a ( l / 6 + 1 / c — 1) > —1,
i.e., for 1 /a + 1 / 6 + 1 /c > 1.
Note that if a = 1, the integral converges for any 6, c > 0. This is because
fo(x + yb + zc)~xdX(x) = ln (l + yb + zc) - ln(y6 + zc) has an integrable
singularity in (0 ,1 ) x (0 ,1 ).
(b) A similar argument gives that / G L 1(M3 \ J ) iff l / a + l / 6 + l / c < 1.

5 6 . The statement can be stated as follows. Let m, be finite Borel

measures on R and let $ : R x R -a- R be given by $ ( x , y) = x + y. Then
the measure u{A) = / í 2( $ - 1 (A )) on the Borel sets satisfies / dv =
/ r2 f(x + V) dfJ.i(x) dfj,2 (y) for all / G Ll{v).
59. J= c dfi(y).
6 0 . Let A G £ (R ) be bounded and consider the integral
| t o (k -< l)l
dX(x) d/j,(t).
J =
//
JR J A |æ - Í|V2

Since I ln(|a:|)|/|a; — ¿I1/ 2 is locally integrable on R the innermost integral

above is finite and, therefore, J < 00. Therefore by Fubini’s theorem, / G
Solutions 357

Ll(A) and so / is finite A-a.e. there. Hence, since A is arbitrary, / is finite

A-a.e. in R.
61. (b) Suppose first that x G Fc. Then the ball B = B(x, 5(x)/2) C Fc
and for all y € B, SF(y) > \x —y\. Hence

M ( x ) > f 6F{y)\x-y\-(n+1 U \( y )> f \x —y\~ndX(y) = oo.

Jb Jb

As for x E F, it suffices to prove that Jp M(x)dX(x) < oo. First, since

6F(y) = 0 for y € F, by Tonelli’s theorem

M(x) dX(x) = [ SF(y) [ \x -y \- {n+1 )dX(x)dX(y).

Now, since F c {x € Rn : \x - y\ > SF(y)} the innermost integral is

bounded by /{|a._J,|>5F(j,)}
\x ~ y|_(n+1) d\(x) = c6F{y)~l, and, therefore,
Jp M(x) dX(x) < cX(Fc).
6 3 . 7 = 0.

fXy(a, b)—fyx{a>, b) > 0. Then

6 4 . For the sake of argument suppose that
by continuity this expression is J ~~ |d, cl I /ij x [b,b + h],
0 on an interval
say. T h erefore/ = fj(.fxy-fyx)d(X®X) = Jj fxyd(X<g>X)-fj fyxd(X<8>X) =
h —h > 0. Now, by Fubini’s theorem, I\ = J^+h f “+h fxy dX(x) dX(y) =
Jb+h(fv(a + h,y) ~ fv(a,y))dX(y) = f(a + h,b + h ) ~ f(a,b + h ) ~
f(a + h,b) + f(a,b). A similar argument gives that /2 = I\ and so I =
I\ —I2 = 0, which is not the case.
65. Jj JI sm(TrtxA(x))dX(x)dX(t) = fj sin(irtxA(x)) dX(t) dX(x) =
2X(A)/7r.
66. J= tt2/2 , K = tt2/ 4 , and L = K /2.
6 8 . Note that for fixed iV > 0, by Problem 6.64,

A(N) = / S*n ^ dX(x) = [ [ sin(x) e~xt dX(t) dX(x) ,

Jo x Jo Jo

and, consequently, since Fubini’s theorem applies, it follows that A(N) =

/o°° foN sin(x) e~xtdX(x)dX(t).
Now, by calculus (or differentiating with respect to N), the innermost
integral in A(N) is equal to

■N 1 — cos(iV)e Nt —sin (N)te Nt

sin(x)e xt dX(x)
0 0 + i5)
358 17. Product Measures

and, therefore, A(N ) is equal to

= Ü N — C N — d jv ,

say. Since lim^o^v = tt/ 2, and by the L D C T , lim jvc// = lim ^djv = 0, we
get
7T
2
The motivated reader will note that a similar argument gives that

6 9 . The integral is equal to 2 1 ln(2).

LP(X). First, observe that since by Problem 5.23, { / ^ 0 } is

7 0 . Let / e
CT-flnite, we may assume that p is cr-finite. As in Problem 25, let /¿<g>A denote
the product measure on X x ]R+ and R(f) = {(x,t) € X x R + : 0 < t <
|/(æ)| }, and define h(x, t) = ptp~lXR(f){x)t). Then, since for fixed x € X,
XR(f)(x,t) = 1 iff X[o,/(*)](*) = 1 it follows that / x / 0°° h(x,t)dX(t)dp(x) =
lx ptp~l d\(t) dp(x) = Jx \f\pdp. Hence, by Tonelli’s theorem we
have Sx \f\PdH= /o °°Sx h(x>*) dA*(*) dX(t) = So°PiP_V({|/l > t}) dX(t).
In general, if <p : R + -> R + is an increasing differentiable function, then
Sx <P°fdP = f t - <S(t) / * ( { / > t}) dX(t).

7 1 . W ith / = f + — f ~ , Sx f dl-L= Sx f + d^ ~ Sx f~ Now, since

/ +,/~ > 0, by Problem 70, we have Sx f ^ = So° fjb( i f + > t})dX(t) -
So°° m ( { / _ > *}) dA(i) = / 0°° p({f > <}) dX(t) - / 0°° p ( { - f > t } ) dX(t) and
the conclusion follows since J0°° p({—f > t})dX(t) = S-oo^df < t})dX(t).

7 2 . By Problem 4.57, v{A) = fA g(x) dp(x) is a measure on M and by

Problem 70, Jx fgdp = / 0°° v({f > i } ) dX{t) = / 0°° <p(t) dX(t).
7 3 . Note that f ( x ) = / 0°° XFt(x)dX(t) and g(x) = / 0°° Xg,(x) dX(s)-
Then by Tonelli’s theorem

J x f g dp = (J XFt (x) dX(t)j ( XGa(x) dX(s)) dp(x)

Now, since XFt(x)xGa(x) = XGsnFt, the innermost integral is equal to

p(Gs D Ft) and the conclusion follows.
Solutions 359

Moreover, since Fs c Ft or Ft C Fs, ¡i(Fsr\Ft) = min (¡i(Fs), ¡i(Ft)), and

Ix f 2 dF = /o °° /o °° min(¡i(Fs),¡i(Ft)) dX(s) dX(t).
7 8 . J = a fR+ f(t ) tai+ “ 2+a3- i dX(t).

7 9 . Let / € LP(F) and g G Lq(X) with ||5 ||9 < 1. Then |fc(x, 2/)| \f(y)\r
is measurable and if I = (fXxY |k(x, y )| \f(y)\pd¡i(x)<8 >v(y))1/p, by Tonelli’s
theorem

1 = ( f x fY y)\\f(y)\pdv(x) du(y)) /P < Al/p(Jx \f(y)\Pdu(y)) /P■

Similarly, if J = ( fXxY \k(x, y)\\g{x)\qd¡i{x) ® v(y))l/q,

J = { j y j x \k^ y)Mx)\qdv{y)dii{xjf/q < \g(x)\qdtx(x)y/9.

Now, |fc(x, y) ||/(y)| \g(x)\ is measurable and by Holder’s inequality it

follows that fXxY |k(x, y)\\f{y)\\g(x)\d¡i(x)<8>v(y) < I J < A^B^WfWp <
oo. Therefore k(x, y)f{y)g(x) G Ll(X x Y) and, consequently, by Fubini’s
theorem fy k(x, y)f{y)g{x) du(y) exists for ¡i-a.e. x G X and is measurable
and integrable, and since g is arbitrary, Tf(x) = fY k(x, y)f{y)dv(y) is
measurable and finite ¿t-a.e. in X. Hence by the converse of Holder’s in­
equality the above estimate gives that T f G IP(X) and satisfies ||T/||P <
v41/ pH 1/ 9||/||p . The result is known as Schur’s lemma.

8 0 . First, by the Cauchy-Schwartz inequality |T/(x)| does not exceed

(J^n \Hx>y)\\f(y)\2 w(y)~ld>'n(y)) ' ( J \k(x,y)\w(y)dXn(y)j 1

< A 1 / 2 w(x)1 / 2 ( J ^ |/s(x,y)| | /( 2/)|2w (y )- 1 dAn(y )) 1 .

Therefore, squaring and integrating, by Tonelli’s theorem

\\Tf\\2 < A [ w(x) [ \k(x,y)\\f(y)\2w(y)~1 dXn(y)dXn(x)

JRn JRn

= a [ \f(y)\2 w(y)~l [ \k(x,y)\w(x)dXn(x)dXn(y)

JRn J Rn

= A2 Í \f(y)\2w(y)~1 w(y)dXn{y).
J Rn

81. Necessity first. If A,B € H (K ), by independence ¡i$(A x B) =

xB)) = / i ( / _ 1 ( ^ ) H g~l{B)) = nf (A)ng(B) = ¡if ® ¡ig(A x B ).
Hence /i(j> coincides with ¡if (g> (ig on the measurable rectangles of X x X
and by the uniqueness of product measures they are equal.
Sufficiency next. A, B G <B(M), ¡i$(A x B) = ¡i{f~l{A) fl g~1 (B)).
If
Thus ¡if <g>fig(A x B) = ¿ t ( /_ 1 (.A) n 0 - 1 (2?)), and f,g are independent.
360 17. Product Measures

82. h(s,t) = st and $ ( « ) = (f(x),g(x)); h is continuous, $ is

Let
measurable, ho$ is measurable, and ho$(f,g) = fg. Then by Problem 4.58
and Problem 81, J = Jx fg dg = f R2 h(s, t) dg$(s, t) = f R2 st dgf <8>gg{s, t).
Now, |/i| is continuous, hence ^-measurable, and by Tonelli’s theorem
Ir2 dg$(s, t) = Jr2 Isi |d/if ® gg(s, t) = (fR |s| d/Xf(s))(fR |f| dgg(t))
^)l
= ll/lli Ifolli < oo. Thus Fubini’s theorem applies and, consequently, J=
J^J^std/j,g(t)dg,f(s) = (JRs d/j,f(s))(fRt dgg(t)) = (fx f dg)(Jx g dg).
g = —/ ) un­
8 3 . Sufficiency is true in general and necessity is false (take
F(x) = (f(x),g(x)),
less the functions are independent. If this is the case, let
x € X. Then by Problem 4.59(c) and Problem 81, J = Jx \f + g\pdg, =
Jr2 |s + t\pdfj,p(s,t) = Jr2 |s + t\pdgf dfj,g(s,t) and by Tonelli’s theorem
and Problem 4.58(b),

J = f [ |s + t\pdg,f(s)dgg(t) = [ [ \f{x) + t\pdg(x)dgg(t)<oo.

Jr Jr Jr Jx
Thus Jx |f(x) + t\pdg(x) < oo for /is-a.e. t and fixing one such t,

f \f(x)\pdg(x) = f \f(x) + t - t \ pdg(x)

Jx Jx
< 2p Q í |fix) + t\pdg(x) + |i|p/x (X )^ < oo.

Finally, g = (g + / ) - / is in LP(X).
8 4 . As in Problem 83, fx \f + g\pdg = fRfx \s + g(y)\pdg(y) dgf (s).
Now, for s € 1 , by Jensen’s inequality we have Jx \g(y) + s\pdg{y) >
l /x ( ^ ( y ) + s)dg(y)\p = |fx g(y) dy{y) + a? = |s|p. Hence integrating,
Ir fx I5 + 9 (y)\pdy(y) dfj,f(s) > fR \s\pdyf (s) = fx \f\pdy. The conclusion
follows by combining these estimates.

85.
/ 27r \ n/2
fa * fb ( x ) = fab/(a+b)(x) .

86. (c) The result is not true in general but is true if g(x) —> 0 as
|x| —>•00.

8 7 . The statement is false. For the sake of argument suppose that /

is an integrable function such that / * g = g for all g € L 1(Rn). Then if g
is bounded, by Problem 8 6 , f * g is continuous and, therefore, g = f * g is
continuous. Just pick g = XA to be the characteristic function of a set A of
finite measure to see that this is not always the case.

8 8 . (a) Since by Fubini’s theorem fRn( f*g ) d\n = (fRn f d\n)(fRn g d\n)
> 0, / * g > 0 in a set of positive measure. Similarly, if / , g have integrals
of different sign, f * g < 0 in a set of positive measure.
Solutions 361

(b) If one of the functions is bounded the convolution is continuous

and, therefore, if positive at a point, positive in an interval. In particular
note that if / = XA, 9 = Xb where A, B are Lebesgue measurable sets of
positive measure, then x a *Xb is a continuous not identically 0 function with
support included in A+B. Now, if a; € A + B is such that Xa *Xb (x) ^ 0, by
continuity there exists an open set U containing x such that Xa *Xb (v) > 0
for all y G U, and so U C A + B.

89. limfc fk = 0 in L 1(Rn).

91. d(Oi,Oc) > 0, there exists an open set O2 such that

First, since
0\ C 0 2 C O 2 C O ; pick e < mm(d(0 i,d( 0 2 )),d(0 2 ,d( 0 ))). Next, let
<p(x) be a C q^ R ” ) function supported in the unit ball B( 0 ,1 ) of Rn with
integral 1; for instance, tp(x) = ce_1/ ( 1 _lxI ^XBi(o)(x) where c is chosen so
that (p has integral 1 will do. Then <p£(x) = s~n<p(x/e) is C o°(R n), has
integral 1, and is supported in 5 ( 0 , e).
Now let h(x) = XO2 * Veix)- Since O2 is bounded and <p 6 C o°(R n),
h € C'o°(Rn). Furthermore, if x € 0\ and t € B{ 0 ,e ), x o 2(x — ¿) = 1, and
so h(x) = fB{0e) xo2(x - t)(pe(t) d\n(t) = fB(0e) ip£(t) d\n(t) = 1. And, if
x £ O and t € 5 ( 0 , e), then x o 2(x ~ t) = 0, and, consequently, h(x) =
I b (0,£) X o 2( x ~ t)<pe(t) d\n(t) = 0.
9 2 . (a) Since by the Lebesgue differentiation theorem for An-a .e .x € Rn,
f(x) = lim/l_ ,0+ h~n ¡Q^x h) f(y) d\n(y), such an / does not exist.

(b) Let f(x) = X (-i,o)0z) - X(o,i)(aO- Then 0 = h~l J^ /2 f(x) d\(x) -A

/ ( 0 ) as h -A- 0, yet / is not continuous at 0.
(c) Assume that \<p\ < M in R n and let x G Lf. Then

\f*ipe{x)-rif{x)\< f \ f ( x - y ) ~ f(x)\\ipe(y)\d\n(y)
JRn
<Me~n f \f(x —y) —f(x)\d\n(y)
JB{0,e)
where An (B (0 ,e )) = cnen. Hence
limsup| f*(pe(x) —f(x)\
£—>0

< lim supcnM | 5 (0 ,e )| -n [ \f(x - y ) - f(x)\d\n(y) = 0

£->0 Jb {0,e)
and we have finished.

94. Many classical kernels satisfy the restrictions we have imposed.

Three important examples for the case n = 1 include the Poisson ker­
nel, the Fejer kernel, ( l / 7r)(sin aj/x)2, and the Gauss-Weierstrass kernel,
1/^/7? ye~x2/ y.
362 1 7. Product Measures

95. For the sake of argument suppose such an / exists. Then by Fu-
bini’s theorem / Rn / * / d\n - (fRn fdXn )2 = fR„ f dXn, and, therefore,
/ RB f d\n = 1. Now, let £ > 0 and g a compactly supported continuously
differentiable function. Then, since

e~nf{x/e) = e~n f f(x/e - y)f(y) dXn(y),

JRn
multiplying through by g(z — x) and integrating it follows that

fe * g(z) = [ e~n [ f(x/e - y)f(y ) dXn(y) g(z - x) dXn(x).

JUn JRn
Now, switching the order of integration, which is legitimate since both func­
tions are compactly supported and bounded,

fe * g{*0 = f f(y) £~n [ f(x/e - y)g(z - x) dXn(x) dXn(y).

JRn JUn
The change of variables x —ey = w gives that fs * g(z) is equal to

[ f{y)£~n [ f(w/e )g( z-w + ey)dXn(w)dXn(y)

JKn JRn
= [ f (y) e~n [ f(w/£)g(z-w)dXn(w)dXn(y)
JE " 7lRn

+ / f {y) £~n [ f(w/£)(g( z- w + £y) - g(z-w))dXn(w)dXn(y)

JRn JRn
= + Be,

say.
Since / has integral 1, by Problem 94 and Fubini’s theorem limc )0 Ac
= g(z) An-a.e. Moreover, since \g(z —w + £y) — g(z — u>)| < ce\y\ for all
y,z,w e W 1, it readily follows that

\Be\<C Í
JK.n
£~n\f(w/£)\ Í
JKn
\f(y)\£\y\dXn(y)dXn(w) =C£.

Therefore limero Be = 0, and, hence, f * g = g An-a.e. for such g.

Next, for an arbitrary h G L 1(Kn), pick a continuously differentiable
function g vanishing off a compact set such that \\h — <?||i < e. Then / *
h - h = f * ( h - g ) + f * g - h = f * ( h - g ) + g - h , and, therefore,
11/ * h - h||i < 11/ * { h - ^)||i + ||h - 0 ||i < c£. Thus ||f * h - /i||x = 0 and
/ *h = h An-a.e. By Problem 87 this is impossible.
96. ip be a compactly supported smooth function and for i g R "
Let
and t > 0, let (/?(•) = t~nip(x — -ft). Then by assumption v * ipt(x) = 0 for
all x, t, and so by Problem 94, v = 0.
A strengthening of Problem 94 gives the same conclusion for a locally
integrable function v on R n.
Solutions 363

97. Let T : Lp(Rn) - » Lp(Rn) be the mapping given by T(h) = f *h\

then ||T(/i)||p < ||/||i||h||p and ||T|| < ||/||i < 1. By Problem 9.156 the
equation h — T(h) = g has a unique solution h G Lp(Rn) that depends
continuously on g for every g G Lp(Rn).

100. If p < oo pick g = g>k where {<fik} is an approximate identity.

Then ||/ * yjfc||p < c||v?fc||i = c, and letting fc -> oo it follows that ||/||p < c.
On the other hand, if p = oo, let g = \Q{x,r)\~lXQ(x,r)^ where Q(x,r ) is an
arbitrary cube centered at x of sidelength r, ||p||i = 1. Then

f
IQC0 ) 7")! ' JQA
J Q (0 ,r )
f(x - y) d\n(y) < C,

and consequently by the Lebesgue differentiation theorem ||/||oo < c.

1 0 1 . Let g G Lq{R ) where q is the conjugate to p. Then with h(x) =

f ( - x ) it follows that / Rfc Tnf(x)g(x) d\n(x) = h*g{hn) and by Problem 86,
limn h * g(hn) = 0.

1 0 2 . Let J = [a, 6] be a fixed interval, 6 = b —a, f = xj >and fn(x) =

f(x + n8 ), n = 0, ± 1 , — Each of these functions has ||/n||2 = VS and
f R f m f n = S$m ,n , and so they form a bounded sequence. Since by Problem
101, fn —*•0, by Problem 9.62 it follows that T(fn) -*• 0 in L 2.
Now, since Tfn = Trnsf = rnsTf, we get
||T/||2 = ||r„5T /||2 = \\Tfn \\2 —» 0 as n -¥ 00,
and, consequently, ||T/||2 = 0 and /j* k(y —z) d\(y) = 0 for all a, b and a.e.
z G R. Hence k = 0 a.e.
 Chapter 18

Normed Linear Spaces.

Functionals
Solutions

1. Let { ca} a6A be an infinite Hamel basis for X ; then each x G X has a
unique representation as a finite sum x = X^aga ^ a^a - Now, for any collec­
tion of positive real numbers { o:a } aga the expression ||x||a = X X gA « a |«a |
is a norm on X and the norms induced by a bounded and an unbounded
{ c*a } are not equivalent. Note that when a\ = 1 for all A, ||eA - e^H = 2 for
A ^ / x and ( X , || • ||) is not separable.

4 . The limit is A ||x||.

5 . Since 2 x = (x —y) + (x + y) the triangle inequality gives the sharper

estimate 2||x|| < ||x — y|| + ||x + y||. As for the case of equality, in X =
L ° ° ( [ 0 ,1]) let x = X[o,i/2) and y = X [i/ 2,i]-

6 . Since max{||x||, ||y||} > (||x|| + ||y||)/2 the second inequality follows
from the first. Now, assume that max{||®||, ||y||} = ||a;|| and set A = ||x||/||y||.
Then

l® -y|| = II [a; — A 2/] - (1 - A)y|| > |||x-Ay|| - ||(1 — A)y|| |

> ||x-Ay|| - ||(1 — A)y|| = ||x||

X y
-I(l-A )| | | y | |
\\x\\ ll'/ll
y X y
= \\X\ - 111*11 - \\y\\ |> \\x\\ \x - :
11*11 ll'/ll \x\\ ii.'/ii

and, consequently,
X y
2 | | * - 2/11 >||*|
\x\\ bn

To see that 1 /2 is the best possible constant suppose that the inequality
holds for a constant M , and for x G X with ||x|| = 1 put y = —x /n , n > 2.

365
366 18. Normed Linear Spaces. Functionals

Then ||y|| = 1 /n , max{||x||, ||y||} = 1, and ||x - y|| = (1 + 1 /n ). Thus

x y
m a x {IM I> IM I} = 2,
11*11 IN I

and so, for all n, 1 + 1 /n > 2M , which implies that 2 M < 1 and M < 1 /2 .
The same example shows that the constant in the second inequality is best
possible.

7. Since the proofs are similar we only consider {wn}. Observe that we
may assume that limn xn = 0. Indeed, if the limit is x, say,
It, N . . .x n(n + 1 ) 1
wn = ^2 ((si - x ) + 2(x 2 - x) H-------- 1- n(xn - x)) H-------- -------^ x >

and so the resulting limit differs from the one obtained for sequences tending
to 0 by x/2. Now, we claim that if xn - » 0, wn —> 0. Given e > 0, let N be
such that ||xn|| < e for n > N. Then for any such n,

K l l < ^2
ft ( M + 2I M + •••+ n \\x n \\)

+ - K ( { n - N) + { n - N
n£ v
+l)-\ -------- 1- n)e

where the second term is less than e /2 and the first goes to zero with n. Thus
limn wn = (limn xn) / 2 . A similar argument gives that limn vn = limn a:n.

8 . The condition is sufficient but not necessary: Take xn — x for all n

and let An be a series that is conditionally, but not absolutely, conver­
gent; for example, An = ( —1)n/n for n > 1 will do.

9. (a) The statement is false. X cannot be complete but

Obviously
other than that any space will do. If X is not complete there is a Cauchy
sequence {xn} C X that does not converge in X. Pick an increasing sequence
{nk} such that \\xn —xm || < 2 ~k for all m,n > nk, and consider the series
E * (* nfc+i - x n k )'i since Efc ll*nfc+1 - *nfc|| < E fc 2_fe < oo it converges
absolutely. However, it does not converge in X for if it did the partial sums
Jjk=i xnk+i ~ xnk = xnj+i - 3 „i would converge, {xnj+l} would converge,
and, therefore, the whole sequence would converge, which it does not.
(b) The statement is true. Since B is complete, yn = ^ fc = i xk converges
to x € B. Let o : N - » N be a bijection; we claim that l x<r(k)
converges to x. Let n be large enough so that ||x — yn\ \ < e and pick N large
enough so that all the terms x i , . . . , x n appear in the sum that defines y^-
Then, for m > N, ||x - y£j| < 2 ^ ^ L jv+ 1 Ikfcll < e. Thus limn y^ = x and
the convergence is unconditional.

11. Necessity is obvious: S is closed and so complete. Conversely,

suppose that S is complete and let { x n} be a Cauchy sequence in X. Since
I llxn|| — ||3 m || | < \\xn —x m ||, the numerical sequence {||xn ||} is Cauchy in
Solutions 367

R; let 77 be its limit. If 77 = 0, xn — 0. If 77 > 0, there is a constant c > 0

such that 1/ c < ||xn|| < c. Normalize the Cauchy sequence and note that
xn xm _ /1 1 \ . 1 / \
lM ~iMi~~ *n^lM _ IM k Iwi _ Xm)
is the sum of two Cauchy sequences and, hence, Cauchy in S. If x is the
limit, xn = ||xn|| (xn/||xn||) —> 77 x in X and X is complete.
1 2 . Recall that a bounded open set O in R2 that is convex, symmetric
(O = (—1) 0 ) , and contains the origin is the unit ball of a norm || • || on
R 2; indeed, ||(xi,X2)|| = inf {A > 0 : (xi, X2) € AO} defines a norm in
R 2 and, in fact, generates all norms there. Therefore p is a norm in R 2.
As for the second question, let 77 = ||( 1 , 1)|| < 1. If the norm exists, then
IKl/77,1A?)II = I» and observe that the convex hull of (1,0 ), (I/77,1/77), (0 ,1),
(—1,0 ), (—I/77, —1/77), (—1,0 ), and (1,0 ) is then the unit ball of a norm || • ||
in R 2 that satisfies the required properties.
13. (d) Let {B(a,k,rk)} be a decreasing sequence of nonempty closed
balls. B y (a), r\ > 7*2 > ..., and the radii form a decreasing sequence
which is bounded below and, hence, has a limit; in particular, { r / J is a
Cauchy sequence. Now, by (c), ||on - am|| < \rn —rm\ 0 as n,m 00,
and, consequently, the sequence {on} consisting of the centers of the balls is
Cauchy in the Banach space X , and so it converges to a point a G X , say. We
claim that a G B(an, rn) for all n. Indeed, for each n, a = limm>n)m_>0o <hn G
B(an, rn) and, since the balls are nested and closed, a is in each Bn and,
consequently, in their intersection.
1 4 . (a) Since p does not satisfy the homogeneity condition p(Ax) =
Ap(x), A > 0, it is not a norm.
(c) Since t/( 1 + 1) decreases to 0 as t 0+ , r(x n,x ) —>• 0 whenever
||xn — x|| —> 0. Conversely, since for t < 1, t < 2 i/ ( l + f), r ( x „ ,x ) ^ 0
implies ||xn — x|| —)■ 0.
(d) Since p(x) < 1 any unbounded metric on X, for instance, d(x, y) =
||x — y||, will do.
1 5 . If |Ai |H------h |An| = 0 the inequality holds for any c > 0, so it suffices
to prove that there exists c > 0 such that ||pixi H-------h pnx n|| > c whenever
|/ii | H------- 1- \pn\ = 1. For the sake of argument suppose this is not the case.
Then for each integer k there exist ■ ■ ■ ,p% with | ^ | H------- 1- \p%\ = 1 yet
||/4 xi H------ l-MfeXn|| < l/k. Now, since the {p\} are contained in a compact
subset of the scalar field, by repeated application of Bolzano-Weierstrass
(first for i = 1, then for 7 = 2, and so on) there is a subsequence {km}, say,
such that {/ 4 J converges for 1 < i < n. Let lim/tm plkm = a*, 1 < i < n;
note that since the generating p, sum in modulus to 1 not all the op can be
zero. Now, by Problem 2, ||/4 mxiH------ hp^XnW ->• HceiXiH------ \-ocnxn\\ and
368 18. Normed Linear Spaces. Functionals

by construction \\ii\mx\ H-------- \-p%mxn\\-> 0. Thus ||ai®i H-------- b a n®n || = 0,

which implies that a\x\ H--------\-anxn = 0, and so by the linear independence
all the ccj are 0, which is not the case.

16. X is an infinite-dimensional linear space we have constructed

W hen
nonequivalent norms in Problem 1. On the other hand, if X is finite dimen­
sional let X = s p { x i , . . . , xn} and suppose that X is endowed with norms ||•||
and ||•||i, say; we prove that one norm dominates the other and since they are
arbitrary, we are done. Let c = maxi<fc<n ||®fc||i. Then for x = J2k= l
we have ||®||i < c Ylk=i l^*l> and by Problem 15 there is a constant c\ such
that this expression is dominated by cci || ^kxk\\ = cci ||x||.
18. Y c ^ 0 and let xo €
(b) Assume Y c. For x € Y, x + Xxo is
in Yc for all scalars A, for, if x + Xxq g Y, since x is in the subspace Y,
Xxq G Y, which in turn implies that xo G Y, and this is not the case. Now,
as A ->■ 0, x + Xxq g Y c converges to x, and so x G Y c. Thus Y C Y c and
X = y U Y c c F 3, which gives X = Y°.
19. By Problem 18(a) Xn contains no ball and by Problem 1.3(b),
(Jn X n ^ B. As for the example, in ( C(I ), ||•||oo) let X = s p { l, t , . . . , tn, . . . }
and Xn = s p { l , . . . , in}. Each Xn is finite dimensional, hence closed, and
each x G X is in some X n, i.e., x = \jnxn.

2 0 . (a) The statement is false. For instance, in 1 < p < oo, let
Xi = { e i , . . . , e „ , . . . } and X 2 = { - e 2+ 2 _ 1 e i , . . . , - e n + n - 1 e i , . . . } . X i , X 2
are closed since they have no limit points and 0, the only limit point of
X\ + X 2, does not belong to Xi + X 2.
(b) Although as is readily seenX\ + X 2 is a subspace of B, it may happen
that X\ + X 2 is dense but not closed in B. In Co, let X\ = {x G Co : x2n = 0
for all n } and X 2 = {x G co : x2n = x2n-\/n for all n }. W e claim that
X\ + X 2 is dense in, but not equal to, cq. T o see this we first characterize
the sequences in X\ + X 2, namely, x G co is in X\ + X 2 iff nx2n —>• 0. Indeed,
if x G co and nx2n -> 0, let y 1 be given by y\n = 0, y2n_i = x2n-\ - nx2n for
all n, and y 1 the sequence with terms y\n = x2n and y2n-\ = nx2n for all n.
Then y 1 G X\,y 2 G X 2 and x = y 1 + y 2. On the other hand, if x G X\ + X 2,
then x G co and the condition is clearly satisfied. From this it readily follows
that X\ + X 2 is a proper subset of co so it remains to prove that it is dense.
Let x G co and fix e > 0. Then for some N, |a;n| < e for n > N. Defining
the sequence y with terms yn = xn for n < N and yn = 0 for n > N, we
have ¡a: — y||oo < e. From the above it is clear that y G X\ + X 2, and so
X\ + X 2 is dense. Since the sum is still a subspace we have shown that an
infinite-dimensional Banach space may contain a dense subspace that is not
closed. A s we shall see later the kernel of a discontinuous linear functional
on B shares this property.
Solutions 369

On the other hand, if X 2 , say, is finite dimensional, X 1 + X 2 is closed. It

suffices to prove that X\ + s p {x }, x € X 2 \ X x, is closed. By Hahn-Banach
there is a bounded linear functional L on B with L(x) = 1 that vanishes
on X\. Suppose that {yn} is a sequence in X\ + s p {x } that converges to
y; we claim that y G X\ + s p {x }. Now, yn = xn + Anx for some xn G X\
and scalars An and so An = L(yn) —>■ L(y). Therefore, since X\ is closed,
xn = yn ~ A„y ->• y - L(y)x G X x. Thus y = (y - L(y)x) + L(y)x G
X\ + s p { x } . Alternatively, since X is complete and X x is closed in X, X / X x
is complete and the projection 7r : X —> X / X x is bounded. Since X 2 is
finite dimensional, n(X2 ) is finite dimensional, hence closed in XjX\. Then
X 1 + X 2 = 7r- 1 (7r(X2)) is the inverse image of a closed set under a continuous
map, and so is closed.
21. The assertion that for some infinite-dimensional normed space X
there is a bounded sequence with no convergent subsequence has an explicit
answer: Consider { l , t , t 2, . . . } in the unit ball of C ( [ 0 ,1]).

Y = s p { x i , . . . , x „ } . For a scalar n-tuple A = ( A i , . . . , An),

2 3 . (a) Let
let 0(A) = A1Z 1 -I---------1- Anz n. Then d(x,Y) = infA ||z - <^(A)||; we claim
that there exists Ao such that d(x,Y) = ||z — </>(Ao)||- Now, we may as­
sume that the Xk are linearly independent and that 0 is a continuous B-
valued function, linear in A. Linearity is clear and continuity follows since
Hk\)- Let T] denote the infimum in ques­
||0(A) - 0(ju)|| < n (m a x i<fe<n |Afc -
tion; clearly 77 < ||x||. To compute rj we may restrict ourselves to A = {A :
||x — 0(A) || < 11x11} which, by continuity, is compact. Indeed, A is closed and
by Problem 15, |Ai| -I-------- 1- |An | < c||0(A)|| < c(||0(A) - x|| + ||z||) < 2c||x||
for A € A. Now let {A&} C A be such that lim* \\x - 0(Afc)|| = i). By
Bolzano-Weierstrass there is a subsequence, which we call again {A&} to
avoid unnecessary waste of time and energy writing two subscripts in what
follows (which, by the way, may be less of a waste of time and energy than
writing the preceding remark), so that A^ —> A G A. Thus by the continuity
of 0 , rj < ||x - 0(^)|| < ||® - 0(Afc)|| + ||0(Afc) - 0(A) || -► 77 as k ->• 00 and
the infimum is attained, i.e., it is a minimum.
Now, yo is not necessarily unique: Let B = M.N equipped with the £°°
norm, x = ( 1 , 0 , . . . , 0), and Y = {y G B : yx = 0}. Then d(x,Y) = 1 and
the infimum is attained at the vectors ( 0 , 1 , 0 , . . . , 0 ) , . . . , ( 0 , . . . , 0,1).
(b) Let Y be the subspace of B = C ( [ —1,1]) defined by Y = {y G B :
jliV(t)dt = fo y W & = 0 }; we compute d(x,Y) where x G B satisfies
1 x{t) dt = - 1 and fo x(t) dt = 1. Since / ^ ( x f y - y i t ) ) dt = - 1 it readily
follows that infte[_1)0](x(i) - y(t)) < - 1 , and by continuity equality holds
only if y(t) = x(t)+ 1 for all t G [—1,0]. Similarly, since f f (x(t)-y(t)) dt = 1,
supf€[0ii](z(i) - y(t)) > 1 with equality holding only if y(t) = x(t) - 1 for all
370 18. Normed Linear Spaces. Functionals

t G [0,1]. Thus dist(x, Y) > 1 and there is no y G Y such that \\x — y|| = 1
because if such y existed we would have both y(0) = x (0) + 1 and y(0) =
x(0) — 1. However we can define y(f) as x(t) + 1 for t G [—1,0] and x(t) — 1
for t G (0,1] and then change y(f) in a small neighborhood of 0 to make it
continuous and approximating this way we get that inf2ey ||x — z\\ = 1.
(c) As for uniqueness, suppose ||x — 0(A) || = ||x - 0 (/i) || = rj, say. If
77 = 0, x — 0(A) = x — 0(/Li), and, consequently, 0(A) = 0 (/i), which, by the
linear independence, implies A = p. Otherwise, by the definition of rj, 2 rj =
II* “ 0(A) ||+ 11 *-00011 > ||2 *-[0 (A ) + 0(At)] || = 2 | | » -0 ((A + a* )/2 ) || > 277,
we have equality in the triangle inequality above, and, consequently, by
assumption, x — 0(A) = a [x — <f>(p)\ for some scalar a. If a = 1, A =
p as before. If, on the other hand, a ^ 1, it readily follows that x =
0(A — ap)/{l —a) and r? = 0, which is not the case.

25. z G T>k ( x ) , by Problem 24, (y + z)/2 G T>k ( x ) , and, conse­

If y,
quently, \\(x—y)/d(x,K)\\ = \\{x-z)/d(x,K)\\ = 1. Thus (x-y)/d(x,K) +
(x —z)/d(x,K ) = (2 /d(x,K))(x — (y + z)/ 2) has norm 2. This not being
the case implies that no two such points exist.

2 6 . By the triangle inequality ||Am + py\\ < A||m|| + p\\y\\. Conversely,

suppose that A > p > 0. Then ||Ax+/iy|| = ||A(x+y) —(A —p)y\\ > A||x+y|| —
(A — A*)lll/Il = A (||*|| + ||y||) - (A-/i)||y|| = A ||*|| + p ||y|| and equality holds.
x= 0
2 7 . (b) implies (a) Suppose ||x + y|| = ||x|| + ||y|| with y ^ 0. If
we have x = 0 •y and we are done. So assume that s ^ O . Consider x/||x||,
y/l|yII, and fc>r the sake of argument suppose that x/||x|| ^ y/||y||- Then by
assumption x/||x|| + y/||y|| < 2. On the other hand, since

x y
(* + y ) - (
11*11 + \\v\\
from the triangle inequality it readily follows that

= + (IWI + IM)-WI ( + - + ) = 2 ,

which is not the case. Thus x/||x|| = y/||y||, which implies that x = Ay with
A = ||*||/||2/|| > 0.
2 8 . The statement is true.

29. d(xo,X) = 1 and for no x G X we have ||xo — x||oo = d. Indeed, if

x £ X, assuming as we may that X\ > 0, we have x\ > 1 and |xn | < 1 for
Solutions 371

all ^ 2. But then as we saw above j ) ' _«, 2 ^ 1 /2 for all A^, and,
therefore, the distance cannot be attained for any x € X.
x' = ( 1 , - 1 , - 1 , . . . ) we have ||xo - a/||oo = 1, and the
Note that for
minimum is attained at this sequence x' G c, but ||xo — a;||oo > 1 for all
x€X.
3 1 . It is a matter of rescaling. Note that d(ax, Y ) = |a| d(x, Y ). Hence

sup d(x, Y) = sup d(rx, Y) = r sup d(x, Y )

xeB (0 ,r) x € B ( 0,1) a;eB(0,l)

and by the continuity of d(x, Y ) ,

sup d(x, Y ) = sup d(x, Y ) = sup d(x, Y )

IMI<i ll*ll<i ll*ll=i
= supd(x/||x||, Y ) = supd(x, Y)/||x||.
x^O x^O

Thus by Problem 30, supx e B (0 r) d(x, Y) = r when Y is a linear subspace

that is not dense; in other words, if 5(0, r) C 5y(0, s), and more generally
by translation, if B(x,r) C 5y(0, s), then r < s. Indeed,

5 (0 , r) c ( 5 ( x , r) + B(—x, r ) ) / 2 C (5 y (0, s) - 5 y (0, s ) ) / 2 C 5 y (0, a),

and, consequently, r < s.

32. d(x,Yn) = 0 ( r n) iff limsupn d(x, Yn)/rn < oo, i.e.,
Observe that
iff there exist integers m , M such that d(x,Yn) < M r n for all n > m. Let
Am = Byn(0, rn), m integer. Then observe that the last condition is
equivalent to d(x,Yn) = 0(rn) iff x G M ( f £ L m 5 y n(0 ,r n)) = M A m, say.
Thus, since each A m is closed, A = (Jm M M Am is the countable union of
closed sets. For the sake of argument suppose that some Am has nonempty
interior and let B(x,r) C Am. Then for all n > m, B(x,r) C 5 y n(0 ,r n) and
by Problem 31, r < r n and since rn —> 0, r = 0.

33. Assume that 5 ( 0 , r) can be covered by the n translates x i +

5 ( 0 , l ) , . . . , x n + 5 ( 0 , 1 ) , say, of 5 ( 0 , 1 ) , and let Y = s p { x i , . . . , x n}; Y
is a closed subspace of X. For the sake of argument suppose that Y is con­
tained properly in X and let 9, r\ be such that 1 < 6 < r\ < r. Then by
Problem 30 there exists x G X with ||x|| = 1 and \\x —y \ \ > 6 for all y in Y .
Now, ||nx|| = r\ < r, i.e., r\x G 5 ( 0 , r), and ||rix — riy\\ > r\6 > 1 for all
y G Y . In particular, taking y = r^Xj G Y it follows that ||rix — Xj|| > 1
for each j = 1 , . . . , n. Hence the sets x i + 5 ( 0 , 1 ) , . . . , xn + 5 ( 0 , 1 ) do not
cover 5 ( 0 , r), which is not the case. Therefore X is spanned by n vectors
and X is finite dimensional.
372 18. Normed Linear Spaces. Functionals

Now, if a closed ball in X is compact, since by translation and rescaling

all closed balls in a normed linear space are homeomorphic, 5 ( 0 , r) is com­
pact and can be covered by finitely many translates of the unit ball 5 ( 0 , 1 ) .
Therefore the first part of the argument applies and X is finite dimensional.
34. For the sake of argument suppose that X endowed with the norm
X n = s p { x i , . . . , xn}, n > 1; Xn is a finite-dimensional
||•|| is complete. Let
and, hence, closed subspace of X for all n. Now, each X n has empty interior.
Indeed, let x G X \ X n (if no such x exists, X already is finite dimensional).
Then for y G Xn and e > 0, y + ex £ Xn, and so the interior of Xn is empty.
Now, by assumption X = \JnXn is a countable union of nowhere dense
sets and so of first category; this contradicts the Baire category theorem
unless X is finite dimensional. In particular, if a Banach space 5 contains
a countable spanning set, 5 is finite dimensional.

36. To verify that X is complete, let Enl krcl l* < oo, or more pre­
cisely, E n E < *e A I W I b * < oo. Now, since ||x „| | b q < ||®n|U for all a ,
E n II < oo for each a and since each Ba is complete, E ^ = i ®n con­
IIBa
verges to xa, say, in Ba. By the compatibility condition xa = xp for all
a , /0 € A and calling the common value x , E n L i xn ^ x m Ba for all a.
Now, ||®— E n=i^nlls«« = II ^2n=N+ixn\\Ba < En=Ar+i ll^nllBc«) an<i> conse­
quently, summing over a and invoking Tonelli’s theorem, ||x— E n = i Xn\\x <
E S U + i llx nl U -»• 0 as N -¥ oo. Thus lim^r E n = i xn = x in X and X is
complete.

