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Stein and Shakarchi Real Analysis Solution SteinÊ ÖÎöÏ°Ìâ Â Ð)
Stein and Shakarchi Real Analysis Solution SteinÊ ÖÎöÏ°Ìâ Â Ð)
Stein and Shakarchi Real Analysis Solution SteinÊ ÖÎöÏ°Ìâ Â Ð)
6, Page 37
Problem 2:
(a) Prove that x is in the Cantor set iff x has a ternary expansion that
uses only 0s and 2s.
(b) The Cantor-Lebesgue function is defined on the Cantor set by writing xs ternary expansion in 0s and 2s, switching 2s to 1s, and
re-interpreting as a binary expansion. Show that this is well-defined
and continuous, F (0) = 0, and F (1) = 1.
(c) Prove that F is surjective onto [0, 1].
(d) Show how to extend F to a continuous function on [0, 1].
Solution.
(a) The nth iteration of the Cantor set removes the open segment(s) consisting of all numbers with a 1 in the nth place of the ternary expansion.
Thus, the numbers remaining after n iterations will have only 0s and
2s in the first n places. So the numbers remaining at the end are precisely those with only 0s and 2s in all places. (Note: Some numbers
have a non-unique ternary representation, namely those that have a
representation that terminates. For these, we choose the infinitely repeating representation instead; if it consists of all 0s and 2s, it is in
the Cantor set. This works because we remove an open interval each
time, and numbers with terminating representations are the endpoints
of one of the intervals removed.)
(b) First, we show that this is well-defined. The only possible problem is
that some numbers have more than one ternary representation. However, such numbers can have only one representation that consists of
all 0s and 2s. This is because the only problems arise when one representation terminates and another doesnt. Now if a representation
terminates, it must end in a 2 if it contains all 0s and 2s. But then
the other representation ends with 12222... and therefore contains a
1.
Next we show F is continuous on the Cantor set; given > 0, choose
k such that 21k < . Then if we let = 31k , any numbers within will
agree in their first k places, which means that the first k places of their
images will also agree, so that their images are within 21k < of each
other.
The equalities F (0) = 0 and F (1) = 1 are obvious; for the latter,
1 = 0.2222 . . . so F (1) = 0.1111 = 1.
(c) Let x [0, 1]. Choose any binary expansion of x, replace the 0s with
2s, and re-interpret as a ternary expansion. By part (a), this will
produce a member of the Cantor set whose image is x. (Note: Their
may be more than one preimage of x, e.g. F ( 13 ) = F ( 23 ) = 12 .)
(d) First, note that F is increasing on the Cantor set C. Now let
G(x) = sup{F (y) : y x, y C}.
Note that G(x) = F (x) for x C because F is increasing. G is
there
continuous at points not in C, because C is open, so if z C,
is a neighborhood of z on which G is constant. To show that G is
continuous on C, let x C and use the continuity of F (part b) to
1
choose > 0 such that |G(x) G(z) < for z C, |x z| < . Choose
z1 (x , x), z2 (x, x + ) and let 0 < min(x z1 , z2 x). Then
for |y x| < 0 , if y C we automatically have |F (y) F (x)| < . If
y
/ C but y < x, G(x) > G(y) G(z1 ) > G(x) ; similarly, if y
/C
but y > x, G(x) < G(y) G(z2 ) < G(x) + .
Problem 3: Suppose that instead of removing the middle third of the segment at each step, we remove the middle , where 0 < < 1.
(a) Prove that the complement of C is the union of open intervals with
total length 1.
(b) Prove directly that m (C ) = 0.
Solution.
n
(a) At the nth
n (starting at n = 0), we remove 2 segments, each of
step
1
. The total length of these segments is
length 2
n
X
X
1
1
1
n
2
=
=
= 1.
n
2
(1
)
1
(1
)
n=0
n=0
n
(b) If Cn is the set remaining
nafter n iterations, then Cn is a union of 2
. So
segments of length 1
2
m(Cn ) = (1 )n .
Note that m(Cn ) 0. Since each Cn is a covering of C by almost
disjoint cubes, the infimum of the measures of such coverings is 0.
Problem 4: Construct a closed set C so that at the kth stage of the construction one removes 2k1 centrally situated open intervals each of length
`k , with
`1 + 2`2 + + 2k1 `k < 1.
P
(a) If `j are chosen small enough, then k=1 2k1 `k < 1. In this case,
> 0, and in fact,
show that m(C)
=1
m(C)
2k1 `k .
k=1
k
X
j=1
2j `j
so by Corollary 3.3,
Now Ck & C,
= lim m(Ck ) = 1
m(C)
n
2k `k .
k=1
\
x
Ina .
n=1
a
This intersection is nonempty because In+1
Ina , and the intersection
of nested closed intervals is nonempty. On the other hand, it contains
only one point, since the length of the intervals tends to 0. Thus, we
have constructed a unique point in C corresponding to the sequence a.
