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HW3 Solution

The document provides solutions to homework problems regarding measure theory and integration. It addresses concepts such as measurable functions, limits of functions, monotone functions, dominated convergence theorem, and simple functions. Measure theory and integration concepts are applied to solve problems involving measurable sets, integrals, and convergence of functions.

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17 views1 page

HW3 Solution

The document provides solutions to homework problems regarding measure theory and integration. It addresses concepts such as measurable functions, limits of functions, monotone functions, dominated convergence theorem, and simple functions. Measure theory and integration concepts are applied to solve problems involving measurable sets, integrals, and convergence of functions.

Uploaded by

chic19801041
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Download as PDF, TXT or read online on Scribd
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MATH 605, HW 3 SOLUTIONS

Folland’s Real Analysis; Chapter 2:


2.) f, g : X ! R̄ are measurable.
(a) Show that f g is measurable: Since
{x | f g(x) > a} = [b2Q+ [{x | f (x) > b} \ {x | b g(x) > a}][[b2Q [{x | f (x) < b} \ {x | b g(x) > a}] ,
we can write (f g) 1 ((a, 1]) as a countable union of measurable sets.
(b) Similar - but we break it into annoying cases.
3.) fn measurable; show that the set of points x where lim fn (x) exists is measurable: By
Proposition 2.7, g3 = lim sup fn and g4 = lim inf fn are measurable - and hence so is g4 g3 .
The set we are interested in is just (g4 g3 ) 1 (0) and is therefore measurable.
8). Suppose that f : R ! R is monotone; wlog, we can assume that f is monotone
non-decreasing (otherwise, replace f (x) by f ( x)). If s < t, then f (s)  f (t). In particular,
if s < x < t and a < f (s), f (t) < b, then a < f (x) < b; it follows that f 1 of any interval is
also an interval — and therefore measurable.
R R R
13).
R
Suppose fn 2 L+ , fn ! f pointwise, and f = lim fn < 1. Show that E f =
lim E fn for any measurable E: This follows immediately from the dominated convergence
theorem applied to fn E (all dominated by f ). To do this without DCV, just use Fatou as
in the proof of the DCV.
R R R
14). For f 2 L+ , set (E) = E f . Show that is a measure and g d = f g dµ: Finite
additivity follows immediately from Theorem 2.15; it is obvious that (;) P
= 0. To get the
second claim, first do it for simple functions - where it’s obvious: If g = aj Ej , then
Z X X Z X Z Z
gd = aj (Ej ) = aj f= aj (f Ej ) dµ = f g dµ .
Ej

To get it for general g, take simple functions gn increasing to g and apply monotone conver-
gence.
R R
15).
R
Suppose fn 2 L+ , fn decreases to f pointwise, and f1 < 1. Show that f =
lim fn : This is easy. We just set gn = f1 fn , note that these are increasing, and apply
monotone convergence to get
Z Z Z Z Z Z
f1 f= (lim gn ) = lim gn = f1 lim fn .
R
16). If f 2 LR+ and Rf < 1, show that for any ✏ > 0, there exists a measurable E so
µ(E) < 1 and E f > ( f ) ✏: By the definition
R
of
R
the integral, we can choose a simple
P
function = N a
j=1 j Ej with  f and R
> ( f )R ✏. However, we obviously have
f [Ej so, by monotonicity of the integral, [Ej f .

Professor Minicozzi, Fall 2002.


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