3 7 . The homogeneity and triangle properties of || • ||b 0+ B i are readily

verified. Let ||x ||b 0 + B i {yn} in 5 o and {zn} in B\
= 0 and pick sequences
such that x = yn+zn with ||yn ||B0 0 and ||zn ||Bi ->■ 0. Then yn+zn -+ 0 in
5 and since x = yn+zn, yn+zn —¥ x in 5 ; thus x = 0. Finally, completeness.
Let E n IknllBo+Bx < oo, and let xn = yn + zn with yn G 5 0, zn e B i, and
||2/n||Bo> II^h Hbi 5: ||®n||Bo+Bi + 2 n. Then E n 112/n. 11Bo 5E n II^Ubi < oo
and since 5 o and B\ are complete there exist y e Bo and z G B\ such
that ||y - En=12/n||Bo, Ik - E n = i ^»IIb ! 0. Then y + z € B0 + Bu
(y + z ) - E n = i x n = ( y - E n = i V n ) + ( z ~ E n = i z n ) , and so
N N N

(v + 2) - E i »||sc+Bi£ s' -E h L
Bo.+ IBi
71=1 n=l n=l

as N oo.

38. Necessity first. Note that Bo + B\ is complete with both the norm
inherited from 5 and the norm introduced in Problem 37. Let x G Bq+ B\
and x = xo+xi with x q g Bq and x\ G B\. Since Bo and B\ are continuously
embedded in 5 , ||x ||b < ||®o ||b + ||® i ||b < c ( ||x 0 ||b 0 + ||®i ||b i ) and, taking
the inf over all possible decompositions of x in 5 q + B\ it follows that
Solutions 373

||x ||b < c ||x ||b 0+B i - N o w , since Bq + B\ is complete with respect to both
norms by the inverse mapping theorem there exists a constant c such that
IMIbo+B i < c ||x ||b , which is what we wanted to prove.
Conversely, let {xn} be a sequence in B q+ B\ that converges to x G B.
Then {xn} is Cauchy in B, and, consequently, {xn} is Cauchy in Bo + B\,
which by Problem 37 is complete. Let y = limn xn in Bo + B \. Now,
||y - x ||b0+Bi < ||y - *n||B0+Bi + c||xn - x \\b where the first term goes to 0
since ||y—£n||B0+Bi —> 0 and the second term goes to 0 since ||xn — x ||b —t 0;
thus ||y - x ||b0+Bi = 0 an<l x = y G BQ+ B\.
3 9 . The statement is false: In C(I) let Kn = { x £ C{I) : x(0) = 1 ,0 <
x{t) < 1 if t € [0,1/n] and x(t) = 0 if t G [1/n, 1]}.
4 0 . (a) The statement is false. InC(I) let B = {x G C ( [ 0 , 1]) : « (1 ) = 0 }
and K = {x € B : tx(t)dt = 1 }; B is a closed subspace of ( ? ( /) , and so
a Banach space, and K is closed and convex. And, since for all x G K we
have ||x||oo > in fyeK |y||oo, K has no element of least norm.
A be the closed unit ball
(b) The statement is false. In (Kn, II • lloo) let
xn = 1 and |xfe| < 1 for each k,
centered at 2en = ( 0 , . . . , 2). Note that if
then ||x|| = 1 and ||x — 2en || = 1; thus x G A and the distance from a; to 0 is
1. Now, if y € A, then ||y-2e„|| < 1, and so 2 = ||- 2 e n|| = ||y-2en -y|| <
1 + ||y||; that is, ||y|| > 1. Therefore the minimum distance 1 is attained at
each x € R n with xn = 1 and \xk\ < 1 for each 1 < k <n.
x € E(B^oo) iff |xn| = 1 for all n. For the sake of
4 2 . (a) W e claim that
argument suppose that x € E(Bg•») and |x/v| < 1 — e < 1 for some N. Then

x = l ( x + eeN) + \ ( x - e e N)

can be written as a convex combination of distinct elements of Bf<x, which

is not the case. Conversely, note that if a scalar A with |A| = 1 is a convex
combination of distinct a and ¡3, then |a| > 1 or |/?| > 1. Thus, if x =
Ay + (1 — X)z with |xn| = 1 for all n and 0 < A < 1, then xn ^ zn for some
N, and |yjv| > 1 or \z^\ > 1.
(b) If x G E(BC), then x € E(B(<») and we have that both limn xn exists
and |xn| = 1 for all n. Therefore, if x is an extreme point, then xn = ± 1 for
all n, and there exists N such that either xn = 1 or xn = —1 for all n > N;
these are the extreme points in the unit ball of real c.
(c) EiBc,) = 0.
(d) E(Bei) consists of those x € i 1 with ||x||i = 1 such that all the terms
except one, xn, say, vanish, and |xn | = 1.
E(Bloo(/)) = { x G Bl «>(/) : |®(i)l = 1 a-e.}. First, if x G BLoo(/)
4 3 . (a)
and there exist e > 0 and B C / with |B| > 0 such that |x(f)| < 1 — e on B,
374 18. Normed Linear Spaces. Functionals

with
x(t), t £ B, _ J * (0 . 4£ 5 -
y (0 =
x(t) + £, t £ B, 1 x ( f ) — e, t€B,
it readily follows that y, z € B ^ y y x ^ y,z, and x = (y + z)/ 2 , which is
not the case.
Next, let |x(i)| = 1 a.e. and suppose that x = Xy + (1 — A)z for some
y,z in L°°(I) and 0 < A < 1. Note that we may assume that |y(i)| = 1
a.e. Indeed, if this is not the case, |{|y| > 1}| > 0 or |{|y| < 1 } | > 0; in
the former case ||y||oo > 1 and y ^ Bi<x,^ and in the latter ||^||oo > 1 and
z £ Bioo^y, similarly, |z(i)| = 1 a.e. Now let t be such that x(t) = 1. Since
|y(i)|, |z(f)| < 1 and 1 = Ay(t) + (1 — A)z{t) it follows that y(i) = z(t) = 1.
Analogously, if t is such that x(t) = —1, then y(f) = z(t) = —1. Therefore
x = y = z a.e. and x € E{Bi<x^). A similar, yet more involved, proof gives
the conclusion for complex-valued functions.

(b) E(BC{I)) = { —x r ,X /} -
(c) W e claim that E(BLi^ ) = 0. If x = 0 a.e. write x = (y + z ) / 2 with
y(t) = 1, z(t) = —1 a.e. Otherwise, if 0 ^ x € L1 ( / ) , let F(t) = Jq |rc(«) |ds;
F is a continuous function of t with F( 0) = 0 and F(l) = ||x||i, and,
therefore, there exists A € (0 ,1 ) such that F (A ) = ||x||i/2. If ||x||i < 1 let

, (()= 2*(*)• 2 ( i) = °-
' ( 0, A < i < 1, } 2x (f), A < i < 1.

Then, since ||x||i ^ 0 , x ^ y , z , ||aj||i = ||y||i = \\z\h, and x = (y + z)/2.

44. To check that the given expression is a norm it suffices to verify that
||p|| = 0 implies p = 0. If ||p|| = 0, p ( 0) = . . . = p(n) = 0, p has n + 1 roots,
and, therefore, vanishes identically. Now, B is a finite-dimensional normed
linear space and so by Problem 17 a Banach space.

46. x(t)w(t) = 0 for all

(a) and (b) are clear. As for (c), if ||a;||oo,w = 0,
t € I, which implies that x(t) = 0 for t > 0, and, by continuity, x ( 0) = 0.
Thus x = 0; the other properties of the norm are readily verified. Finally,
the following is a Cauchy sequence with respect to || • ||oo,tu that does not
converge in C{I)\ Let

a m - / nl/2> 4 6 I0 «1/ " ] ’

Fix N and let n > m > N. It then readily follows that xn(t) — xm(t) =
(n 1/ 2 - + (*-1/2 - rn^2 )x(i/n,i/m](t), and, consequently,
ll®n - »m||oo,tu = sup tG /1 \xn(t) - xm(t)\ does not exceed

sup [i n 1/ 2X[0,i/n](i) + i 1/ 2X(i/n,i/m ](i) ] < n~ 1/2 + ™ ~ 1/2 < 2AT-1/ 2 ,

Solutions 375

which can be made arbitrarily small for N sufficiently large. Thus { x n} is

a Cauchy sequence with respect to the metric induced by || • H o ^ which
does not converge to any x uniformly because if it did it would follow that
x ( 0) = limn xn( 0) = oo.

47. X is a subspace of C(I) but is not closed.

48. W ith the notation of Problem 47, M a(I) = La(I), the space of
Lipschitz functions with Lipschitz constant < a.

4 9 . It is readily seen thatpa(x) is nonnegative, homogeneous with |A|,

and subadditive, and thus a seminorm. On the other hand, pa(x) = 0 for
any constant function x. W e claim that ||x||a = |x(0)| + pa(x) is a norm on
Ca(I). Since ||x|U = 0 implies that |x(0)| = pa(x) = 0, if ||x||Q = 0, then x
is the constant x ( 0) = 0, and x = 0 ; the other conditions of norm axe readily
verified. To prove that Ca(I) is complete, let { x n} c Ca(I) be such that
£ n I M U < ° ° - Since £ n |a:n(0)| < oo, x ( 0) = £ n xn( 0) is well-defined,
and since £ n |xn(f)| < £ n |x„(0)| + |t|a £ n P a M ) < oo, x(t) = £ n xn(i)
is well-defined for every t € I. W e claim that ||x - £ „ =1 xn ||a - » 0. Clearly
M O ) — £ n=i ®n(0)| < Y%Ln + i M 0 ) | —> 0. Also,

( x(t) - x(s)) - ( '¿T xn(t) - ^ ® n («)) |

71=1 71=1

°° OO
< ^2 I M * ) - *n(a) I < |i - s|a P o (* »),
n=N +1 n=N +1

and, consequently, pa(x - £ ^ = 1xn) < Z

’ n=N+iPa{xn) 0 as N -> oo.
Thus £ n xn converges in Ca(I), and Ca(I) is complete.
50. (b) First, note that x € Ca(I) and ||x||a < 1; indeed, for t / s,
|x(t) — x(s)| _ \xn(t) — x n(s)|
\t —s\<* n \t —s|Q — '

Next, let e > 0. Then there exists N such that ||xn - < e for n > N.
Now, if |t s| < £, since |(x(f) — xn (t)) — (x (s) — xn(s))| < \t-s\apa( x - x n),
it readily follows that pp(x-xn) < £a~Ppa( x - x n) < eQ-^(||xn ||a + ||x||a ) <
2 s a P. And, when |i — s| > e ,
|(x(t) - xn(t)) - (x(s) - x n(s))|
< 2 e~P\\x - Xn < 2 el~P .
|t - 8\0

Thus combining these estimates, p^x - xn) < 2ea~P + 2e1“ ^, and, conse­
quently, ||x - xny = |x(0) - x n(0)| + pp(x - x „) < e + 2 ea~P + 2 el~P.
(c) Let { x n} be a sequence in S with ||xn ||^ < 1, Given £ > 0, let
S = el/a and note that since by the definition of S, ||x„||a < 1 for all n,
|xn(t) — x n(s)| < ||^n||a|i — s la ^ £ for |i — s| < 5. Thus { x n} is uniformly
376 18. Normed Linear Spaces. Functionals

bounded and uniformly equicontinuous and, consequently, by the Arzela-

Ascoli theorem { x n} has a uniformly convergent subsequence {xnk}, say.
By (b) {xnk} converges in CP(I).
5 1 . In fact, Ca(I) is an Fa set with empty interior. Let Fn = {x G
Ca(I) : ||x||a < n }; then Ca(I) = |Jn Fn. As is readily seen each Fn is
closed under uniform convergence. For the sake of argument suppose that
Ca(I) contains an open ball. Then it contains a ball centered at 0 but this
is not possible since { t “ / 2/ n } is a sequence in
C(I) \ Ca(I) that converges
to 0.

5 2 . Let On = {x G C(I) : |^(x)| < 1/ n } ; we claim that On is an open

dense subset of C(I). It is clearly dense since it contains all polynomials,
which have a finite zero set. Now, given x G On, let G D Z(x) be an open
set such that |G| < 1/n ; observe that since I \ G is compact and x does not
vanish in I\G, x has a positive minimum there and ri = initej\Q |x(i) | > 0.
W e claim that if ||x — y||oo < r), y G On. Indeed, let t G Z(y). Then, since
||ar — 2/II00 < ??, |*(i)|oo = |x(i) -y (i)| o o < V and so t £ I\G , i.e., t G G and
\Z(y)\ < 1 /n . This means that y G On, which is therefore open. Finally, by
Problem 1.4(a), f ) n On = {x G C(I) : \Z(x)\ = 0 } is a dense Gg subset of
C(I).
5 3 . The closed span is £p for 1 < p < oo and cq for p — oo.
5 4 . The closure is c.

55. Only if <f>is linear. By Problem 21 there exists {xn} C B e (/) such
that \\xn — ajfnlloo > 1/2 for n ^ m. Fix a continuous function / on R +
such that / ( 0 ) = 1 and f(t ) = 0 for t > 1/ 6. Now, for any x G
consider the functional (f)x on £c(J) given by 4>x(y) = /(||y — £||oo); note
that since ||y — x||oo is continuous in y and the composition of continuous
functions is continuous, <f>x is a continuous function on Let <p be the
functional on Bc{1) given by <p = Ylnn4>xn■ This series converges and its
sum is continuous because by construction for any x G -Bc(/) there is an
open neighborhood Ux of x such that all except for finitely many terms in
the series vanish on Ux. On the other hand, <p(xn) = n, and <j>is unbounded.

5 6 . Given a linear functional0 / L on l2, L(efc) ^ 0 for some integer

k. Now, for every A G K, Ae*, + e^+i G A and so L(Ae^ + e^+i) = AL(ejt) +
L(ek+1) G L(A). Moreover, since A is convex, L(A) is convex, i.e., an
interval, and since L(ek) ^ 0 the endpoints of the interval go to ± o o with
|A| —> oo, and, consequently, L(A) = M. Similarly for B.
In general, convex sets can be separated when one, A , say, has an ab­
sorbing point, i.e., there exists xq G A such that for any x G X we can find
a scalar A so that x G xq + A(A — xq).
Solutions 377

57. Note that p(x) = 1/M(x), p(0) = 0, is a norm. First, p is nonnega­

tive and positively homogenous. A s for the triangle inequality, it is readily
seen if one of x, y or x + y is 0, so we assume that x, y, x + y ± 0. Then,
since Xx € K for 0 < A < 1/p(x) and py € K for 0 < p < l /p ( y ) , for all
such A, p, by the convexity of K ,

Xp
Xx + (x + y ) e K ,
A+ p X+ p
which implies that Xp/(X + p) < M{x + y), and, consequently, p(x + y) <
1/A + l/p, and since 1 /A and 1/p can be picked arbitrarily close to p(x) and
p (y ), respectively, the triangle inequality holds.
Now, since x0 <£ K i t readily follows that M(x o) < 1, and so p(®o) > 1.
Thus by Hahn-Banach there exists a linear functional L on X with ||L|| = 1
such that L( xq) =p(x o) > 1. In particular, since M(x) > 1, and so p(a;) < 1,
it readily follows that \L(x)\ < ||L|| p(x) < 1 for x € K.

5 8 . LetH = { x n} u { x ^ } be a necessarily infinite Hamel basis for X and

define L(xn) - n||a;n || and L(x\) = 0 for x\ € H \ {xn}. Now, given x G X,
x can be written uniquely as x = a\X\x -\---------h otnX\n with x\x, . . . , x\n c
H and scalars a i , . . . , an. Then it is clear that L{x) = aiL(x\1) + ••• +
OinL{x\n) defines a linear functional on X such that |L(xn)| = n||xn ||. Thus
||L|| > n for all n and L is unbounded.

5 9 . For the sake of argument suppose thatL(y) ^ 0 for some y € Y and

given a scalar A, let x\ = (A /L(y))y. Then x\ 6 T , L(x\) = L(X/L(y)y) =
A, and L maps Y onto the scalar field, which is not the case. Therefore
L{y) = 0 for all y G Y.
60. (a) First, L ( 0) = 0. Next, since L is discontinuous, given a scalar
z ^ 0, there exists xz € X with ||xz || = 1 such that \L(xz)\ > \z\; note that,
in particular, L(xz) ^ 0. Now, let x = ( z/L{xz))xz. Then L(x) = 2 and
INI = (|z|/|L(xz)|) ll^z|| < 1. The argument actually gives that if L(B( 0 , r))
is unbounded for some r > 0, then L(B(0,r)) = C.
(b) Let {xn} C X \K(L) be such that ||xn || = 1 and \L(x7l)| > n. Then
for y € X, {y — (L(y)/ L(xn))xn} C K{L) and converges to y, whence the
density of K(L).

61. (a) implies (b) K{L) is a closed subspace of X and since L is

nontrivial, is proper.
(b) implies (c) Since K(L) = K(L ) is a proper subspace of X, it is not
dense.
(c) implies (a) This has been done in Problem 60(b).

62. Necessity is clear. Conversely, Problem 61 gives the result if A = 0.

So suppose that L - 1({A }) is closed for some A ^ 0. For the sake of argument
378 18. Normed Linear Spaces. Functionals

suppose that L is not bounded; then there is a sequence {a;n} in X with

||x„|| = 1 and |L(a:n)| > n. Let yn = Axn/L(xn); then ||yn || ->• 0 while
L(yn) = X for all n. Now, since L - 1({A }) is closed, it follows that L (0) = A,
which is not the case since L is linear.

63. (a) Y = K(L ) is a subspace of X and since L ^ 0, Y ^ X.

Let W be a subspace of X that contains Y properly and w E W \ Y.
Then L(w) 0 0 and so L(x — (L(x)/ L(w))w) = 0 for all x E X. Thus
x-{L(x)/L(w))w e Y c W . S o x = x-(L(x)/L(w))w+(L(x)/L(w))w E W
and W = X as required.
(b) Since 0 ^ L is discontinuous, K(L) is not closed; let yo 6 K(L) \
K{L). In particular, L(y0) ^ 0 and for any y E X, L (y- {L(y)/ L(y 0)) 2/o) = 0
and, consequently, X = K(L ) + sp{yo}- In fact, since K{L) fisp {y o } = { 0 } ,
X is the direct sum of these subspaces. Moreover, since K(L) is a subspace
of X , we have X = K(L ) + sp{yo} C K(L) and K(L ) is dense in X.
(c) Sufficiency follows from (a). Y is a hyperplane, let ip :
Next, if
X/Y —>• F be a linear bijection into the scalar field F, and put £ = ° tt,
where n : X X/Y is the canonical map; we claim that £ is a linear
functional on X with K{£) — Y. Indeed, if x € Y, then 7r(x) = [0], so
£{x) = "0([0]) = 0, and x G K(£). Finally, if a: € K(£), then ift(ir(x)) =
£(x) = 0 = 0([O]), and, consequently, since ip is a bijection, 7r(x) = [0],
x e Y, and K{£) C Y.
Note that, by (b), if Y is a hyperplane in a normed linear space X, then
Y is closed or dense in X.
x ^ K(L), as noted in Problem 63(b), X = K(L) © s p { ® }
6 5 . (a) For
and so, given y E X, we have y = yK + Aa: where yK £ K{L) and A is a
scalar. Now let £ be the linear functional on X given by £ = L\{x)L—L{x)L\.
Then £{x) = Li(x)L(x) —L(x)L\(x) = 0 and since K(L ) = K(Li), £(yi() =
L\(x)L(yK) —L{x)L\(yK) = 0. Thus £ is identically 0, L i = (Li(x)/L(x))L>
and the functionals are proportional.
Note that if L\ ^ 0 it suffices to assume that K(L) C K(L\). Indeed,
since K{L) is a hyperplane and K(Li) 0 X, by Problem 63, K{L\) = K{L).
(b) A hyperplane is convex and, hence, connected. Alternatively, it is
clear that for a:,y E K(L), the segment 7 = {z E X : z = tx + (1 —t)y, 0 <
t < 1} is contained in K(L), which is therefore path connected, and hence
connected.
Next, let y E X. If y E X \K(L ) there is nothing to prove. Otherwise,
let y = yK + Xx with yK € K(L), put yn = yK + (A + l/n )a :, and observe
that L(yn) = ( A + l /n ) L ( x ) 0 0 for n sufficiently large and so yn E X\K(L)
for those n. Finally, limn ||y — yn\ \= limn ||x||/n = 0 .
Solutions 379

(c) W hen L is continuous, X \ K(L ) = { x G X : L(x) < 0 } U {x G X :

L(x) > 0 } is the union of two disjoint open sets, which are also connected
since they are path connected as before.

66 . If 0 ^ x G K(L), x/||x|| G K(L ) and has norm 1, and so |Li(x/||x||)|

< e; thus |Li(x)| < e||x|| for all x G K{L). By Hahn-Banach there is an
extension £, say, of L\\k ^ to X with norm < e. Now, since L\ and l
coincide in K(L), K{L\ —£) D K(L), and by Problem 65(a), L\ —£ = rjL
for some scalar p. Thus ||Li —r)L|| = ||^|| < e.
Note that since |||Li|| — \\t)L\\ | < ||Li — pL\\ < e, e and rj are related by
the inequalities —||Li|| — e < |?7|||L|| < — ||Li|| + e.

6 7 . L et L(x) = ||x||£(x/||x||).
68 . (b ) L et L i , L 2 G X* with norm 1 be such that (L\ + L2 )/ 2 G S,
the unit sphere of X*. Put Y = K(L,2 — L\) and let £ = L\\y denote the
restriction of L i to Y ; we claim that £ is a continuous linear functional on Y
of norm 1 that admits two distinct extensions to X of norm 1. Let x G Y.
Then L 2( x ) = L 2(x ) — L\(x) + L\(x) = L\(x) and clearly L i and L 2 extend
£ to X; it only remains to prove that ||£|| = 1. To see this we first construct a
sequence {xn} c Y such that ||xn || -»• 1 and £{xn) ->• 1. Since (L\ + L 2) / 2 G
5 there exists {yn} C X of norm 1 such that (L\{yn) + L 2(yn))/2 —> 1, in
other words, L\(yn) + L 2(yn) —> 2; since L\ and L 2 have norm 1 each of
the terms converges to 1. Now, since L\ ^ L 2 there exists u e l such that
L\{u) —L 2(u ) = 1. Let xn = yn + (L 2(yn) — L i(y n))u. It then readily follows
that L i(x n) = L 2(xn), i.e., x n G Y. Also, since |L2(?/n) - Li(yn)\ -¥ 0,
limn Iknll = limn ||yn || = 1, and since £(xn) = (L 2(yn) - L i ( y n))£(u) +£(yn),
limn ^(xn) = limn £(yn) = limn Lx(yn) = 1.

6 9 . Let X = {x G i 1 : x 2n = 0, n = 1 , 2 , . . . } .
7 0 . No matter what £P norm is considered in R 2, ||^|| = 1. Now, for
p > 1, with q the conjugate to p, an extension L of £ of norm 1 is given
by L ( x i , x 2) = oxi + 6x 2, where |a|9 + |6|9 = 1. Moreover, since L\y = £,
L ( x i , 0) = axi = x i, and a = 1, which together with |a|9 + |6|9 = 1 implies
6 = 0, and the extension is unique.
On the other hand, when p = 1 an extension L of £ is given by L ( x i , x 2) =
axi + 6x 2 with max(|a|, |6|) = 1, which together with a = 1 gives any 6 with
|6| < 1, and so there are infinitely many extensions to (R2, || • ||i).

7 2 . (a) If A, B C N are disjoint, then I a u b = 1.4+ I b , and, consequently,

Pl (A U B) = L(1aub) = L(1a ) + L(1b ) = Pl (A) + pl (B). Moreover, for
every A G ^ ( N ) , \ pl (A)\ < ||L|| ||1a ||oo < ||L|| < oo and m is finitely
additive and bounded. Finally, if A \ , . . . , An is a finite partition of N, pick
A*, = ±1 so that / = Efc MAk )I = Afc^ ( A fc). Then I = XkL(lAk) =
||L|| and the conclusion holds with C <
380 18. Normed Linear Spaces. Functionals

(b) (i) Letx £ £°° and given e > 0 and N £ Z , put A n = { i 6

Z : eN < Xk < e(N + 1) } ; note that the A n are pairwise disjoint and
that B = {N £ Z : A n ^ 0 } is a finite set. Therefore the sequence
y= £N 1an is well-defined, belongs to X, and 0 < Xk —yk < £ for all
k € N, i.e., \\x 2/||oo < e.
£ be the linear functional on X defined as follows: If x =
(ii) Let
]T)n AnlA„ € X with {An} pairwise disjoint, then £(x) = Y,n ^nP(An)', we
claim that t is well-defined. Note that if x = Ai 1a x + A2I a 2 where A i, A 2
are arbitrary, then x = A i l Al\Ai + A2l / t2\,41 + (Ai + A2) 1a id / 12) 311(1 so

£(x) = \ip(Ai \ A 2) + A2)u(A2 \ Ai) + (Ai + A2)^i(Ai D A 2 )

= \x{p(A\ \ A 2 ) + p ( A i (~l A 2 )) + A2(ju(A 2 \ A i) + p(A\ fl A 2 ))
— Aiyu(Ai) + A2(A 2).
From this it readily follows that if x = ^ = Ylj bj 1Bj >then QiP(Ai)
= and, therefore, £ is well-defined on X. Also, £ is linear by
construction.
(iii) Since £ is linear, to prove that it admits a continuous linear extension
to £°° = X it suffices to prove that it is continuous. Let x = ak\Ak € X.
As we saw above we may assume that the A * are pairwise disjoint and then
IMloo = supfc |ofc|. Therefore \£(x)\ < ||x||oo]Cfc |m (A*)I < C'lMloo-
7 4 . Let L(m + n) = + ^w(n )> m + n
£ M + N ; we claim that L is
well-defined. Indeed, if m+n = m i + n i , say, then m—m\ = n\—n £ Mi)N,
and, consequently,

L (m + n) = £m (m) + £n {ia)
= 1 + (m - mi)) + £n { u \ + (n —ni))
= £m {™1) + ^/v(m),
since £m (jb, — m i) +
£n {™— n i) £m {wi —m1) + £n ( ~ ( m — m i ) ) = 0. L is
linear, L|Af(m) = £m (^), and L|iv(n) = £n (p ).
Now, in the normed case, if £m ,£n are continuous, it follows that
|L(m + n)| < \\£M\\||ni|| +\\tN\\||n|| < c(||m|| + ||n||) and since M + N
is closed, by Problem 38, |L(m -I- n)| < c||m + n||.

7 5 . First, supposep is a linear functional on X and let q be a sublinear

functional such that q X p. By sublinearity q(0) = 0 < q(x) + q(—x), and
so q(x) > - q ( - x ) . Then q(x) < p(x) = —p(—x) < —q(—x) < q(x) for all
x £ X, p = q, and p is minimal.
Next observe that ifp is a sublinear functional on X, then q : X —>• R
given by q(x) = inf{p(a; + Az) - Xp{z) : A > 0 }, where z in X is fixed, is a
sublinear functional on X that precedes p. First, q is positively homogenous.
Indeed, since q(0) = inf{p(Az) — Ap(z) : t > 0 } = 0, we have q(0x) = 0 q(x).
Solutions 381

And, if p > 0,
q(px) = inf{p(px + Az) — Ap(z) : A > 0 }
= inf { m(p (x + (X/fi)z) - (A/p)p(z)) : A > 0 } = pq(x).

Next, subadditivity. Let x, y € X and, given e > 0, pick A, p > 0 such

that p(x + Az) - Ap{z) < q{x) + e/ 2 and p(y + pz) — pp(z ) < q(y) + e / 2 .
Then, adding these inequalities gives q(x) + q(y) > p(x + y + (A + p)z) —
(A + p)p{z) - e > q(x + y) - e, and q is sublinear. Finally, setting A = 0
in the definition of q it readily follows that q(x) < p{x) for all x G X and
q<p.
Suppose now that p is minimal. Then with q as above, we have q — p
for an arbitrary fixed z e X. In particular, when A = 1 and z = —x we get
p(x) = q(x) < p(x —x)—p(—x) = —p(—x). And, since as observed above for
sublinear functionals —p{—x) < p(x), we have p{x) = —p(—x) for all x 6 X.
To see that p is homogenous let A < 0. Then p(\x) = (-X)p(-x) = Ap(x)
for all x 6 X. Finally, additivity follows from p(x) < p(x + y) + p{—y) =
p(x + y) —p(y) since sublinearity guarantees the reverse inequality. Hence
p is a linear functional on X.
x , y are linearly dependent, i.e., x = \y, A ^ 1, let {x , ®2, . . . , xn)
7 7 . If
be a basis of X and for z = px + Y%=2 € X let L(z) = p. Then L is
a linear functional on X and L(x) = 1 7^ A = L(y). On the o
x, y are linearly independent, let {x , y, X 3 , . . . , x n} be a basis of X and for
z — px + \y + X)fc=3 in X let L(z) = A. Then L (x ) = 0 ^ 1 = L(y).

79. L at x exists follows by a

First, that a norming linear functional
rescaling of the functional constructed in Problem 78. Now, if L is a norming
functional at x, for y € X and t > 0, we have

\\x+ ty\\ - 1 = ||x + ty\\ - L(x) > L(x + ty) - L (x ) = . .

t t ~ t {V) ’
and, replacing t with —t above the inequality reverses and therefore for all
y € X and for all t we have
l|g + *y|| - 1 > r r \ > \\x ~ty\\ ~ 1
t - KV) ~ -t
Therefore, if the norm is smooth at x , letting t -> 0 it follows that L(y) =
^ ( 0 ) and L is unique.

8 1 . Note that u —i + is a linear functional on Y such that |u(y)| <

\t(v)\ + \*i(v)\ < \\y\\ for all y € Y] similarly, vf = i —1 \ is a linear functional
on Y such that \u'(y)\ < ||y|| for all y 6 Y. Then by Hahn-Banach there are
linear functionals U, U' on X that extend u and respectively, and satisfy
\U(x)\,\U'(x)\ < ||x|| for all x e X. Now let L = (U + U')/2 and L i =
(U —U')/2; L, L\ axe linear functionals on X of norm < 1. Also, L(y) = i{y)
382 18. Normed Linear Spaces. Functionals

and L\(y) = £\{y) for y £ Y, and so L, L\ e X* extend £ and £i, respectively.

Finally, \L(x)\ + \Li(x)\ = (|U(x) + U'{x)\ + \U{x) - U'{x)|)/2, and, since
(|a + 6|+ |a — 6|)/2 = max(|a|, |6|), \L(x)\ + \L\{x)\ < max(|£/(a:)|, \U'{x)\) <
||z||, x G X.

8 2 . Note that p(x) 4- q(y), x,y G X, is a seminorm on the linear space

X x X. Now, the diagonal A of X x X is a linear subspace of X x X and
£(x, x) = L{x) is a linear functional on A that satisfies \£(x, a:)| < p(x) +q(x)
for all (x, x) 6 A . Then by Hahn-Banach there is a linear functional £* on
X x X that extends £ and satisfies \£*{x,y)\ < p(x) + q(y) for all (x,y) €
X x X. Let Li(x) = £*(x,0) and Li{y) = £*(0 ,y). Then |Li(x)| < p(x),
\L>2 {x)\ < q(x), and L(x) = £(x,x) = £*(x,x) = £*(x, 0 ) + ¿ * ( 0, x) = L\(x) +
L2 {x) for all x € X.
8 3 . (a) The statement is true.
(b) The statement is false.

84. For the sake of argument suppose that every continuous linear
functional on (X, || • ||x) can be extended to a bounded linear functional
on ( B , || • ||#). Let
R : B* X* denote the restriction mapping given by
R(L) = L\x, L € B*; by assumption R is onto. Furthermore, if L e B* and
R{L) = L\x = 0, since X is dense in B, L = 0 and R is injective. Finally, if
x € X and L € B*, then \L\x (x)\ = \L(x)\ < ||L||b *||*IIb < C\\L\\B*\\x\\x,
and so \\R\\ < C. Thus R is a bounded bijection and by the inverse mapping
theorem R ^ 1 : X* —> B* is bounded, and, consequently, there exist c, C such
that c||L||B* < II^UHx* < C\\L\\B* for all L € B*.
Now, let x € X. By Problem 83(a) there is L € X* with ||L||x* = 1 such
that \L{x)\ = Usd*, and, by assumption, L can be extended to a continuous
linear functional £, say, on (B , || • ||#). Then ||x||* = |L(x)| = \£(x)\ <
||^||b *||®||b and since ||r||# < C'||r||x it follows that || • ||# ~ || • ||* on X.
Moreover, since (X, || • ||x) is complete, so is (X, || • ||#). Thus X is closed
in B , and being dense, X = B, which is not the case.

8 5 . (a) It is readily seen that ||L|| = 1/2 and that if x = x / , L(x) = 1/2.
86 . (a) Given a € / , let $ : Vn —> Mn+1 be the mapping given by $ (p ) =
(*o, •••, xn) where Xk = f/P(t) (t — a)kdt, k = 0 , 1 , . . . , n. W e claim that
iiT($) = { 0 } , the zero polynomial. Indeed, let p(t) = X)fc=i cfe (i — a)k € Vn,
and note that if $ (p ) = ( 0, . . . , 0), then $ (p ) = ff p(t) (t —a)kdt = 0 for all
k, 0 < k < n, and, consequently, Jjp(t)2dt — 0, which implies that p = 0.
Therefore by dimensional considerations $ maps Tn onto R n+1 and there
exists Pn,a e Vn such that JjP^ai^dt = 1, ff (t - a)kPnia(t)dt = 0, 0 <
k < n. Now, if p is a polynomial of degree < n, write p(t) = dk{t —o)k
and note that ff p(t) Pn,a(i) dt = p(a).
Solutions 383

As for uniqueness, if two polynomials, Pn,a,Qn,a, say, satisfy the

property, then ¡¡pit) (Pn,a(t) - Qn,a(t))dt = 0 for all p € Vn, and so
fj(Pn,a(t) - Qn,a(t))2dt = 0 and P„ ,0 = Qn,a-
Finally, for the sake of argument suppose that p is a finite Borel measure
on I with ¿i ( { l }) = 0 such that p ( l) = ¡¡p{t) dp{t) for all p € \JnPn- Then
with p{t) = tk, by the L D C T it follows that 1 = lim^ Jjtkdp(t) = 0, which
is not the case.

(b) It suffices to prove the result for k = 0, deduce from this the result for
k — 1 , and then iterate. Let Pn>a <£ Vn be the polynomial in (a) and cn)o,a =
sup ie7 |P„,a(f)|; by the representation formula |p(a)| — On,o,a J/ 1 pif) I dt.
Since for p € Vn also p' € Vn, by (a), p'(a) = ¡¡p'{t) Pn,a(t) dt, and so
integrating by parts, p'(a) = Pn,a( l ) p ( l ) - P „lO(0 )p (0 ) - ¡¡p(t) P^>a(f)<ft
and the conclusion holds with cnXa = (c„,o,o + cn,o,i)cn,o,a + sup 7 |P^a(f)|.
Finally, for no universal constant c0 the inequality holds for all polyno­
mials. Indeed, let a = 1 and Pk{t) = tk. Then ||pfe||i = 1/(A + 1) and the
inequality 1 = |p/;(l)| < M/(k + 1) cannot hold for all k for a fixed finite
constant M .

8 7 . (a) The statement is true.

(b) and (c) are false. For the sake of argument suppose that |L(x)| <
c||a;||9 for
x € V and consider the sequence {xn} c Lq(I) fl C'1(7) given
by xn(t) = (1 - t)n, n > 1. Then L(xn) = x'n{t)) — - n and ||a;n||9 =
[nq + I )-1/ 9 < 1 for all n. Thus n < c for all n, which is not the case.
88 . The norm is
f(t ) = (1 + t)s(l + tp)~s/p, t € [0 , 00),
9 1 . (a) For s e l , the function
is nonvanishing, continuous, and tends to 1 as t - * 00, and, consequently,
there exist constants c, C > 0 such that c < f{t) < C for all t > 0 .
(c) Follows from a diagonal argument. Note that |(l+A;)sy£| < c for all n
and k, and so the sequence { y £ , . . . , . . . } is bounded for each k = 1 , 2 , ___
In particular, since { j / J , i s bounded there exists a subsequence
{?2i } such that { y” 1} converges to yi, say. Having picked successively refined
subsequences { n i } , . . . , {n^} with the property that {yjk} converges for 1 <
j < k, since as noted above { y ^ } is bounded, there is a subsequence { n ^ + i }
of {nk} such that {y j? ^ 1} converges to a scalar y^+i, say, and, since { n ^ + i }
is a refinement of {n ^ } it follows that {y ™k+1} converges for 1 < j < k + 1.
Once the iterative process is completed we claim that the subsequence {y nfc}
of {y n} converges in h% and for this it suffices to prove that it is Cauchy
in hr, i.e., given e > 0, there exists N such that ||ynfc — yne\\hp < £ for
nk,ng > N. Let K be such that 1 / (1 + K)p(s~r^ < (e /c )p. Then we can find
N such that if nm, n 7 > N, |y£m — y^|p < e / ( l + K)rK for 1 < k < K, and
384 18. Normed Linear Spaces. Functionals

observe that

ii»"“ - »”1 = ¿ a + * n » r - »?t + £ a + * r i» ? - - v iT

k=
1 k>K
K
< e ^ - 1+E (f+¿rt1+*rp
(s~r)iVkm- Vke\p
k= 1 k>K
< e + ec~p IIyn™ - yn‘ ||Pj < e + 2e = 3e.
Therefore the sequence is Cauchy in hp and, hence, convergent.
en are in h$ and so if x G hp
(d) Finite linear combinations of the
and e > 0, we can find a linear combination y of the en such that
11(1 + n)sxn - yn\\ep < e. Then setting zn = yn/( 1 + n )s, z € hp and
l i*-*llfc? < e
(e) First, assume thatLy(x) - Yin VnXn and ||y||ft9 < 1; Ly is well-
defined as the sum converges by Holder’s inequality. Therefore \Ly(x)\ =
|E n( ! + n)~syn{1 + n )s*n| < ||y|kis ||*||fci-
Next, observe that every linear functional L on hv s is of the form Ly for
y € h i s, i.e., L(x) = Ly(x) for all x 6 hs and ||L||^p* = IMU« • Consider
the sequence { x w} C s given by x% = (1 + n )-S 9|yn |9- 1sgn(yn), n < N,
hp
and x% = 0 otherwise. Then L(xN) = Y!n=i(^ + n)~sq\yn\q and ||xw ||fcp =

iYlnL i i 1 + n)~sg\yn\g)1/p and so,

ii(xK)i = E(i+»)-*«iv»i« £ 11*11«- (E a + ")"* 5i»ni,)1/p.

71= 1 71=1

Hence ( E n = i ( l + n)~sq\yn\q)llq < ll-t'IU?* and taking the sup over N y

llyllfcl, < ll-C'lUr - Finally. as noted above> if L = Ly, \\Ly\\hT = IM LV
9 2 . Suppose (a) holds and let L be the bounded linear functional that ex­
tends Lo. Then given x \ , . . . , xn € Y and scalars A i , . . . , An, YYJn=i Lo(xn)
= £ ( E n = i ■*»xn) and, therefore, |Yln=\ Lo(xn)\ < 7 II E n = i ®n||-
Conversely, let W = s p { x i , . . . ,xm} and define the functional Lw on
W by setting Lw{x) = Yln=l AnLo(®n) for x = EiT=i ^nXn- Note that
Lw is well-defined: If Yln=i Anxn = 0, by assumption |E n = i KLo{xn)\ <
7 II E n = i xn\\ = 0, and so Lw(Yln=i^nXn) = 0. Moreover, from the
definition of Lw it readily follows that ||LvHI < 7 - Then by Hahn-Banach
there exists L G X* such that L\w = Lw and ||L|| = ||Ln/|| < 7 .

93. By Problem 80, given xo Y, there exists L € X* such that

||L|| =1, Y C K(L), and |L(xo)| = d(xo,Y). Observe that if ||L|| = 1 and
Y C K(L), then |L(xo)| < d(xo, Y), and so |L(xo)| = d,(xo,Y) is the largest
possible value. Also, since z J_ Y iff d(z,Y) = ||z||, it readily follows that
Solutions 385

z -L Y iff there exists 0 ^ L G X* such that Y C K(L) and \L(z)\ = ||L|| ||z||,
and that d(xo, Y) = ||2o — yo|| iff *o — yo -L Y.
9 5 . A particular case of interest isY = { x n} , a sequence in X. Then
x 6 X is the limit of finite linear combinations of the xn iff L(x) = 0 for all
bounded linear functionals L on X such that L(xn) = 0 for all n.

96. (a) For the sake of the argument suppose that Lk(x) = 0 for
k = 1, . . . , n implies x = 0. Assuming as we may that the Lk are lin­
early independent, we claim that d i m ( X ) < n. If d im (X ) = m > n, let
x i , . . . , x m be linearly independent elements of X and consider the system
of linear equations Y^k=\ akLi(xk) = 0, i = 1, . . . , n, with unknown scalars
a i , . . . , am. Since n < m the system has a nontrivial solution A i , . . . , Am, say,
and if 2 = Y^k=\ ^kxki x i 1 0, by construction Lk(x) = 0 for A: = 1 , . . . ,n ,
which by assumption implies that 2 = 0, which is not the case.
(b) Let F denote the scalar field. Assume that the Lk are linearly inde­
pendent and let T : X —> F n + 1 be given by T(x) = (L ( x), £ 1(2 ) , . . . , Ln(x));
T is a bounded linear mapping and since ( 1 , 0 , . . . , 0) ^ R{T), R(T) is a
proper subspace of Fn+1. Therefore there exists a nonzero linear func­
tional on F n + 1 that vanishes on R(T). In other words, there exist scalars
A, A i , . . . , An, not all 0, such that XL(x) + J2k= l AkLk(x) = 0 for all x € X.
If A = 0, this gives a nontrivial relation in the L/., contrary to their linear
independence. Thus A ^ 0 and L(x) = —A-1 Ylk=i AfcLfc(2 ).

98. (b) Necessity is clear. If x G K{L\) fl ••• D K(Ln), then L(x) =

XiLi(x) H-------- 1- AnL n(2 ) = 0 and K(Li) fl •••D K(Ln) C K(L).
A s for sufficiency, observe that if 21, . . . ,xn are as in (a), any 2 € X
has a unique representation 2 = A121 + ••• + Xnxn + y where Afc € F and
y € K(Li) fl ••• fl K(Ln). Indeed, let y = 2 — £ 1(2)21 — ••• — Ln(x)xn.
Then Lm(y) = Lm{x) - Li(x)Lm{xx) - ••• - Ln(x)Lm(xn) = Lm(2 ) -
Lm(x)Lm(xm) = 0, m = 1, . . . , n, and y e K{L\) f l . . . D K(Ln). Hence
2 = A121 -I--------1- Xnxn + y where Am = Lm(2 ). On the other hand, if 2 =
A121 -I-------- 1
- An2n + y, then Am = Lm(2 ), 1 < m < n, and the representation
is unique. Finally, in view of this representation L(2 ) = L i (2 )L ( 2 i ) H-------- 1
-
Ln( 2 )L ( 2 n) + L (y) where, since y G K (L i)D .. .D K(Ln) c K(L), L(y) = 0.
Thus L = L ( 2 i ) L i -I-------- 1
- L(xn)Ln and L € s p { L i , . . . , Ln}.

