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PS03

The document presents a problem set focused on measurable functions and their properties within measurable spaces. It includes exercises on topics such as the measurability of functions, sequences of measurable functions, and the implications of monotonicity and integrability. Additionally, it covers concepts like the support of functions, measures generated by integrals, and inequalities related to measurable functions.

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Anahita Kamra
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0 views

PS03

The document presents a problem set focused on measurable functions and their properties within measurable spaces. It includes exercises on topics such as the measurability of functions, sequences of measurable functions, and the implications of monotonicity and integrability. Additionally, it covers concepts like the support of functions, measures generated by integrals, and inequalities related to measurable functions.

Uploaded by

Anahita Kamra
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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PROBLEM SET III

In all the exercises (X, M) stands for a measurable space:


1. Let f : X → R and Y = f −1 (R). Then f is measurable iff f −1 ({+∞}), f −1 ({−∞}) ∈
M and f is measurable on Y .
2. If fn is a sequence of measurable functions on X, then show that {x :
limfn (x)} exists is a measurable set.
3. If f : X → R and f −1 ((r, +∞]) ∈ M for all r ∈ Q, then show that f is
measurable.
4. Let f : R → R is monotone. Then show that f is Borel measurable.
z
5. For a complex valued function f , one can right f = sgnf |f |, where sgn z = |z|
for any complex number z ̸= 0 and sgn0 = 0. Let f : X → C be a measurable
function. Then show that both |f | : X → R and sgnf : X → C are measurable
functions.
6. Let (X, M, µ) be a measure space and (X, M, µ) be its completion. If f is a
M-measurable function on X, then show that there is a M-measurable function g
such that f = g µ almost everywhere.
7. If {fn }n∈N is a sequence of measurable functions and fn → f µ-a.e., then
show that f is also measurable provided one is working with a complete measure
space (X, M, µ).
8. Recall that the support of a complex valued function defined on a topological
space X is given by the topological closure of the set {x ∈ X : f (x) ̸= 0}. Give
an example of a real valued positive
R measurable function f : [a, b] → [0, ∞) such
that support of f is [a, b] but [a,b] f = 0, where [a, b] is a closed interval with the
Lebesgue measure. Compare the result with Riemann integration of a continuous
function.
9. Let f be a non-negative measurable function on a measure spaceR (X, M, µ).
Then show that the set function
R ν : M → [0, +∞]Rgiven by E 7→ E f dµ is a
measure on X. (The integral E f dµ is defined to be X f χE .)
10. If f ∈ L+ on some measure space (X, M, µ) such that X f dµ < ∞. Then
R

show that µ{x ∈ X : f (x) = +∞} = 0 and {x ∈ X : f (x) > 0} is σ-finite.


11. Prove the following form of the Chevyshev’s iequality: Let f be a non-
negative measurable function on a measure space (X, M, µ). Then for any λ > 0,
Z
1
µ{x ∈ X : f (x) > λ} ≤ f dµ.
λ X
12. If fn ∈ L+ on some +
R measureRspace and fn increases to f ∈ L pointwise
a.e., then show that limn X fn dµ = X f dµ.

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