L be the linear functional constructed in Problem 99, M =

1 0 0 . Let
K(L), and define Ho = 20 + M , i.e., Hq = {x E B : L(2 ) = r } .
101. Let M = sp { 2 i , . . . , 2 n}, Lk € X *, 1 < k < n, as in Problem
97, and N = f)k=iK(Lk)> N is the intersection of closed sets and, hence,
closed. Let 2 G M fl N. Since 2 G M there are scalars A i , . . . , An such that
x = A121 H---------K Xnxn, and since 2 G IV, applying Lk to this expression it
follows that Ak = Lk(x) = 0 for each k. Thus 2 = 0 and M fl N = { 0 } .
386 18. Normed Linear Spaces. Functionals

Finally, if x € X, let y = £ £ =1 Lk{x)xk G M ; then Lk(x - y) = 0 for all k,

and, consequently, x —y G N. Therefore X = M © N.
102 . Let L\ be a nontrivial bounded linear functional on B\ such a
functional exists since by Hahn-Banach B* ^ 0. Let Xx = K{L\)\ by
Problem 63(a), X\ is a proper closed subspace of codimension 1 in B and
so it is infinite dimensional and can take the place of B in the previous
argument. Next, let L2 be a nontrivial continuous linear functional on Xx
and X 2 = K{L 2 )\ X 2 is a proper closed subspace of Xx of codimension 1 in
Xx- Keep going. This gives the desired sequence.
1 0 3 . Let L G B*\ then ||L|| = s u p ^ ^ u ^ ! \L(x)\ > supieX i||I||=1 \L(x)\
= ||L|a '||- Let x G B, ||x|| = 1, and pick a sequence {xn} C X that converges
tox in B. Then \L(x)\ < \L(x-xn)\ + \L(xn)\ < \L(x-xn)\+ ||L|Aj| ||xn||,
and sinceL is continuous and \\xn — x|| —> 0 implies ||a;n || —»• ||x||, taking the
sup we get ||L|| < ||L|x||- Thus the two norms are the same and B* ~ X*
by means of the restriction map.

Y is endowed with the norm induced by

1 0 4 . It depends on whether
X or not. In the former case, given l G Y*, by the Hahn-Banach theorem
there exists L G X* with L\y = £ and ||L||x* = IKIIy *> and, therefore,
we may think of Y* as consisting of restrictions of elements in X*, and so
smaller than X*. In the latter case, let X be equipped with norm || • ||x
and Y with a different norm || • ||y so that the topology induced by Y is
stronger than the subspace topology X induces in Y. Also assume that Y
is dense in X with the space topology. Then the mapping ip : X* —» Y*
given by = L\y is a well-defined bounded linear injection and we may
then think of Y* as bigger than X*. A typical instance of this is h?s, s > 0,
viewed as a subspace of £2 but with its stronger topology. Then h2* = h2 _ s,
and so h2 c £2 = l2* c h2_ s.
105. (a) To prove completeness, let {xn} C Bk be absolutely
convergent, i.e., xn = (a;” , . . . , x1
||xn ||p < 0 0 . If ^) it readily follows
that Xmll^fellBk < Bk are
£ n ||:rn ||p < 0 0 , and, consequently, since the
Banach spaces, £ n x£ converges to X k in Bk, say, for 1 < k < N. Let x =
№ .........X N). Then III - £ " 1* % = ( £ " , \\xt
- £ J L 1* j |||.)1/1’ - * 0
as M —> 0 0 and Y2n %n converges to x in (¡&k=xBk.
(b) Given Lk G B*k, k = 1 ,...,N , let L(x) = J2h=i Lk(xk); we claim
that L is a linear functional on © £ * Bk that is continuous with respect
to || • ||p for each 1 < p < 0 0 , and ||L|| = ( £ ^ . 2 11-LfcllB*)1^ where q is

conjugate to p. Indeed, by Holder’s inequality, |L(®)| = |J2kLx Lk{xk)\ <

Z t , «¿»II bj I k t lB . < ( £ " =1 l|i*IIJ.)I /* ( i ; i L i and so ||i|| <
(£feL 1 ll-Lfclls»)1^9 with the obvious interpretation for q= 00.
Solutions 387

For the opposite inequality recall that for 1 < p < oo, if sk, tk are
positive and sk = tlj/p, 1 < k < N, there is equality in Holder’s inequality.
Let e > 0. Then there are xk € Bk such that ||iCfe||sfc = and
L(xk) > \\Lk\\B* INII b * - e , 1 < k < n , and, consequently,
N N

\L(X)\ = $ ~^Lk{xk) > ^ 2 \\Lk\\Bz\\xk\\Bk ~ Ne

k= 1 fc=l

k=1 k= 1

which since e is arbitrary gives ||L|| > (J2k=i II^II b *)1^9- If V = 1 clearly
Ill'll > m axi<fe<n \\Lk\\B*.
Given a continuous linear functional L on Bk equipped with ||•||p
for a fixed 1 < p < oo, let Lk be the linear functional on Bk given by
Lk{xk) = L ( ( 0 , . . . , 0, xk, 0 , . . . , 0 )), k = 1, . . . , N. Note that Lk e B% and
\\L k\\B* < ||L||, 1 < k < n. Then L(x) = J 2 k = i Lk{xk) and by the above ar­

gument ||L|| = (SfcLi ||£fc| i y 1/9, which gives the desired characterization.

An interesting application of this result is the following: If(X,Ai,pi) is

a measure space and X is the disjoint union of X \ , . . . ,Xpj, then IP(X) —
( ® t i ^ P№ ) . l l - | l p ) , l < P < o o .

106. Considering sequences first, since l l can be identified via the

natural map with a subspace of i°°* it suffices to show that this sub­
space is proper; Problem 111(b) is relevant here. Or by Problem 139 it
suffices to verify that some bounded linear functional on i 1 does not at­
tain its norm; Problem 83(b) is relevant here. Similarly, for L 1( / ) ; since
with the usual integral pairing Ll{I)* = it suffices to exhibit a
functional L on L°°(I) that is not of the form L{x) = Jrx(t)y(t)dt with
y € Ll(I) for all x e L°°(I). Since X[o,i/2] € L°°(I) \ 0(1), by Hahn-Banach
there is a bounded linear functional l on L°°(I) such that t\c(i) = 0 and
Z(X[0,1/ 2]) = 1- F °r the sake of argument suppose that i(x) = Jjx(t)y(t)dt
for y e Ll(I) and all x € L°°(I). Let {xn} C C(I) be given by xn(t) = 1
if t e [0, 1/2 - 1/n ], xn(t) = 0 if t € [1/2 + 1/n , 1], and piecewise linear in
between. Then X[o,i/2)V = limnxny a.e. in / , and, therefore, by the L D C T ,
1 = ^(X[o,i/2]) — Si X[o,i/ 2] dt = limn fi xn(t)y(t) dt — limn t(xn) = 0,
which is not the case. Finally, since L°°(I) = Ll(I)*, L°°(I ) is not reflexive
either.

1 0 7 . No.
1 0 8 . W e invoke the fact that a subset A of a metric space is nowhere
dense if Ac is open and dense. So, let c = A; Ac is open. Indeed, given
388 18. Normed Linear Spaces. Functionals

x € Ac, there exist a subsequence {xn/1} of {xn} and 77 > 0 such that
|x„fc - xUm| > 77 for all k,m. We claim that if ||x - y||oo < f?/3, y E Ac.
For the sake of argument suppose that one such y E A and pick M large
enough so that \ynk — ynmI < ?7/3 for all fc,7n > M . Then \xnic — x „ m| <
\xnk ~ y nk\ + |Vnk - Vnm \ + \Vnm - x nJ < 77, which is not the case. Also,
Ac is dense in £°°; let x E £°° and e > 0 be given. If x E Ac, put y = x.
Otherwise, define y with terms yn = xn, n odd, and yn = xn + (e/2 ) , n even.
Then ||ar - y||oo < e / 2, and, clearly, y E Ac.
109. First, £l C Cq. Indeed, since J2nxnVn converges for x E c0 and
y € i 1, Ly(x) = J2nXnVn defines a linear functional on Co, which, since
\Ly(x)| < ||»||i||*||oo, is bounded with ||2^|| < ||y||i. Actually ||i^|| = ||y||i;
let x € co be given by xn = yn/\Vn\ if n < N and yn 7^ 0, and xn =
0 otherwise. Then \Lv{x)\ = Yln=i \yn\, and since ||x||oo = 1 and N is
arbitrary, ||X^|| > ||y||i-
Conversely, given L € Cq, let yn = L(en), n = 1 , 2 , . . . ; we claim that
y € £x and L{x) = Ly{x) for all x € Co- The latter assertion is obvious.
As for the former, fix N and as before define x € cq with ||x||oo = 1 and
L(x) = En=i \Vn\- Since L is bounded, J2n=i \Vn\ = \L(X)\ < ll^llcg for all
N, y e i1, and, since L = Ly, as before ||L|| = ||y||i.
110 . Let p be the functional on £°° given by p(x) = limsupn x ra; p is
clearly sublinear. Let£ be the linear functional on { 0 } given by the zero func­
tional; then £(0) = 0 = lim supn 0n and by Hahn-Banach £ can be extended
to a linear functional L on £°° such that L (x ) < p(x) — lim supn xn for all
x € £°°. Applying this to —x we get —L(x) = L(—x) < limsupn(—xn) =
— lim infn x n, and, therefore, lim infn xn < L (x ) < limsupn xn. Finally,
since limsupn xn < supn xn < supn |xn| and also lim infn xra > infn x n >
— supn |xn|, we have |L(x)| < ||x||oo and L is bounded with norm < 1.

111. (a) Clearly L0Q is a bounded linear functional with norm < 1.
Moreover, since the sequence in c with xn = 1 for all n satisfies ||x|| = 1 and
Lqo(x ) = 1, 11Loo11 = 1. Note that vanishes in c q .
(b) The statement is false.
(c) W e first define a positively homogenous, subadditive functional p :
£°° —>• M such that Loo(x) < p(x) for x G c. O f course p(x) = ||a;||oo or
p(x) = limsupn x n will do but, since an attractive feature of p(x) is being
as small as possible, let

p has the desired properties and if for x E £°°

It is readily seen that
we let yn = n~1 Y%=ixk> then lim infn xn < lim infnyn < lim supnyn <
Solutions 389

limsupn xn. This implies in particular that L00(x) = p(x) for x G c and
by Hahn-Banach L00 has an extension L to £°° such that L\c = Loo and
L(x) < p(x) for x G £°°. Moreover, applying this observation to —x, since
—L(x) = L ( —x) < p(—x) = —lim infn n -1 Y^k=1xki it readily follows that

and, consequently, |L(x)| < ||x||oo-

A similar argument applies in the following setting: Let X = {x € £°° :
limn( —l ) nxn exists}. Then there exists a bounded linear functional L on
£°° such that L(x) = limn(—l ) nx n for x € X.
(d) The extension is not unique.
(e) In particular, if xn > 0 for all n, then lim infn n _1 X^fc=i xk > 0 and
by (c), L(x) > 0.
(f) Let X = R(S — I) = {y G £°° : there exists x in £°° such that
yn = xn+i —xn for all n }; X is a subspace of £°°. W e claim that if e =
( 1, 1, . . . ) , d(e,X) = 1. First, e ^ X; this is clear since, if (S — I)(x) = e,
then xn = x\ + n for all n and x ^ £°°. Next, since X is a subspace,
d(e, X) < d(e, 0) = ||e|| = 1. Suppose that actually d(e,X) < 1. Then there
exists y € £°° such that ||e — y||oo = rj < 1 and so |1 — yn\ < V for all n.
Therefore there exists x £ £°° such that 11 — {xn+\—xn ) | < p for all n, and,
consequently, xn+\ > xn+ (l —rj), and xn+i > n(l —r}) + xi, contrary to the
fact that x G £°°. Finally, since Loo(e) = 1 and ||Loo|| = 1, by Hahn-Banach
L qo can be extended to a functional L on £°° so that L(e) = 1, ||L|| = 1,
and L(y) = 0 for all y G X. But for any x G £°°, y = S{x) —x G X, and so
L{y) = L(S(x)) - L(x) = 0.
112 . A n example of such a sequence is an>k = n - 1 ( l — l / n ) fe-1, k > 1 ,
n > 2.

1 1 3 . (a) The statement is true.

(b) The statement is false. A n isometric isomorphism maps the unit
ball of one space, BCo, say, bijectively onto the unit ball of the other, Bc in
this case, and so it maps extreme points into extreme points. Recall that
E{BCo) = 0 whereas ( 1 , 1 , . . . ) G E(BC).
(c) The statement is true. Given x G c, let Xqo = limn xn, and for x G c, a
scalar A, andy G i 1, let L\>y{x) = Axoo + Y2nynxn\ each L\% y defines a linear
functional on c and these functionals are different for different pairs (A, y).
W e claim that L AjJ/ is bounded and ||La )2/|| = |A| + ||y||i; ||LA,y|| < |A| + ||y||i
390 18. Normed Linear Spaces. Functionals

being obvious. As for the other inequality, let xN be the sequence in c given
by

xN = { sgn(yfc) ’ 1 - k - N^
k ^sgn(A), k > N.
Then Har^Hoo = x^o = sgn(A), and, consequently, L\.y(xN) = |A| +
1>
E fc U \Vk\ +Y,b=N+iaksgn(A). Therefore, since y € t1, lim N L^y(xN) =
W + llyili-
Furthermore, we claim that a bounded linear functional L on c is of
the form L\iV for some scalar A and y 6 t1. To prove this we verify that
the sequence y with terms yn = L (en) for all n is in t 1 and ||y||i <
If xN is the sequence in c with terms x% = sgn(L(en)) for n < N and
x% = 0 otherwise, then Ha^Hoo = 1 and \L{xN)\ = \L(%2 n=i x ne n)\ =
E n = l \L(en)\ < Ill'll- Since this is true for all N, ]T n |L(en)| < ||L||. Also,
i f e = ( 1 , 1 , . . . ) , \L(e)\<\\L\\.
Finally, for x G c write x = «oo e + (xn —Xoo) en where the series
converges in £°° and, hence, in c, and so L(x) = (L(e) — J2n L (en)) Xoo
+ E n L(en) %n- Thus with A = L(e) —]T)n L(en) and y e t 1 with yn = L(en)
for all n, L = L\tVand ||L|| = |A| + ||y||^i. Thus the norm in c* is an t 1 norm
and c* is isometrically isomorphic to t1, which is the dual of cq.

114. For the sake of argument suppose X is such a space; since by

Problem 103 the dual of a normed linear space and its completion are the
same we can assume that X is a Banach space; also via the natural map X
can be identified with a closed subspace of X** = cj$ = t1. Fix n and consider
en € Co- Since ||en|| = supa.eX ||a.||x=1 |en(a;)| = 1 there exist {v fc} C X with
||v*|| = 1 for all k, such that en(vk) —> 1 as k —> oo. Viewing the vk as
sequences in tl this means that ||vfe||i = 1 and en(vk) = vk —> 1 as k —> oo
and together these relations imply that —>■ 0 as A: —> oo for m ± n. Thus
vk —L en in tl, and, consequently, by Schur’s lemma vk —» en in l 1, which,
since X is closed in t1, implies that en 6 X. But finite linear combinations
of the en are dense in t 1 and so A = t1. However, tl* = t°°} which is strictly
larger than cq.

115. K(L), d(x,K(L )) < ||a;|| for all x € X. By (a), a

(b) Since 0 €
bounded linear functional L attains its norm at x, i.e., |L(a;)| = ||L|| ||a:|| iff
d(x,K(L )) = ||x||, which is precisely the case when 0 is a best approximation
to x from K{L).
(c) By definition 2 _L K(L ) iff ||^|| = d(z,K(L)), and by (a) this is the
case iff \L(z)\ = ||L|| ||^||.
(d) W ith x such that L(x) ^ 0, put y = Ax/L(x) G A^; in particular,
A* ^ 0. Then A \ = y + K(L), and so by (a), d(x, A\) = d(x —y,K(L )) =
\L(x —y)l/l|i'll = \L(x) — A|/||L||.
Solutions 391

1 1 8 . The norm is 1 and is not attained.

1 1 9 . (a) Since for any L6 A and y E Y, |L(a;)| = |L(x — y)| < ll* -y | | .
taking the sup over L G A and then the inf over y e Y gives supieA \L(x)\ <
d(x, Y). As for the opposite inequality, if d(x, Y) > 0, by Hahn-Banach there
is a bounded linear functional L on X with norm ||L|| = 1/ d(x, Y) so that
L(x) = 1 and L vanishes on Y. Therefore d{x,Y) — |L(a;)|/||Z/|| and since
L/\\L\\ € A, d(x, Y) < supK€A \L( x )\. _ ______
(b) If Y = X there is nothing to prove. Otherwise, if L G A, Y C K(L) =
K(L), and so Y C f]LeAK(L). Conversely, suppose that x <£Y. Then by
Problem 80 there exists L € X* such that ||L|| < 1, L(x) = d(x,Y) > 0,
and L(y) = 0 for y G Y. In particular, x ^ K(L) and so x ^ f]LeAK(L).
Hence r W * W c F .

1 2 0 . The statement is false.

122. X* = {y : \yn\< c2n for some constant c for all n } with ||y||A * =
supn 2- n|yre|.

123. (P is dense in cq.

124. A is dense in £p if {o n} ^ £g, where q is the conjugate to p.

1 2 5 . The statement is true. By Problem 5.131(b), with q the conjugate
to p, there is a sequence a G i q \ ( J s< 9 Let A = {x € co : anxn = 0 };
by Problem 124, A is not dense in (P. If now p < r < oo and s denotes the
conjugate to r, 1 < s < q, and since a £s, by Problem 124, A is dense in
£r.
127. LetL be a continuous linear functional on C ( [ 0 ,1]) such that
L(xan) = 0 for all n. Now, limm X X = o tk/ an = - x a„(t)/an uniformly
in [0,1], and so by the continuity of L it follows that YltLo ^(^k) /an =
—L(xan)/an = 0 for all n. Moreover, since \L(tk)\ < ||L|| for all k, the
function g(z) = Y^kLo L(tk)zk is analytic in the open unit disk \z\ < 1
and vanishes for z = l / o n for all n. Since 0 is an accumulation point of
{ l / a n}, by elementary properties of analytic functions g{z) vanishes iden­
tically. Thus L(tk) = 0 for all k > 0 and since polynomials are dense in
(7 ([0 ,1]), L is the zero functional. Therefore by Problem 95(b), X is dense
in C ([ 0, 1]).

1 2 8 . LetL be a bounded linear functional on IP(R n) that vanishes on

D and y € Lq(Rn) such that L(x) = fRn x(t)y(t) dt for all x G LP(Rn), l/p +
1/q = 1. Now, if I\,h are bounded cubes in R n, then x(t) = |/i|_ 1x / 1(t) —
I i s in D, and, consequently, fRn x(t)y(t) dt = | /i |_1 fh y(t) dt -
\h\~l Ji2 y(t) dt = 0. In other words, the averages of y are constant and by
the Lebesgue differentiation theorem y is constant a.e. But since y € Lq{Rn)
392 18. Normed Linear Spaces. Functionals

the constant is 0, y = 0 a.e., and L vanishes for all x € Z7(R n). Hence by
Problem 95(b), D is dense in Lp(R n).
129. (a) Let Q c K n denote the cube centered at the origin of side-
length 1 and q the conjugate exponent to p. By Problem 5.11 the function
y(t) = 11 1~n/ q(ln( 1/ 1i|) ) - 2/ ?x <2(t) e Lq(Rn) \ U q<$Ls(Rn). Let A = {x on
Rn : x is measurable, bounded, and fRn y(t)x(t) dt = 0 }. Now, for 1 < r < p,
let L be a bounded linear functional on Lr(Rn) that vanishes on A and
2 € L s(Rn), where s is the conjugate to r, such that L{x) — fRn z(t)x(t) dt
for all x € 17 (Rn). Since XJ £ A f ° r all cubes J C Qc, fjz(t)dt = 0
for such cubes and by the Lebesgue differentiation theorem z = 0 a.e.
in Qc. Next, x(t) = (fJiy(u)du)- 1 xj1(t) ~ (fj 2 y(u) du)~1 XJ2 (t) € A for
all cubes J\, J2 C Q, and, therefore, L(x) = (JJi y(u) du)~l z(t) dt —
( fj 2 y(u) du)~l fj 2 z(t) dt = 0 for those cubes. Consequently, the expression
(Jj y(u) du)~xfj z(t) dt is independent of the cubes J C Q and Jj z(t) dt =
c Jj y(u) du for all those cubes J and some constant c. Hence by the Lebesgue
differentiation theorem z(t) = cy(t) a.e. in Q and since y £ LS(Q), c = 0,
and then z(t) = 0 in Q. Thus z = 0 a.e. and L is the zero functional.
Consequently, by Problem 95(b), A is dense in 17 (Rn).

y(t) = \t\~n/ qXQ*{t) € D g<s Ls(Rn)\Lq(Rn) where Q is as

(b) Note that
in (a). Let A = {x on R n : x is measurable, compactly supported, bounded,
and fRn y(t)x(t) dt = 0 }. Now, for 1 < r < p, let s be the conjugate to
r, and L the linear functional on 1 7 (Rn) given by L(x) = fRn y(t)x(t) dt,
x € 17 (Rn). L is bounded and, therefore, since A c K(L), A is not dense in
17 (Rn). On the other hand, as in (a) it readily follows that if L is a bounded
linear functional on f 7 (Rn) that vanishes on A and L(x) = fRn z(t)x(t) dt
for x € Z7(R n), then z(t) = 0 in Q and z(t) = cy(t) in Qc, and, therefore,
z = 0 a.e. Thus L is the 0 functional and by Problem 95(b), A is dense in
17 (Rn).

1 3 1 . For the sake of argument suppose that xq £ M. Then d =

d(x0, M) > 0 and by Problem 80 there exists a bounded linear functional L
on X such that ||L|| = 1, L(y) = 0 for all y € M , and L(x0) = d. Now, since
{xn} C M , L(xn) = 0 for all n, and since xn xq we have L(xn) —> L(x0).
Therefore L(x0) = 0, which is not the case since L(x0) = d ^ 0.

1 3 2 . The statement is false.

134. For the sake of argument suppose that vn —^ v in £°°; we claim

that v = ( 1, 1, . . . ) . Let L* 6 £°°* be given by Lk(x) = Xk for all k. Then
limn Lk(vn) = Lk{v). Now, Lk(vn) = 1 for all n > k, and, consequently,
limn Lk(vn) = 1 for all k and v = (1, 1 ,...). However, for the functional
defined in Problem 111, Loo(^n) = 0 for each n whereas L ^ v ) = 1, which
Solutions 393

is not possible. Thus limn Loo(vn) ^ Loo(v) and {vn} does not converge
weakly to v in £°°.
p < oo. The statement is not true
1 3 5 . The statement is true for 1 <
for p = oo. Let xn — e\ — en and x = e\. Then ||xn ||0O = ||x||oo = 1 and
by Problem 133, xn —k x but \\xn — x||oo = ||en ||oo = 1 for all n . And since
Cq = i 1, it is not true for cq either.

L E X*; with M = supn ||xn ||, given e > 0, there exists l 6 7

1 3 6 . Let
such that ||L — ¿|| < e / 2 M. Therefore \(L — i)(xn)\ < ||L — ^|| ||xn || <
(s/2M)M = e /2 for all n. Pick N such that |^(xn)| < e /2 for all n > N\
then \L{xn)\ < |L(xn) — i{xn) \+ |^(xn)| < e /2 + e /2 = e for all n > N.

L E X*. Then {L(xn)} is a scalar Cauchy sequence and,

1 3 7 . (a) Let
hence, bounded, i.e., |L(xn)| < cl < oo for all n and some constant cl-
W ith Jx the natural map note that \Jx(x)(L)\ = |L(x)| < cl- Since X* is
a Banach space, by the uniform boundedness principle ||Jx(xn)|| < c < oo
for all n, and since ||xn || = ||</x(x„)||, {||xn ||x} is bounded.
(b) By Hahn-Banach there exists L € X* with ||L|| = 1 such that
|L(x)| = ||x||. Since xn x, L(xn) -> L (x ), and so |L(x„)| ->• |L(x)|;
also, |L(xn)| < ||L||||xn || = l|x„||. Hence ||x|| = |L(x)| = limn |L(x„)| =
lim infn |L(xn)| < lim inf„ ||xn ||.
Since {sin (n i)} converges weakly to 0 in L 2( 0, 27t) it is possible to have
strict inequality in the above equality. In particular, xn —^ x does not imply
11Xn11-t INI-
139. By Problem 80, given L E B*, there exists x** E B** with
||x **||b ». = 1 such that x**(L) = ||L||b «. N ow , since B is reflexive let
x E B be such that x** = J s (x ). Then ||x ||b = ||x **||b . . = 1 and
L(x) = JB(x)(L) = x**(L) = \\L\\B*.
1 4 0 . Yes.

141. (a) The statement is true. First, necessity. For the sake of ar­
gument suppose that { x n} C Y is such that xn —^ x but x </ Y . Since
Y is closed, by Hahn-Banach there is a bounded linear functional L on X
with L(x) = 1 that vanishes on Y. Therefore, since L(xn) = 0 for all n,
L(x) 7^ limn L (x n), which is not possible since xn —v x. Conversely, let
{ x n} C Y and limn xn = x E X. Then for every bounded linear functional
L, |L(xn) —L(x)| = |L(xn — x)| < ||L|| ||x — x n || ->■ 0. Hence xn x, which
since Y is weakly closed gives that x E Y.
(b) The statement is true. W e prove that B( 0, l ) c is weakly open. To
see this let x E B (0 , l ) c and set e = ||x|| — 1 > 0. By Problem 80 there
L(x) = ||x|| = 1 + e. Then O = {y E
exists L E X * such that ||L|| = 1 and
X : |L(y — x)| < e } is an open neighborhood of x in the weak topology,
and we claim that O C Bc(0, 1). Indeed, for any y E 5 ( 0 , 1 ) , we have
394 18. Normed Linear Spaces. Functionals

\L(y)\ < ||L|| ||y|| < 1, and hence \L(y - x)| > L{x) - \L(y)\ > e, so y £ O.
Thus B( 0, 1) is weakly closed.
(c) The statement is false.

143. (a) ThatX is closed in C(I) follows readily from the fact that
convergence in C(I) is uniform convergence. Suppose that x G C(I ) vanishes
at 0 and ||x||oo < 1; by continuity there exists 77 G (0,1] such that |a:(i) | < 1 /2
on [0, 77]. Therefore / q1 |x(i)| dt = \x(t)\dt + |x(t)| dt < 77/2 + (1 — rj) =
1 — 77/2 < 1, and, consequently, x £ X.
(c) Let xn(t) = nt,n > 2; then xn € X and ||xn ||oo = n. Hence X is not
bounded and, therefore, not compact.

y* €Y *; by Hahn-Banach y* can be extended to x* G X*, say,

1 4 7 . Let
with no increase in norm. Now, X* is separable and so given s > 0, there is
x* in a countable dense subset of X* with ||x* — x*\\x* < e. Note that the
restriction x *|y of x* to Y satisfies \\y* — x*|y ||y» < ||x* — x*||x* < e.

1 4 8 . (a) Given x € X, since Jx(x) G X** and Ln —1 L, limn Jx(x)(Ln)

= Jx{x){L). Moreover, since Jx(x)(Ln) = Ln(x) for all n and Jx(x)(L) =
L(x), lim nLn{x) = L(x).
(b) Given x** € X**, let x G X be such that x** = Jx (x). Then, since
x**(Ln) = Jx (x)(Ln) = Ln(x) and x**(L) = Jx (x)(L) = L{x), lim nx**(Ln)
= limn Ln(x) = L(x) = x**(L), and, consequently, Ln —LL in X*.
{xn} C X and J b (x u) —>■y G B**. Then { J s ( x n)} is a Cauchy
1 4 9 . Let
sequence in B** and since J b is an isometric isomorphism, {xn} is Cauchy
in X. Since X is complete, limn xn = x € X exists and by the continuity of
J b , limn JB(xn) = J b {x )• By the uniqueness of limits y = J b (x ) G J b (X),
which is therefore closed in B**.

1 5 0 . (a) Let x** G X** and A the functional on B* given by A (L) =

x**{L\x), L € B*; A is linear and continuous and since B is reflexive,
A = J b (x ) for some x G B. Thus x**{L\x) = A (L ) = L(x) for all L G B*
and some x G B\ we claim that x G X. For the sake of argument suppose
that x $ X; by Hahn-Banach there is a bounded linear functional L on B
with L\x = 0 and L(x) / 0 but this is impossible since then 0 ^ L{x) =
x**(L\x ) = x**(0) = 0. Therefore we have x**{£) = t{x), l = L\X,L e B*.
But by Hahn-Banach every bounded linear functional on X can be written
as L\x with L G B*. Thus x**(£) = £{x) for all £ G X* where x G X. This
proves that x** = Jx(x) with x € X and X is reflexive.
(b) Recall that by Problem 63, B = AT(L)©sp{xo} where L is a nontrivial
bounded linear functional on B and xo ^ K(L). Now, since K{L) is a proper
closed subspace of B, it is reflexive, and since reflexivity is preserved under
Solutions 395

isomorphisms, so is sp {x o } ~ K. Finally, since the direct sum of reflexive

spaces is reflexive, B is reflexive.
B is reflexive. Since B*\Y
1 5 1 . For the sake of argument suppose that
0, by Problem 80 there is a bounded linear functional 0 ^ x** on B* that
vanishes on Y. Furthermore, since B is reflexive x** = J b (x ) for some
0 7^ x € B. In particular, this means that x**(L) = L(x) for all L E B*,
and, consequently, L(x) = 0 for all L E Y. Therefore, contrary to the
properties of Y, x and 0 cannot be separated by a functional in Y.

1 5 2 . First, M = Jb *{B*) and N = Jb (B)-l are closed subspaces of

B ***. Suppose that b*** E M D N . Then, since b*** E M, b*** = for
some b* E B*. Now, by the definition of J b *, Js*(b*)(x**) = x**(b*) for all
x E X**, and so, in particular, J b *(&*)(Jb (®)) = Jb (x ) ( 5*) for all x E X.
Also, since b*** E N, 0 = 6***(J b (®)) = J b * (£>*)(J b (:e)) = J b (^)(&*), which
by the definition of the natural map is equal to b*(x). Therefore b*(x) = 0
for all x E X, which implies that b* = 0, and so b*** = J b *(0) = 0 and
M n N = { 0 }.
Next, given x*** E B***, let x* be the functional on B given by x*(x) =
x ***(J b (x )); clearly x* is linear and bounded and thus in B*. Write x*** =
J b *( x *) + (x*** —J b *( x *)) where J b *( x *) E J b * { B * ) = M . W e claim that
x*** —J b *( x *) E N. To see this note that as above, x*(x) = J b *( x * ) ( J b (x ))
= x ***(J b (x )), and, consequently, (x*** —J b *( x * ) ) J b (x ) = 0 for all x E B.
Hence ( x*** - J b *( x *))\ j b{B) = 0 and a:*** - JB*[x*) E N.

(b) B is reflexive iff Jb {B) l = { 0 } . Therefore, since B*** = Jb *{B*) ©

Jb (B)■*-, B is reflexive iff B* is reflexive.
1 5 3 . Both statements are true.

154. (a) Given a bounded sequence {xn} c B, let X = sp {x n}; by

considering linear combinations of the xn with rational coefficients it follows
that X is separable. And by Problem 150, X is reflexive. Now, since
X** = X is separable, so is X*; let { L * } be a dense subset of X*. Since
{xn} is bounded the scalar sequence {L\(xn)} is bounded and, hence, a
subsequence {xni} of { x n} has the property that limni L i(x ni) = 771, say,
exists. Continuing this way we obtain sequences {xnk} C { x nfc_ j } C . . . C
{xn} such that limnfc Lk(xnk) = 77^, say, exists for all k. Now, for the diagonal
sequence {xkk} we have Ln(xkk) —> r/n as k - » 00 for any n. Since {xkk} is
bounded and {Ln} is dense in X* it readily follows that for any L E X*,
Xkk(L) = L(xkk) -4 x**(L) where x** E X** = X. Thus we conclude
that there exists x** E X that satisfies L(xkk) - 4 L(x**) for all L E X*.
Finally, for an arbitrary L e B*, let Lq = L\x and note that Lq E X* and
L(xkk) = Lo(xkk) -4 Lq(x**) = L(x**). Since X is separable, {J(xn)} has
a convergent subsequence { J(xnk)}, say, which converges to J(x0), xq E X.
396 18. Normed Linear Spaces. Functionals

But since X is reflexive, xUk —^ x o i n X and the conclusion follows since

B* c X*.
Also, note that the closed unit ball of C(I) is closed and bounded but
xn(t) = tn is a sequence of functions of norm 1 that does not admit a
convergent subsequence; thus it is not compact.

155. xo G X let yo = x q . Otherwise d(xo,X) > 0 and let {yn} C X

If
be such that ||xo —yn|| d(xo,X) and ||a;o — yn\\ < 1 + d(xo,X) for all n.
Thus ||yn || = ||yn - x 0 + a;o|| < ||yn ~ *o|| + ||*o|| < 1 + d(x0 ,X) + ||x0 || and
{yn} is bounded. Now, by Problem 154(a) a subsequence of {y n} , which for
simplicity we denote {yn} again, converges weakly to some yo G B. Note
that yo € X for otherwise d(yo, A ) > 0 and then there exists an L G B* such
that ||L|| — 1, X C K(L), and |L(yo)| = d(yo,X). But then 0 = L(yn) ->•
L(yo) ^ 0, which is a contradiction. Finally, for any L G B* with ||L|| = 1
we have \L(x0 - y0)| = limn |L(s 0 - y„)| < limn ||x0 - yn || = d(x0 ,X).
Since L is arbitrary we get ||so — yo|| < d(xo,Y) < ||so — yo||> which gives
ll*o-yoII = d(x0 ,X).
158. Let x,y G M and A a scalar. Then p(Xx + y) < |A|p(x) + p (y ) =
0, and, therefore, As + y G M , and M is a subspace. First, we verify
that v : X /M —»• R given by v([s]) = p(x) is well-defined. Note that if
[si] = [S2], then s i — S 2 € M and p(x\ —S 2) = 0, and so by the triangle
inequality p(x 1) < p(x2) + p (s i — S 2) = p(x2); similarly, exchanging s i and
* 2. p(x2) < p ( s i) . Thus p ( s i) = p(x2), which implies that u([si]) = v{[x$)
and v is well-defined. Next, v is a norm. Clearly v > 0 and if v ( [s]) = 0,
p(x) = 0, and s G M. Therefore, since 0 = s + (—s ) , 0 G s + M , i.e.,
[s] is the zero element of X /M . Now, let A be a scalar and [s] G X /M .
Then A[s] = [As], and, consequently, u(A[s]) = p ( A s ) = |A|p(s) = |A|u([s]).
Finally, since u([s]+[y]) = u ([s+ y ]) = p{x+y) < p{x)+p{y) = u ([s])+ u ([y j),
v satisfies the triangle inequality.
1 5 9 . (b) By translation it suffices to consider the case s = 0. Then, if
[z] for 2 G Bx (0,r). Hence ||[y] ||x
[y] G i r( B x ( 0, r ) ) , let [y] = / m = IIN IIx / M
< INIIx < r and [y] G BX/M([0],r).
Next, if [y] G £ * / M ([0],r) pick m G M such that ||y — m||x < r. Then
y- m G B x ( 0 , r ) , and [y] = [y - m] G 7r ( £ ;t ( 0,r)).
(d) U C X be open; note that 7r- 1(7r (i/)) = U + M = UmeAf(m + ^ 0
Let
where each m + U, being the translate of the open set U, is itself open and,
therefore, 7r—1( 7r(C/)) is open. By (c), n(U) is open in X /M .

160. (a) First, necessity. Clearly Y is complete. As for X /Y , let

E ^ = i II [®n] IIx / y < 00, and let yn G Y be such that ||sn+ y n |U < 2 || [xn\\\X/Y
for each n. Then ll*n + Vn\\x < 00, { xn + yn} is absolutely con­
vergent in X , and since X is complete, there exists x G X such that
Solutions 397

x - E n = i ( x n + Vn) = (x - E n = i x n) - Z n =iV n -> 0 in X. Therefore,

since J2 n=i Vn e E if follows that

M - [ l > » ] || < ||(x - ! > « ) - 2 > ” | 0,

71= 1 / -----------1
71=1 ~7 —
1 = 11

and, consequently, [E ^ L i *n] [x] in X /Y . Hence X / Y is complete .

Sufficiency next. Let E „ ||xn ||x < oo. Then E n II [xn] \ \ x /Y < oo and
since X / Y is complete there exists [x] G X / Y such that

lim
N
w- Ew
n=l
X /Y
= 0.

Now, since [x] — E n =1 W N there is yw € Y

= [x — E ^ L l *n]> for each
such that ||yN- ( x - E n = i xn)IIx < 2 1| [x] - E n = i [*n] \\x / y - W e claim that
{ vn} is Cauchy in X , and, hence, convergent in Y . Indeed, let N < M,
and observe that yM - Vn = Vm =F ( x - E ^ = i x n ) - jMr ± (x - E n = i * » ) =
V M - ( x - T,n=i xn) -y N + { x - E n = i xn) - E ^ i / v -1 *n , and, consequently,

M M

\\yM-VN\\x < 2 [ * ] - £ > » ] ||x / y + 2 W - ^ l x n] + E iF n l l * .

x/y
71=1 n=1 n =W +l

Since E n ll*n||x < oo the expression in the right-hand side above goes to 0
as N, M —> oo and { j/ tv} C Y is Cauchy and, hence, convergent to y € Y,
say. It is now clear that limjv ||(x—y) —E ^ = i x n ||x = 0 and we have finished.

161. The proof proceeds by induction. The statement is true for n=

1. Assume then that d i m (X / p|fc=i Xk) < n — 1 and consider X n. There
are two cases. First, if X n D f]fc=i Xk, then ( X = i Xk = rifc=i Xk and
d im (X \ f| L i Xk) < n — 1 < n. Next, suppose that X n D Hfc=i Xk and let
xo € rife=i Xk\Xn. Since d i m( X / f] f c= i Xk) < n —1 there exist x i , . . . , x n_ i
in X such that for any y 6 X, y = Efe=i akxk + z', z' 6 f|fe=i Xk- Since
d i m ( X /X n) = 1 and xq & X n, we have z' = aoxo + z, z € X n. But xo €
n r = / Xi, so we get z = z' —aoxo € HilTi1Xi, and thus for any y £ X, y =
E r ^ i 1 ciiXi+aoxo+z, z € fir=i Xi- It then follows that d im (X / f ]”=1 Xi) < n.

162. (a) B /M = C.
164. Let { x n} C Y X; since a subsequence { x nfc}
converge to x €
of { x n} converges to x a.e., x(t) = 0 a.e. in [0, 1/ 2] and x € Y, which is
therefore closed. Now, x = xx[o,i / 2] + x X[i/ 2,i] and since x x p / 2,1] £ F ,

infyey II* + y\\x = ll*X[o,i/ 2]l|x, and || [x]\\X/y = / 01/2 |x(i)| dt.
398 18. Normed Linear Spaces. Functionals

x € ¿°° can be written as x = y + z where ym = xm for m < n

1 6 5 . Since
and ym = 0 otherwise, and since y G Co, || [z]||i°°/Co = in f„su pm> n \xm\ =
limsupn \xn\-
Now, since£°° is not separable and Co has a Schauder basis and is there­
fore separable, by Problem 160(b), £°°/c$ is not separable,

1 6 7 . (a) Necessity first. Let codim (M ) = n and suppose that X /M =

sp{[xi], . . . , [x’n]}. k < n, are linearly inde­
W e claim that the Xfc, 1 <
pendent. This is clear since Y%=i^kxk = 0 implies Y?k=\^k[xk] = [0],
which since the [:xk] are linearly independent gives Afc = 0, 1 < k < n. Let
N = s p { x i , . . . ,xn}. Then for x G X, [x\ = Y%= l ^k\xk] = [ E £ = i h xk],
and so x — J2k=i Akxk € M. Thus x = m + Y%=i Akxk € M + N. Finally,
clearly M ON = { 0 } .
Sufficiency next. N = s p { x i , . . . , xn} and let <f> : N -¥ X /M be
Let
given by <f>(xk) = [xfc]> i-e-> 4> is the restriction of the canonical mapping
to N. Now, since M ON = { 0 } , <fi is injective, and since X = M + N, (f>
is surjective. Hence by the inverse mapping theorem, 0 has a continuous
inverse, 4> is a bijection, and, consequently, dim ( X /M ) = codim (M ) = n.
(b) W e may assume that e < 1, and in that case (1 — e / 2)-1 < 1 + e.
Let N = sp{cci,. . . , xn} be as in (a), [x'k] = [xk}/\\ [xk}\\x/M, 1 < k < n , and
observe that since X /M is finite dimensional its closed unit ball B x /m ( 0> 1) is
compact and so, given e / 2, we can complete {Bx/M{\x' ^ e/ 2)}> 1 < k < n,
to an e / 2-net { 5 x / M ( [ y i ] , e / 2 ) , . . . , 5 x /M ([ym] ,e /2 ) } of B X / m (0 , 1 ) . Let
N\ = s p { y i , . . . , ym}; then X = M + Ni, with M and N\ not necessarily
disjoint. Let <(>denote as above the restriction of the canonical mapping to
N\. Then by Problem 9.170 with R = (1 — e /2 )-1 there,
<KBNl(0, (1 - e / 2) - 1 )) D B x /M (0 ,1 )
and since (1 — e /2 )-1 < 1 -h e, given x € X , there exists v G B^l (0,1 + e)
such that [a;/||a;||] = [v]. Hence for some m G M , ar/||rc|| — v = m, or
x = ||a:||v + \\x \\m= v i + m i where ||ui|| = ||x|| ||u|| < (1 + e)||z||.
X^ as follows: Given A G (B / X )*, let
1 6 8 . (b) Define </> : ( B / X )*
A be the functional on B given by \(x) = A([x]), x G B\ <p(A) = A is a
surjective linear isometry.
1 is isometrically isomorphic to (B/X)*, which is therefore
(c) By (b), X
finite dimensional. Hence B / X is finite dimensional and the conclusion
follows from Problem 167(a).
(d) For L G B*, let [L] denote its image in B * / X x and let 4>: B * /X L —>
X* be given by <f>([L]) = L |x; we claim that 0 is a well-defined isometric
isomorphism. First, if [.L] = [Lx], L —L\ G X x and so (L —L\){x) = 0 for
all x G X , i.e., L|x = L i|x; thus <f>is well-defined and clearly linear. Now,
if <j)([L]) = 0, then L\x = 0, L G X 1 , [L] = [0] and 4> is injective. And, if
Solutions 399

l G X*, by Hahn-Banach there is a norm preserving linear extension T of t

to B. Thus </>([T]) = L\x = t and <f>is surjective.
Next, the isometry part. If T G B*, given e > 0, pick L\ G X 1- such that
IIL - L i ||b * < || [L]\\B*/x± + e- Then for x € X, \L(x)\ = \{L - T i)(*)| <
||T —T i ||b * IM|x> and so ||0 ([T])||X * < ||T-Ti||s* < I|[T]||s * / x -l + e - which,
since e is arbitrary, gives ||0([T])||x* < ||[T]||s*/xJ-- On the other hand, if
I G X*, by Hahn-Banach there is a norm preserving extension l\ G B* of l.
Ift = <j>([L\), L G B*, it follows that L\x = ii\x and so T — 1\ G X Thus
II W l l s * / ^ < I I T - ( T -^ i) | | s * = II4IIb * = IKIU* = ||0([T])||x*, which
combined with the opposite inequality gives || [T] ||s*/J’C-1- = ||^([T])||x* and
we have finished.

1 6 9 . Since by Problem 168(a),X 1- is a closed subspace of B*t and by

Problem 152(b), B* is reflexive, by Problem 150, X 1- is reflexive. Now, by
Problem 168(b), ( B / X )* ~ X 1- is reflexive, and by Problem 152(b) so is
B /X .
1 7 0 . W ith 7r :
B —> B / X the quotient map, define <f> : (B/X)* —> X 1-
as follows: For A G (B/X)*, let <f>(A) = A o -k, i.e., 0(A)(a:) = A([a:]) for all
x G B. Then 4>(A) G B* and since tt(x) = [0] for all x G X it follows that
<f>(\) G X 1 . For A G (B/X)* we have

l№(A)|| = sup |A(tt( x ))| = sup |A([®])| = ||A||

x €B b (0,1) [x] G B s / x ( 0 , l )

where the second inequality follows on the one hand from the fact that
||7r(x)|| < ||:r|| and on the other hand from the fact that for any [x\ G
Bb / x {0) 1) there is a sequence {yn} c X such that limn ||x + yn || < 1. Thus
<fi is an isometric embedding.
If T G X L C B* we define A G (B/X)* by A([®]) = L(x). First note
that, since L(x + y\) = L(x + y2) for all 2/1, 2/2 € X, A is well-defined.
Moreover, since T is linear, A is linear and |A([x])| = |T(x)| for all x G B,
and, therefore, ||A|| = ||T||. Finally, since ( 7r(A),x) = (A, 7r(x)) = L(x) for
all x G B, it follows that <j>(A) = T and <f>is surjective.

171. (a) First necessity. By linear algebra X is finite dimensional iff

X* is finite dimensional and in that case d im (X ) = di m( X*) . Now, by
Problem 168, X* is finite dimensional iff X 1- has finite codimension and
then di m( X*) = dim (B*/ATJ-) = codim(ATJ-). All the steps are reversible
and sufficiency holds as well.
(b) By Problem 170,X 1- is finite dimensional iff (B/X)* is finite dimen­
sional, which, in turn, is equivalent to (B/X) being finite dimensional, i.e.,
X being of finite codimension in B. As above, dim(ATJ-) = codim ( A ) .
400 18. Normed Linear Spaces. Functionals

173. Y** can be identified with the subspace Y ’J" L of X**. More pre­
cisely, with Jy denoting the restriction of Jx to Y, there is an isometric iso­
morphism U : Y** —>• Y 1-1- with the property that Uo Jy = Jx \y - Indeed, let
S : Y - » X be the natural embedding; then S** : Y** - * Y 1 1 c X**. More­
over S** o JY = Jx o S = Jx \y , as is shown by the following ( “algebraic” )
argument: for z G Y and L G X*, (S** o Jy(z))(L) = (J y (z ))(S * (L )) =
(S*(L))(z) = L(S(z)) = (Jx o S(z))(L). Moreover, by standard arguments,
115**11 = ||5|| = 1. It remains to show that S** is an isometry onto Y’J“ L, i.e.
that 115**011 > ||0|| for all 9 G Y**.
If 9 G Y** and ||0|| = 1, then, for all r < 1, there exists h G Y* with
\\h\\ — 1 and 9(h) > r. By Hahn-Banach we can extend h to / G X* satisfy­
ing ||/|| = \\h\\. Expressing the notion of “extension” in other language, we
have / o 5 = h, or 5 * / = h. W e thus have ||5**0|| > ( S**9)(f) = 0 ( 5 * / ) =
9(h) > r. Thus ||5**0|| = 1 and 5** is isometric.
Now suppose that £ G Y-11- c X**. W e want to find 9 G Y** with
S**(9) = £. W e notice that if G X* are such that /i| y = / 2|y, then
/ 1 - / 2 € Y 1 and so £ ( / 1) = £ ( / 2) because £ G T-*“ 1. For h G Y* we can
unambiguously define 9(h) = £ ( / ) , where / is any element of X* extending
h. It follows from this definition that 9(f\z) = £ ( / ) , i.e., S**(9) = £.
1 7 4 . The duals of C(I) and of C(I) ® co are isometrically isomorphic.
1 7 6 . Fix a countable dense subset {xn} of the closed unit ball of B and
let T : i l —»• B be the linear mapping given by T( A) = Yin ^n%n, A G since
T(en) = xn and ||T(A)|| < |An |||xn || < ||A||^i, T is bounded with norm
1. W e claim that T is onto. First observe that, given x G B with ||x|| < 1,
there is a subsequence {xUk} of {xn} such that ||a; — 2 ~^xnj || < 2 ~(~
k+1^
for all k > 0. Indeed, when A; = 0, by the density assumption there is xno
such that ||m— xno || < 2_ 1 . Next, having chosen xnQt.. ., xUk_ 1 such that
II* - E j = o 2 ~jxnj || < 2~k, let y = x - Y j = o 2~jxnr Then ||2fcy|| < 1
and again by density there exists xnk ^ xnj for 0 < j < k — 1, such that
l|2fey — *„*11 < 2_1 or, equivalently, ||x - Y j= o 2 ~jxnj\\ < 2_ (fc+1). Now,
x = Y'jLo 2.~^xn j, and, therefore, if A is the sequence defined by An = 2-J
if n = rij and Ara = 0 otherwise, then A G t 1 and T(A ) = YJLo 2r^xnj = x.
Next, if x ^ 0 and ||a:|| ^ 1 , let x! = x/||x||, ||a/|| = 1, and let A' G l x
be such that T (A ') = x'. Then by the linearity of T , if A = ||ic||A' G i 1,
T(A) = ^ ^ ( A ' ) = ||x||a:' = x. Finally, if x = 0, then T (0 ) = 0. Hence, T is
surjective.

Now, let T : /K(T) —>• B be the mapping defined in Problem 9.21; T

is a continuous bijection of norm 1 and so, by the open mapping theorem,
T is an isomorphism.
Solutions 401

It remains to prove that T is an isometry. First note that if ||m|| = 1

the above argument with 2 replaced by r > 1 gives that there exists a
subsequence {x^ .} such that ||x—Ylj=o r~:’ xnj II — , and so, if Ar is the
sequence defined by \rn = r -J if n = nj and A£ = 0 otherwise, then Ar € i 1
and T (A r) = x. Then, with A, Ar as defined above, A — Ar € K(T) and,
consequently, ||[A] \\e i / K (T ) < IIA - (A - Ar)||£i = ||Ar ||*i < E j l o r_CH' 1) =
r/(r —1). Therefore, letting r —> oo, ||[A] ||^i/ k (T ) < 1-

Finally, given A G i 1, let A' = A/||T(A)|| and x' = T ( Y ) . Since ||x'|| = 1,

applying the above to A gives || [A]||^i / m < ||T(A)|| = ||T([A])||. And since
||T([A])|| < ||[A]||, we have equality.
 Chapter 19

Normed Linear Spaces.

Linear Operators

Solutions

2. Let {xn} be a countable subset of a (necessarily infinite) Hamel basis

H for X, fix 0 ^ y € Y, and let T : H Y be given by T(xn) = n||a:n||x y
and T(xa) = 0 for xa G H \ { x n}. Given x G X, x = Aixai H------- 1- An« a„
is a finite linear combination of elements in H and T(x) = AiT(a;a i ) H-------1-
AnT(xan) defines an unbounded linear mapping from X into Y . Indeed,
given c > 0, let n > c/||y||y. Then ||T(®„)||y = n||x„||x ||y||y > c||icn ||x
and, therefore, ||T|| > c.

4. (a) Let 77 = m axi<j<TOil< j< n |a^|. Then it readily follows that

||T(x)||oo < rnaxi<j<m Ylj=i \aijI \xj\ ^ V ||®||i and ||T|| <77. If 77 = 0 all the
entries of T are 0 and T = 0. Otherwise, if 77 > 0, pick 1 < I < m , 1 < J < n ,
such that 77 = |a/j|, and x € Mn with Xj = sgn (ajj) if j = J and Xj = 0
otherwise. Then ||x||i = 1 and ||T(x)||oo = ||T|| = 77.
(b) Let 77 = Y lT = i J 2 j = 1 \aij\- Then for x e R n it follows that ||T(x)||i =
I S y = i ai j x j\ — V IMloo, and so ||T|| < 77. That equality is possible
if all the entries of A are nonnegative is seen by picking x = ( 1, . . . , 1),
INI *00 = *•
(c) and (d) The reader should consider why the answers for (c) and (d)
are the same.
5. (b) Necessity first. Since Co C i°°, the statement concerning ||T||
follows from (a). Also, if T(x) € Co whenever x G co, limm | J2namnXn\ = 0,
and letting x = en € co it follows that limm |amn| = 0 for all n.
A s for sufficiency, by (a) it remains to prove that R(T) C co- Let
x 6 cq. Given e > 0, let N be such that |a;n | < e /( 2r/ + 1) for n > N.

403
404 19. Normed Linear Spaces. Linear Operators

Since limm amn

= 0, there exists M such that |amn| < e/(27V) for each
m > M and n < N. Then for m > M, $ ~2n |omn|\xn\= £ ^ =1 l°mn| |a:n|+
X /n = iv + i \a mn\ K | < e(2N) 1£ n=1 1 + e(2?7 + 1) 1 £ n =jv+i l°mn| < £/ 2 +
erj(2 ri + l ) " 1 < e. Thus, given e > 0, there exists an integer M such that
£ n |Omni \xn\< £ for m > M.
6. A direct proof works. Alternatively, we may use the infinite-dimen­
sional version of Problem 4(b). Let

1/2 0 0
1/ 22 1/ 22 0

l / 2n ................ l / 2n 0

Then T(x) = A x and the norm of T is obtained by summing the entries of

A. Thus summing first over the columns, ||T|| = £ £ 1 0 2~k = 2.
7 . Note that when p = oo, T is bounded with ||T|| = 1 and injective, but
since y = ( 1 , 1 , . . . ) € l°° \ R(T), not surjective. Also T - 1 , which is defined
on R(T) c l°°, since ||T- 1(en)||oo = n, is not bounded.
Now, when 1 < p < oo, y — ( 1, 1 / 2 , 1 / 3 , . . . ) € R(T) \ R(T). To see this
consider the £P sequences xn with terms x\ = 1 for 1 < k < n and x£ = 0
otherwise, n = 1 , 2 , ___ Then yn = T(xn) —> y in (P, and so y G R(T). On
the other hand, if y = T(x), then x = ( 1 , 1 , . . . ) , which is not in (P.

8 . (c) T is invertible: If y G X and

/ (1 /(1 + A i))y i, n = l,
Xn = \
[ ( —An/(1 + A i))j/i + yn, n > 2,

then x € X and T(x) = y\ thus R(T) = X. And, supx^0 lla:ll/ll^1(a;)ll =

m ax{|l + Ai|- 1 ( l + £ ~ 2 IAn I), 1}-
1 0 . (a) The norm of T is achieved iff the loo norm of A is achieved, i.e.,
there exists a nonzero x 6 tP such that ||T(x)||p = ||T|| ||x||p iff there exists
a positive integer k such that |Afc| = ||A||oo-
11 . By Problem 5.46, ||T(x)||r < ||A||s ||x||p , and T is bounded with
Ill'll < ||A||S. If T is bounded, since T(x) € lT whenever x € IP, by Problem
5.47(b), A € Is, ||A||S < ||T|| holds, and, consequently, ||T|| = ||A||S.
Now, T is 1-1 iff An ^ 0 for all n. Next, R(T) is dense in lr. Indeed,
given y € lT, consider the truncations yn = ( j / i , . . . , yn, 0 , . . . ) of y. Then
Il2/ - y n ||r 0 and if xn = ( y i / A i , .. •, J/„/An, 0 , 0 , . . . ) , xn G (P, T(xn) = yn,
and ||T(xn) — y\\r —> 0. Hence R(T) is dense in lT and if R(T) is closed,
then T is onto IP and T is a linear homeomorphism. Then T -1 is given
Solutions 405

by T~ 1 (x) = y where yn = xn/\ n, and if T -1 : £P -¥ £P is bounded,

since £p £P, T~l maps £T continuously into £T and by Problem 10(a),
||T-1 || = 1/ infn |An|< oo, which is impossible since A € £s.

12. (a) Since T is defined on £%, it is densely defined if p < oo. Note then
that D(T) = £P iff A € £°°. Sufficiency first. If A € £°°, then E n |An xn\r <
H-MloolMlp < °°> and D(T) = HP. On the other hand, if A ^ £°°, let {A nfc}
be a subsequence of A such that |AnJ > 3k for all k and observe that for
x = E fc 2_fcenfc, IM|p = E fc 2_fcp < oo. yet l|T(*)||? > E f c ( 3 /2)fer = oo if
r < oo, and ||T(a;)||00 > sup/i.( 3 /2 ) fc = oo if r = oo. Hence x £ D(T) and so
D(T) ^ £P.
Lastly, if p = r = oo, D(T) is dense in £p iff D(T) = £P, which happens
iff A € £°° (done in (b)) below.
(b) If An = 0 for some n, ||en — y\\r > 1 for all y € R(T) and R(T) is
not dense in £r. On the other hand, if An ^ 0 for all n, R(T) contains the
subspace of all finitely nonzero sequences, which is dense in fP if r < oo.
Hence i f l < p < r < o o and An ^ 0 for all n, R(T) is dense in £r.
Now, ifp < r = oo and y = T(x), then ||a;||£ = E ^ L i |Anr% n|p <
l|y||~E~=i|An|-p. Hence, if E n |An|"p < oo, then R(T) = £°°. On the
other hand, if E n l^nl_p = 00 and E n \^n\~p\yn\P < oo, then lim infn \yn\=
0, which implies that if e = ( 1 , 1 , . . . ) , ||e — y||oo > 1, and so R(T) is not
dense in £°°.
Finally, if p = r = oo, as above it follows that R(T) is dense in £°° iff
infn |An|> 0, in which caseR(T) - £°°.
Now, if T is onto we must have An ^ 0 for all n. If r
< oo, let t = r/p and
s = rj(v —p) be conjugate exponents. Given y € £r, let x be given by xn =
A~lyn for all n. Then by Holder’s inequality E n lxn|p = E n l 'M - p |s/n|p <
( E n \K\~n1/s(En \yn\r)p/r, and, therefore, a sufficient condition for T to
be onto is that E n l^n|-ps < oo. This condition is also necessary. For the
sake of argument suppose that E n l-M _ps = oo and let ng —> oo be chosen
so that ni = 1 and wg = ( E n*<fc<nm |Afc|- p s ) 1/r > 2 ps^ r for all £ > 1.
Clearly, if ye is given by

e _ ( M ~ ap/r/we, n g < k < ng+1,

^k 1 0, otherwise,

\\y% = 1 for all £. Put y = 2~eye and note that yk = 2~eye k for
ng < k < ng+ 1 for all £, and ||y||r < E * 2 _ ^ = 1- Observe that if x has
terms xn = X~lyn for all n > 1, then T(x) = y. Moreover, since

|Afc| - sp/7 2 V A fc, ng < k < ng+ 1,

Xk =
0, otherwise,
406 19. Normed Linear Spaces. Linear Operators

and p( 1 + sp/r) = pr/(r—p) = sp, a simple computation gives that ||x||p =

E £ l 2 - < ’V |A*|-» = £ £ i 2 - ^ r P. which since ^ >
2 p(, implies ||a:||p = oo. This is not the case since T is onto.
Next, if p < r = oo, we claim that R(T) = £°° iff E n |An|_p < oo. If
V = T(x), then ||a:||p = E n |A n|-p|yn|p < ( E n |A n |-p)|M|So. Hence R(T) =
i°° and the condition is sufficient. On the other hand, if E n IAn I p = oo
and E n |An|- p |yn|P < oo, then lim in f„ \yn\ = 0, which implies that with
e = ( 1 , 1 , . . .), ||e — y||oo > I. and I? (T ) is not dense in £ ° ° .
And, if p = r = oo, as pointed out above R(T) is dense in £°° iff
infn |An| > 0, and then R(T) = £°°.
R(T) — £r, by (b) it follows that An ^ 0 for all n. Let y € £r
Next, if
and x e £p be such that y = T(x). If p = r it follows as in (a) that the
condition is infn |An | > 0. Otherwise, if p < r < oo, the answer is given in
Problem 5.47, namely, E n i i |An|_ps < oo.
Finally if p < r = oo, by Problem 5.47, R(T) = £°° iff E j |Aj|-p < oo.
(c) From ||T|| > ||T(en)|| = |A„|, for all n, it follows that ||T|| > HAHoq.
Also, as in (a), ||T(a;)||r < ||A||ooll^llp, and so ||T|| < ||A||oo. Hence ||T|| =
||A||oo for all 1 < p < r < oo.
(d) Since K(T) = {x € D(T) : xn = 0 whenever An ^ 0 } , T is invertible
for all p, r, such that An ^0 for all n. If p = r, by (c), ||T- 11| = supn |An|_1 =
1/ i n f |A„|. If p < r we put t = r/p,s = t/(t — 1) = r /( r — p). Assume
first that E |Aj|-ps < oo. For any j/ £ f , by Holder’s inequality it fol­

lows that ||T-\y)\% = E n lA n | -p|yn|p < (E n lA n | -ps) 1/ s ( E n l 2/n|pt) lA =

(E n lA n | -ps) 1/ s |M|?. Hence ||i’- 1||p- < E J A n | - ps- Next, let y = {Vn}
where i]n = |An|- s /i for all n. Then ||y||r = E n M r = E n |An|_ps < oo,
and H T -H y)!!? = E n |An|-p|T?n|p = E n lA n M A n l - ^ 4 = E n |An|-p(1+s/i)=
E n |An|-ps = Ibllr. which implies that ||T_ 1||/||y||^ = ||y||r/p \ and, conse­
quently, ||T-1||ps > ||y||; = E n lA n | -ps- Thus H T -1!! = (E n lA n | -ps) 1/ps-
Assume now that E n |An|_ps = oo. For the yk with norm 1 we found in
(b) we have IAj M A s^ ' 1 = V £ | A i | - p‘
= wr
k~p —>•oo. Thus the statement is true for all p and r with p < r.
(e) If p = r, from (c), it follows that T and T -1 are bounded iff, for some
c > 1, c -1 < |An | < c for all n. In case p < r it is impossible for both T and
T -1 to be defined and bounded. From (c) and (d) we see that T is bounded
if all An 7^ 0 and |An| < c for some c, and T -1 is bounded if all An ^ 0 and
E n |Anj|-ps < oo (s = 1 if r = oo), respectively. Now, if |An| < c, then
E n |An|-ps = oo, and if E n IAn|_ps < oo, then |An| - 4 oo.
Solutions 407

17. X be such that M = Xm ll^nllx < oo. Then, since T

Let { xn} C
is continuous, II^XxrOHs < M\\T\\ < oo, and since B is complete there
exists y G B, say, such that limjv X)n=i T{xn) = y in B. Now, the sequence
of partial sums (X )^ = i T (x n) } is contained in T(MBx), which is closed
since T{Bx) is closed, and, therefore, y G T(MBx)- Hence there exists
x G M B x C X such that y = T (x ); we claim that limjv X)n=i xn = x in X.
To see this, given e > 0, let N, k be large enough so that ||Yln=N xn\\x <
£. Then E n=/V Xn € eBx and T (£ n = lxn) - T (E n = l xn) ->_T(x) -
1 xn) as N —> oo; thus, as before T(x) — T ( X )^=1 xn) G T(eBx) and
there is Zk € eBx such that T(x —X ^n =i Xn) = T(zk) for all large k. There­
fore, since T is injective, x - X ^ =1 xn = Zk € eBx and ||a; — J2n= l xn\\x =
M x ^ £y k large enough. In other words, lim/. y ^ — x in X ,

1 9 . (b) Since all norms on X are equivalent, ||«||x ~ ||®||i = X3fc=i l^fel
where x = X )fe = i xn}. Then
€ s p { x i ,. . . ,

||T(s)||y < m a x ||T(rcfe)||r||a;||i < c\\x\\x

1< k < n

and T is bounded. Moreover, the expression ||x||x + ||T(x)||y is a norm on X

which is equivalent to ||x||x* Now let{xn} C X so that ||T(xn)||y/||xn ||x
—> ||T|| and observe that since S = {x € X : ||ar||x = 1} is compact, a
subsequence {xnk/\\xnk\\x} of {xn/\\xn\\x} converges to x G 5 , say. Then
l№ )| | y = lim „fc ||T(a;nfe)||y/||a:nfc ||x = ||T|| and T assumes its norm.

20 . Note that the closed graph theorem does not apply since the spaces
involved are not necessarily complete.

21 . Since K(T) is a closed subspace of X, X/K(T), equipped with the

norm defined in Problem 8.159, is a normed linear space. Now, if [x] = [y],
then x - y € K(T), and so T(x - y) = 0, and, therefore, T ([x]) = T([y])
and T is well-defined. Also, since T([x] + A[y]) = T ([x + Ay]) = T (x + Ay) =
T{x) -I- AT(y) = T ([x]) + AT([y]), f is linear.
Next, note that if y G [x], ||T([x])J] = ||T(y)|| < ||T|| ||y||, and since y is
arbitrary, ||T([x])|| < ||T|| ||[x]|| and ||T|| ^_||T||. Conversely, let x G X with
||x|| < 1. Then ||[x]|| < 1 and ||T(x)|| = ||T([xj)|| < ||T|| and taking the sup
over ||x|| < 1 it follows that ||T|| < ||T||.

Finally, since T([x]) = - j y G K(T), it follows that

r([y ]) implies x
[x] = [y] and T is injective. Also, if T is onto, T is clearly onto.
Now, not every linear bijection is an isomorphism. To see this let X be a
linear space endowed with the norms ||•|| and ||•||i such that |j •|| dominates
but is not equivalent to || • ||i . Then the identity
I : (X, || • ||) —> (X, || • ||i)
is a continuous surjection with K(I) = { 0 } but the inverse of the induced
bijection 7, which is essentially I because K(I) is trivial, is not continuous.
408 19. Normed Linear Spaces. Linear Operators

22 . A s in Problem 21, if 7r : B —> B/K(T) denotes the canoni­

cal projection of B into B/K(T) and T the unique continuous mapping
such that T = T o 7r, T is an isomorphism with bounded inverse S :
Bi ->• B/K(T), say. So, if yn -s> y0 in Bly S{yn) = [zn] -> S(yo) =
[zo] for some zn,z 0 E B. By the continuity of S, ||[zn\ - [20] \\b / k (t ) =
II [zn-z0] \\b/ k (T) < C \\yn-yo\\Bi for all n, and so there exists {a n} C K(T)
such that ||zn - z0 - o„||b < 2C\\yn - j/ o||b i - Let xn = zn - on, xo = z0.
Then x „ ->■ x 0 in B, T(xn) = T(zn) = yn, T (x 0) = T(z0) = yQ, and
I k n - z o l l B < c||y„-yollfii-
23. Let Y be a closed subspace of B\ such that B\ = R(T) © Y. W ith
T : B /K (T ) —> B\ the operator introduced in Problem 21, consider the
mapping S : B /K (T )® Y —> B\ between Banach spaces given by 5 ([x ],y ) =
T([x]) +y. Then S is a bounded linear isomorphism and hence, by the open
mapping theorem, open. Thus R(T) = S(B/K(T) © { 0 } ) is closed.
X of a Banach
Observe that it is not always the case that if a subspace
space B is complemented in B, i.e., there exists a closed subspace M of B
such that B = X © M , then X is closed. To see this let L be an unbounded
linear functional on B and put X = K(L). Then as in Problem 8.63 there is
a one-dimensional, and hence closed, subspace M of B such that B = X © M ,
but, since L is unbounded, X cannot be closed.

25. (a) and (b) If T is continuous, K(T) = T - 1( { 0 } ) is closed. Con­

versely, if K(T) is closed, consider the Banach space B/K(T) and the map­
ping T introduced in Problem^ 21; T is a linear bijection between finite­
dimensional spaces and T = T o -n. By Problem 19, T is continuous and
since 7r is continuous, so is T. Finally, since T is a continuous isomorphism,
T is open, and so is T.
27. Since s p { e i ,. . . ,e n, . . . } is dense in 1 < p < 00, the conclu­
sion follows readily in that case. Now, if p = 00, we first claim that
T (e) = e, where e = ( 1 ,1 ,...) . Let T (e) = an, ■■•), say. Then,
( a i ,. . . ,
since ||T(e)||oo < 1, |an| < 1, and, in particular, an < 1 for all n. Next, since
( 1 , . . . , 1, - 1 , 1 , . . . ) = e - 2en and T (e „) = e„, ||T(e) - 2e „||00 < 1, and, in
particular, |on - 2 | < 1, i.e., -1 < an - 2 < 1, and so 1 < an for each n.
Therefore an = 1 for all n, and T (e ) = e. Next, observe that if x E ¿°° and
x „ > 0 for all n, then the terms of T (x ) are nonnegative. To see this let y =
1 -x/llx H o o and note that ||y||oo = supn( l - x n/||x||oo) = l - i n f n(xn/||x||oo)-
Then ||T(y)||oo = ||T(e) - T(x/||x||)||oo < 1 - in f„(x n/||x||) for all n. Hence
(T(e) - T(x/||x||oo))n = 1 - T(x/||x||oo)n < 1 - m fn(x„/||x||), and, conse­
quently, 0 < infn(xn/||x||oo) < T(x)„/||x||oo, which implies that T (x )n > 0
for all n. Moreover, this implies that T(x) > x termwise. Indeed, if
T(x)n < xn for some n, then since x — xnen > 0 termwise, T(x —xnen)n =
Solutions 409

T(x)n —xn > 0, which is not the case. Thus T{x) > x. Suppose now that
for some x G i 00 with 0 < xn < 1 we have T(x)k > Xk for some k, and
let y = (1 — x i, . . . , 1 — xn, ...). Then yn > 0 for all n, and, consequently,
T{y)n > yn for all n. However, since T{y)k = 1 — T(x)k < 1 —Xk = yk, this
doesn’t hold for the index k. Therefore T(x) = x. Finally, for an arbitrary
sequence x G £°°, let x = x\ — #2 where all the terms of x\ and X2 are > 0.
Then H^illoo, ||cc2||oo < IMloo, and

T(x) = INIo° (T(iRlfc)" T(jNfc)) = l|x|lco( ] i i “ Ikfc) = x'

2 8 . By Problem 5.25, y G L°°(I ) and ||y||oo = ||T||.
3 0 . (a) W e proceed by induction. The case n = 1 is trivial. Suppose now
n and note that Sn+1T — TSn + 1 = SnST —TSSn =
the relation holds for
Sn(S T -T S)+S nTS+(ST-TS)Sn- STSn. Now, since S T -T S commutes
with S, (ST —TS)Sn = Sn(ST —TS). Also, by the induction assumption,
SnTS - STSn = 5 ( 5 n_1T - T 5 n_1) 5 = S((n - 1)Sn~2(ST - TS))S =
(n —l)Sn(ST —TS). W hence combining both expressions we have Sn+1T —
TSn + 1 = 2Sn(ST - TS) + (n - 1)Sn(ST - TS) = (n + 1)Sn(ST - TS),
which is what we set out to prove.
(b) First, dividing by a and incorporating a into T we may assume that
a = 1. For the sake of argument suppose that ST —TS = I. By (a) we
have SnT —TSn = n S ” - 1 , and, consequently, it follows that n||5n _1|| <
11-511 ||Sn -1 || ||T|| + IITH m ||5,n- 1|| = 2||5|| ||r|| | | 5 -1||. Thus ||5»"1|| = 0
for some large n, or n < 2 ||S|| ||T’|| for all n, which is impossible. Working
back, by the induction condition Sn = 0 implies S'” -1 = 0, and so finally,
S = 0, which is not the case.
3 1 . Since DM —MD = I, by Problem 30 no such norm exists.
3 4 . The statement is true.

3 8 . (a) To verify that X c is a complex linear space offers no difficulty.

The only property that offers any difficulty in proving that ||•||xc,p is a norm
is the triangle inequality, and it follows at once from the fact that || • || is a
norm and the triangle inequality for the ip spaces.
(b) Clearly cx = 1. Next note that

||Tc(ac )l|y = \\T(^xc ) + i T ( ^ x c )\\Y

< ||T(fcrc)l|y + ||T(9fcC)||y < ||T|| (||»b c ||a - + l l ^ c l l x ) ,

and so
l l ^ c l l x + ||&ec||x
xce?c Ik c lk c p
410 19. Normed Linear Spaces. Linear Operators

xn —> x in B and T(xn) —> y in B\. Note that on the one

3 9 . (b) Let
hand, L(T(xn)) — L(y), and on the other, L(T(xn)) —>•L(T(x)). Therefore
by the uniqueness of limits, L{T(x)) = L(y). Thus T(x) —y € K{L) for all
L € T, and, therefore, T ( x ) - y € X -1 ({ 0 } ) = { 0 } and T(x) = y. The
continuity of T follows by the closed graph theorem.

40. The inequality can be strict. For example, consider S, T : R 2 -»• R 2,

endowed with an £p norm, say, the matrices of norm 1 defined below and
the resulting matrix for ST,

1 0 0 0 0 O'
S= T= ST =
0 0 0 1 0 0 '

41. Fix a positive integer m and for n € N, write n = mqn+ rn with 0 <
rn < m. Then ||Tn || < ||Tm||9n||T||rn, and since qn/n - » 1 /m and rn/n 0
as n —>■ oo, it follows that limsupn ||Tn ||1//n < ||jim||1/ r« < ||71|| < oo. This
readily gives limsupn ||Tn ||1/ n < infm ||Tm]|1/ m < lim infn ||Tn ||1/ n.

42. Observe that S is of the form S(x) = y where yn = £n(x) is a

bounded linear functional on Y with norm < ||5|| for all n. Then, by Hahn-
Banach, there are norm preserving linear functionals Ln that extend ln to
X for all n. The mapping T : X —» i°° defined by T(x) = y with yn = Ln(x)
for all n gives the desired extension of S to X.

44. Givenx € B, let {xn} C X converge to x € B. In particular, {xn}

is Cauchy in X and by continuity ||S'(xn) - S'(:rm)||£1 < ||5'|| \\xn - xm\\x-
Therefore { 5 ( « n) } is Cauchy in B\ and we put T(x) = limn S(xn). And, if
S is an isometry, ||T(x )||b 1 = limn ||5(xn)||JB1 = limn ||a;n ||A- = ||x||s and T
is norm preserving.

45. The statement is false. Let T : C l{I) —> C(I) be given by T(x) =
x + x then T is linear and closed but not bounded, and, therefore, by the
closed graph theorem, (C'1( I), || • ||) is not a Banach space.

46. (a) As proved in Problem 45, the differential operator T : Cl {I) —>
C(I) is closed but not bounded; in this case the domain X = Cl(I) is not
complete. A n example along similar lines has been discussed in Problem 9,
with X = {a: G i 1 : ^ n «|a;n| < oo} and T : X —» l 1 given by T(x) = y,
where yn = nxn, x € X.
(b) Let B be an infinite-dimensional Banach space, H a (necessarily
infinite) Hamel basis for B such that \\h\\ = 1 for all h 6 H, and || • ||i the
norm on B given by ||a;||i = |a„| where x = anhn, hn € H, 1 < n <
N. Let X denote the linear space B endowed with the metric || • ||i, and
T :B X the identity map; T is 1-1, onto, and as is readily verified, closed.
However T is not bounded, for otherwise since B is complete it would follow
that X is complete, which is not the case.
Solutions 411

4 7 . (a) implies (b) This is clear since ( 0, y) £ G(T) = G(T) for all y ^ 0.
(b) implies (c) Since (xn,T ( x n)) 6 G{T) for all n, (0,y ) G G (T ), and,
therefore, by assumption y = 0.
(c) implies (a) Let D = {x € X : there exists y € Y such that
(x ,y ) G G (T )} and define T : D —> Y by T (x ) = y. Now, if yi g Y is
such that (x ,y i) G G (T ), since G(T) is a linear subspace, (x,y) — (x, y\) =
(0 ,y — y\) G G (T ), and so there exist (x n,T ( x n)) G G (T ) such that
(xn,T ( x n)) ->• (0 ,y — y i), and, consequently, by assumption, xn -»• 0 and
T(xn) y —y\. Therefore y — yi = 0, and T is well-defined. Next, T is
linear and closed by definition. To see that T extends T we must verify
that D(T) C D and T (x ) = T(x) if x G D(T). Now, x G D(T) implies
(x ,T ( x )) G G(T) c G (T ), and so x G D. Then by the definition of D and
T it follows that T(x) = T(x) for x G D(T).
Note that T is the minimal extension of T, i.e., if T\ is a closed extension
of T , then (i) D(T ) c D (T i), and (ii) T\{x) = T{x) for all x G D{T).
To see this observe that since T\ is closed, G(T) C G(Ti) = G (T i), and,
consequently, G(T) = G(T) c G (T j), which gives (i). And, for all x G D(T ),
(x ,y ) G G (T ) implies (x ,y ) G G (7 i). Thus y = T (x ) implies y = T i(x ),
which gives (ii).

4 9 . (a) Since G (T ) and X x { 0 } are closed i n X x F , G(T) f l ( I x { 0 } ) =

K (T ) x { 0 } is closed in X x Y . Let (f>: X X x Y denote the linear mapping
given by <f>(x) = (x ,0 ); 4> is 1-1, bounded, and onto X x { 0 } , and so by the
inverse mapping theorem < f>~1 is continuous. Hence K (T ) = <p~1 (K(T)x{ 0 })
is the inverse image of a closed set and, consequently, closed.

50. (b) If A is a Banach space, by (a), T + T\ is continuous, and if

(T + T i )-1 is bounded, T + T\ is a bijection. Conversely, since
G ( C r - l -T i ) - 1) = {(v ,w ) G X x X : (w,v) G G (T + T i)} is simply G ( T -f T i )
with the coordinates switched, (Ti + T ) -1 has a closed graph, and hence
is continuous by the closed graph theorem. Alternatively, one may check
D(T)} C Y x X is closed, and, since the
that G (T - 1 ) = { ( T ( x ) ,x ) : x G
mapping 4 > : X x Y - > Y x X , defined by <f>(x,y) = (y ,x ), is an isometry
and G(T) is closed, it follows that G (T - 1 ) is closed.

51. Let S : B x B\ —> B x B\ be the linear mapping given by

S(x,y ) = (x ,y + T l(x )). Note that S is closed: If (xn,y „ ) -»• (x ,y ) and
S(xn, yn) = (xn, yn + T i(x n)) -4- (w, z), then w = x, and, since T\ is closed,
z = y + limn T i(x n) = y + T i(x ). Therefore by the closed graph theorem
S is continuous. Now, in this case, if xn —> x, then (xn,y ) -> (x, y), and
5'(®n,J/) = (xn,y + T i(x „)) ->• S ( x ,y ) = ( x , y + T i(x )), and, therefore, Ti is
continuous. The conclusion now follows by Problem 50(a).
412 19. Normed Linear Spaces. Linear Operators

53 . Let {xn} be a bounded sequence in X ; since X is dense in B

there are {xn} C X such that xn —xn ->• 0. Clearly {xn} is bounded and,
consequently, {T(xn)} has a convergent subsequence {T(xnk)}, say, that
converges to y € B\. Now, since \\xnk - x^|| -»• 0, then T(xnk) - T(xnk) =
T(xnk) — T(xnk) —» 0, and, consequently, T(xnk) ->• y. Thus T is compact.
5 4 . (a) Let B C X be bounded. Then T(B) C T(X) is a bounded set
in a finite-dimensional Banach space, and so has compact closure.
(b) Note that R(T) is a Banach space. Now, if B is the open unit ball
in X, by the open mapping theorem the image T(B ) is open in R(T). Thus
there is a closed ball of nonzero radius contained in T(B) and since T is
compact, this ball is compact. But by Problem 8.33, a ball is compact iff
the space, R(T) in this case, is finite dimensional.
5 5 . No.
56. e > 0, let n be such that \\Tn — T|| < e. Now, with Bx a
Given
ball in X, since Tn is compact, Tn(Bx ) is precompact. Hence Tn(Bx) C
\Jn=iB (yn>£), say- But for a11 x € Bx , \\Tn(x) - T(x)\\ < e, and, there­
fore, T(Bx) C U t i -B(yn, 2e). Since this is true for all e > 0, T{Bx) is
precompact.

5 7 . The statement is true.

59. By Problem 94(a), ||Tn || < c for all n and some constant c > 0.
For the sake of argument suppose that there exist rj > 0 and a subsequence
{TnkK } of {TnK } such that \\TnkK-TK\\ > rj. Let {xnk} C B with ||xnfc|| =
1 such that ||TnkK(xnk) - TK(xnk)\\B > V- Since K is compact, passing
to a subsequence if necessary we may assume that {K(xUk)} converges to
V € B, say. Then TnkK(xnk) - TK(xnic) = TnkK(xnk) - Tnk(y) + Tnk(y) -
T(y) + T(y) - TK(xnk), where \\TnkK{xnk) - Tnk(y)\\B < c \\K(xnk) - y\\B
is arbitrarily small for large, and the same is true for \\T(y)—TK(xnk)\\B
since T is bounded. Also, for sufficiently large, ||Tnfc(y ) — T(y)\\B is ar­
bitrarily small. Thus combining these estimates, \\TnkK(xnk) —TK(xnk)\\B
is arbitrarily small, which is not the case since it exceeds 77 > 0.

6 2 . Since {||xn ||} is bounded a subsequence {T(xnk)} of {T(xn)} con­

verges to some y EY. T is continuous, by Problem 34 , T{xnk) - A
N o w , since
T(x) in Y , and, therefore, y = T{x). The same argument applies to any
subsequence {xnk} of {xn}, i.e., { T ( x nfc) } has a subsequence that converges
to T(x), and, consequently, limn T(xn) = T(x).

63. T is compact iff limn An = 0.

64. T is compact. Now, by
For the sake of argument suppose that
Problem 8.21 there is a bounded sequence {xn} C B with no convergent
subsequence. Let {T(xnic)} be a convergent subsequence of {T (a:n) } and
Solutions 413

observe that since ||T(a:nfc) - T(xne)\\x > c\\xnk - xne\\b , {xnk} is a Cauchy
subsequence of {xn}, and, hence, convergent in B, which is not the case.
65. For the sake of argument suppose that T -1 is bounded. Then by
Problem 58, T T -1 = 7 is compact, but the identity is not compact unless
X is finite dimensional.
67. (a) Let { xn} C K(XI —T) be a bounded sequence; passing to a
subsequence if necessary we may assume that {T (a:n) } converges, and since
Xxn = T(xn), that {xn} converges to some x £ X. By the continuity of T ,
T(x) = lrn in T ^ n ), (AI —T)(x) = limn(A 7—T)(xn) = 0, and x £ K(XI—T).
Thus the unit ball of K(XI — T ) is compact and, consequently, by Problem
8.33, K(XI —T) is finite dimensional.
(b) For the sake of argument suppose there is a sequence {xn} such
that ||(7 — T )(x n)|| < ||x„ — xnK\\/n\ in particular, xn —xni< ^ 0, and if
Vn = (xn- x nK)/\\xn- x nK\\, | | (7 -T )(y n)|| < 1 /n , and so ( I - T ) ( y n) ->■ 0.
Now, by the compactness assumption there is a subsequence {ynk} of {y n}
such that {T(ynk)} converges in Y, and so ynk (Vnk T(ynk)) + T(ynk)
converges to some y with ||y|| = 1. Then by the continuity of T, y —T(y) =
limfc(ynfc — T(ynk)) = 0 and y € K(I — T). Thus we have shown that
((xnk - xnK)/\\xnk - XnKII) - y -¥ 0, or, in other words,

( Xnk ~ x n K ) + l|xnfc — X n K || y _

\\Xnk - X n K \\

and, in particular, ||(a:nfc -xnkj() + \\xnk - xUIck ||y|| < ||xnfc - xnkj< || for
sufficiently large k, and this cannot happen by the definition of {xnkj<},
since xnkj< + \\xnk - xnkK \\y e K(I - T) is closer to xnk than xnkj(.

6 9 . This result shows that for A ^ 0, (AI —T ) is injective iff it is surjec­

tive, in which case, when X, Y are Banach spaces, (AI —T ) -1 is bounded.
71. x £ K(XI—T) implies that x = A- 1T(a:), the identity acts as a
Since
compact operator on K(XI —T), which is therefore finite dimensional. And,
since R(XI —T) is closed and T* : B* -> B* is compact, from K(XI —T*) ~
B/R{XI - T) it follows that codim(i?(A7 - T)) = dim(77(A7 - T*)) < oo.
Now let K(XI — T) = s p {a ii,. . . ,xm}, m > 1, and B/R(XI — T) =
1, where all the vectors involved are linearly indepen­
s p {[y i],. . . , [yn]}> ft >
dent. W e claim that m = n.
m < n. By Problem 8.101, K(XI —T ) is comple­
First, suppose that
mented in B. Let B = K(XI —T) © X, where A is a closed subspace of
B, and let F be the finite-rank operator which is 0 on X and F(xk) = yic>
1 < k < m. The operator T' = T + F is compact. Now, if (XI —T')(x) = 0,
then (XI — T)(x) = —F(x) £ R(\I — T) fi s p { y i ,. . . ,y „ } = { 0 } , and so
x £ K(XI - T ), x = J2k=i ®kXk, and F(x ) = Y%=i OLkyk = 0. Then by the
414 19. Normed Linear Spaces. Linear Operators

linear independence of theyk, all the Oik = 0 and x = 0. Thus AI — T' is

injective and by Problem 69, AI — T' is onto, and, consequently, m = n.
Along the same lines, if m > n, let F(xk) = yk for 1 < k < n and
F(xk) = yn for i > n. W ith T' = T + F, it readily follows that XI — T' is
surjective, so by Problem 69, injective, and, therefore, m = n.
This result is the Fredholm alternative for compact operators T and
A^ 0: XI — T is bijective or has nontrivial kernel and nontrivial cokernel of
the same dimension.

72. K(T) is complemented in B\ let M be a

(a) By Problem 8.101,
closed subspace of B with B = M © K(T). Now, T\m ■ M —?> R(T), the
restriction of T to M , is 1-1 on M , bounded, and R(T\m ) = R(T). To
see the last assertion note that clearly R(T\m ) C R{T). And, if y G i?(T ),
let x G X be such that T(x) = y. Then x = xo + x\ where xq G M and
x\ G K(T), and so T(a:o) = T(x) = y € R(T\m )- Hence, since R(T) is
closed, by the inverse mapping theorem T\^ : R(T) —>• M is bounded, and
therefore T\m is an isomorphism.
R(T) has finite codimension in B\, by Problem 8.167(a), R(T)
(b) Since
is complemented in B\\ let AT be a finite-dimensional subspace of B\ such
that B\ = R(T) ® N. Next, let P : B\ —> B\ be the bounded linear
operator defined in Problem 82 such that P(y) = y if y € N and P(y) — 0
if y € R(T); clearly ( / — P) : B\ ->■ R(T) is bounded and vanishes on N.
Lastly, let To = T | ^ o (J — P) : B\ -> B; note that To vanishes on N,
coincides with T o n R(T), and, therefore, is bounded. All the properties
listed above are readily verified.

74. (a) iff (b) Necessity first. Since T is compact, given e > 0, there
is a finite e-net of balls for T(Bx(0, 1)), i.e., T(Bx{ 0 , 1)) C Ufe=i Ry{yk^e)-
Let F = s p { y i ,. . . ,y n}; F is a finite-dimensional subspace of R(T) with
dimension < n and d,(y, F) < e for all y G R(T). It then readily follows that
IKf °T|| < e.
Conversely, note that T(Bx( 0 ,1 )) is a bounded subset of Y that lies
within an e-neighborhhood of a bounded subset of F. And, since F is
finite dimensional, bounded subsets of F are totally bounded, T(Bx( 0 ,1 ))
is contained in the union of finitely many balls of radius 2e in Y, and T is
compact.
Y* —> X* is compact, given e > 0, by
(b) iff (c) Necessity first. Since T* :
(a) there is a finite-dimensional subspace Z of X* such that ||7xz o T*|| < e.
Let W = Z x = {x G X : £(x) = 0 for all l G Z}\ W is a closed linear
subspace of X. By linear algebra, W has finite codimension in X equal to
the dimension of Z , and there is a natural isomorphism between {X/W)*
and Z. In particular, W 1- = Z in this case, since Z c W 1- automatically,
Solutions 415

and Z and W L ~ {X/W)* have the same finite dimension. Let A : W —> X
be the inclusion mapping; then (T o A)* = A* o T*, where by Problem 176,
A* corresponds to the restriction mapping from X* onto W* ~ xyw1-
=
X*/Z. By construction ||A* oT*\\ < e, which implies that ||T o A|| < e. In
other words, ||T|iy|| < e.
F be the subspace T(V) of Y. Since by Problem
Sufficiency next. Let
8.167(b) with e = 1 there, each x € X can be written as x = v + w
with v £ V, w £ W and ||w||x < 3||a;||x-, it follows that ||7TF(2"'(a:))||y/jp <
||TH||y < 3e||a;||j)c- Thus (b), and hence (a), holds.

7 6 . (a) implies (b) Givenx = m + n € B, let P : B —> M , Q : B -> N,

be given by P{x) — m , Q(x) = n, respectively. By Problem 75, P, Q are
projections and P + Q = I. Also, PQ(x) = PQ(m + n) = P (n ) = 0 for all
x € X, and, similarly, QP = 0. Next, continuity. Let T : M x N -> B be
given by T (m ,n ) = m + n ; T is clearly linear, 1- 1, and onto. Moreover, since
||T(m,n)||B = ||m + n||B < ||m||B + |M|b = ||(m,n)||MxJV, T is bounded.
Then by the inverse mapping theorem T -1 is bounded and, consequently,
I|P(z )IIb + ||Q(*)||b = IM | b + IMIb < c\\m+ n\\B = c\\x \\b . Alternatively,
the boundedness of P follows from the closed graph theorem. Suppose that
xn — 0 and P(xn) -> y. Since R(P) = M is closed, y 6 R(P)- Also,
P(xn - P(xn)) = P(xn) - P 2 (xn) = 0 and xn - P(xn) - y . Therefore
y £ K(P). Since K(P) fi R(P) = { 0 } , it follows that y = 0. Thus P is
closed and by the closed graph theorem, bounded.
(b) implies (a) By Problem 75 it only remains to prove that M , N are
closed. But this is clear since P, Q are continuous and N = K(P), M =
K(Q).
Another way of stating this problem is that a closed subspace M of
a Banach space B is complemented in B iff M is the range of a contin­
uous projection on B. By Problem 8.101 this remark applies to a finite­
dimensional subspace M of an infinite-dimensional Banach space B. In
fact, if M is a finite-dimensional subspace of B and N is any closed sub­
space of B with M fl N = { 0 } , then M + N is a direct sum in B. For, if
M + N is not a direct sum, the projection P onto M is discontinuous and
there exist sequences { xn} C M and {yn} C N such that ||xn + y n || —> 0 and
\\P(xn + yn)\\ = I M I -> °o ; considering {a;n/||xn ||}, {y n/||x„||} if necessary
we may assume that ||xn + yn|| —>■0 and ||xn || = 1 for all n. Since M is finite
dimensional, there is a convergent subsequence { x n/c}. If the limit of this
subsequence is x we have x G M and ||rc|| = 1. But since ||xn + yn || —» 0, x is
also the limit of the sequence {ynk} and hence in N. Thus 0 ^ x £ M n N,
which is not the case.
416 19. Normed Linear Spaces. Linear Operators

B = M ® TV, M is isomorphic to B/N. Indeed, the

Finally, note that if
P : B —> M is continuous, has kernel TV, and is onto. Then the
projection
mapping P : B /N —> M defined in Problem 21 is an isomorphism.

77. Necessity first. M + TV is a closed subspace of a Banach

Since
space, it is a Banach space. Then by Problem 76 the projection Pm : M ©
N -¥ M given by Pm {txi + n) = m is bounded and, consequently, ||m||,B =
||Pjii(ra + n)||B < ||Pm || ||wi + n||s for all m G M,n G TV. Similarly for
<2 jv(m + n) = n.
Sufficiency next. {zn} c M + TV be such that zn ->• z for some
Let
z G B. Now, zn = xn + yn, xn E M, yn e TV, and, by assumption,
\\xn — xm\\ < c\\zn — zm\\. Hence { x n} is Cauchy in M , and so conver­
gent to x G M , say. Moreover, since TV is closed, yn = zn —xn —)• z —x G TV,
and 2 = x + (2 — x) € M + N as required.

x G X, y G Y, both of norm 1, by Problem 77

7 8 . Necessity first. If
there exists c such that c||a; + (—y)|| = c||x — 2/|| > 2, and so k > 2/ c > 0.
Sufficiency next. For the sake of argument suppose that X + Y is not
closed. Then by Problem 77, given n > 1, there exist xn G X, yn € Y,
such that ||x„|| + ||y„|| > 2n||xra + yn ||, and, consequently, there exists a
subsequence {xnk} or {ynk} such that ||xnJ > nk||x„fc + y „ fc|| or ||ynJ| >
n fe||xnfc + y nk||; suppose the former occurs. Now, replacing xnk by xnfc/||xnJ|
and ynk by ynk/\\xnk|| € Y, we may assume that ||x„fc|| = 1 and ||xnfc+ y nfc || <
l/n k for all nk. Note that |1 - ||ynfc||| = |||x„J| - ||- y nJ| I < II®»* +Vnk|| <
l/n k and ||ynJ| ->• 1. Therefore

IIx n k + ?/nfc/||?/nfc|||| < II®»* + 2/nfc|| + || -Vnk +ynk/\\yn\\\\

< l/n k + |1 - ||j/„J| | < 2/n * .

Thus c < 2 /nk for a sequence nk oo, and so c = 0.

80. Let T : c -¥ c be a bounded linear operator with ||Tj| = 2 — r) < 2

such that T(en) = en for all n. W ith e = ( 1 , 1 , . . . ) , we have ||e — 2en||oo = 1,
so that ||T(e) — 2en||oo < 2 —7?. In particular, the n-th term of T(e) must
be > t? for all 7i, and therefore T (e ) ^ Co-
Now, Loo{x) = limn x n, the linear functional on c defined in Problem
8.111, is bounded with ||Loo|| = 1. Then the mapping P :c Co given by
P{x) = y where yn = xn —L ^ x ) is a bounded projection of norm 2.
8 2 . W e prove (b) first. For the sake of argument suppose that P is not
bounded and let { x n} C Xi be such that ||P(xn)|| = 1, while xn -»• 0 in X.
Since M is finite dimensional, passing to a subsequence if necessary we may
assume that limn P (x n) = 2 exists in M , and, therefore, (I —P )(x n) -»• —2
in X\. Since both M and X\ are closed, 2 G M i l X i , and, therefore, 2 = 0.
However, ||2 || = limn ||P(xn)|| = 1, which cannot happen.
Solutions 417

(a) Let { x „ } C X-i be such that lim„ x n = x E X . Then, by (b), { P ( x n) }

is a Cauchy sequence in M and, hence, converges to z E M. Consequently,
w E X\. Hence x n = P ( x n) + (I - P ) ( x n)
{ ( / - P ) ( x „ ) } converges to
converges to 2 + w E X%. Thus x = z + w E X 2, which is therefore closed.

85. For the sake of argument suppose T is one such mapping. Then
with £n the n-th coordinate functional on £°°, i.e., £n(x) = xn, x E £°°,
n = 1 , 2 , . . . , observe that, since x E K(T) iff £n(T(x)) = 0 for all n, K{T) =
n nK(en oT).
Now, we claim that cq cannot be expressed as the countable intersection
of kernels of continuous linear functionals on f ° . {Na}aei
To see this let
denote the uncountable family of infinite subsets of N such that Na fl Np is
finite whenever constructed in Problem 1.56, and to each a E I assign
the £°° sequence xa = XNa, i.e., x “ = 1 if n E Na and x “ = 0 otherwise.
W e claim that if cq C K{L) for a bounded linear functional I on f ° ,
then {a E I : L(xa) ^ 0 } is countable. To see this let An = {a E
I : |L(x«)| > 1/n}, n = 1, 2, . . . , pick distinct elements <21, . . . , of
An, and let x = J2j=iSgn(L(xa)))xa}\ clearly L(x) > k/n. Now con­
sider M j = Naj \ U i j : j N ai, 1 < j < k. Then Naj \ Mj is finite and
if x = l ] j = 1 sgn (L(xai))xMj, x — x E co and L(x) = L(x). Moreover,
since the Mj are pairwise disjoint, it follows that ||x||oo = 1, and thus
k/n < L{x) = L(x) < ||L||. Hence An has at most n\\L\\ elements and
{a E I : L(xa) ^ 0 } is countable.
Now, if {Ln} C £°°* and C = {a E I : Ln(xa) ^ 0 for some n } =
U n{ a € I : Ln(xa) 7^ 0 }, then C is countable, I \ C 7^ 0, and, therefore, for
some a E I, xa E f|nK(Ln). Hence co ^ f j nK(Ln).
Note that, in particular, co is not complemented in £°°.
9 0 . (a) ||Ln|| = n.
(b) Since each x in coo has vanishing terms after some N = Nx, \Ln(x)\ <
|®A:| for all n, and, therefore, {x E coo : supn |Ln(x)| < 00} = coo-
On the other hand, supn ||Ln|| = 00, and the conclusion of the uniform
boundedness principle does not hold. Consequently, coo is of first category
in itself.

9 1 . The statement is false: T is linear but not necessarily bounded.

94. —> T (x ) in X for each x E B, ||Tn(x)||x <
(a) Since Tn(x)
||Tn(x ) - T(x)|| x + ||T(x)||x
< cx for some finite constant cx. Thus
{||Tn (x)||x} is pointwise bounded in B and by the uniform boundedness
principle, normed bounded. Hence supn ||Tn || < 00.
(b) Since for each £ E X*, lim nT*£(x) = limn £(Tn(x)) = £(T(x)) =
T*£{x) for all x E B, by (a), supn ||T^(^)||x* < 00. Since this holds for all
418 19. Normed Linear Spaces. Linear Operators

l £ X* and X* is a Banach space, by the uniform boundedness principle it

follows that supn ||T*|| < oo, and, therefore, supn ||Tn || < oo as well.
(c) First, T is clearly linear. Now, since for any subsequence {Tnk{x)} of
{Tn(x)}, limnfc Tnk{x) = T(x) in X, picking a subsequence along which
the norm assumes the liminf, it follows that ||T(x)||x = limnjt ||Fnfe(x)||x <
limnfc ||TnJ| ||x ||b = lim infn ||Tn || ||x ||b , and the conclusion follows.

9 5 . (c) implies (a) For the sake of argument suppose that limsupn ||Tn ||
= oo. Then there is a strictly increasing sequence n* such that ||Tnfc || > 2k
for allk, and so there exist {xnk} C B with norm 1 such that ||Tnfc(ænfc)||x >
2k, or \\Tnk(xnk/2 k)\\x > 1. Now, since J2k I\xnk/1 k\\B < oo, by assumption
\\Tnk{xnj2k)\\x —>■0 , which is not the case.
96. Necessity is clear: Since Y is bounded we have supyey \L(y)\ <
||L|| supygy ||y|| < oo for each L £ X*. Conversely, let y € F and put
y** = Jx(y)- Since y**(L) = L(y) for L £ X* we have \y**(L)\ = \L(y)\ < oo
for each L £ X*, and, consequently, {y**} C X** is pointwise bounded, i.e.,
bounded at each L £ X*. Now, since X* is a Banach space, by the uniform
boundedness principle {y**} is norm bounded and ||y**||x«» < c for some
constant c > 0, for all y £ Y. Finally, since ||2/||j>f = ||y**||x**i Y c X is
bounded.

9 8 . For the sake of argument suppose that the statement is true. Define
the linear functionals Ln on V by Ln(p) = cio + ai + ••• + an. Then, if
p(t) = ao + a it H---------1- dmi m, \Ln(p)\ < (m + l)||p|| < oo for all n, and by
Problem 97, {||Ln ||} is bounded. However, if pn(t) = 1 + t + t2 H---------1 - t n,
then ||p„|| = 1 and Ln(pn) = (n + l)||p„||. Hence n + 1 = |L„(pn)|/||p„|| <
ll^nll < c for all n, which is not the case.

9 9 . Only (c) implies (a) offers any difficulty. For fixed x € B, let
Jx(T(x)) = T(x)**. Then L(T(x)) = Jx {T(x))(L) for each L £ X*, and,
consequently, sup^g-y |Jx(T(x))(L)\ = sup^g^- |L(T(x))| < oo for each L £
X*. Now, by the uniform boundedness principle applied to X* it follows
that supTg7-1|Jx(T(a:))(L)|| < oo and since ||T(a:)||A' = ||‘7 x ( î 1(x))||x**, also
suprgTllT (æ)IU < oo. Now, this estimate is true for each x £ B and by
the uniform boundedness principle, sup^g-y ||T|| < oo.

{Tn(x)} c B\ as a subset of B\*. Now, for each x £ B

1 0 1 . Regard
and l £ B{ the scalar sequence {i{Tn{x))} converges and so is bounded.
The uniform boundedness principle then gives that the norms {||Tn(x)||}
are uniformly bounded for each x £ B. W e are in a situation where we can
apply the uniform boundedness principle again to conclude that {||Tn ||} is
bounded.

102 . Since (b) implies (a) follows readily, we prove (a) implies (b).
Consider the Banach space cq(B) introduced in Problem 8.41, and let Tn,T
Solutions 419

be functionals on cq(B) given by Tn(x) = ^ m = i Lm(xm) for all n, and

T(x) = Lm(xm), x G B, respectively; by assumption limn Tn(x) = T(x)
exists for every x G B and T (x ) is well-defined. Then, ||Tn || < Z)m =i ll-^mll
for all n and |T(x) - Tn(x)| < ^ ¡“ =n+1 \Lm(xm)\ ->• 0 as n -> oo for all
x G co(B). Now, for x G co(B), let Am = sgn(Lm(xm)), 1 < m < n, and
observe that ^^m=\\Lm(xrr^)\ = yi™ —i AmL m(xm) = y y , _ i Tm(Amxm) =
Tn(y) where ym = ATOxm for 1 < m < n and ym = 0 otherwise. Then
¿ r n = i lLmOm)| < ||Tn || ||y|| < ||Tn ||. By picking the xm judiciously it fol­
lows that II-kmII < \\Tn\l and so E m = i ll^mll = \\Tn\
\for all n. There­
fore Tn(x) -4 T(x) for all x € co(-B), and the mappings are linear and contin­
uous, and, therefore, by the uniform boundedness principle, supn ||Tn || < oo,
which completes the proof.
Observe that it suffices for the assumption to hold for a dense subset X
of B. To see this, if xn —> 0 in B, pick yn G X such that ||xn — yn\\< l / 2 n;
then yn - » 0 and by assumption \Lm{ym)\ < oo. A s above {||Lm ||} is
bounded, and, therefore, \Lm(ym)\ < oo. Moreover, since the norms are
uniformly bounded, |X )m(L m(x m) - . L m(ym))| < 2 ~m < oo, therefore
absolutely convergent, which implies convergent, and (a) follows.

1 0 3 . For x G B, \La ( x )\ < JA \T(x)(t)\dt < fm„ |T(x)(f)| dt for all

A € £ ( R n), and so s u p ^ g ^ n ) |L^(x)| < oo for all x G B. Therefore by
the uniform boundedness principle, ||La || < c for all A G £ ( R n). Now,
sg n (T (x )(i)) = XA+(t) ~ XA-(t)> where A+ = {t G Mn : T (x )(i) > 0 } and
A~ = {t G Mn : T(x)(t) < 0 } . Then fRn |T(x)(i)|di = fA+T(x)(t)dt -
Ia - dt = l a +( x ) ~ L a - ( x ) < 2c ||x||B .
1 0 4 . The continuous functions

m =

converge to f'{x) pointwise, so M ( x ) = sup |/t(x)| < oo for each x. Now, by

the uniform boundedness principle there is an open set U on which M (x )
is uniformly bounded, and then f\u, since it has a bounded derivative, is
Lipschitz there.

107. Let B, B\ be Banach spaces and T : B -A B\ a bounded surjec­

tive mapping, which we assume to be injective. Then T has a well-defined
inverse T -1 and its graph { ( T ( x ) , x ) : x G £ } , being the image of the graph
{ ( x ,T ( x ) ) : x G B} of T under the isometry <f>: B x B\ -4 B\ x B given by
</>(x, y) = (y, x ), is closed. B y the closed graph theorem, T -1 is bounded,
and so, T is open.
In general, letT be bounded and onto B\ and as in Problem 21, write
T = T o 7r where 7r is the canonical map onto B/K(T). Then, T is bounded,
420 19. Normed Linear Spaces. Linear Operators

1- 1, and onto, and has a bounded inverse. By the first part of the argument
T is open and by Problem 8.159(d), T is open.
1 0 8 . Suppose that G is not of first category in B; then G is of second
category in B. Let X n = {x £ B : supj'gj- ||T(x)||x < « } ; each X n is closed
and G = {JnXn. Therefore by the Baire category theorem, there exists
no > 0 such that Xno contains a ball B ( x q , r ), say. Now, if x £ 5 ( 0 , r),
||T(aO|U < ||T(x - « 0)||x + ||T(x0)|U < no + n 0 = 2n0, and, if x £ B,
r x / 2||x|| £ 5 ( 0 , r) and ||T(a;)||x < (4no/r)||x||B for all T £ T. Hence x £ G
and G = B.
This is an equivalent formulation: If supTejr ||T|| = oo, there exists a
“point of resonance” , i.e., x £ B such that supTej- ||T(x)||x = oo.
109. {Gm} of (good) subsets of B given by
Consider the sequence
Gm = {x £ B : limsupn ||T™(x)||xm < o o }, ni = 1, — A s in Problem
108 it readily follows that each Gm is of first category in B. Since B is
complete, by the Baire category theorem we get that A = B\ |Jm Gm is of
second category in B.
110 . (a) Since T is not onto, from the open mapping theorem it follows
that R(T) is of first category in B\. Since R(T) is dense in B\, the interior
of R(T) is nonempty, and so R(T) is not nowhere dense in B\.
Bx be the closed unit ball in X. Suppose that T(Bx) is nowhere
(b) Let
dense. Then T(X) = (JnT(nBx) = \JnnT(Bx) is a countable union of
nowhere dense sets and, hence, of first category. On the other hand, if
the convex set F — T(Bx ) has nontrivial interior, then it contains a ball
5 y ( 0,r ) for some r > 0. The usual proof of the open mapping theorem
gives that T(X) = Y and T is onto.

111.Observe that for p < q < oo, Lq(I) C I f (I) and the inclusion
mapping J : Lq(I) —> I f (I) is bounded. Moreover, since Lq(I) contains the
continuous functions, it is dense in I f (I). By Problem 110, Lq{I) is of first
category in I f {I), but not nowhere dense there.

113. For the sake of argument suppose that T is onto. Then by the
open mapping theorem T~l is bounded, and by Problem 65 this is not the
case.

114. Let Ti(a;i) = T2(yi) and Ti(x2 ) = T2 (y2). Then T (x i) = yi,

T(x2) = y2 , and for a scalar A, T i(x i + AX2) = T\{x\) + ATi (x 2) = T2 (yi) +
Xr2 (y2) = T2(yi + Ay2); hence T(xi + \x2) = T(xi) + XT(x2) and T is linear.
Next, let xn -> x in B\ and T(xn) ->• y in B2. Since T\ is bounded, T\(xn) -»■
T\(x) in X. Let yn be the unique element in B2 such that Ti(xn) = T2 (yn)\
then T(xn) = yn. Now, yn = T(xn) y in B2 and since T2 is bounded,
T2 (yn) -»• T2 (y) in X. Since T 2(y„) = Ti(xn) for all n, T 2(y„) Ti(x) in X
and by the uniqueness of limits T i(x ) = T 2(y). Now, by assumption there
Solutions 421

is only one y with this property and so T(x) = y and by the closed graph
theorem T is continuous.
B and y e B\ be such that xn —> x in B and T{xn) —>
1 1 5 . Let {a;n} C
y in B\. Then for all L G B * it follows that L(y) = limnL(T(xn)) —
limn ,?(.£)(xn) = S(L)(x) = L(T(x)). Hence, since B* separates points in
B\, T(x) = y and T is bounded by the closed graph theorem. Finally, since
B separates points in B*, S = T*.
118. First observe that by scaling, in this case multiplying through
by 2- n , it follows that B 2( 0 , l / 2 n) C 5 i ( 0 , r / 2 n) + H 2(0, l / 2 n+1) for all
n > 1. Now let ||y||2 < 1, and y\ = y. Then, if \\yn \\2 < l / 2 n _1, we have
Vn = xn + yn+1, where ||xn||i < r /2n_1 and ||y„+i||2 < l / 2n for all ra > 1.
Now, by completeness, there exists x G X such that limn ^ j j =1 Xf. = x
in ( X , || • ||i) and, therefore, by the continuity of 7, lim nYk=xxk = x in
{X, || • ||2). Moreover, since y = Yk=xxk + Vn+x and limn ||y„ +1||2 = 0,
then limn £ £ = i z n = y in ( X , || • ||2) , and x = y. Hence, ||y||i = ||a;||i <
Y^n I W I i < 2r and B2 (0, 1) C fi i ( 0 ,2 r ) . Now, since for any 0 ^ y € X,
y/(2||y||2) has || • ||2 norm < 1, then ||y||i < 4r||y||2. Finally, the continuity
of I gives that ||y||2 < c||y||i for all y € X, and the norms are equivalent.

Yp — (y, || • ||p), Y q = (Y || • ||g); by assumption Yp,Y q are

1 1 9 . Let
complete. W e claim that the identity map I : Y P —)■ Yq, which is onto and
invertible, is continuous. By the closed graph theorem it suffices to verify
that if {xn} C Y converges in Yp to y and to yi in Yq, then y = yi /x-
a.e. This follows at once from the fact that norm convergent sequences have
y-a.e. convergent subsequences.

120 . (a) First, X is closed in LP(I). Indeed, let { x n} c X be such that

xn —> x in LP(I). Then by Holder’s inequality xn - * x in L x( / ) , and since
X is closed in L 1( / ) , x € X. Thus X is complete in 1 ^ (7).
Now, by Holder’s inequality, ||a:||i < ||x||p and, therefore, the inclusion
mapping I : (X, || • ||p) —>• (X , || • ||i) is continuous, 1- 1, and onto. There­
fore, since the spaces involved are complete, as in Problem 116 the inverse
mapping, which is the inclusion mapping I : ( X , || • ||i) —> (X , || • ||p), is
continuous and so ||x||p < c ||x||i for some constant c and all x G X . Thus
the L1 and IP norms are equivalent in X . Moreover, since by Holder’s in­
equality, ||a;||2 < ||x||p it readily follows that ||x||2 < ||x||p < c||x||i < c||a;||2,
and the IP and L2 norms are equivalent. Thus the identity mapping gives
an isomorphism of X with the Hilbert space L 2( [0 ,1]).
(b) As in (a), ( X , || • ||oo) is isomorphic to ( X , || • ||p) with p < oo, which
is separable. Then by Problem 5.67(b), ( X , || • ||oo) is finite dimensional.
(X,M ,p) is a finite measure space, 1 < p < oo, and W c
Similarly, if
LP(X) f)L°°(X) is a closed subspace of IP(X), then W is finite dimensional.
422 19. Normed Linear Spaces. Linear Operators

Indeed, along the lines of (a), W is a closed subspace of L°°(X) and by the
open mapping theorem there is a constant c such that ||x||oo < c ||x||p for
x e W. Thus (X , || • Hoo) is isomorphic to ( X , || • ||p) with p < oo, which is
separable, and as before ( X , || • ||oo) is finite dimensional.

121 . (g) Observe that there exists c > 0 such that ||m||oo < c ||m||2 for
x e X. First, if 1 < p < 2, by (c), ||x||oo < A/||x||p < M||a:||2. And, if
2 < p < oo, ||ar||p < IM I ^ IM lo o 2^ < \\x\\2 P(M ||z||p) 1-2/ p, and, therefore,
IMIp < M p/ 2-1 ||x||2, and so by (c) again, ||x||oo < M p/ 2||m||2.
Let {e ^ }, 1 < k < K, be an ONS for X C L2 (I) and note that for x =
.1
H E A№ , 11*112. < |Afe|2. Hence | £ * , Afcet (i )|2 < c* £ * , |At |2
for a.e. t e l , where the exceptional null set depends on the choice of
the Xk, but by restricting ourselves to rational sequences the set can be
made independent of the Xk- Then, letting Xk - * ek(t) for each t outside
the exceptional set it follows that | lefc(0 l2|2 ^ c2 J2 k=i lefc(^)|2i or
J2k=i \ek(t)\2 < c2 for a.e. t e l . W hence integrating we get K < c2, and X
is finite dimensional.

•1 2 3 . Recall that as in Problem 8.44, ||p|| = max{|p(i)| : t = 0 , 1, . . . , n }

is a norm on V n • Now, since V n is finite dimensional, by Problem 8.16 all
norms in V n are equivalent, and in particular || • || is equivalent to the L 1
norm and, therefore, there exist constants M,M\ such that \p(t)\dt <
M\\p\\ < M i |p(t)| dt. Note that by Problem 98, M cannot be chosen to
be independent of n.
1 2 6 . (a) Problem 5.142 is relevant here.
(b) Necessity first. As in (a), taking y = ek, we have that x^ =
Ylj VjX™ -> 0 as n - > oo. Since xn e t1, it represents a bounded linear
functional on co and we have that \J2kxkVk\ - ll^llillylloo- The uniform
boundedness principle then gives that supn ||xn||i < oo.
Sufficiency next. Fix y e cq and note that for any e > 0 there exists K
such that \yk\ < e for k > K. Then
K —1 oo

Y h ykXk = VkXl + ykXk = A + B ’

k fc=l k=I<
say. Then B < Y^k=K \Vk\ \xk\ - e lla;n||i < esupn ||a;n ||i, which can be made
arbitrarily small by choosing e appropriately. Moreover, since x% 0 for
1 < k < K — 1 , pick N so that |x^| < e /K for those k and n > N, and
observe that A < Y,k=i life I \xl\ ^ IMIooEfeTi1 lx fcl ^ e llylU for those n.
The conclusion follows by combining these estimates.

127. For the sake of argument suppose that such a positive sequence
a exists and let T : £°° —¥ be given by T(x) = y where yn = OnXn for
Solutions 423

all n; T is bounded with ||T|| < an- Moreover, since a has the slowest
rate of decay for convergent sequences, given a convergent sequence y, the
sequence x with terms xn = yn/an for all n is bounded, T(x) = y, and T is
onto. Thus, T is surjective and, by the open mapping theorem, open.
Next observe that if S : X —> Y is a bounded open mapping between
Banach spaces X and Y, then the preimage of a dense subset in Y is dense
in X. To see this let A C Y be dense. Then for U C X open, S(JJ) is open
in Y and hence has nontrivial intersection with A, and since U D 5- 1 (^4) 7 ^ 0
for an arbitrary U, 5 _ 1 (^4) is dense in X.
lx under T is dense in
In particular, the preimage of a dense subset of
£°°. Now, applying this observation to the dense subspace t 1 consisting of
sequences with finitely many nonzero terms, it follows that this subspace is
dense in (9°, which is not the case.
1 2 9 . (a) The statement is true.
(b) The statement is false. Let xn(t) = yn(t) = n 1/,2in_1, n > 1. Then
||a;n || = ||3/n|| = n - 1 / 2, and xn, yn -> 0 in
X. So, if B were jointly continuous,
it would follow that B(xn,yn) —¥ B( 0 ,0 ) = 0, but this is not the case since
B(xn, yn) = n J"q t2n~ 2 dt — n /(2n —1) —> 1/2 as n ->• 00.
1 3 0 . For y € B y ( 0 ,1), let Ty : X —> Z be the linear operator given
by Ty(x) = T (x , y). Then by the continuity of T for x fixed, ||T3/ (a:)||^ <
c(a;)||y||y < c(x), and, therefore, sup^g^y^,!) \\Ty(x)^z < c(x) for each x G
X. Hence by the uniform boundedness principle ||Tj,|| < c < 00 for a
constant c > 0 and all y G B y (0 ,1 ). Therefore ||T(«,y)||^ = ||T2/ (x)||^ <
cHxllx for all x G X and y G B y ( 0 , 1). Now, Ty(x) is homogenous in y,
i.e., T\y(x) = \Ty(x) for each scalar A, and, therefore, since y' — y/||y||y G
B y ( 0 ,l ) , T(x,y ) = \\y\\YT{x,y') and \\T(x,y)\\z < c||a;|Ulli/||y for all x G
X ,y e Y .
Then, by bilinearity T(x0, yo) - T(x, y) = T(x0, yo - y) + T(x0 - x, y),
and, therefore, by the triangle inequality and the above estimate,

| | T (x o ,y o ) - T(x,y)\\z < c||® olU l b - Vo\\y + c||®0 - ®||jf |||/||y

< c||xo||x||yO - v \\y + c||*o - ®IU||y - yollr
+ c||xo - aj||x||yo||y-

It follows that we may take 5 = m in {l,e /c (l + ||xo||x + ||yo||y)}•

1 3 1 . The statement is false.

134. For the sake of argument suppose that T -1 exists and is bounded.
Then by Problem 133(b), ||T(*)|| > c||a:|| for some c > 0 and all x G
D(T), and in particular, ||T(a:n)|| > c for all n, which is not the case since
T(xn) 0.
424 19. Normed Linear Spaces. Linear Operators

1 3 5 . First, observe that T ~ 1 is closed: If {y n} C D(T~l) is such that

yn —¥ y in B\ and T - 1(yn) —> x in B, there exists {xn} c D(T) with
T(xn) = yn -> y in Bi, and, consequently, T~l{yn) = xn —> x in B. Since
T is closed, x € D(T) and T(x) = y , i.e., y € D(T~l) and T - 1(y) = x. But
if T -1 is closed, D(T~1) = R(T) is closed.
Alternatively, since the mapping f : X x Y ^ Y x X given by f(x, y) =
( y,x ) is an isometry and G(T) is closed, G (T - 1 ) = { (T(x), x) : x €
D(T)} C Y x X is closed.
T(S + / ) + / = 0
1 3 6 . From the given relations it readily follows that
and ( S + I) T + I = 0. Thus I = -T (S + I) = ~{S+I)T and T~l = - ( S + I ).

X is finite dimensional. Let S denote

1 3 7 . The statement is true when
the inverse of T T i. Then TT\S = I and T\S is the right inverse of T.
Now, since X is finite dimensional, the right inverse is the inverse and so
T~l = TiS. Moreover, T\ = T~lTT\ is the product of invertible mappings
and so invertible. Note that the statement is true for T\ •••Tn, n > 2.
On the other hand, the statement is not true when X is infinite dimen­
sional. To see this considerX = £2,T the backward shift given by T(x) = y
where yn = xn+ i ,n > 1, and T\ the forward shift given by T\(x) = y where
yi = 0 and yn = xn~i for n > 1. In the case of an infinite-dimensional
linear space one can only deduce that T is onto and T\ is 1-1. Indeed, since
( m K m r H v ) = T(Ti(TTi)~1 )(y) = y, T is onto. And, T^x) = Tx(y)
implies T (T i(a:)) = T(Ti(y)) and applying inverses, x = y, and, conse­
quently, T is 1-1.
Thus, if T is 1-1, T is invertible. Now, T\ = T~l{TTi), T f 1 = (T T i)- 1 T
is continuous, and T -1 = T i(T T i )-1 is bounded.

(TS —I + S)T = T(ST) —T + ST = / , and so by uniqueness

1 3 8 . (a)
T S - I + S = S. Hence TS = I and T -1 = S.
S(T(x)) = x , ||T(a:)|| > ||®||/||<S|| and T is 1- 1. Now, since
(b) Since
T is onto, T “ 1 is well-defined and ||T-1 || < ||5||. Then
S = 5 (T T _1) =
(,ST)T~X= T~l.

139. (a) First, necessity. Let S : B\ B denote the right inverse of

T . Since T(S(y)) = y for y e B\, T is onto. Next, since T is continuous,
K(T) is closed. To see that R(S) complements K(T) in B, let x G B and
put z = T(x) and w = S(z). Now, x = (x — w) + w with w € R(S),
and since T(x - w) = T(x) - T(S(z)) = z - z = 0, x - w e K(T)\ thus
B = K(T) + R(S). Now, if a; € K(T) n R(S), then x = S'(y), and so
0 = T(x) = T(S(y)) = y, and, therefore, x = S(y) = 0. Finally, let
{wk} C R(S), wn -¥ w in B. Then if {y^} c B\ is such that S{y^) - Wk for
all k, since T is continuous, lim kyk = lim kT(S(yk)) = limfcT(wk) = T( to),
Solutions 425

and since S is continuous, w = lim kS(yk) = S(T(w)) G R(S)\ thus R(S) is

closed and B = K(T ) © R(S).
Sufficiency next; we seek to define the right inverse S of T. Given
y € Bi, let x G B be such that T(x) = y. Since B = K(T) © iV, x =
xm + xn with xm G K(T) and xn € IV, and we define 5 (y ) = xn - Then
T(S(y)) = T(xN) = T(x - xM) = T(x) = y, and S is a right inverse of T .
W e claim that S is well-defined. Given y G Bi, let x ^ x' G B be such that
T{x) = T{x') = y; then x' — x G K{T). Now, x' = (x' — x + xm ) + xn , and
since (x' — x + xm ) G K (T ) and the decomposition is unique, by picking
x or a:' as the pre-image of y, it follows that S(y) = xn , and S is well-
defined. The linearity of S follows from that of T. Finally, continuity. Let
yn -»■ y in B\ and S(yn) -)• z in B\ note that since {<f>(yn) } C N, z G N.
Now, since T(S(yn)) = yn for all n, y = lim nyn = T(z), and, therefore,
since T(S(y)) = y , z - S(y) G K(T). Hence z - S(y) € K(T) D N = { 0 } ,
S(y) = z, and the continuity of S follows from the closed graph theorem.
140. (a) Note that T(I - ST) = (I - TS)T. Now, if (J - ST)(x) = 0,
then T(I —ST)(x) = 0, and so (J — TS)T(x) = 0. Hence, since I —TS is
1- 1, T(x) — 0, and, consequently, x = ST{x) = 0 and I —ST is injective.
(b) Let y G X. Since I —TS is surjective there exists x G X such that
(I - TS)(x) = T(y). Thus with z = S(x) + y ,x = T(z), and, consequently,
T (I—ST)(z) = T (y ), which implies that (I —ST)(z) = y+v with v G K(T).
Then setting w — z —v it follows that (I — ST) (w) = y and I —ST is onto.
(c) Follows by combining (a) and (b). Alternatively, if (I — TS) is
invertible, S(I - TS)~XT + I gives the inverse of (I —ST).
142. yn -¥ y in Y and T~ 1 (yn) —> x in X. Let { x n} C D(T)
(a) Let
be such thatyn = T(xn) for all n, and note that xn = T~ 1 (yn) —>• x and
T(xn) = yn —t y. Then since T is closed it follows that x G D(T) and
y = T(x). Hence y G R(T), x = T~l(y), and T -1 is closed.
(b) By (a), T -1 is linear and closed. Now let yn —> y in Y and T~l(yn) —>
w in X. W e rewrite this as T _ 1(yn) —¥ w and T(T~ 1 (yn)) -»• T(T~ 1 (y)),
which since T is closed gives T(w) = T(T~ 1 (y)). Thus w = T - 1(y), T -1 is
closed, and by the closed graph theorem, bounded.

143. By Problem 133(a), T is 1-1 and T~l is bounded. Let £(x) =

L (T - 1(x )); l is linear and since |^(a;)| < ||L|| ||T- 1(x)|| < ||L|| ||T-1 || ||x||, it
is also bounded. Then £(T(x)) = L(x) for all x G B.

146. (T - A/ ) ( - En=o A_ (n+ 1)T n) = - J2n=i X~nTn + ^ = o X~nTn

= /.

(I —T ) - 1 . The conclusion also holds under the as­

1 4 7 . The limit is
sumption that limn ||Tn||1/ n < 1, for then there exists 77 < 1 such that
limn HT” !!1/ ” < rj, and so ||Tn || < rf1 for n sufficiently large and l|Tn||
426 19. Normed Linear Spaces. Linear Operators

converges. Then if A is a scalar such that limn ||Tn ||1/ ra < |A|_ 1 , it fol­
lows that limn ||(AT)n ||1/ n < 1, and, therefore, I — XT is invertible and
( / — A T )-1 = ¿ £ 1 0 AnTn. This result is known as Neumann’s formula.
148. {Pn} converges to (I —T)~l.
1 5 0 . Let R = ||T||. Then for |r| > R,
||r* - T(*)|| > |M l - ||T(*)|| | > (|r| - u n i) N 1 ,

and by Problem 133(b), rl — T is invertible. Now, for * G B, let y =

(rl — T ) _ 1(x). Then as before if |r| > ||T||, ||x|| > (|r| - ||T||) ||y|| and
||(rJ-T ')-1|| £ l/ ( | r | - ||r||).
\\Tn — T\\ < 1 for n large and T is invertible, by Problem
1 5 2 . (a) Since
149, Tn = Tn - T + T is invertible.
(b) Let Tn,T : L2 (I) L2 (I) be given by Tn(x) = X[i/n,i] %and T(x ) =
X / * , respectively. Then T is invertible but by Problem 5.25, \\Tn — T|| =
IIX[o,i/n)l|oo = 1 for all n, and so the assumption for (a) doesn’t hold. Note
that no Tn is invertible. However, by Cauchy-Schwarz, ||Tn(x ) — T ( x )||2 <
n " 1/ 2||*||2 —> 0 as n oo.

1 5 4 . (c) The limit is —T - 1<ST- 1 .

155. T \lq
Let be given by T(x) = y where y\ = 0 and yn =
* n_ i /2 for
n > 2; then ||T(*)||P = 2-1 ||*||p and ||r|| < 1. Now, if * is
such that * — T(x) = e\ = ( 1, 0 , . . . ) , then xn = 21-n for all n > 1. Thus
x€iP\P0.
1 5 7 . The equation is solvable for |A| < 1 /2 .

158. (a) If y = 0, * = 0 is a solution of minimal norm and the estimate

in (b) holds for any c > 0. Otherwise, if y ^ 0 and *o is a solution, then
every other solution * is of the form x = xq + z where (I — T)(z) = 0.
Let <j>{z) = ||*o + 2 1|, z € K(I — T); since K(I — T) is closed and *o
K(I — T), <f> is a continuous real-valued function bounded below by the
positive number a = inf{^>(2) : 2 G K(I — T ) } . Let {zn} C K(I —T ) be
such that (f>(zn) = ||xo+zn || - » a; note that since { * o + 2n} converges, {zn} is
bounded. Now, since K ( I—T) is finite dimensional, passing to a subsequence
if necessary we may assume that {zn} converges to some zq g K(I —T),
say, and then 4>(zn) —> 4>(zq) = ||*o + 201| = a. Thus the equation has the
solution * = *0 + 20, which has minimal norm.
(b) For the sake of argument assume that if * is a solution of minimal
norm corresponding to y the quantity ||x||/||y|| is unbounded and pick { x n}
and {y n} such that ||*„||/||yn|| -> 00. Since for A ^ 0, Ayn corresponds to
the minimal solution A *„, we can assume that ||xn || = 1 for all n, and in this
case ||yn || ->■ 0. Since T is compact, passing to a subsequence if necessary
we may assume that { T ( x n) } converges to * q, say. Moreover, since xn =
Solutions 427

T(xn) —pn and limnyn = 0 , xn x'0 and, consequently, T(xn) -> T(x'0).
Thus x'0 = T(xo) and x'0 G K(I —T). Then, by the minimality of the norm
of the solution xn> it follows that \\xn — Xq|| > ||xn || = 1> and {xn} does not
converge to x’Q, which is not the case. Thus ||x||/||y|| is bounded and the
desired inequality follows with c = sup(||a;||/||y||).
Prom this result it follows at once that, if the equation (7 — T)(x) = y
has a unique solution for every y G B\, then the solution is stable under
perturbations, i.e., there exists a constant C such that, if ||yi — 2/ 2||.Bi < £,
the corresponding solutions x\ and x% satisfy ||xi — X2IIb < Ce. Indeed, the
unique solution is minimal, and so ||aji — b < c\\yi —2/ 21| < ce.
The observant reader will note that the fact that R(I —T) is closed
follows at once from this. Let {yn} C R(I —T ) converge to 2/0; passing to
a subsequence if necessary we may assume that \\yn — 2/ 0II < l / 2n+1 and
so Hj/n+i — Pn\\ < l / 2 n. Let xo be a minimal solution to (7 — T)(x) = 2/1
and xn a minimal solution to (7 — T)(x) = yn+i —yn, n = 1 ,2 , — Then
||ar„|| < c\\yn+i - 2/nII < c /2 n, and, therefore, I W I converges. Then,
if x' = ZZLo Xk> it follows that (7 - T)(x') = limn ¿ f c = 0 (7 - T)(xk) =
limn(j/i + i2k=i(Vk+i ~ Vk)) = limn yn+i = yo, and y0 € R(I - T ), which is
therefore closed.

160. Note that this result implies that if a; —T(x) = 0 only has the
trivial solution x = 0, then L —T*(L) = l is solvable for all i.
1 6 3 . By Problem 133, ||T(rc)|| > c||a:||. Let e = c / 2. Then

l № ) + S(*)|| = ||T(*) - (-S ix ))II > ||T(x)|| - \\S(x)\\

> c IN I - ( c / 2 ) INI = (c /2 ) ||x||.
Then again by Problem 133, T + S has the same properties.
1 6 4 . If / e K(A), A(f)(z ) = 0 for all z € D. Hence f(z) = 0 for
z e D \ { 0 } and by the continuity of / also f(z) = 0. Thus A is 1 — 1. Take
now any function / „ G C(D) such that / n(z) = 0 if \z\ > 1 /n , integer n,
and note that ||j4/n|| = m ax# |^3/ n( 2;)| = max|z|<1/ n n _ 3 |/n(^)|. Therefore
A does not satisfy ||vl/|| > c||/|| and R(A) cannot be closed.
165. (b) The statement is true. First, by Problem 57, T is bounded
with ||T|| < ( / q1 Jo
k2 (s, t) ds dt) 1^2 = l /y / 6 . W e claim that the solution
is x = (7 — 2 T)~1 (y). Since ||2T|| < 2 /V 6 < 1, by Neumann’s formula
in Problem 147, 7 — 2T is invertible with inverse J2kLo(2T)k(y), and this
gives x = J2fc=i(2T)k(y) with the series converging in X. Note that since
T(V) ^ 0 for y 0, this makes x positive for y positive and continuous for
y continuous.
1 6 6 . (a) iff (b) Necessity first. Since T is a bounded linear bijection, if
R(T) is closed in Y, it is complete and hence T is an isomorphism by the
428 19. Normed Linear Spaces. Linear Operators

open mapping theorem. Conversely, if T is an isomorphism, then R(T) is

isomorphic to the Banach space X/K(T) and is hence closed.
(b) iff (c) Necessity first. Let x GX. Since (T )_1 is bounded, let M
be such that ||[æ]||x/.ft:(T) < M ||T([x])||y for every x e X. Then by the
definition of quotient norm there exists z G K(T) such that ||x + z\\x <
2||NIIx /A'(t )- Let x' = x + z and observe that, since T([x]) = T (x ), we have
WAx < 2M||T(x)||y.
Sufficiency next. Since x' —x G K(T), it readily follows that ||[a:]||x/i<_(T)
< ||x'||x < M ||T(x)||y = ||T([x])||y and, therefore, (T ) -1 is bounded.
R(T) with ||y||y < 1/ M , let x G X
(c) iff (d) Necessity first. Given y G
be such that y = T (x ) and pick x1 G X with T(x') = T (x ) and Hx'Hx <
M\\T(x)\\Y < 1. Then BR{T)(0 , 1 /M ) C T{BX {0 ,1 ) ).
Sufficiency next. x G X, let y = T (x ). Then (r/||y||y)y G
Given
Br(T){0 , r ) and there exists x" G Bx(0, 1) with T{x") = (r/||y||y)y. Put
x' = (\\y\\Y/r)x". Then T(x') = T{x) and ||æ'||x = (l/r)||T(x)||y. There­
fore the conclusion holds with M = 1 /r .
(d) iff (e) Necessity first. By the linearity of T we see that, for any
xGX
and e > 0, T(Bx(x,e)) D By(T(x),re). It then readily follows that T{U)
is open in Y whenever U is open in X. Conversely, T(Bx( 0 ,1 )) is open and
certainly it contains 0 G Y, so T(Bx( 0 ,1 ) ) contains some open ball centered
at 0.

167. T : X/K(T) ->• Y^be the operator defined in

Necessity first. Let
Problem 21; since R(T) = R{T) is closed and \\T\\ = ||T||, T is a continuous
homeomorphism and by the inverse mapping theorem T~l is continuous
and \\T~l {y)\\x/K(T) < c\\y\\y, y G R(T), or equivalently, ||[a;]||x/*:(T) <
c||T([x])||y for all x £ X. Therefore, since T(x) = T ([x]), it follows that
d(x,K(T)) = ||M |U/*(D < c||f([*])||y = c\\T(x)\\y for all x G D(T).
Sufficiency next. Let {yn} C R(T) be such that yn —ï y in Y , and
pick {xn} C X with T(xn) = yn for all n ; then d(xn - xm,K(T)) <
c\\yn —ym\\Y - t 0 as m,n -> oo. Thus { [xn]} is Cauchy in X/K(T) and,
therefore, it converges to [x] G X/K(T), say. Let {zn} C K(T) be such that
\\xn - x - Zn\\x < 2||[xn] - [x]||x/K(T) for all n. Then { x „ - zn} converges
to x G X and by the continuity of T , T (x n — zn) = T(xn) —> T (x ). Thus by
the uniqueness of limits y = T (x ) and y G R(T), which is therefore closed.
Observe that since for a bounded linear isometry T : B —» B i, ||T(x)|| =
||x — y || for all y G K (T), then R(T) is closed in B\.
170. W e claim that the conclusion holds with R — r/( 1 — e). Let
y G B y (0 ,1 ). W e define recursively sequences { x n} C X and {y n} C Y
with y i = y and satisfying the following properties: (i) ||yn ||y < en_1,
Solutions 429

(ü) \\xn\\x < filthily, (iii) ||T(x„) - y„||y < en, and (iv) yn + 1 = yn -
T{xn). W e proceed as follows. Let y\ = y; since ||yi||y < 1, by assumption
there exists x\ with the required properties. Then let j/2 = yi — T(x i),
M y < e. In general, if yn has been picked with ||yn ||y < en let y' =
£ 1-n -î/n £ B y (0 ,1 ). Then by assumption there exists x' e Bx( 0, r) such that
y - T(x')\\y < £. If we now put xn — en~ 1 x' and yn+1 = y n —T(xn), the
required properties are satisfied.

Now, by (ii), llæn|U < r / ( l - e) = R and so Y^nxn converges to

some x € X with ||x||x < R, and by (iii) and (iv), ||y — J2k=i T{xk)\\Y =
||i/n+i||K < £n, so that limfe Yhk T(xk) = y in Y. Thus, by the continuity of
T , T{x) = y.

173. K(T) = B(T*)-*- = { 0 } , T is injective.

(a) Necessity first. Since
Furthermore, since Y*, X* are Banach spaces and T* :Y* —»■ X* is surjec­
tive, by the open mapping theorem Bx* (0, r) C T*(By* (0 ,1 )) for some r > 0
and, therefore, scaling, Bx*{0, 2) c T * ( B y ( 0 , 2/r ) ) . Thus if ||L||x* < 2
there exists t G Y* such that ||^||y* < 2 /r and T*(£) = L. Now, let
0 / i E l ; then by Hahn-Banach there exists L € X* such that ||L||x* = 1
and L(x) = ||x||x- Hence there is £ € Y* with norm rf 2 such that T*{£) = L.
So \\x\\x = L(x) = T*(£)(x) = £(T(x)) < |K||y.||T(x)||y < (2/r)||r(x)||y,
and by Problem 133, T 1 is bounded.
L € X*, L o T -1 is a bounded linear functional on
Conversely, given
R(T). By Hahn-Banach there exists £ € Y* such that £(y) — L o T~ 1 (y) for
all y € R(T). Now, for all x G X, T(x) 6 R(T) and so T*£(x) = £(Tx) =
L(T~1 (Tx)) = L(x). Thus T* is surjective.
(b) Since X** = X, (T*)*(x)(L) = x(T*L) = T*L(x) = L(Tx) =
(:Tx)(L), and so (T*)* = T. Then, since A± = A± , K(T) = K(T**) = { 0 }
iff R(T*) = X*.
174. T is onto iff T* is bounded below with bound c, say. Then, since
ll'S'H = ||S*||, if e < cl2, ||T*(£) + ^(¿)||x* > ||r*(£)||x* - ||5*(€)||x* >
(c/ 2 )\\£\\X; and so ||T* + 5*|| > c/2 is also bounded below, and, conse­
quently, T + S' is onto.

1 7 6 . Since ( I*(x*))(y) = x*(I{y)) for all y € T , it follows that I*(x*) =

x*|y* for all x* G X*, and I* is the restriction operator to Y*.
181. Let U : R(S*) - » X* be the linear mapping given by U(S*(£)) =
T*(£)- since K(S*) = R(S)± C R(T)L = K(T*), U is well-defined. W e
claim that U is bounded. For the sake of argument suppose this is not
the case and let { £n} C Y* be such that ||S*(^„)||x* = 1 for all n and
l|r*(4)|| x * —> oo. Now take x G X. Then, by assumption there exists
z € X such that S(z) = T(x). So T*(£n)(x) = £n(T(x)) = £n(S(z)) —
430 19. Normed Linear Spaces. Linear Operators

S*(£n)(z) and so \T*(£n)(x)\ < ||z|| < oo for each n. But as in Problem 94,
supn ||T*(^n)||x* < oo, which is not the case.
182. C : X —>■ Y = L°°(Q) be given by C(x) = S(x) for each
(c) Let
x € X. Now, if Xk —>• x in X and C(Xk) —> y in Y, then yk = C'(xfc) =
S(xk) -¥ S(x) = C(x) in Y , and with yk —> y this gives y = C(x). Thus C
is continuous, so Xk —> x in X implies uniform convergence (L°° norm) for
S(xk) —> S(x), since the continuous functions are dense in X, each S(x) is
the uniform limit of continuous functions, and hence continuous.

183. (a) Not every Schauder basis is a Hamel basis: B = {en} is a

Schauder basis and not a Hamel basis for £p, 1 < p < oo. Since x = E n xncn
for every x € £P, B is a Schauder basis for £p. Now, if x G £P has xn ^ 0 for
infinitely many n, then x — Efc=i xkek 7^ 0 for all n, x cannot be expressed
as a finite sum of elements in B, and B is not a Hamel basis for £P.

x e co, then ||x - E n = i xnen\\ = snpn>N \xn\ -»• 0 as N ->• oo,

(b) If
and, therefore, x = ^2nxnen. Also, if x = E n xnen, then \xn — x'n\ <
limjv ||x — E n = i xnen|| = 0- So x'n — xn for all n, and the expansion is
unique. Hence {en} is a Schauder basis for co-
(c) No.
(d) For x € c, let Xoo = limn x „ and recall that as in Problem 8.111(c),
x = Xoo e + E n (* « — x°°) en, where the representation is unique and the
series converges in £°° and hence in c. Now, since x € co can be written
as ( 0,x i ,X 2, . . . ) in terms of the coordinates for c, this gives an intuitive
explanation why dim (c/co) = 1.

1 8 5 . Clearly ||•||i is a norm. Now, since ||x — E fc=i ^fc*fc|| 0, we have

11*11 < II* - E L i *fc*fcll + suPn II E L i Afc*fcll. and 11*11 < ll*lli • Also note
that since ||P»(*)||i < supm ||EfcLi Xkxk\\ = ||*||i, Pn maps ( X , || • ||i) into
itself with norm < 1 for all n.
Next, completeness. Let Efc ||2/fe||i < oo. As noted above Efc Il3/fe|| < 00
and since X is complete there exists z € X such that limn Efe=i Vk = z m
X. Similarly, Efc \\pn(yk)\\ < Efc lli »(t/fc)lli < Efc lll/fcllx < oo, and, con­
sequently, there are {zn} c X such that limjv E fc li Pn(Vk) = zn for all n.
And, since \\zn - E £ L i Pn{Vk)\\ < EfcLiv+i llp n(yfc)|| < E £ L jv+ i \\pn(yk)\\i
— EfcLw+i IlMlIi < £ for N large enough, the convergence is uniform in
n. Now, since R(Pm) is finite dimensional along the lines of Problem
20, Pn is continuous on R(Pm) for all n ,m , and, therefore, Pn{zm) =
Pn(limjv E fc=l Pm{yk)) = lim/v PnPm(y^.i— i Vk) = limjv -PraAm(Efc=l Vk) =
ZnAm• This implies, in particular, that Pn{zm) = zn for all m > n, and so
for some scalar sequence A, zn = Efc=i ^fc*fc for all n. Then by the definition
of 2, Pn(z) = zn for all n.
Solutions 431

Finally, ||Pn(z - E L 2/fc)|| = I\zn ~ E L i pn(yk)\\ < II E L am- i pn{Vk)\\

i

< E L jv+ 1 l|P»(w)ll ^ E fcljv +1 l|P»(lfc)Hi < E L jv+ i lll/fclli < e uniformly
in n. Thus ||z - E L i Vkh = suPn IIPn(z - E f = i Vk)II < £ for N sufficiently
large and z = J2 kVk in (-X) || ■ ||i), which is therefore complete.
The equivalence of the norms follows from the inverse mapping theorem.

1 8 6 . The statement is false.

1 8 7 . Since Ln(xn) = 1, 1 < ||Ln|| ||xn||. Next, let x = E n ^ ® " e p -

Then since Xnxn = E L i ^kxk - E L i ^k%k it follows that |Ln(x)| ||xn || =
IIAnXnll < ||E L 1 h x k\ \+ II E L i t e l l < 2 supn II E L 1 AfcXfcll = 211x 11! <
2 c||x||, and, therefore, ||xn || ||Ln|| < 2c.
Alternatively, note that for an integer m , with Po = 0, Pm(x)-Pm-i(x) =
Lm{x)xm, and if we pick im G B* with tm{xm) = 1 and ||4n|| = l/||x m ||,
it follows that Lm(x) = im Pm—1 (# )), and, hence, Lm E B* with
||Lm||< 2supfc(||F5b||/||®fc||).
{xn} be a Schauder basis for B and xq € B with infinitely many
1 9 0 . Let
nonvanishing coefficients with respect to the basis. Let Yn = s p { x i ,. . . , x n} ,
Y = |JnYn, and X = s p { x o ,F } ; note that since Y is dense in H, so is X.
Now, decompositions in X are unique: If x = \ xq + y\ = ¡ix o + yM, then
(A — fi)xo = Vn —y\, which can only hold if A = n and y\ = y^. Let T be
defined by T (x ) = Axo where x = Xxq + y G X; T is well-defined on X and
obviously linear.

W e claim that T is not closable. Indeed, let yw = E L i an(xo)xn G Y ;

then, yw - t xo in B and T(yjv) = 0. Thus lim/v(xo — yN,T(xo - y/v)) =
limAf(xo — yN,xo) = (0, xo) G G(T). Finally, (xo,xo) and (xo,0) both belong
to G(T), and, consequently, G(T) is not the graph of a linear mapping.

192. W ith Jb : B —>• B** the natural map and Jq : B*** —> B*
its adjoint, let P = Jb * ° Jb '-, we claim that P : B*** —>■ B*** is well-
defined and bounded. First, for all L G B*, since for any x G B we have
J g (L )(x ) = Jb (x )(L) = L(x), it follows that Jb \b * — Ib *■ Moreover, since
Jb (L) = L for all L G B*, P\b * = Ib *- Note that the argument actually
shows that R(P) C B* and P 2 = P . Lastly, to compute the norm of P ,
since natural maps are isometries, ||P|| < ll ^ l l l|JSII = ll*-|| \\Jb \\ = i . On
the other hand, ||P|| > ||P|b *|| = 1.

1 9 3 . The statement is false. Let Jb be the natural map from B into

B** where B is a nonreflexive Banach space. Then, with J b * : B* —» B***
the natural map from B* into B***, restricting ourselves to elements of
B** of the form J b ( x ) , x G B, for L G B* we have L(x) = J b (x )(L) =
J b *{L ){J b {x )) = J q (J b *(L))( x ), and, consequently, J^ ° J b *\b * = I b * is
the identity on B*. Then, as observed in Problem 139(a) is onto. For
432 19. Normed Linear Spaces. Linear Operators

the sake of argument suppose that Jg is 1- 1. Then Jb * maps B* onto B***

and B* is reflexive, contrary to the fact established in Problem 8.152 that
it is not.

194.R(7Г*) = M^~\ more precisely, 7r* is bijective from (X/M)* onto

M-L, with ||tt*(O IU * = Hellx/M for all e € (X/M)*. Thus, (X/M)* is
isometrically isomorphic to M

195. (b) First note that for £ G K(T *), £(T(x)) = T*(£)(x) = 0 for
all ж G X. Let ф : K(T*) - » (Y/R(T))* be defined by ф(£) = A where
A([y]) = £(y) for all [y] G Y/R(T); since £(y + T(x)) = £(y) for all x G X, it
is always the case that A is a well-defined linear functional on Y/R(T) with
l|A|| < №
R(T) is closed, the canonical projection 7Г : Y —> Y/R(T) is
Now, when
bounded, and given a linear functional A on Y/R(T)f let £ G Y* be defined
by £ = A ott; then ||l|| < ||A||. Then (T*£)(x) = (А о тг)(Г(ж)) = 0 for
all x G X and £ G K(T*). It is readily seen that this inverts the previous
construction.

1 9 6 . Necessity first. SinceT is open, Ву(0,с) С T(Bx(0, 1)) for some

c > 0, and, consequently, also Ву(0, с) С T(Bx( 0 ,1 ))- Then, if £ G Y*, it
follows that sup||„||ir< c |£(y)| < s u p p u ^ ! \£(T(x))\ = в и р ц ,^ ^ ! |Т*(*)(ж)|.
This gives that c||i?||y* < ||T*(^)||x* •
Conversely, let Z = T(Bx( 0 ,1 )) C Y and w G Y \ Z; since i ? x ( 0 ,1),
and hence T(Bx( 0 ,1 ) ), is balanced and convex, Z is closed, balanced and
convex. Then by Hahn-Banach there is a bounded linear functional £ on Y
such that supze^ \£(z)| < |^(ги)|. Now, since |^(ад)| < |К||у*||г«||к and by the
properties of the Minkowski functional supzG^ \£(z)\ = ||T*(£)||x* > с1И1у *>
it readily follows that c||^||y* < 1 ^ )1 < ||£||y* |H|y, and, consequently,
||гу||у > c for all w G Y \ Z. Thus By( 0, с) C Z and since X is complete it
follows that B y ( 0,c ) C T(Bx( 0 ,1 )) and T is open.
The reader should verify that analogous statements with the roles of T
and T* reversed also hold.
197. (a) Necessity first. Let c be such that ||x||x < с||Т(ж)||у for all
x £ X. Now, any L G X* induces a well-defined bounded linear functional £
on Z = R(T) C Y by £(T(x)) = L(x)\ note that |^(Т(ж))| < ||L||X *||®IU <
c||L||x* ||Г(ж)||у, so that ||^||y* < c||L||x*- Then, by Hahn-Banach £ extends
to £' G Y* with \\t\\Y* = Щу*. This gives £' G Y* with T*(£') = L and
И г * < c ||L||x*, and by Problem 166, T* is an isomorphism.
Conversely, given ж G X, by Problem 8.78 there exists L G X* with
||T||x* = 1 and L(x) = ||ж||х- Then by Problem 166 there exists £ G Y* with
T*(£) = L and ||l||y. < c. Thus ||ж||х = L(x) = £(T(x)) < ||£||у.||Т(ж)||у <
с||Т(ж)||у, and T is an isomorphic embedding.
 Chapter 20

Hilbert Spaces

Solutions

3. The statement is false as the example x = ( M ) , y = (1 ,- i ) in C 2

shows. On the other hand, if X is a real inner product space ||x + y ||2 =
\\x\\2 + ||y||2 + 2(x,y> and so 2(x,y) = 0.
5 . (a) implies (b) Since ||x ± Ay ||2 = ||x||2 ± 2$R(A(x,y)) + |A|2||y||2 the
implication follows at once.
(b) implies (c) ||x+Ay||2 = ( ||æ+Ay||2+ | | x -A y ||2 )/2 = ||æ||2+|A|2||y||2 >
INI2-
(c) implies (a) Note that for all scalars A, ||x+Ay||2—||x||2 = 2$ft(A(x, y ))+
IA|2||y||2 > 0. Now, the value A = —<m,y>/||y||2 gives

J < * .y )I2 , \(x>y)I2 l<Æ»î/)l2 ^ ft

llyll2 + IMI2 IMI2 - ’

which can only hold if (x, y) = 0.

6 . If x = 0 or y = 0 there is nothing to prove so assume x ^ 0, y ^ 0.
First, always ||x|| > d(x,Y). Now, if (x ,y ) = 0, (x, z) = 0 for all z € Y.
Thus by the Pythagorean theorem ||x — z \\2 = ||x||2 + ||z||2 > ||x||2 for all
z e Y, and, consequently, d(x,Y ) > ||x|| and x is orthogonal to Y .
On the other hand, if (x ,y ) ^0, let A = ( x ,y ) /( y ,y ) ; then A ^ 0 and
(x - Ay, z) = 0 for all z € Y. Therefore, since x = (x - Ay) + Ay, by the
Pythagorean theorem ||x||2 = ||x — Ay ||2 + |A|2||y||2 > ||x — Ay ||2 > d(x,Y)2.
Hence ||x|| > d(x,Y) and x is not orthogonal to Y.

9 . x = xo/||xo|| and the distance is ||x — xo|| = |||xo|| — 1|.

10 . Since T _1 is an isometric linear isomorphism and the parallelogram

law holds in H, ||x - y||| + ||x + y\\% = ||T_ 1 (x - y)\\2
H + ||T- 1 (x + y)\\2
H=
2||T- 1(x)|||i + 2||T_ 1(y)|||r = 2||x||| + 2||y|||. Thus the norm in B satisfies
the parallelogram law and B is a Hilbert space.

433
434 20. Hilbert Spaces

11. The statement is not true in general. First, (-,-)i is always an

inner product and \\x \\x
2 ~ {x, x)l = Suppose that Yk^k < oo
and consider the sequence {xn} C X given by xn = e\ + ••• + en, n > 1.
Given e > 0, let N be such that Y^L n < £- Now, for all m > n > N,
||xm —xn\\x = Yb=n+i < £• Then {xn} is a Cauchy sequence in X but
since ( 1 , . . . , 1 , . . . ) ^ £2, it does not converge in X.

12 . Given x,y € X, let { x n} , {yn} C X be such that xn —> x and

Vn V in X. W e claim that { ( x n, yn)} is a Cauchy sequence. Indeed, since
||xn||, ||yn || < c < oo, it follows that for sufficiently large n, m,

I{xn, yn) (®m> ym) | — I(* » xmi yn) |"b |(®m> yn Um) |
< C ||x„ - Xm||+ C ||y n - J/m|| -> 0

as n ,m —> oo. {(xn,yn)} converges and we define (x,y )i =

Therefore
lim n{xn,yn)- Now, this expression is well-defined since if x'n —> x and
y'n ^ y, then |(xn,yn)_- (x,n)y'n)\ < |(«n - x'n,yn)\ + | « , y „ - y^)| 0
as n -> oo. Next, ( X , (•, -)i) is a Hilbert space. (-,-)i is bilinear (or
sesquilinear if the underlying field is C ) because limits and the inner prod­
uct are linear. It is symmetric (or conjugate symmetric) and positive for
the same reason. Finally, (x, x)i = 0 iff (xn,xn) 0, so xn —► 0 and
x — 0; hence it is positive-definite. Thus (•, •) extends to X and for x € X,
M i = limn ||xn||2 = limn(xn,x n) = (x,x)i.

13.(a) The functions x(t) = 1 /2 — t, y(t) = x(t) for 0 < t < 1 /2 ,

and y(t) = —x(t) for 1/2 < t < 1 do not satisfy the parallelogram law and,
consequently, C(I ) is not a Hilbert space.

1 4 . By Problem 8.160(b), X /M equipped with ||[x]|| = inf{||x — m|| :

m € M } = d(x, M) is a complete normed space so it only remains to verify
that the norm is induced by an inner product. By the projection theorem
|| [x]|| = ||x — x M || where xm denotes the unique element in M such that
II® — x m \
\= d(x, M ). Given [x], [y] in H /M , let x and y be elements in [x]
and [y], respectively, and define ( [x], [y]) = (x — x m , U—yAf); we claim that
this is a well-defined inner product in H /M x H/M. Suppose that x, x' axe
elements in [x] and y, y 1 in [y], respectively; then x — x' € M . Observe that
for m G M , x' — m = x — (m + x — x') and since ||x' — m|| is minimized
when m = x!M and ||x — (m + x — x')|| when m + x + x' = x m , by uniqueness
it follows that x — xm = x' — x'M. Similarly, y — yM = y' — y^> an(l,
consequently, (x — XM,y —Vm ) = (x 7— xM,y' ~ Vm ) an<^ ('>') is well-defined.
All the other properties of inner product are readily verified.

1 5 . (a) The statement is false in general.

H' = H /K (T ); by Problem 14, H' is a Hilbert space. Now, T
(b) Let
induces a linear mapping T' : H' -> B which in addition to being bounded
Solutions 435

and onto is also 1- 1. By the inverse mapping theorem V has a continuous

inverse and establishes a linear homeomorphism between B and H'.
(c) The statement is false. LetB be a reflexive Banach space which is not
a Hilbert space. Then B © B* equipped with the norm max(||6||B, ||5*||b *)
is isometrically isomorphic to its dual, without being a Hilbert space.

1 6 . Expanding, ||x + = (||x||2 + ||y||2) e** + (x,y) + ( y ,x ) e i2i,

which when integrated gives (2 7 t) _ 1 ||x + elty\\2 elt dt = (x, y ).

1 7 . Since 9 ,9 0 0 ordered pairs can be selected from 100 integers,

ioo 2 100 100

||2 xi| = J2 H^ll2 + &( {xn, zm>) < 100 + 9,900/10 = 1,090,
n=l n= 1 n /m

and, consequently, ||E n ^ i ^ ” 11 — -*->0901/ 2. To see that the estimate is sharp

consider the sequences xn € i 2 with terms x ” = \ /T , x ” +1 = \/i9, and the
remaining terms equal to 0, for all n = 1 , . . . , 100. Then the assumptions
are satisfied and ||E n = i xn ll = 1) 0901/ 2.
{en} be an ONS in H and set xn = en/n, n = 1 , 2 , ___ Then
1 9 . (a) Let
II E L i xk - E L i x fcll2 = E L n + i 1 /k 2 -> 0 and so Efc xk € H. However
E k 11**11 = Efe1A = oo-
(b) Let yn = E L i xk € H. Then \\ym+n - yn\\ < E L L i M ^ 0 as
n oo. Therefore {yn} is Cauchy in H and so converges to some x e H.
Also \\vn\\ < E L i ll®fcll < Efe I M - Thus llx ll = limn WvnW < Efc I M -
(c) Let {e n} be an ONS in an infinite-dimensional Hilbert space H and
for A € (0,1) let xn = Anen. Then E J M = E n An = V ( 1 - A) and
IN I 2 = £ „ A2” = A2/ ( l - A2). Hence ( £ „ I M U / I M = ((1 + A ) / ( l - A ))1/2
is arbitrarily large as A —> 1.
(d) W e need to assume that the xn are pairwise orthogonal for otherwise
n = d im (ii), { e i , . . . , en} an
we may have E n llxn|| > 0 with ||x|| = 0. Let
H, and Xk = akek for k = 1, . . . , n . Then E L i I I M / I M I =
O N B for
E L i N / ( E L i l°fel2) 1/2 ^ Equality holds iff ai = . . . = an ^ 0.

20 . Since ||E L n Afcefc||2 = E L n M 2, hmn E L i = x exists in H

iff A €i2. Let o : N - * N be a bijection; we claim that x£ = E L i K(k)e<r(k)
converges to x in H. Pick n so that ||x — E L i A^e^H2 < e 2 and let IV > n
be large enough so that all the terms A j e i , . . . , Xnen appear in the sum that
defines xuN. Then ||x - x£J |2 < 2 E L tv+ i |Afc|2 < 2e 2 for m > N and
limn xa
n = x.
21 . Since {e n} is a countable O N B for l2, all O N B ’s for i 2 are countable.
On the other hand, the sequences xn = ( 1 , 77, T ]2, . . . ) , 0 < 77 < 1, form a
linearly independent uncountable subset of i 2 and, consequently, a Hamel
basis of & is uncountable.
436 20. Hilbert Spaces

22 . For the sake of argument suppose that x £ X has ||x|| = 1. Now,

xn = 1 / (1 + 1/п)еп £ X and ||жп || - » 1. Therefore

0 < J ^ ( ( l + 1/ n )2 - 1)|(ега,ж )|2 < 1 - И 2 = 0,

П
which implies that (en, x) = 0 for all n. Hence x = 0, which is not the case
since |N| = 1-
24. (a) Given x € H and у £ K, note that \хк + (1 — A)y £ К for
all 0 < A < 1, and since d(x,K ) = \\хк — x|| and Ахк + (1 — A)y —x =
(хк —x) + (1 — \){y —хк) we have
\\хк ~ ж||2 < |\(xK - x) + (1 - A)(y - x K )\\2
= \\xK - x \\2 + (1 - A )2||y - x K \\2 + 2(1 - А)эг(жк - x , y - x K).

Thus 2Щх —хк, У —хк) < (1 - А)||у - ж.к-||2 and letting A -> 1 it follows
that Щх —хк, У - хк) < 0. Conversely, suppose that given x € H, z £ К
verifies the inequality for all у € К. Then since x —у = (x —z) + (z —y)
and Щх —z,y —z) = —9?(ж —z,z —y) it follows that ||ж— y ||2 = ||ж— z \\2 +
|\z - y ||2 — 2 Щх - z,z —y), and, consequently, ||ж- y ||2 > ||ж- z||2. Since
у £ К is arbitrary, z = хк-
(b) By (а), 3?(ж -xK,xK - у к ) > 0 and Щук - У,хк - Ук) > 0.
Thus adding, (x - у) + (ук - хк),хк - Ук) > 0, and, consequently,
Щх - у , х к - Ук) ~ ||хк - Ук\\2 > 0. Therefore
I\хк ~ Ук||2 < Щх - у , х к ~ Ук) < \\х - у|| \\хк - у к \|
and, canceling, \\хк - Ук\\ < ||ж- у||.
(c) This is the unique element хк of К such that d(0, К) = ||а;к||.

25. The statement is true.

26. W e claim that if 7
7 = infi e # J(x) and {xn} c K is such that
J(xn) —>77, {xn} is Cauchy. Indeed, (xn + xm)/2 £ K and
Xn %r
= J{xn) + J{xm) - 2 j { Xn+2 Xm) < J{xn) + J(xm) - 277.

Thus ||xn — xm || —> 0 asn,m -> 00, and, therefore, {xk} is Cauchy and
converges to x £ K, say, where the minimum is attained. Now, if the
minimum is attained at x and xo, say, as above ||(x — x o ) / 2||2 < J(x) +
J(x0) — 277 = 0.
27. Let xk € K denote the closest element of K to x. Then by Problem
24(a), 3?(x —X K , x n — x k ) < 0, and, consequently,

3i(x — x k , xn —x) + $R(x — x k , x — x k )

= 3?(x - хк, xn - x ) + ||x - x k \\2 < 0.

Solutions 437

Therefore ||æ—x k \\2 < —$1(x —x k , xn—x) and since by the weak convergence
the right-hand side tends to 0, the left-hand side, or ||x — x k \\, is 0, and
x = xk G K.
2 8 . Fix r > 0 and write H = \Jy€H Br(y); since H is separable there
are countably many balls such that H = (JkBr(yk). Since y is not the
trivial measure, y(Br(yk)) > 0 for some k and by translation all the balls
of radius r have nonzero measure equal to y(Br(yk)). Let c = y(Bro/^0 (y))
for any (and hence all) y € H and observe that if {e n} is an O N B for H,
then BTQ / 30(en/2 ) c Bro(0) for all n. By the Pythagorean theorem the balls
B ro/3 o (e n /2 ) are pairwise disjoint and so y(Bro(0)) > Yhnc = 00 unless y is
identically 0.

2 9 . Let {e n} be an O NB for H and T : H —» H x H the linear map­

ping given by T(x) = ( X m ( x , e2n - i ) en, X )n (x, e2n) en). W e claim that T is
1 -1, onto, and ||T(x )||h x h = ||æ||i/, x € H. First, the convergence of the
Fourier series gives that T is well-defined and linear. Injectivity follows since
T(x) = 0 implies that (x, en) = 0 for all n and, hence, x = 0. Surjectiv­
ity is clear since S : H (BH ->• H given by S(xi ,X 2) = ^ n (æi,en)e 2n - i +
J2n(x2>en)&2n is a 2-sided inverse of T. Finally, since by Plancherel’s equal­
ity ||S'(xi,X2)||2 = ||cci||2 + ||x2||2, S is an isometry and so is T.

H and consider the mapping J : H

3 1 . Let {e n} be an O N B for £2
given by J(x) = y where yn = (en,x) = an for all n; J is clearly linear.
Bessel’s inequality gives that {o:n} € i 2 and Parseval’s equation gives that
the inner product is preserved, i.e., (x, xi) = (J(x),J(xi)). Isometries are
1-1 and since J is onto we have finished.

32. Consider the polynomials { f n}£L 0 in [0,1]; by the Gram-Schmidt

orthogonalization process there are pairwise orthogonal polynomials {Pn}£Lo
on I where po(t) = 1 and pn has positive leading coefficient and is of degree
n for each n > 1. This sequence is unique.

H is finite dimensional, H is the only dense subspace of itself and

3 3 . If
the result holds since H has an O N B . Suppose then that H is infinite dimen­
sional and let { x n} be a countable dense subset of H , which need not be a
subset of M. Since M is dense in H for each n there is a sequence {x™ } C M
such that limm x ^ = xn\ D = \Jnm{ xm} C M is then a countable dense
subset of H. Let B = {xn} be a maximal linearly independent subset of
D. Then the linear span of B contains D, is dense in H , and, therefore,
its closure is H. Let {e n} denote the Gram-Schmidt orthonormalization of
{xn}. Since xn € M for all n and each en is a finite linear combination of
the xn, {en} c M , and since the closed linear span of {en} is equal to that
of B , {en} is an O N B for H.
438 20. Hilbert Spaces

34. (a) Clearly {xn} is an ONS. Now, since ||yn||2 = ( 1—4-n ) + (2- n )2 =
1 and as a simple computation shows (ym, yn) = 0 if mj^n, {yn} is an ONS.
Next, suppose that x = £ n Anen 6 X fi Y . Since x G X the odd Fourier
coefficients of x vanish and since x = £ n Mn(\/l — 4_n ein + 2~ne2n-i) € Y
it follows that pn2~n = 0, and so pn = 0 for all n, and x = 0. Finally, we
claim that {en} C X + Y and so X + Y is dense in H. Indeed, e-in = xn G X
and e2n-i = 2n(yn — (1 — 4-n )1/2z n) 6 X + Y for all n.
(b) Since £ n l(^> e„)|2 < oo, v G H. For the sake of argument suppose
that v = £ n anxn + J2nbnyn G X + Y. Then 2~k = (v,e2k- i ) = bk2~k,
which is impossible since it implies that bk = 1 for all k, and the series
defining y cannot converge. Therefore X + Y is dense but not closed in H.
35. The statement is not always true. Let L be the linear functional
on l\ given by L(x) = £ n n- 1 xn. Since |L(x)| < (7r/-\/6) ||x|| for all x G £q,
L is continuous. Now, since en G Iq and L(en) = 1/n for all n, were xl to
exist it would follow that (x l )u = 1/n for all n, and s o ® i G f 2 \ ^ .
36. B y Problem 30, H has a countable ONB {en}, say. Let L(en) =
K. Then £ 2 = 1 N 2 = £ 2 = 1 hL{ek) = L ( £ £ =1 bkek) < ||L|| || £ £ = 1 6fcefe||
= ll^ll ( E 2= i N 2)1/2 and £ 2=1 |6fe|2 < ||L||2 for all n. Hence £ fc |6fc|2 < oo
and £ 2=1 bkek converges to xL G H, say, with ||xi,|| = ( £ fc |6fe|2)1/2 <
||L||. Now, given x G H, let xn = (x,en); since £ 2_ i xkek -4 x by the
linearity and continuity of L it follows that L(x) = limn L ( £ 2= i %kek) =
limn £ 2=1 xkbk = (x , x l )- Finally, by Cauchy-Schwarz |L(x)| = |(x,xi,)|
< ||z|| | M and ||L|| < ||x l ||. The uniqueness of xl is clear.
37. Let L be a continuous linear functional on a Hilbert space H. If
L = 0, xl = 0 will do. Otherwise K (L ) is a proper closed subspace of H and
by Problem 8.63(a), K (L )x is 1-dimensional; then K(L)1- = sp {y}, y ^ 0,
and K(L) = i f (I/)-11- = yx . Thus the linear functional £(x) = (x, y), x G H,
satisfies K(£) = K(L) and by Problem 8.65(a) there exists A ^ 0 such that
L = X£, i.e., L(x) = A (x,y) = ( x ,A y) = (x , xl ) with xl = A y. Clearly
l|£|| = II*l ||.
38. Let y G X, the completion of X discussed in Problem 12. Since
L(x) = (x ,y)i is a continuous linear functional on X by assumption there
is xl € X such that (x,y )i = L (x) = (x , x l ) = (x , xl ) i for all x e X. Now,
by the continuity of the inner product, (z , xl —y)i = 0 for all z G X and,
consequently, y = xl G X. Therefore X = X and X is complete.
39. The following is an example of disjoint convex subsets of a Hilbert
space H that cannot necessarily be separated by a continuous linear func­
tional on H: In H = L 2([—1, 1]) consider X y = {x G H : x is continuous
and x( 0) = 7 } , 7 6 1 ; for a / /3, X a,Xy are disjoint convex subsets of H
that cannot be separated by a continuous linear functional on H.
Solutions 439

Now, in our case, note that C = A — B is closed, convex, and does not
contain 0. Let *o denote the projection of 0 on C and X = xq/2 + Xq . Then
X separates C and { 0} and so A and B are separated.
40. Since X is a Hilbert space in its own right by the Riesz-Frechet
representation theorem there is a unique xe G X with ||*^|| = ||^|| such
that l(x) = (*, X() for all a; € X. Let L be given by L(x) = (x,xe) for
x G H; then L\x = t and ||L|| = ||x^|| = ||^||. Suppose now that L\ is
another linear functional on H such that L\\x = t and ||Li|| = ||^||. Then
for all x G H, L\(x) = ( * ,* i ) where x\ G H with ||*i|| = ||Li||. Since
L\\x = i we have (x, xi — xe) = 0 for all x G X, i.e., * i — xe G X ± . Hence
|K||2 = HLxll2 = ||*i||2 = Urn - xe\\2 + | M | 2 = ||*i - *,||2 + ll^ll2. Therefore
||*i — xe\\2 = 0, * i = xe, and the extension is unique.
41. Since H = X © X -1-, each * G H can be written as * = P(x) + Q(x),
and so L(x) is linear, L\x = t and ||L|| > ||f ||. On the other hand, ||L(*)|| <
ll^ll II-PII 11*11= IKII 11*11since ll^ll = !•
Suppose now that L i is another bounded linear functional on H such
that L\\x = t and ||Li|| = ||£||. Then by the Riesz-Frechet representation
theorem, Li(x) = ( * , b) with ||6|| = ||Li||. Then since b = P(b) + Q(b), for
ally e X, L(y ) = Li(y) = {y, P(b)) + (y,Q(b)) = (y,P(b )). This gives
||L|| = ||P(6)||. Now, since ||L|| = ||Li||, then ||Li|| = ||P(6)||. And, since
¡¡Li || = ||6|| this implies that Q(b) = 0 and so L i( * ) = (*, b) — (x,P(b )) =
(P(x), b) = L(x) (for all * € XI)
42. (a) Since n~2 converges, by Problem 20, *o = Yhn^-/n)en G
H and we can define the linear functional L(x) = (*,*o ), * € H. Then
L(en) = l/n for all n and ||L|| = ||*o|| = 7r/\/ 6.
43. The statement is true. Let L be a continuous linear functional
on L 2(Rn) that vanishes on V ; by Riesz-Frechet there exists h G L 2(Mn)
with ||h||2 = ||L|| such that L(g) = JRn g(y)h(y) dy for all g G L 2(Mn)
and, in particular, L(g) = fRn f(x)g(x) etx'^ dx = 0 for all £ G R n. Now,
by the inversion formula for the Fourier transform, f(x)g(x) = 0 a.e. and
since g(x) ^ 0 a.e. this gives / = 0 a.e. and so L is the zero functional.
Consequently, by Problem 8.95(b), V is dense in L 2(Rn).
44. The statement is true. Let V = sp {rxf : x G R n} and L a con­
tinuous linear functional on L 2(Rn) that vanishes on V. B y the Frechet-
Riesz representation theorem there exists h G L 2(Rn) with \\h\\2 = ||L|| such
that L(g) = fRn g(y)h(y) dy for all g G L 2(Rn) and, in particular, on V,
fRn / ( * + y)h(y) dy = 0 for all * G R n. Thus the convolution f *h vanishes
everywhere on R n and so f(£)h(£) = 0 for all £ G R n. But since /(£) ^ 0 a.e.
this implies that h(£) = 0 a.e. and by the inversion formula for the Fourier
440 20. Hilbert Spaces

transform h = 0 a.e. Therefore L is the zero functional and by Problem

8 .9 5 (b), V is dense in L2 (Rn).
45. Let X = {g G L 2(RN) : g is compactly supported and continuous}
and L the functional given by L(g) = JrN f(x)g(x) dx, g G X ; clearly L
is linear and finite for every g e X. Suppose L is bounded in X. Then
by Hahn-Banach L can be extended to a bounded linear functional Li
on L 2(RN) and by Riesz-Frechet there is a unique h G L 2(RN) such that
Li(g) = (g, h) for all g G L2(RN). But this implies that / = h a.e., which
since h G L2(Rn) cannot happen. Therefore L is not bounded and by Prob­
lem 8.63(b), K(L) is a dense subspace of L2(RN). Finally, since L2 (R^) is
separable, by Problem 33 there is an ONB for L 2(RN) consisting of elements
in K(L).
47. The statement is true.
49. Since for k ^ i the supports of en<k and em/ have at most one
point in common for all n,m, their product is zero a.e. and (en^, em^) = 0 .
On the other hand, if n = m, {en>k,ente) = {ek,ee) - Sk,e and {eUtk} is
an ONS in L 2(R). T o prove completeness it suffices to verify that the en>k
span a dense subset of L2 (R) and since compactly supported functions are
dense in L2 (R) this reduces to proving the density in L 2([—K,K)) for any
positive integer K. Given e > 0 and x G L2 (R) supported in [—K,K), let
x = Yhk^-K xk be a decomposition of x into an orthogonal sum of functions
where xk = x X[k,k+i) € L 2([k,k + 1)). Now, by the translation invariance of
the Lebesgue integral, for each k there is yk € sp{en,fc : n G N, k G Z } such
that \\xk - yk|| < e/4 K, - K < k < K - 1 . Setting y = Y,k=-K Vk> by the
orthogonality of the respective terms we have

K- 1 K- 1
W
x - y\\2 = J2 ll«fc - Vk\\2 < J2 ( e ß K ) 2 = (e/ 2 ) 2
k=-K k=—K

as desired.
50. Note that for an ONB {en} for if, the ONS {e2 , . . . , en, ...} , and
x G H , we have J2^=2ix>en)e-n = x - {x, ei)ei.
51. (a) The statement is false since (1, —1 ,0 ,...) _L y„ for all n.
(b) The statement is true: x ± zn iff xn = 2n~2xi for all n, and so x G i 2
only if x\ = 0 and then x = 0 .
52. For the sake of argument suppose that { / n} is not complete and
let 0 7 ^ x € if satisfy {x,fn} = 0 for all n. Then ||x||2 = J2n |(x, en)|2 =
- fn) |2 < (¿„Ik n - /nil2) ||x||2 < |M|2, which cannot happen
since x / 0 .
Solutions 441

53. Pick N such that Yhn>N llen —/nil2 < 1 and let X denote the closed
span of {ejv+i,ejv+2 > in H\ by Problem 52, X is the closed span of
{ / w+ i >/jv+2 >* ••} in H. Now, let 1 < k < N. Since H = X © X-1, fk €
X 1- - sp{ei,. . . , eN} and fk = Sn=i ^nen- Furthermore, since { / i , . . . , / jv}
is an ONS and, in particular, linearly independent, by linear algebra the
N x N matrix A = (A£), 1 < k,n < N, is nonsingular. Hence if (/fc,x) = 0
for some x G H and all k, 0 = (fk,x) — J2n=i ^n (en,x), 1 < k < N, and,
consequently, since the determinant of the above homogenous system is not
0 , the system only admits the trivial solution and (ei,x) = ... — (ejy, x) = 0 .
Finally, suppose that (x, fn) = 0 for all n. Combining the above results,
by Bessel’s inequality ||x||2 = £ n |(z,e„ ) | 2 = T,n=N+i l(®»en ~ fn)|2 <
llæll2 T^= n+l IIe« _ /"H 2 < llæll2>and so x = 0 and { /„ } is complete.
54. If n < m , {fn, fm) = 0 and the f n are pairwise orthogonal. Similarly,
||/n ||2 = (n2 + n)_1(n + n2) = 1 for all n, and { / n} is an ONS.
Finally, we claim that the /„ span H. Let L be a bounded linear func­
tional on H that vanishes on X = s p {/i,... , / n, ...} . If L (/i) = 0, then
L(ei —e-i)/V2 = 0 and L(ei) = L(e2 ). Next, we proceed by induction and
prove that if L(ei) = ... = L(en), then L(en+i) = L(ei). Indeed L(fn) =
(n2 + n)_ 1 / 2 L(X)L 1 ek - nen+i) = (n2 + n)- 1 / 2 (nL(ei) - nL(en+i)) = 0
and, consequently, L(ei) = L(en+i). Now, let x = J2nen/n € H. Since L
is continuous, L{x) = lim/v en/n) = limjv(X^Li n- 1 )L(e1 ) and this
expression diverges unless L(ei) = 0 in which case L(en) = 0 for all n and
L = 0. Therefore L is the 0 functional and by Problem 8 .9 5 (b), X = H.
55. (b) Let / 1 = e\ and

. r i r 1
f n — \l . + ,----- — j- Cn+1 ) n — 2, . . . .
y n+ 1 Vn + 1

As in Problem 54, sp{/n} is dense in H. Furthermore

T( *nen) = X ) { Xn] / ^ T i ~ An_1^ ) 6n '

n n y v

So if we wish to solve T(x) = y = ^2 ¿unen we can solve for the An recursively

and it is not hard to see that if Yln l/^nl2 < °o the same is not necessarily
true for the An.
58. Let {en} be an ONB for H, {qn} an enumeration of the rationals
in [0,1], and X s = {x € H : (en,x) = 0 if qn > s}. These sets are obviously
closed (orthogonal complement of {en : qn > s}) and if s < t, X s C Xt.
Moreover, since there is always a rational qn, say, between s and t, en G
Xt \ X s and the spaces are not equal.
442 20. Hilbert Spaces

60. We claim that M is dense in X. Let y € X be such that yn = 0 for

n > N and l Vn = Vi say. F°r an integer K, let x be given by

Unt 1 < n < N,

Xn = < -V/K, N + l < n < N + K,
10, n > N + K.

Then x £ X and ||x—y ||2 = \r)\2/ K -> 0 as K —> oo. So M is dense but not
closed in X and = {0}.
Next, Mi is the kernel of a bounded linear functional on £2 and, therefore,
is closed in £2. By taking relative topologies Mi C\X is closed but not dense
in X. A direct proof also works. Let x E X be a limit point of Mi and
given e > 0 , pick m E Mi such that ||x —m\\ < e; then by Cauchy-Schwarz
IEfc®fc/*l = ILfcZfcA - E*w*fc/fcl < Efcl^fc-^fclA < (EfcA:_2)1/2e.
Since this is true for arbitrary e > 0, E kxk/k = 0 and x £ M i, which is
therefore closed. Now, we claim that y E Mj1 iff y — y i( l, 1 / 2 ,1 /3 ,...), and
so y E X iff y = 0. This is readily seen because the sequence {ei —n en} is
in M i, and so yi —nyn = 0 for all n when y £ Mj1 . Then y is in X iff y = 0
and M j1 = { 0}. Hence X ^ M i © M 1 = M i.
Finally, M2 = K(L) where L is the linear functional given by L(en) =
1/Vn; since {l/^ /n } ^ £2, L is not bounded and, consequently, M2 is dense
but not closed in X. A direct proof of the density of M2 goes as follows. Let
y E M2 and N be such that yu = 0 for all k > N. Let C = Zk=i Vk/'/k,
for n > N define An = E^=/v 1/&, and let x be given by

Uki k < N,
Xk < —C/An\/k, N < k <n
0, n <k.

Then Xk/Vk = Zk=i Vk/^k + E L iv ~C/{Ank) = C - (C/An)An = 0

and x G M2. Now, ||y - x ||2 = E n k=NC2/(A2k) = (C2/ A 2
n)An = C2/ A n
—>■0 since An —¥ 00 as n —»•00 . Thus M2 is dense in X.
62. The statement is not true in the case of the inner product space £q
as Problem 60 shows. It is not true for the Hilbert space £2 either. Since £q
is dense in £2 by Problem 60 so is M = {x £ £2 : E n xn = 0} and, therefore,
M 1- = {0}. Note that e\ E M \ M . Indeed, let f k = ei —k~1(e1 H-------hefc);
f k E M and ||/fc—ei||2 = k~l k1/ 2 = k~xl2 -)■ 0 asjk 00 . Thus ei € M \M
and H 7 ^ M + M 1 . On the other hand, H = M © M 1 . Indeed, since by
Problem 61(a) M X = M 1 , the assertion follows at once from the projection
theorem.
65. M is not closed; for instance, cos(i) is the limit of polynomials of
even degree. We claim that consists of the odd functions in l 2([ - 1 . i]);
Solutions 443

clearly odd functions are in M L. Conversely, if x G M x, x(t)y(t) dt

= fo(x(t) + x(—t)) y{t) dt = 0 for all y g L2 ([—1,1]). In other words,
x(t) + x(—t) G L2 ([0, l])x, and so x(t) + x{—t) = 0 a.e. Therefore M xx =
{x £ L \\- 1 , 1 ]) : a; is even}. As for the projections, they are P^-x(x)(t) =
(x(t) —x{—t))f2 and PMxx(£)(t) = (£(t) + x(—i))/ 2 .
6 6 . Clearly M is a subspace of X and M x = {z € X : z = 0 a.e.
in [0,1]}. For the sake of argument suppose that x(t) = X[-,i,i](i) can be
written as y + z with y G M and z G M x. Since y G M, y = 0 in [0,1] and,
therefore, z = 1 in [0 , 1 ]. Similarly, z = 0 in [—1,0] implies y = 1 in [—1,0],
and, therefore, y,z £ C([—1 , 1 ]).
67. Y ± = { x € X : £ L i <*.**>** = 0}.
69. Necessity first. We claim that sp{X }x = {0}. Let y G H be such
that (y, z) = 0 for all z G sp{X}. Since X C sp{X}, (y, a;) = 0 for all x G X
and, since X is complete, y = 0. Since sp{X} is a subspace of H by Problem
61(d), sp{X} = H.
As for sufficiency, let (y, x) = 0 for all x G X and pick yn -»• y where
each yn is a finite linear combination of elements in X. Then (y,yn) = 0
for all n and by the continuity of the inner product ||y||2 = limn(y,yn) = 0 .
Thus y = 0 and X is complete.
70. If M = {0}, M x = H and x = xM±. Clearly c = ||a:||. Also, if
||y|| = 1, |(x,y)| < ||a:|| ||y|| < ||a;|| and C < ||a;||; to see there is equality just
take y = a?/||a:||. On the other hand, if M ^ {0} by the projection theorem
x — x m + % x with xm € M and xM±. G M x . Now, for y G M, XM~y € M
and xM ~ y -L xM±. Thus ||a;M - y + xM±\\2 = ||a;M - y ||2 + ||xM-*-ll2 and
taking y = xm it follows that c = ||aiMx||. Now, if y G M L has norm 1,
|(a;,y)| = |(xMx,y)| < Hxj^xll and so C < ||xMx||. To see there is equality
take y = xMx/||a:Mx|| € M 1 , ||y|| = 1. Then {xM±,y) = \\xM±\\ and
C = \\xM±\\-
71. Let x\(t) = l,X 2 (i) = t,xs(t) = i2, and Y = sp{£i, £2 , 2 :3 }; then
M — y x. Y is a finite-dimensional and, hence, closed subspace of L2 (7 ),
and so L2 (J) = Y © T x = Y ® M. Now, given y G L2(/), y can be
written uniquely as y = yy + yM with yy G Y and yM £ M, and by
the Pythagorean theorem the answer is yM- A quick way to obtain yM
explicitly is to consider an ONB {ei,e 2 ,e 3 } of Y and the answer is then
Vm = y ~ (yy ei)e\- (y, e2 )e2 —(y, 63 )6 3 . In our case, by the Gram-Schmidt
process e\ = 1 , e2 = £2 — (a;2 ,ei)ei = t — 1 / 2 , and e3 = £ 3 — (£3 ,ei)ei —
(£3 , = \/5 (6 i2 - 6 t + 1 ).
72. Let M = sp {l,i,t2}; M is finite dimensional and, hence, closed.
Then the max in question is equal to min{/J(i3 — (at2 + bt + c) ) 2 dt :
444 20. Hilbert Spaces

a,b,c G R} by Problem 70. Expanding, integrating, and minimizing, by

calculus it readily follows that the minimum value is attained at a = 3 / 2 ,
b — —3/5, c = 1/20, and is equal to 1/2800.
As for the min, since Jf (t5 — a — bt)tkdt = 0 , k = 0 , 1 it follows that
a = —4/21 and b = 5/7 and, consequently, the minimum is 100/4851. Alter­
natively, squaring, a simple integration gives that the function to minimis
is a paraboloid opening up, so the critical point corresponds to a minimum
By calculus we obtain the same values of a, b as before.
73. d(y,M) = \Ji y (t)dt\.
74. L(x) — {x, y) is a continuous linear functional on H with ||L|| = ||y||
and K(L) = y1-. Then by Problem 70 with M = y1- there, d(x, y 1) =
l(* ,y )l/ll» ll-

75. As in Problem 65, M x consists of the odd functions in £ 2 ([-i,i]).

Therefore by Problem 70, d(y, M) = max{| f _ xy{t)x(t) dt\ : x odd, ||a:|| =
1 }. Now, to estimate these integrals, since the even part of y integrates to
0 against x we can replace y by its odd part y0(t) = (y(t) —y(—t))/2 and
1f - 1 y{t)x{t) dt\ < ||y0||. On the other hand, let y = z 0 /||zo||> V is odd, of
norm 1 . Hence max > |f * xy0(t) x(t) dt\ = ||y0||and d(y, M) = ||y0||.
76. (a) Given x,y 6 H and a scalar A, P(x + Ay) —P(x) — XP(y) =
P(x + Ay) —(x + Ay) + (x - P(x)) + (Ay - P(Ay)) where the left-hand side is
in X and the right-hand side is perpendicular to X. Since the only element
that satisfies this property is 0, P is linear.
(c) Let xn - > x and P{xn) ->• y. Then for z € if, (y, z) = limn(P(rn), z)
= limn(xn, P{z)) = (x, P(z)) = (P(x), z). Thus P(x) = y and P is continu­
ous by the closed graph theorem.
(d) Let y € X. Then (x — P(x),P(x) — y) = 0 for every x G H and
so ||a; - y||2 = ||a: —P(r )||2 + ||P(a;) —y ||2 > ||a: - P{x )||2 with equality iff
y = P(x).
77. We consider sufficiency. We claim that K(P)± = R(P). For the
sake of argument suppose that 0 / a: 6 K(P)1- \ R(P). Then P(x) =
(P(x) —x ) + x with 0 ^ P(x) —x e K(P) and so a; € K(P)L. Hence by the
Pythagorean theorem ||P(a;)||2 = ||P(z) —z ||2 + ||z||2 > ||x||2 and ||P|| > 1 ,
which is not the case. Thus K(P)1- C P(P).
To prove that R(P) C K(P)± we begin by observing that P(v) = v
for v G K(P)-L. Indeed, since v — P(v) € K(P), (v — P(v),v) = 0 and
IMI2 = (P(v),v). Then IMI2 = (P(v),v) < ||P(v)|| ||v|| < ||u||2 and by
equality in the Cauchy-Schwarz inequality, P(v) = \v with |A| = 1 . And
since |M|2 = (P(v),v) = X(v,v), A = 1. Now, let y = P(x) G P(P), x G X.
Since X = K(P) © K(P)± , x = x\ + X2 with xi G K(P)x and xi G K(P),
Solutions 445

and so y = P(xi). Thus, if w G K(P), (y,w) - (P(xi),w) = (xi,w) — 0,

y G K ( P a n d R(P) C K(P)X.
Now that we have H = R(P) © P(P)X the proof proceeds as follows:
Given x,y 6 H, let x = x\ + X2 and y = yi + y2 where x\,y\ G R(P)
and x2 ,y 2 G P(P)-1-. Then since K(P)X = R(P), (P(x),y) = (P(x),yi) =
{P{xi),yi) = (xi,yi). Similarly, (x,P(y)) = (x\,y\) and P is symmetric.
79. (c) implies (a) Note that Pm Pn = Pn Pm = 0: Given x,y G H,
Pm (x) G M 1Pff{y) G N and (Pm (x), Pn (v)) = (x ,Pm Pn (v)) = 0. Since
x, y are arbitrary we have Pm Pn = 0 ; similarly, Pn Pm = 0 .
Now, since P is a sum of symmetric operators, P is symmetric. Further­
more, P2 = (PM + P n )2 = P m + P m P n + P n P m + P^ = P m + P n = P
and P is a projection. Finally, P(x) = P m ( x ) + P n ( x ) € M © N as x
varies over X . Conversely, if x = x\ + X 2 G M © N , x\ G M, X 2 G N ,
since P P m = P m , P P n = P n and since x\ = P m (x i ) = P P m ( x i ), X2 =
P n (x 2 ) = P P n (x 2 ), we have P(x) = P(x 1 + x2) = P P m ( x 1 ) + P P n ( x 2 ) =
£ 1 + £ 2 = x and P = P m ® n -
81. x G X iff x is orthogonal to ei — e2 and e2 + ez\ that is, X =
sp{ei —«2 , 6 2 + 6 3 }-*-. Since sp{ei—e2, e2 +e 3 } is a finite-dimensional subspace
of l 2 and, therefore, closed, X 1- = sp{ei—e2, e2 +e 3 }. Now, / 1 = e\—e2, / 2 =
ei + e2 + 2 e3 are orthogonal vectors that span X x, and so P is given by

(x,h) . (x,h) .
P(x) = x G X ,
( /l ,/ l ) / l + ( / 2 , / 2) 72’

or P(x) = 4_ 1 (3 « 1 - a:2 + 20 :3 , -x\ + 3® 2 + 2 x3 , 2xi + 2x2 + 4 x3 ,0 ,...).

83. (a) Yes.
(b) First, necessity. Since u, v are linearly independent by Hahn-Banach
there is a linear functional L on H such that L(v) = 1, L(u) = 0, and
||L|| = 1 . In other words, there is x G X such that (x, u) = 0 and (x,v) ± 0.
Now, if P is a projection, P2 = P, and, consequently, (x, u) u + (x, v)v =
(x,u)(u,u)u + (x,v)(v,u) u + (x,u)(u,v) v + (x,v)(v,v) v for all x G H.
Hence (x,u) = (x, u) (u,u)+(x,v)(v,u), and, similarly, (x, v) = (x,u)(u,v)+
(x,v){v,v). Picking x as above, from the first equation we get |(u, v)\2 = 0,
and so u -L v, and from the second (v, v) = 1 . Putting x = u in the first
equation gives ||u||4 = ||tt||2 and ||u|| = 0 or = 1 .
Next, sufficiency. Let Pi(x) = (x,u)u and P2(+) = (x,v)v; by (a), Pi
and P2 are orthogonal projections on H. Moreover, PiP2 (x) = (P2 (x), u)u =
{(x,v)v,u)u = (x,v)(v,u)u = 0. Thus PiP2 = 0 and, similarly, P2Pi = 0.
Hence, by Problem 79, P = Pi + P2 is an orthogonal projection.
84. No. Let P = —7; since P 2 is symmetric and P 4 = (P2) 2 = I 2 = I,
P2 = I is an orthogonal projection. However, although P is symmetric
446 20. Hilbert Spaces

(<P(x),y) = (~x,y) = (x,-y) = (x ,P (y )» > since P 2 = 7 ^ P = -7 , P iS

not a projection.
85. (a) If P 3 = P2, then P 4 = P 3 = P 2 and (P2 - P ) 2 = P4 -2 P 3 +P 2 =
0. Moreover P 2 —P is self-adjoint and so by Problem 142(c), P 2 —P = 0
and P is an orthogonal projection.
(b) In this case P 5 = P 3 and P n = ^ for all n > 3. Therefore
(p3 _ p 2^2 _ p 6 _ 2 p 5 _|_ p 4 _ anci since P 3 — P 2 is self-adjoint by
Problem 142(c), P 3 - P 2 = 0. Then by (a) P 2 = P and P is an orthogonal
projection.
(c) No. If P = —7, P 2 = P4 = 7 , yet P is not a projection.
87. By the projection theorem d{x,K\) = ||x —P/f^aOH, and similarly
for K2. Now, by the parallelogram law
2d(x,Ki)2 + 2d(x,K2)2
P k i (x ) + P Ki (?)
= 4 x— + IIp K i(x ) - P k 2(x )

and since Ki c K2) (Prx{x) + Pk 2{x))/2 £ -^2 and we have

P k i (x ) + P k 2 (x )
x— > d(x, K 2).

Therefore WP r ^ x ) — P k 2 { x ) ||2 < 2(d(x,Ki)2 + d(x,K2)2) —4d(x,K2) =

2(d(x,K1)2 - d ( x , K 2)2).
8 8 . (a) Since the union of convex sets is convex as is the closure of a
convex set, K is closed and convex. And, since Kn c K for all n, d(x, K) <
d(x, Kn) for all n and x G 77. On the other hand, given e > 0 , let y € ( J n
be such that d(Px(x), y) < e and let N be such that y € K n . Then for all
n > N we have d(x, K) < d(x, Kn) < d(x, y) < d(x, P k ( x ) ) + d(P}((x), y) <
d(x, K)+£, which implies that limn d(x, Kn) = d(x, K). Finally, since Kn c
K for all n, by Problem 87, ||P k u ( x ) —P k ( x )\\2 < 2(d(x,Kn)2 —d(x,K)2),
and, consequently, limn P k u ( x ) = P k ( x ) .
90. Given x G 77, let xn = Pxn(x) and for each xn ^ 0 , let en =
®n/||*n||- Since {en} is an ONS by Bessel’s inequality |(a:, en)|2 < ||x||2,
and, consequently, J2n(x>en)en converges in H. Now, since x —xn € X£,
{x —xn,xn) = 0 for all n, which gives (x,xn) = \\xn\\2 and if not zero,
(x,en)en - ||xn||_ 2 (x,xn)xn = xn. Thus Ylnxn converges; it remains to
compute the sum, which we call ®o- Now, for every k > 1 and every y G
{x0, y) = limAr ^ ^ = 1 (xn,y). Also, by assumption (xn,y) = 0 for all n ^ k
and so (xo,y) = (Xk,y). Now, since x = Xk + (x - x*) and x - x^ € X£,
(x,y) = (x*;,y), and, consequently, (x - x0,y) = 0 for all y G Xk and
x - xo € X £ for all k, which implies that x —xq £ X £ = { 0 } and x = xo
is the desired sum.
Solutions 447

Finally, uniqueness. Let a; € i f and suppose that x — with

yn G X n. Then, if y G X k, as before (x,y) = (yk,y) and {x,y) = {xk,y).
Therefore (xk - yk, y) = 0 and since xk - y k € X k, by picking y = xk - y k
it follows that \\xk —yk|| = 0 and xk = yk.
92. Let P : H -¥ N denote the orthogonal projection onto N and
T = P\m the restriction of P to M ; clearly T is injective. Hence, if M\ C M
is an arbitrary subspace of M with dim(Mi) = k, then dim (T (M i)) = k <
dim(AT), which implies that dim(M) < dim(iV).
94. (a) Necessity first. The case when Hn = sp{en} where {en} is an
ONB for H is essentially done in Problem 5.139. In the general case, for
the sake of argument suppose that A ^ i 2 and let xn G Hn with ||xn|| = An;
then {Efe=i xk} C AXyn- Now, by the Pythagorean theorem || Ylk=i xk\\2 =
X)fe=i A^ —^ oo as n —^ oo contrary to the fact that A \ tu , being compact, is
bounded.
Sufficiency next. First, A \t% is clearly closed. Next, we claim that the
identity operator I on A\^i can be approximated by the finite rank operators
given by In = J2k<n ^Hk where Pnk is the orthogonal projection onto Hk
for all k. Given e > 0, let N be large enough so that Y^k=n tfc — ^ f ° r
n > N. Now, for x € Axtn, since (I - In)(x) = J2kLn (x) we have
ll(i-« M II2 = < E £ » 4 < £2 for a llr. > N, and,
consequently, \\I —In\\—> 0 as n —)•oo. Thus I\aXm the limit in the norm
of finite rank operators and, hence, compact, and so A \ ^ is compact.
(b) Fix an integer j > 1 . Since K is compact K is totally bounded and
there are {x i,. . ., xm} C K such that given x G K , ||x—**ll< l / 8 j for some
1 < i < m; moreover, by taking Nj > Nj-\ sufficiently large, xj.,... ,xm G
TV■
Ej = 0 i=f1 Hi. Note that if Pj denotes the orthogonal projection into E j,
then ||x-P,(x)|| < ||x-Xi|| + ||Pj(x-Xi)|| < 1/4j . Let H'j = 0 ^ . _ 1+1 H%\
then H = 0 ^ Hj is an orthogonal decomposition. Now, if x G K we have
* = E j xi where Xj G H'-. Then ||xj|| = ||Pj(x) -P j_i(x )| | < ||x-Pj(x)|| +
||x — Pj_i(x)|| < 1 /j. Hence K C A ^ i with fij = 1/j and H ' = {P j}.
95. (a) Let x G H\ then x = where limn An = limn(x, en) = 0.
Now, given a linear functional L on X , let x l G H such that L(x) = (x, x£)
and ||L|| = ||x l ||. Then limnL(en) = limn(en,X£,) - 0 and en — 1 0 in H.
(b) Let xk = k_1 E n = /v + 1 en- Then each xk is a convex combination of
the en for n > N and ||a;fe||2 = k/k2 = 1/k ->■ 0.
98. First, ||x - xn ||2 = ||x||2 - (x,xn) - (xn,x) + ||x„||2. Next, by
weak convergence limn(xn,x) = (x, x) = ||x||2, and since (x,xn) = (xn,x),
limn(xn,x) = ||x||2. Therefore liminfn(||x||2 - (x,x„) - (xn,x) + ||xn||2) =
liminfn ||xn ||2 + ||x||2 —2||x|| > 0 and so liminfn ||xn||> ||x|| = 1. Now, since
448 20. Hilbert Spaces

by assumption limsupre||xn||< 1 , limn ||a;n||= 1 = ||x||, and the conclusion

follows from Problem 97.
99. In particular, note that if D = sp{ya} is dense in H, then xn —1 x
in H iff ||«n||< c and limn(xn,ya) = {x, ya) for all a.
1 0 0 . Since ||xn ||2 = E L i I I M } is unbounded and {xn} does not
converge weakly in H, and, consequently, not in norm. Now, ||yn||= 1 for
all n and since (em, yn) = 1 /y/n for all m,n, limn(em, yn) = 0 for all m.
Hence by Problem 99, yn —k0 in H. Moreover, since ||yn|| 0, {yn} does
not converge in H.
1 0 1 . Consider the £2 sequences ym defined by
1 , k = m,
Vk
0, k ^ m .

Let L be a linear functional on £2 and x l € l 2 such that L(x) = ( x , x l ) and

||L|| = \\xL\\. Then L(ym) = XL,m -> 0 as m - } oo, and, therefore, y m - i 0
in £2. Now, xm,n = ym+ myn, so for a fixed m, xm<n = ym + myn converges
weakly to ym in i 2 as n —> oo. Thus ym is in the weak closure of S and since
ym —^ 0 in £2, 0 is in the weak closure of S.
For the sake of argument suppose that {a;m>n} in S converges weakly to
0. Then {xm>n} is bounded and, consequently, m is bounded. Now, if z e £2
is given by zn — 1/n, we have (z, xmtn) = 1/m+m/n —>■ 0 as n —> oo. Hence
m —> oo, which is not the case.
103. A particular instance of this result is the following: Let x € £2 and
put xn = ( 0 ,... ,0,xi,X2,. . .), n > 1, where the first n terms of xn are 0.
Then xn —^0 in £2.
104. Note that with ek = elkt the k-th Fourier coefficient of xn is given
by
1 f ____ 1 i [ 2™ ----------
— / x(nt)ek(t)dt = - — / x(t)ek(t/n) dt
Z7T Jrp ¿'K U Jo
1 1 p2i r _____________________________

= »— V ] / x{t)ek{{t + 27x£)/n) dt
2n n 7^>J °
1 p2n 1 . v _____________

= / X(t) i ( £ e -“ 2" / ”) ek(t/n) dt.

Now let y = E|fc|<iv dketkt be a trigonometric polynomial of degree N. Then

by Plancherel’s equality

<*.»>=è Jo \k\<N e=o

dt.
Solutions 449

Let $(n,N,t) denote the function multiplying x(t) in the integral above.
To compute limn(27r) -1 / Q 27r x(t)$(n, N, t) dt we consider two cases. If k = 0
the limit is do and if A: ^ 0, by Weyl’s lemma, the limit is fg e~lk2ir dx = 0,
and so
j r2ir ^ p2ir j p2n

(*» 2/> = ^ j0 x$)dt^ JQ V® dt= 2n jQ dt = ^C°’yS)

for all y € L2(I). Hence xn —1 co in L 2([0, 27r]).

105. Considering {xn —x} if necessary we may assume that x = 0 . Let
xni = x\. Having chosen xni, .. -,xnk_1, pick nk so that |(xnA._1 ,a;ra)| < 2~k
for all n > nk\ this choice is possible by the weak convergence to 0. Recall
that also ||xn||< c. Now, a direct computation gives

1 N 2 i N i
I ^ vXnk — pj2 ^ ^ lla'n/sll + jy2 'y . {x nkix nm) = I n + J n i
k= 1 k= 1 1<kjim<N

say. Ijv < c2/iV and J/v is bounded by

2JV2 ^ \{xnk, xnm)\ < 2^ . 2 ^ 2fe+1

l<k<m<N 1<k<m<N
■2 N -k
<
M22 2
- 2N 2fc - 2N "
«=1

Since 7jv, J/v —> 0 with iV, we have finished.

106. (a) It is readily verified that p is a norm on if and that by Cauchy-
Schwarz p(x)2 < (E n 2 _ 2n)(E n |(z,en)|2) < ||z||2. Therefore, were (H,p)
complete, by the inverse mapping theorem the norms would be equivalent
but this is not the case since ||en||= 1 and p{en) = 2~n for all n.
(b) Considering {xk —x} if necessary we may assume that x = 0 . Ne­
cessity first. Let ||xfc|| < c for all k. Given e > 0 , let m be large enough so
that c Y^n=m 2_n < e / 2 . Since X k 0 there exists ko such that |(x^, en)| <
e/2(m — 1) for all 1 < n < m and k > ko. Therefore, since |(zfc, en)| < c,
P(xk) < En=iXI(xk, en) |+ c Y%Lm 2_n < im ~ l)e/2(m - 1) + e/2 = e, and
so p(xk) -* 0 .
Sufficiency next. By Problem 99 it suffices to verify that (xk,en) —» 0
for all n. Fix n and given e > 0, let ko be large enough so that p(xk) < 2-ne
for k > ko. Then 2~n\(xk, en)\ < p(xk) < 2~ne and |(a;fc, en)| < e for k > ko.
(c) Let Xk — kek, k > 1 . Since {||a;fc||} is unbounded {a;*;} does not
converge weakly in H. On the other hand, p(xk) = k2~k 0 as k —>•oo.
450 20. Hilbert Spaces

(d) Let {a;n} c H be bounded. Then by Problem 8.154(a) a subsequence

{xnk} of {xn} converges weakly to x € H, say, and, therefore, by (b),
p(xnk — x) —> 0. Thus every sequence in the unit ball of (if,
|| • ||) has a
convergent subsequence in (H,p) and the unit ball is compact there.
107. Let {en} be an ONS in H. The result is clearly true if ||r|| = 1.
Otherwise let bn = i / l — ||a;||2 + \cn\2—cn where Cn = (x , en) are the Fourier
coefficients of x with respect to the ONS {en}; note that since |cn| < 1,
|6n| < 1 + \/2. We claim that if yn = x + bnen, then ||yn|| = 1 for all n.
Indeed, since x - cnen _L en,

||yn||2 = || * - cne„ + ( V l - I M I 2 + W 2 ) en ||2

= II * - Cnenll2 + || ( x /l-|N |2 + |cnP )en ||2

= ( IN I2 - knl2 ) + ( i - IN I2 + M 2 ) = i •

Therefore for z G if, \{z,yn)~{z>x)\ = |6n||(z,e„)| < {\+ \/2)\{z,en)\, which

tends to 0 as n —> oo.
In particular, the result gives that {x : ||a;|| < 1} is not weakly open
because each weak ball centered at a point xq in the set < 1 contains a
point of S = {||a:|| = 1 }.
108. (a) Let {xn} C K be such that xn —*■x in H. Then by Problem
105 there is a subsequence {xnk} of {xn} such that yN = N~l J2h=i xnk -> x
in H. Since K is convex, yw G K for all N, and since K is closed the limit
of the j/iv, i.e., x, is in K. Thus K is weakly closed.
A similar argument gives that if AT is a convex subset of a Hilbert space
H, 0 is in the closure of K iff there is a sequence {xn} C K that converges
weakly to 0 in A .
(b) The right-hand side above is finite for all xq G H since K ^ 0.
If xo G K, pick x = x q . Otherwise, call the inf p and let {a;n} C K be
such that ||xn —xo|| —> tj. Then {xn} is bounded and since H is reflexive,
by Problem 8.154(a), passing to a subsequence if necessary we may assume
that there exists x G H such that xn —>•x in H. Then as in (a) above x G K
and rj < \\x —a;o||• Moreover, since xn —x q — L x — x q , by Problem 8.137(b)
II®—®o|| < liminfn ||a:n —a;o|| = V, and, therefore, ||a; —xo|| = p.
111. First, by Cauchy-Schwarz |(T(x),y)| < ||T(*)|| ||y|| < ||T|| ||x|| ||y||,
and so sup||I ||_||J/||_1 |(T(x),2/)| < ||T||. Conversely, the conclusion is obvious
if T = 0 . Otherwise, for an arbitrary e > 0 , let xq be such that ||T(a;o)|| >
(1 —e)||T||, 11.roll = 1. Then with x = xq and y = T(xo)/||T(a;o)|| we have
|(T(x),y)| = |(T(*o),T(®o)>|/||r(®0)|| = ||T(xo)|| > (l-e)||T|| and the
conclusion follows.
Solutions 451

113. Let Pn denote the projection onto sp{ei,. . . , en} and put Tn =
PnoT\ each Tn is of finite rank, bounded, and T(x)—Tn{x) = (J—Pn)oT{x).
Since I —Pn = Rn o Ln, by Problem 1 1 2 it follows that ||T(x) —Tn(x)|| <
||Æn||||Ln||||T(x)|| -> 0 as n oo.
115. By assumption and Cauchy-Schwarz we get ||Tj| = |(T(xo),xo)| <
||T(xo)|| ||xo|| < Ill’ll) so |(T(xo),xo)| = ||T(xo)|| ||x0||. The conclusion
follows from Problem 7.
116. The statement is true. Let {en} be the standard ONB for &
and A an uncountable Hamel basis for l2 that contains the en. Then pick
e € A \ {en} and define T on the e\ by

1 , ex = e,
T(ex) =
0 , otherwise.

For x £ H write x = YlxeA æAeA> where the sum is actually finite, and let
T(x) = X^AeA x\T{ex)- Then T is linear and T(en) = 0 for all n. Since
e = lim/v Yln=i(e>en) en, if T were bounded it would follow that 1 = T(e) =
limjv En=i(e- en)T(en) = 0 , which is not the case.
117. Let Tn(x) = (x, en)en, x € H.
118. Yes. For an integer k let T : H —> H be given by T{x) =
(x,ei + ••• + ejk)ei. Then T(en) = e\ if n < k and T(en) = 0 other­
wise. Thus ||T(en)|| < 1 for all n, and if Xk = (ei -I------ 1- &k)/Vk, ||x/.|| = 1,
and ||T|| > ||T(xfc)|| = Vk.
119. Let 1 = {n € N : en e X }. Since T\x = lx it follows that
J 2 n e = Yhnex Ke^>T(en))|2 < oo. Therefore X can only contain finitely
many e„, and, consequently, is finite dimensional.
12 1. Given x we must find t so that x + tv -L u. This is equivalent
to t = —(x,u)/(v,u), which gives T(x) = x — ((x,u)/(v,u))v. T is clearly
linear. Moreover, since ||T(x)|| < (1 + (||u|| IMI/|(tt>v)|) )||x||, T is bounded.
We claim that R(T) = u2-. Indeed, from the definition of T, R(T) C tr1.
Moreover, if y J. u, then y = T(y + 0 •v) which gives the opposite inclusion.
Finally, if u, v are linearly dependent, T becomes the orthogonal projection
onto u2-.
125. (a) implies (b) Given x,y £ H and a scalar A, expanding
(T(x + Xy),T(x + Ay)) = (x + Xy,x + Ay) it follows that ||T(x)||2 +
_ = ||x||2 + $RA(x,y)_+ ||y||2. Since T is an isometry
5RA(T(x),T(y)) + \\T(y)\\2
this equation becomes 5RA(T(x),T(y)) = 3îA(x,y) for any scalar A. If H is
452 20. Hilbert Spaces

a real space the choice A = 1 will do. If H is a complex space pick A = 1

and A = i and verify that (T(x),T(y)) and (x,y) have the same real and
imaginary parts.
(d) implies (a) Let x = ]T)a Aaea € H. Then it readily follows that
(T(x),T(x)) = T,a,pxcÂf)(T(ea)fT(ep)) = £ a |Aa |2 = (x,x) and T is an
isometry.
126. Necessity first. Let M - KiT)1- and P : H M the orthogonal
projection of H onto M. By Problem 78, M — {x £ H : ||P(x)|| = ||x||}, and
if x € M, then (T*T(x), x) = ||T(x)||2 = ||æ||2 = ||P(æ)||2 = (P(x),x). And
if x e M 1 = K(T), (T*T(x), x) = 0 = (P(x),x). Thus ((T *T -P )(x),x) =
0 for all x G H and since T * T - P is self-adjoint, by Problem 142, T*T = P.
Sufficiency next. As above ||T(æ)||2 = ||P(x)||2 for all x G M and,
therefore, ||T(x)|| = ||x|| if x € M and ||T(x)|| = 0 if x e M 1 = K(T),
respectively.
127. (b) and (c) Since {ei,e 2 ,...} C P(T), e is orthogonal to the
en. Also, since isometries preserve inner products we have (en,en+fc) =
(Tn(e),Tn(efc)) = (e,e*;) = 0 for n > 0 and k > 0. And since T is an
isometry, ||en|| = ||T(en_i)|| = ||en_i|| = ... = ||e|| = 1 . Hence {en} is an
ONS in H.
128. (a) T is readily seen to be linear. Changing variables twice we
get ||T(x)||2 = (2 n-)_ 1 jy |x (2tt + t - o.)\2dt + (2 jr) _ 1 \x(t - ct}|2df =
(2*)-‘ l*WI2ds +(2»)-> f ? ~ ° |*M |2* = INI2.
(b) For 0 < t < a we have T(en)(t) - ' en(27r + 1 — a:) == =
e~inaen(t), and, similarly, when t > a, T(en) = e~maen for all n € Z.
(c) Since T is an isometry, the Tk are isometries for all k > 1 . Thus
\\Sk \\ = K ~ l ||E^TolT fc|| ^ K ~l T,k=o llTfeH^ L Now>since by (b) Tk{en)
= (e~ma)ken for all k > 0 , it readily follows that Sk ^ u) = s^-en where
sk € C is given by

K -1
^ 2 ç—inka _ 1 e- inKa - 1
K e~ina - 1 ‘
k= 0

Thus |s^| < 2 |e tna — 1| 1/K which tends to 0 as K —> oo.

(d) Since the constant function eo = 1 is invariant for T , Sx(eo) = eo
for all K > 1. Thus if y = ^2n——N is a trigonometric polynomial,
by (c), limK SK(V) = coeo. Now, if x € P is arbitrary given e > 0, let
V = 72n=N(f> en)en be a partial sum of x with N large enough so that
II® ~ y\\ < e/2. Then, since||Sii-(x) - 5^(2/) || < \\Sk \\ ||x - y|| < e/2 and
Solutions 453

ll-Stfiy)- coeo|| < e/2 for all K sufficiently large, we have ||5 ^(x)-coeoll < £
for those K. Thus { 5^ ( x ) } converges to the constant function co = (x> eo) =
(1/27 t) J q* x(t)dt, i.e., the average of x.
129. Necessity first. Let R(T ) = sp{a;o}, 0 ^ xq g X. Then T{x) =
i{x)x o where t{x) is the bounded linear functional

t(x) = (i(x)xo, jj^ jja ) = jj^jja (r (*)»*o> = j j ^ p (x,T*{x0))

and, therefore, T(x) = {x,y)z where z = x0 and y = ||xo||“ 2 T*(a;o)-

Sufficiency next. Clearly T is a linear mapping and dim(f?(T)) = 1.
Now, ||T(x)|| = \(x,y)\ II^H < ||x|| ||y|| ||z|| and ||T|| < ||y|| ||z||. Moreover,
setting x = y/\\y\\ we have ||T|| > |(y/\\y\\,y) \\\z\\ = ||y|| ||z||, and, conse­
quently, ||T|| = ||y||\\z\\.
As for T *, since (T(x),w) = {(x,y)z,w} = (x,y){z,w} = (w,z)(x,y)
= (x, (w, z)y) we have T*(w) = (w, z)y.
Finally, T is self-adjoint when T*(x) = T(x) or y = {(p,y)/{x,z))z, i.e.,
there exists A G C \ {0} such that y = Az. Therefore, A(x,z)z = \{x,z)z
for all x G H. In particular, setting x = z/||z||2 it follows that (A — A)z = 0
and so A G R \ {0}.
131. Let {xn} be a bounded sequence in H, ||xn|| < c for all n. Then,
if {yi,---,VK} is an ONB for R(T ) we have T(xn) = J2k=i(T (xn),yk)yk
where \{T(xn),Vk)\ < ||r(sn)|| ||yfc|| < c\\T\\ for all n,k. Pick first a sub­
sequence {xni} of {xn} such that limni(T(a:ni),yi) = ai exists, then a
further subsequence {xn2} of {xni} such that lim„ 2 (T(xn2),y2) = 02 ex­
ists and so on until we pick a subsequence {xnK} of {xnK_1} such that
limnK(T(xnt),ye) = ae exists for 1 < l < K. Now let y = Ylk=i ak yk- Then
||T(xnK) - y\\2 = E k = 1 \(T (xnK)>yk) ~ ak|2 -> 0 as nK -> 00 and {T{xn)}
has a convergent subsequence
Finally, since ||ea —e@\\2 = 2 for any distinct elements of an ONB for H,
I is not of finite rank unless H is finite dimensional.
132. Necessity first. The answer is immediate if H is separable. In­
deed, let {en} be an ONB for H and Pn(x) = J2k=i(x>ek)ek the orthogonal
projection onto sp {e i,...,e n}. Then ||Pn(x) — /(x)|| —> 0 for all x G H
and since Pn o T is of finite rank and, hence, compact, by Problem 9.59,
lim„ ||Pn o T —Tj| = 0 .
133. (a) ||T|| =supn |An|.
(b) T*(y) = Z)nA„(y, /„) e„. Thus when en = /„ , T is self-adjoint iff
the An are real.
454 20. Hilbert Spaces

(c) Necessity first. For the sake of argument suppose that An 0 and
let {Anfc} be a subsequence of {A„} and y > 0 such that |AnJ > rj for all
k. Then T(enfc) = Anfc/ nfc and ||T(enfc) —T(en j)||2 = ||Anfc/ nfc —Anj/ n3 1|2 =
|AnJ 2 + |Anj.|2 > 2if. Therefore {T(enk)} has no convergent subsequence
and T is not compact.
Sufficiency next. Let T/. denote the partial sum of T of order k; is
a finite rank operator and, hence, compact. Moreover ||(T —Tfc)(x)||2 <
supfc>n |Afc|2 ||x||2, ||T - Tfc||< supfc>n |Afc|2 -> 0 and T is compact.
136. (a) The statement is false. On H = l 2 © £2 define T : H —>■ H
by T(x,y) = (0, x). Then T 2 = 0 is compact yet T, which is essentially the
identity in £2, is not.
(b) The statement is true. Let {xn} c H be bounded, i.e., ||xn||< c for
all n. Passing to a subsequence if necessary we may assume that {T*T(xn)}
converges. Now, since ||T(xn)—r(x m )||2 = (xn- x m,T*T(xn)—T*T(xm)} <
2c||T*T(a;n) — T*T(xm)\\, {T(xn)} is Cauchy, hence convergent, and T is
compact.
137. Necessity first. Observe that the sup can be taken over x €
{e i,. . . , en}1- with ||a;|| < 1 . Now, {pn} is a nonincreasing sequence bounded
below and, consequently, it converges to a limit p > 0, say. For all n
sufficiently large there exists xn € {e i,... ,en}x, ||rrn|| = 1 , such that
l№n)|| > ju/2. Since by Problem 103, xn —1 0 and T is compact, by
Problem 9.62, T(xn) 0 and p = 0.
As for sufficiency, consider the finite rank operators Tn given by Tn(x) =
£fc=i{ek,x)T(ek). Then T(x) - Tn(x) = ^ ^ i n+1 (efc,x)T(efc), and, conse­
quently, ||Tn —T || = pn. Finally, since pn 0, T is the uniform limit of
finite rank operators and, consequently, compact.
142. (a) The statement is false if if is a real Hilbert space as a ±90
degree rotation in M2 shows. In the real case the condition is (T(x),y ) = 0
for all x,y in H for then, given x 6 H, picking y = T(x) it follows that
||T(x)||2 = (T(x),T(x)) = 0 and so T(x) = 0 for all x G H.
On the other hand, the statement is true if the underlying field is C.
First, observe that (T(x+Ay),x+Ay) = (T(x),x)+A(T(y),x)+A(T(x),y) +
|A|2 (T(y),y) = 0, and so A(T(y),x) + \{T(x),y) = 0 for all A G C. Picking
A = l,z we get (T(y),x) + (T(x),y ) = 0 and (T(y),x) - (T(x),y) = 0,
respectively, which together imply that (T(x),y) = 0 for all x,y G H, and
so as before T = 0.
(b) No. Consider T : M2 —>•R2 given by the matrix
Solutions 455

(c) Yes. Observe that for x G H, ||T(x)||2 = (T(x),T(x)) = (x,T*T(x))

= 0. Thus T(x) = 0 for all x G H and T = 0. In particular, if T is
self-adjoint and T2 = 0, since T* = T, T = 0.
(d) Since {S*S(x) + T*T(x),x) = (S(x),S(x)) + (T(x),T(x )) = 0 for all
x e H , S = T = 0.
143. The statement is false. On let T be given by T(x) = y where
yn = nxn for all n. As is readily seen (T(x),y) = J2nnxnyn = (z,T(y)).
Since ||en||= 1 and ||T(en)|| = n for all n, T is unbounded.
144. First, linearity. Let x,xi G H and A a scalar. Then for all
y E H, {T(x + Xxi),y) = (x + \xi,T{y)) = (x,T(y)) + \{x!,T(y)) =
(T(x),y) + X(T(xi),y) = (T(x) + XT(xi),y), and, consequently, T is linear.
Next, R(T) is closed. Let xn x and T(xn) -> y. Then for all z G H,
(y,z) = limn(T(xn),z) = limn{xn,T(z)) = {x,T{z)) = (T(x),z). Thus
T(x) = y and, consequently, T is continuous by the closed graph theorem.
Finally, the norm estimate. Let rj = sup||a.||<1 |(T(x), x}|; since |(T(x),x)|
< ||T(x)|| ||x|| < ||T||||x||2, T) < ||T||. Now, since (T(x + y),x + y) -
( T ( x - y ) , x - y ) = 2((T(x),y) + (T(y),x)) and |(T(z),z)| < t?||z ||2 it readily
follows that

2 | < T (i), y) + (T(V), x ) | < <;(||a; + v ll2 + - Jill2 )

= 2 ^ (| | x ||2 + ||!/||2 )

for all x,y G H. Now let ||x|| = 1 be such that T(x) ^ 0 and put y =
||r(x)||-1r(x). Then ||y|| = 1 and (T(x),y) + (T(y),x) = (T(x),y) +
(y,T(x)) = 2 ||T(x)||, and, therefore, 4||T(x)|| < 277(1 + 1), or ||T(x)|| < 77,
which obviously holds when T(x) = 0. Hence sup||x||=1 ||T(x)|| = ||T|| < 77.
145. The statement is false. Let {en} be an ONB of H and Tn : H -* H
be given by Tn(x) = (x,en)ei; note that T*{y) = (y,ei)en for all n. Then
Tn(x) ->■ 0 and T*(y) —1 0 for all x,y G H, but TnT*(x) = (x, ei)ei does not
tend to 0 weakly in H.
147. Since T is compact and T* bounded, by Problem 9.58, TT* is
compact. Hence, since T = T**, T**T* is compact and by Problem 136(b),
T* is compact.
149. The only property that offers any difficulty in verifying that ||•||i
is a norm is ||T||i = 0 implies T = 0. Now, if ||T||i = 0, then (T(x),x) = 0
for all x G H with ||x|| = 1 and by Problem 142(a), T = 0. It is clear that
||T||i < ||T||. Moreover, since for a general T with adjoint T*, (T + T*)/2
and (T —T*)/2i are self-adjoint and T = (T + T*)/2 + i(T —T*)/2i, by
Problem 144, ||T||i < ||(r + T*)/2||i + |t| ||(T-T*)/2t||i < 2.
456 20. Hilbert Spaces

To see that 2 is the best possible constant consider on C 2, A =

o° or
1\
Take any x = (£1,2:2) G C 2 such that ||x|| = \f\xi\2 + \x2\2 = 1; then
||A(:e)|| = 11(^2)0)11 < ||x|| = 1 with equality if x\ = 0. Hence ||A|| = 1.
On the other hand, |(A(x),x)| = \x2X\\ < (|a?i|2 + |x2|2)/2 = 1/2 with = if
|a?i | = |a?21* Hence

P H = 1 = 2(1/2 ) = 2 sup |(j4(®), x ) \ .

Il*ll=i

150. (a) Note that for x G K(T), 0 = BT(x) = I(x) — S(x), i.e.,
and the identity operator is compact on K{T). In partic­
'S'lAr(T) = I \ K { T ) i
ular, the unit ball of K(T) is compact and K(T) is finite dimensional.
(b) Let {yn} C R(T) converge to y in Hi and {xn} C H such that
T(xn) = yn for all n. Now, if {||xn||} is bounded let {xnk} be a subse­
quence of {xn} such that S(xnk) converges to 2 G H, say. Then xnk =
I(xnk) = BT(xnk) + S(xnk) -> B(y) + z, and, consequently, by continuity
y = limnfc T(xnk) = T(limnfc xnk) = T(B(y)+z) and y € R(T). On the other
hand, if {||xn||} is unbounded, passing to a subsequence if necessary we may
assume that ||xn|| —>■00. Also, since H = K(T) © A (T ) 1 we may assume
that xn _L K(T) for all n. Consider zn = xn/||xn||. Now, since {T(xn)}
converges, it is bounded and, therefore, T(zn) = (l/||xn||)T(xn) —>■0. Then
repeating the argument for bounded sequences, a subsequence {znk} of {zn}
converges to z, say. By the continuity of the norm ||z|| = 1 , and since
Ar(T)-L is closed, z J. K(T). Finally, by the continuity of T, T(z) = 0,
i.e., 2 € K(T), which is not possible since ||z|| = 1 . Hence R(T) is closed.
Alternatively, replacing B by (J — (S —F))_1B as in (a) we may assume
that S is of finite rank. Then if yn = T(xn) — y in H\ it follows that
xn —F(xn) = B(yn) -¥ B(y). A similar argument as above then gives that
V G R(T).
(c) First, taking adjoints we have B*T* = Ii —S^. Since H(T)-1 = K(T*)
and is compact, applying (a) to T* we get that RiT)1- = K(T*) is finite
dimensional.
151. (a) Let y = T(x) G R(T). Then for 2 G AT(T*), (y , 2 ) = (T(x), z) =
(x,T*(z)) = 0 and so R(T) C K(T*)L. Furthermore, since k It *)1 is
closed, R(T) C K(T*)L. On the other hand, if y G i?(T)-*-, 0 = (T(x),y) =
(x,T*(y)) for all x G H, and, consequently, T*(y) = 0. Thus H(T)-1- c
K(T*), and, consequently, K{T*)L c RiT)^1- = R(T), which proves (a).
(b) We apply (a) to T* in place of T and use that T** = T.
(c) Take orthogonal complements in (a) and (b).
This result also implies that if T : H —»•H is a self-adjoint linear opera­
tor, then H = W ) © K{TL).
Solutions 457

152. (a) Clearly K (T) c K(T*T). Now, if x € K(T*T), {x,T*T(x)) =

(T(x),T(x)) = 0, and, therefore, ||T(x)|| = 0 and x G K (T).
(b) By Problem 151(b), R(T*) = K (T)1 , and, therefore, by (a), R(T*) =
K{T*T)L. Now, since (T*T)* = T*T, R(T*) = Æ(T*T)±X, which gives the
conclusion by Problem 61(c).
153. Since T* = T the conclusion follows from Problem 152(a).
154. Since the sum defining T(x) is finite for x g D(T), T is well-defined.
Let y = J2nynen(t) € D(T*). Then (y,T(x)) = ^ nynx(n), where the sum
is actually finite, and |X)n^ x(n)l = |(T*(y),x)| < c||x|| for all x G D(T).
Now, fix an integer n and rj > 0, and pick xv>no G D(T) symmetric about
n so that xv>n(n) = 1 and xv>n(x) = 0 for \x —n| > 77 and ||x^)n||-¥ 0 with
77. Then as 77 —>■0 the right-hand side of the above inequality goes to 0 and
the left-hand side is equal to yn (if 77 < 1). It thus follows that yn = 0, and
since n is arbitrary, yn = 0 for all ti, y = 0, and D(T*) = {0}
155. Recall that for a densely defined T, D(T*) is the maximal subspace
of H for which T* is defined, i.e., D(T*) = {y € H : there exists T*(y) in H
such that (T(x),y) = (x,T*(y)) whenever x € D(T)}. First, let y G D(T*)
and consider the functional ly on D(T) given by £y(x) = (T(x),y). ly is
linear and \£y{x)\ = |(T(x),y)| = |(x,T*(y))| < ||x|| ||T*(y)||; hence £y is
bounded on D(T) with H^H < ||T*(j/)|| and D(T*) c D{y G H : £y(x) =
(T(x),y) is a bounded linear functional on D(T)}. Conversely, if y G D,
since D(T) is dense in H, ty extends uniquely to a bounded linear functional
on H and by the Riesz-Fréchet representation theorem there exists a unique
xe in H such that (T(x),y) — {x,xe)\ let T*(y) = X£. Then D(T*) D D.
156. (a) implies (b) If y G D(T) the functional £y(x) = (T(x),y) =
(x,T(y)) satisfies \£y{x)\ < ||x|| ||T(y)|| and is thus bounded; by Problem
155, y G D(T*).
(b) implies (c) Since (T(x),y) = (x,T(y)) for x,y G D(T) it follows that
T* extends T. Then T is symmetric, (T(x),x) = (x,T(x)} = (T(x),x) for
x G D{T), and so {T(x), x) G R.
(c) implies (a) Expanding as in Problem 109(a) it readily follows that
\{T(y),x) + A(T(x),y) is real for all A G C. Picking A = i we get that
(T(y),x) — (T(x),y) is purely imaginary and for A = 1 that (T(y),x) +
(T(x),y) is real. From this it readily follows that (T(x),y) = (T(y),x), and,
consequently, (T(x),y) = (x,T(y)).
157. (a) We prove that R(T —i l ) is closed, the other assertion being
similar. For x G D{T), by symmetry ||(T—il)x\\2 = (T(x)—ix,T(x) —ix) =
||T(x )||2 + 7 (T(x) , x ) - 7 (x ,T ( x)) + ||x ||2 = ||T(x)||2 + ||x||2. Therefore, ifyn =
(T —iI)(xn) is a sequence in R(T—iI) that converges to y G H, say, it readily
follows that ||T(xn —xm )||2 + ||xn —xm ||2 —> 0 as n ,7n -> 0 0 . Thus {xn}
458 20. Hilbert Spaces

and {T(xn)} are Cauchy sequences in H and, consequently, {(xn,T(xn))}

converges to (x, y1) e H x H, say. Now, since T is closed, x € D(T) and
y' = T(x), and, therefore, yn = T(xn) —ixn -¥ y' —ix = (T —il)(x). Thus
y G R(T —i l ), which is therefore closed.
(b) Follows from Problem 151.
158. (a) implies (b) If T is self-adjoint, T is closed. Now, if a: €
K(T*—iI), then T(x) = T*(x ) = ix, andsoi||x||2 = {T(x),x) = {x,T(x)) =
—i||x||2 and x = 0 . A similar computation gives that the same is true for
x G K(T* + il).
(b) implies (c) By Problem 157(a), R(T — il) is closed and by Problem
157(b), {0} = K{T* + il) = R(T - il)x , i.e., R(T - il) = H.
(c) implies (a) Since T is symmetric, T* extends T and D(T) C D(T*).
Now, if ¡e € D(T*), let x' e D(T) be such that (T* + il)(x) — (T + H)(x').
Then (T * + H)(x - of) = 0 and x - x' e K(T* + il) = R(T - i l )-1 = {0}.
Thus x = x' € D(T).
159. (a) Let x G D(S); since R(T + il) = R(S + il) there exists
x' € D(T) with (T + iI)(x') = (S + iI)(x), which, since S extends T, implies
(S + il)(x — x') = 0. Hence S(x — x') = —i(x — x'), and by Problem
156(c), (S(x - x'),x —x') = —i\\x —x'||2 is real. Therefore x —x1 = 0 and
x = x' € D(T).
(b) For the sake of argument suppose that S is a self-adjoint extension
of T. Since H = R(T + il) = R(S + il), by (a), S = T and T is self-
adjoint. However R(T —il) ^ H implies, by Problem 158(c), that T is not
self-adjoint.
160. (a) That M is dense was done in Problem 60. Now, for x G M, let
Nx be the least integer such that X)n=o xn = 0 and xn = 0 if n > Nx. Let
x,y € M and assume, as we may, that Nx < Ny. Now, since X)m=o xm +
Xn + Em=n+1 Xm = 0 and Em=0 X™ + Em=n+1 X™ = °> We have (T x )n =
- i ( x n + 2 Em=n+i Xm)i and, consequently, (T(x),y ) = - i En=o xnVn ~
E n = o E m = n + 1 x m V n = C - 2iD, say. Now,

Nx tn — 1 Nx 71— 1 Nx Ny Nx
d = E £ Xml/n £ £ x nUm — £ £ x nVm ^ ^ %nUn
Solutions 459

(b) Let x G D(T). Then it follows that

wn = ((T + il)x)n = i + ix n

N 71
2 i ^ ^ xm — 2 i 'y ] xm.
m=0

Let v G K(T* —il) and an —> v, an G D(T). Since T* is closed, we

have (T* — il)an -¥ (T* — il)v = 0. Let b(n) = (T* — il)an. Hence,
b™= 2i S l= o am- Since 2 ia% = f>£+ 1 - b%, we have 2 ian = U(bn) - bn, where
U is the unilateral left shift. Therefore, 2||an|| < 2 ||6 n||—>■0. Hence v = 0,
thus 0 = K(T* —U) = R(T + U)1 . Therefore, R(T + U) is dense in £2.
(c) Let w = e\ and v G D(T). We have |(T(u),to)|2 = \wq\2 < ||v||2.
Hence, w G D(T*). Furthermore, ((T —il)v,w) = (T(v),w) + {—iv,w) =
iVQ — ivo = 0 for all v. Hence, (v, (T* + il)w) = 0 for all v. Therefore
(T* + il)w = 0.
(d) By (b), R(T + il) j = H. By (a), T is symmetric. By_ (c),
R(T —i /) 1 sp{û)}, hence R(T — il) ^ H. Then, by Problem 159, T has
no self-adjoint extension.
162. (a) Let x G H\ since Q(x) G K(S + Si), T(Q(x)) G K(S + Si) and
(S + S\)TQ{x) = T(S + 5i)Q(a;) = 0; hence QTQ(x) = TQ(x). Similarly,
QT*Q{x) = T*Q(x) for all x € H. Therefore QT = (T*Q)* = (QT*Q)* =
QTQ = TQ.
(b) Let x G K(S). Then ||Si(x)||2 = (Si(x),Si(x)) = (S%(x),x) =
(S2(x),x) = ||5(x)||2 = 0 and x G K(Si). Since these steps are reversible,
K(S) = K(S\). Thus, if x G K(S), x G K(S + Si) and since Q projects
onto K(S + S\), Q(x) = x for x G K(S).
(c) Since S2 = S%, (S + Si)(S-Si)(x) = (S2-S%)(x) = 0 for all x G H,
hence (S -S i)(x) G K(S+Si), i.e., Q(S-Si)(x) = (S-Si)(x) for all x G H.
On the other hand, since Q(S + Si) = (S + Si)Q and Q(x) G K(S + Si)
for all x G H, it follows that Q(S + Si)(x) = (S + Si)Q(x) = 0. Finally,
from the relations QS + QSi = 0 and QS —QSi = S —Si it follows that
2QSi = Si —S, and so S = ( I —2Q)Si.
163. (a) Recall that G(T*) = {(v,u;) G H x H : {x,w) = {T(x),v) for
all x G D(T)}. Thus if {(vn,wn)} C G(T*) converges to (v, w) in H x H,
then (x,w) = (T{x),v) for all x G D(T)} and (v,w) G G(T*), which is
therefore closed.
(b) Necessity first. Since D(T*) is dense in H, T** is defined; we claim
that D(T) C D(T**). Indeed, if v G D(T), L(w) = (T*(w),v) = (w,T(v))
460 20. Hilbert Spaces

is a bounded linear functional on D(T*) with norm < ||T(v)||, and, con­
sequently, by Problem 155, v G D(T**) and T**(v) = T(v) for v € D(T).
Thus T** is a closed extension of T, which is therefore closable.
Sufficiency next. For the sake of argument suppose 0 ^ vq G D^r*)^.
Then (0,wo) G G(T*)-^_and from (a) it follows that G{T*)L = W ±J- = W.
Now, it is clear that W = {(w,—v) : (v,w ) G G(T)}, and, hence, (0,vo) G
G(T), which implies by Problem 9.1 that G(T) is not the graph of a linear
operator.
(c) If T is closable, T* is densely defined and at the beginning of (b)
we checked that T C T**. In fact, there is equality, because we can use the
computation in (a) applied to T* instead of T to determine the graph of T *:
G(T**) = V 1 , where V = {(T*(x), -x ) G H x H : x G D(T*)} c H x H}.
Thus V is obtained from the graph of T* as A(G(T*)), where A is the linear
isometry A(y,w) = (w,—v). In (b) we saw that Gf(T*)J" = W and since
A(W) = G(T), this gives G(T**) = (¿(GCT* )))-1 = ¿(GCT* ) ) 1 = A(W) =
G(T). Finally, for T closable we have T* = (T**)* = T* = T* since T* is
closed.
164. Necessity first. For the sake of argument suppose that m\ = 0 and
let {xn} be such that ||xn||= 1 for all n, and ||T(xn )||2 = (T*T(xn),xn) ->■ 0.
Then 1 = ||xn||= ||T_ 1 T(icn)|| < ||T- 1 ||||T(xn)|| -¥ 0, which is not the case.
Similarly m2 > 0 .
Sufficiency next. Pick ci,C2 > 0 such that cjmi < l,C2 m2 < 1, and
define the linear operators S\ = c\T*T, S% = C2 TT*. Then Si, S 2 , I —
Si, I — S 2 are self-adjoint and ||/ — 5i|| = sup||I||=1( ( / — ciT*T)(x),x) =
1 —ci inf||a;||= 1 (T:,,T(x),x) = 1 —cimi < 1; similarly ||/ —S^H < 1. Therefore
by Problem 9.149, Si and S2 are invertible and, consequently, (T*T) - 1 and
(TT* ) “ 1 exist. Hence, since I = (T*T )-1 T*T = T T*(TT*)~1, T has a left
and right inverse and is therefore invertible. Therefore T ~ l = (T*T)_ 1 T* =
T *(T T *)-i exists.
165. Note that the result applies to T — I + SS* where S : H —»• H is
a bounded linear operator.
166. (a) Since (S*TS)* = S*TS and (S*TS(x),x ) = (TS(x),S{x)) > 0
for x G H, S*TS is positive.
(b) The proof proceeds by induction for T 2n and T 2n +1 simultaneously.
First, for n = 0, T° = I and T 1 = T are positive. Suppose next that T 2n
and T 2n+1 are positive. Then by (a), T2(n+1) = TT2nT and j ’2(n+ 1 ) + 1 =
T T 2n+1T are positive.
(c) Let b be the functional on H x H given by b(x,y) = (T(x),y).
First, for y G H, the mappping b(-,y) is linear and since T — T*, b(y,x) =
(‘T (y),x) = (x,T(y )) = (T(x),y) for all y G H, and b is hermitian. Also,
Solutions 461

b(x, x) = (T(x),x) > 0 for x £ H. Therefore, by the Cauchy-Schwarz

inequality for b we have \{T(x),y)\2 < (Tx,x){T(y),y) for all x,y £ H.
Note that letting y = T(x) it follows that (T(x),T(x))2 = ||T(x)||4 <
(T{x),x)(T2{x),T{x)).
167. (a) If n = 2k is even, Tn — Tn+1 = Tk(I —T)Tk is positive by
Problem 166(a). On the other hand, if n = 2k + 1 is odd, Tn —Tn+1 =
Tk(T —T2)Tk is positive by Problems 166(e) and (a).
(b) By (a), {(Tn(a;),x)} is decreasing and by Problem 166(b) bounded
below by 0. Hence, it converges for all x £ H.
(c) Let n,m 6 N, n < m. Clearly (Tn - Tm)* = Tn - Tm. Now, as
we saw in (b), (T°(x),x) > (Tn(x),x) > (Tm(x),x) > 0, and, therefore,
0 < ((Tn - Tm)\x),x) < (T°(x),x). Whence Tn - Tm and I - (Tn - Tm)
are positive. Now, by Problem 166(d), ||Tn(x) - Tm(z)||2 < (Tn(a;),a:) -
(Tm(x),x) for all x £ H. Then since {(Tn(x),x)} converges, (Tn(a;)} is
Cauchy and, hence, converges to a limit P(x), say, in H for every x £ H.
Clearly P is linear. Since ||Tn(x)|| < ||T||n||x|| < ||cc|| for all n and x £ H,
the same is true in the limit, i.e., ||P(a:)|| < ||x||. Therefore P is continuous
and {Tn} converges in 13(H) in the strong topology.
(d) By the continuity of the inner product, limn(Tn(x),i/) = (P(x),y)
for all x , y £ H . Now, since (T71)* = Tn for all n, it follows that (P*(x),y) =
(x, P(y)) = limn(z,Tn(y)) = limn{Tn(x),y) = (P(x),y), and so P = P*.
Since T is continuous, TP(x) = limnTTn(x) = P(x), and, therefore, TP =
P.
(e) If T(x) = x ,T n(x) = x for all n, and so P(x) = x. Let y £ H and put
x = P(y). B y (d), T(x) = TP(y) = P(y) = x, and, consequently, P(x) = x.
This being the case for all y £ H we have P 2 = P . B y (d), (T — I)P = 0.
and, therefore, R(P) C K(T —I). For x £ K(T —I), P(x) = x, and so
x £ R(P ), and, therefore, R(P) = K(T —I). Finally, if x £ R(P )x for all
y £ H we have (P(x),y) = (x,P(y)) = 0, and so P(x) = 0. We deduce that
P(x + y) = x if x £ K(T —I) and y £ (K(T —1))± , and, therefore, P is the
orthogonal projection onto K(T —I).
169. Let x £ D(T*). By assumption R(T) = R(T*) = H and T and T*
agree on the dense set D(T). So there is x' £ D(T*) such that T(x) = T*(x').
Hence (T(y),x') = (y,T*(xf)) = (y,T(x)) = (T*(y),x) = (T(y),x) for all
y £ D(T) C D(T*). Hence (T(y),x — x') = 0. Finally, since there is
y £ D(T) such that T(y) = x - x', ||a: - x'\\ = 0.
170. First, since R(T)'*’ = K(T*) = K(T) = {0}, P(T), which is the do­
main of T-1 , is dense in H. Now, y £ D(T~U) iff (T_ 1 (a;),y) = (x,T~u (y))
for all x £ P(T), or, equivalently, (z,y) = (T(z),T~1*(y)) for all 2 £ D(T).
This means that T~u (y) £ D(T*) and T*T_1* = I. Similarly, since R(T*)
462 20. Hilbert Spaces

is dense in H, y € D(T x*) iff (T* 1(x),y) — (x,(T* x)*(y)) and, letting
x = T*(z) we get (z,y) = (T*(z), ( T * - 1) * ^ ) ) = ( T * - 1T *(z ),y )). Thus,

172. The statement is false. Let (x, y) e X x Y with 4>(x, y) / 0,

An = n + 1/n, and observe that ||An(x ,y) — n(x,y)|| = n- 1 ||(x,y)|| ->• 0 as
n —> oo. However,

|<£(A„(x,y))-<£(n(x,y))| = |(n + l/ n )2< £ ( x ,y ) - n 2<£(x,y)|

= (2 + n _ 2 ) | ^ ( x , y )| - > 2 | ^ ( x ,y ) | 96 0
as n —» 0 0 .
173. Let x € H. Since <f>(x, •) is conjugate linear in the second variable,
<p(x, •) is a bounded linear functional on H with norm < K ||x|| where K is
the norm of 4>. Thus, by the Riesz-Frechet representation theorem, there is
a unique x^ 6 H such that <f>(x,y) = (y,x^) and ||</>(x, -)|| = ||x^,||. Hence,
<p(x,y) = (x0 ,y). Let T : H H be given by T(x) = x First, T
is well-defined. Indeed, if T : H —> H is another such mapping, then
(j>{x,y) = (T(x),y ) = (T{x),y ) for all x,y G H, and so T(x) = T(x) for
all x € H. Next, T is linear. Indeed, for all x, x ' , y e H and scalars A,

(T(x + Ax7), y) = <f>(x + Ax', y) = 4>{x, y) + A</>(x', y)

= (T(x),y) + A(T(x'),y) = (T(x) + AT(x'),y).

Thus, since this relation holds for all y 6 H, T(x + Ax') = T(x) + AT(x').
Finally, T is an isomorphism. First, T is continuous: By Problem 134,
||T(x)|| < RT||x|| and T is bounded with ||T|| < K. Next, T is injective:
Let x € if. Then, by Cauchy-Schwarz, c||x||2 < 4>(x,x) = (T(x),x) <
||T(x)|| ||x||. Thus, if x 7^ 0, ||T(x)|| > c||x|| and, in particular, T is injective.
Next, T is onto. To see this, observe that R(T ) is closed in H. Indeed,
let {T(xn)} be a convergent sequence in R(T). Then ||T(xn) —T(xm)|| >
c||xn —xm||, and, therefore, {xn} is Cauchy, and converges to x G if, say.
By the continuity of T, T(xn) —> T(x) € R(T), and R(T) is closed. So,
to prove that T is surjective it suffices to verify that if(T)-1- = {0}. Let
x e if(T)-1-. Then, since T(x) € R(T ), 0 = (T(x),x) = <f>(x,x) > c||x||2, and
x = 0. Finally, by the inverse mapping theorem, T is a homoemorphism.
174. First, by the Riesz-Frechet representation theorem, there is a
unique yi € if with ||y£,|| = ||L|| such that L(x) = (yL,x) for all x € i f . Let
T be the mapping defined in Problem 173, put u = T ~l {yi) and observe
that 4>(u,x) = (T(u),x } = (yz,,x) = L(x) for all x € if. We claim that
u is unique. Let u' be such that x) = L(x). Then, 4>(u — u', x) = 0
for all x € if and, in particular, <j){u —u',u —u1) = 0. Then, c||u —v!||2 <
<p(u —u',u —v!) = 0 and u = v!.
Solutions 463

175. (i) For x e H and ( £ R, let f(t ) = $ ( x + ty). Then, / is

a real-valued function of t and, from the symmetry of (f>, it follows that
f{t) = (t2/2)(f>(y, y)+t(</)(x, y) —L(y)) + (l/2)<p(x>x) —L(x) + C, and f(t) =
t(f>{y,y) + (<t>(x>y) ~ L(y)). Thus, $>(x) has a global minimum at x G H
iff f(t ) has a global minimum at t = 0, i.e., $ ( x + ty) = $ ( x ) + tf'{ 0) +
(t2/2)</>(x,x) > $(x) for all t G R, for all y G H iff f(0) = 4>{x,y)-L{y) = 0,
for all y G H. This establishes the equivalence of (a) and (b), and (i) is done.
176. Necessity first. Let M be a total ONS in H and pick y\,y2 €
T(M ) and x\, X2 G M such that 3/1 = T(x\) and y2 = T{x2). Then (yi, 3/2) =
(T(xi)fT(x2)) = (x i ,T*T(x2)) = {xi,T-1T{x2)) = (xi,X2 ) = 1 if xi = x2
and (3/1,3/2) = 0 otherwise. Now, since T is a bijection, x\ = X2 only when
3/1 = 3/2 and so (3/1,3/2) = 1 if 3/1 = 3/2 and <3/1,3/2) = 0 if 3/1 ^ y2 for all
3/1,3/2 € T(M). Thus T (M ) is an ONS in H. Next, let y G T{M)-L. Then
(y,T(x )) = {T*(y),x) = 0 for all x € M and since M is total, T*(y) = 0.
Whence, since T* is injective when it exists, y = 0, and T (M ) is total in H.
Sufficiency next. First, T is bounded. Given x € H with ||a:|| = 1, let
X = sp {x }; X is a closed subspace of H and, consequently, H = X © X L.
Now, since X 1- is a closed subspace of H, X is a Hilbert space in its own
right and has an ONB M i, say. Let M = {a:} U M i; since ||a;|| = 1 this
is an ONS in H and M i is orthogonal to X and, hence, to x. Moreover,
since sp(M ) D sp(M i) U sp ({x}) = X 1 U X = H, M is a total ONS in H.
Then T (M ) is a total ONS in H and, in particular, ||T(x)|| = 1. Since x
is arbitrary, ||T(x)|| = 1 whenever ||a;|| = 1 and T is bounded with norm 1.
Now, since x/||x|| always has norm 1, except when x = 0 but then T ( 0) = 0,
it follows that ||T(x)|| = ||x|| for all x G H and, in particular, T is injective.
Next, T is onto. Let M be a total ONS in H; by assumption sp(T(M )) =
H . Moreover, since T(M) c T(H), sp (T (M )) C T(H) and H = sp(T(M ))
C T(H). Therefore T(H) = H. Then, given y G H, there exist {yn} C T(H)
and { x n} in H such that yn = T(xn) for all n, and yn y. Now, since T is
an isometry ||xm - x n|| = ||T(rm - x n)|| = \\ym- y n\\, and so { x n} is Cauchy
and, hence, converges to x in H, say. Finally, since T is bounded, T(x) = y
and T is surjective.
Next, by polarization, from the isometry one deduces (Tx, Ty) = (x, y)
for all x, y G H. (This is true for real and complex H\ for complex H do the
real and imaginary parts separately.) Now, this implies that (T*T(x),y) =
(T(x),T(y)) — {x,y ) for all x , y G H. Hence, since y is arbitrary, T*T(x) —
x for all x G H.
Index

L 1(X ), 42 distribution function, 14

L°°{}0 , 59 measure induced by, 14
LP(X ), 59 Dynkin system, 24
A-system, 24
7r-system, 15 Egorov’s theorem, 75
cr-algebra, 13
Borel £ (R n), 14 Fatou’s lemma, 43
generated by, 14 Frullani’s formula, 280, 355
product, 93 Fubini’s theorem, 94
functional, 106
algebra, 13 bounded, 106
generated by, 13 continuous, 106
linear, 106
Baire category theorem, 5
Baire class B i, 10 Holder’s inequality, 60
Baire space, 5 Hahn-Banach theorem, 106
Banach space, 105 Hamel basis, 4
complemented, 107 Hardy’s inequality, 68
uniformly convex, 120 Hilbert space, 147
bilinear mapping, 149 orthogonal projection, 148
bounded, 149 projection theorem, 148
Borel-Cantelli lemma, 78, 213 Riesz-Fréchet representation theorem,
second lemma, 26 148
self-adjoint operator, 148
Cantor discontinuum, 8 symmetric operator, 148
Cantor set, 8 Hilbert-Schmidt operator, 160
Cantor-Bernstein-Schroder theorem, 3
Cantor-Lebesgue function, 8 inner product, 147
cardinal number, 3 inner product space, 147
Chebychev’s inequality, 42, 59 Bessel’s inequality, 148
closed graph theorem, 126 Fourier coefficients, 148
convolution, 94 maximal ONS, 148
ONB (orthonormal basis), 148
Diophantine number, 7 ONS (orthonormal system), 148

465
466 Index

orthogonality, 147 measure preserving transformation,

OS, 148 26
parallelogram law, 147 nonatomic, 15
Parseval’s equation, 148 probability, 14
Plancherel’s equality, 148 purely atomic, 15
polarization identity, 147 semifinite, 15
integrable function, 42 metric space, 4
Lebesgue point, 42 Fa set, 5
inverse mapping theorem, 126 Gs set, 5
closed set, 4
Jensen’s inequality, 59 complete, 5
dense set, 5
LDCT, 43 first category set, 5
Lebesgue differentiation theorem, 42 generic property, 6
Lebesgue measure, 29 nowhere dense set, 5
Caratheodory’s characterization, 30 open set, 4
second category set, 5
point of density, 36
Minkowski’s inequality, 60
regular, 30
Minkowski’s integral inequality, 60
Lebesgue outer measure, 29
modulus of uniform continuity, 85
linear mapping, 125
monotone class, 18
adjoint, 126
bounded, 125 normed linear space, 105
closed, 126 conjugate space, 107
compact, 126 extreme point, 112
continuous, 125 hyperplane, 113
extension, 125 linear mapping, 125
finite rank, 149 natural map, 107
norm, 125 strictly convex, 110
projection, 134
linear space, 105 open mapping theorem, 126
functional, 105 ordered set, 4
quotient, 106 chain, 4
seminorm, 105, 106 first element, 4
Louiville number, 7 maximal element, 4
totally ordered, 4
Markov’s inequality, 42 upper bound, 4
M CT, 43 well-ordered, 4
measurable function, 41
Poincare’s formula, 20
simple function, 41
principle of condensation of
measure, 14
singularities, 137
doubling, 27
induced, 20 quotient space, 106
product, 93 canonical mapping, 106
regular, 22
support, 22 Schauder basis, 144
upper k-density, 27 Schur’s lemma, 69
measure space, 14 sequences of functions, 75
cr-finite, 14 fjL-a.e. convergence, 75
complete, 14 complete convergence, 75
finite, 14 convergence in LP( X ), 76
independent sets, 25 convergence in measure, 75
Index 467

pointwise convergence, 75
weak convergence in LP(X)> 76
set, 3
countable, 3
equivalent, 3
finite, 3
infinite, 3
Lebesgue measurable, 29
measurable, 14
uncountable, 3

Tonelli’s theorem, 94

uniform boundedness principle, 126

uniformly absolutely continuous family,
85

Vitali’s theorem, 85

W k-Lp( X ) y 59

Zorn’s lemma, 4
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166 A lb e r to T orch in sk y, Problems in Real and Functional Analysis, 2015
164 T eren ce T ao, Expansion in Finite Simple Groups of Lie Type, 2015
163 G era ld T en enbau m , Introduction to Analytic and Probabilistic Number Theory, Third
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162 Firas R a ssou l-A g h a and T im o Sep päläin en, A Course on Large Deviations with an
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161 D ian e M aclag an and B ern d S tu rm fels, Introduction to Tropical Geometry, 2015
160 M ariu s O v erh olt, A Course in Analytic Number Theory, 2014
159 J oh n R . Faulkner, The Role o f Nonassociative Algebra in Projective Geometry, 2014
158 Fritz C olon iu s and W olfg a n g K liem a n n , Dynamical Systems and Linear Algebra,
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157 G era ld Teschl, Mathematical Methods in Quantum Mechanics: With Applications to
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156 M arku s H aase, Functional Analysis, 2014
155 E m m an u el K ow alski, An Introduction to the Representation Theory of Groups, 2014
154 W ilh e lm Schlag, A Course in Complex Analysis and Riemann Surfaces, 2014
153 T eren ce T ao, Hilbert’s Fifth Problem and Related Topics, 2014
152 G a b o r Szökelyh idi, An Introduction to Extremal Kahler Metrics, 2014
151 Jen n ifer Schultens, Introduction to 3-Manifolds, 2014
150 J o e D iestel and A n g ela S p alsbu ry , The Joys of Haar Measure, 2013
149 D an iel W . S troock , Mathematics o f Probability, 2013
148 Luis B a rreira and Y akov P esin, Introduction to Smooth Ergodic Theory, 2013
147 X in g zh i Zhan, Matrix Theory, 2013
146 A a ro n N . Siegel, Combinatorial Game Theory, 2013
145 C h arles A . W eib el, The AT-book, 2013
144 Shun-Jen C h en g and W eiq ia n g W a n g , Dualities and Representations of Lie
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143 A lb e r to B ressan, Lecture Notes on Functional Analysis, 2013
142 T eren ce T ao, Higher Order Fourier Analysis, 2012
141 J oh n B . C on w ay, A Course in Abstract Analysis, 2012
140 G era ld Teschl, Ordinary Differential Equations and Dynamical Systems, 2012
139 J oh n B . W alsh , Knowing the Odds, 2012
138 M a ciej Z w orski, Semiclassical Analysis, 2012
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135 P ascal C h errier and A lb e r t M ilan i, Linear and Quasi-linear Evolution Equations in
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134 J ea n -M a rie D e K ön in ck an d F loria n L u ca, Analytic Number Theory, 2012
133 Jeffrey R a u ch , Hyperbolic Partial Differential Equations and Geometric Optics, 2012
132 T eren ce T ao, Topics in Random Matrix Theory, 2012
131 Ian M . M u sson , Lie Superalgebras and Enveloping Algebras, 2012
130 V iv ia n a E ne and J ü rgen H erzog , Gröbner Bases in Commutative Algebra, 2011
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It is generally believed that solving problems is the most important part of the learning
process in mathematics because it forces students to truly understand the definitions,
comb through the theorems and proofs, and think at length about the mathematics.
The purpose of this book is to complement the existing literature in introductory
real and functional analysis at the graduate level with a variety of conceptual problems
( 1,457 in total), ranging from easily accessible to thought provoking, mixing the prac-
tical and the theoretical aspects of the subject. Problems are grouped into ten chapters
covering the main topics usually taught in courses on real and functional analysis. Each
of these chapters opens with a brief reader's guide stating the needed definitions and
basic results in the area and closes with a short description of the problems.
The Problem chapters are accompanied by Solution chapters, which include solutions
to two-thirds of the problems. Students can expect the solutions to be written in a
direct language that they can understand; usually the mos't "natural" rather than the
most elegant solution is presented.

IS BN 978 - 1 - 4704 -2 0 57 -4