Since there is an injection from the uncountable set of 0-1 sequences
C is also uncountable.
into C,
(b) However, the conclusion in (a) may be false for E closed and unbounded, or for E open and bounded.
Proof. (a) First note that for any set E,
=
E
On
n=1
On .
n=1
Let E = [0, 1]\ C. Then E is clearly open and bounded. The boundary
since C contains no interval and hence has empty
of E is precisely C,
conversely,
interior. (This shows that the boundary of E contains C;
it cannot contain any points of E because E is open, so it is exactly
Hence E
= E E = [0, 1]. Now
equal to C.)
1
< 1 = 1,1 + 1 .
On = x R : d(x, E) <
= x R : d(x, E)
n
n
n
n
< 1.
Clearly m(On ) 1, but m(E) = 1 m(C)
Problem 6: Using translations and dilations, prove the following: Let B be
a ball in Rd of radius r. Then m(B) = vd rd , where vd = m(B1 ) and B1 is
the unit ball {x Rd : |x| < 1}.
Solution. Let > 0. Choose a covering {Qj } of B1 with total volume
less than m(B1 ) + rd ; such a covering must exist because the m(B1 ) is
the infimum of the volumes of such cubical coverings. When we apply the
homothety x 7 rx to Rd , each Qj is mapped to a cube Q0j whose side
length is r times the side length of Qj . Now {Q0j } is a cubical covering of
Br with total volume less than rd m(B1 )+. This is true for any > 0, so we
must have m(Br ) rd m(B1 ). Conversely, if {Rj } is a cubical covering of
Br whose total volume is less than m(Br ) + , we can apply the homothety
x 7 1r x to get a cubical covering {Rj0 } of B1 with total volume less than
5
1
(m(Br )
rd
1
(m(Br )
rd
Solution.
(a) Since linear transformations on finite-dimensional spaces are always
continuous, they map compact sets to compact sets. Hence, if E is
compact, so is L(E). Moreover, because Rd is -compact, any closed
set is the countable union of compact sets. So if
E=
Fn
n=1
Knj
j=1
is too, since L(Knj ) is compact. But compact sets are closed, so this
shows that L(E) is F .
(b) Let x be a corner of a cube Q of side
length `. Then every point
0
x in the cube is a distance of at most d` away from x, since this
is
diagonally
opposite corner. Now |x x0 | <
the distance to the
0
0
d` |L(x) L(x )| < dM `. Now if Q is the cube of side length
2 dM` centered at x, the points on the exterior of the cube are all at
least dM ` away from x. L(Q) Q0 . Since a set of measure 0 has
a cubical covering with volume less than, its image under L has a
cubical covering with volume less than 2 dM . This implies that L
maps sets of measure 0 to sets of measure 0.
Finally, let E be any measurable set. By Corollary 3.5, E = C N
where C is an F set and N has measure 0. We have just shown
that L(C) is also F and L(N ) also has measure 0. Hence L(E) =
L(C) L(N ) is measurable.
Problem 9: Give an example of an open set O with the following property:
the boundary of the closure of O has positive Lebesgue measure.
Solution. We will use one of the Cantor-like sets from Problem 4; let C
be such a set with m(hatC) > 0. We will construct an open set whose
Let us number the intervals involved in the Cantor
closure has boundary C.
iteration as follows: If Cn is the set remaining after n iterations (with
C0 = [0, 1]), we number the 2n intervals in Cn in binary order, but with 2s
instead of 1s. For example, C2 = I00 I02 I20 I22 . The intervals in the
denoted by subscripted Js, are named according to the
complement of C,
intervals they bisected, by changing the last digit to a 1. For instance, in
C1 , the interval J1 is taken away to create the two intervals I0 and I2 . In
the next iteration, I0 is bisected by J01 to create I00 and I02 , while I2 is
bisected by J21 to create I20 and I21 , etc.
Having named the intervals, let G = J1 J001 J021 J201 J221 . . .
be the union of the intervals in C c which are removed during odd steps of
be the union of the other intervals,
the iteration, and G0 = [0, 1] \ (G C)
i.e. the ones removed during even steps of the iteration. I claim that the
Clearly this is a closed set (its complement in [0, 1]
closure of G is G C.
is the open set G0 ) containing G, so we need only show that every point in
C is a limit of points in G. To do this, we first note that with the intervals
numbered as above, an interval Iabc... whose subscript is k digits long has
length less than 21k . This is so because each iteration bisects all the existing
Is. In addition, an interval Jabc... with a k-digit subscript has length less
1
than 2k1
because it is a subinterval of an I-interval with a (k 1)-digit
Then x n Cn so for each n we can find an
subscript. Now let x C.
(n)
interval I
containing x which has an n-digit subscript. Let J (n) be the
J-interval with an n-digit subscript, whose first n 1 digits match those of
I (n) . Then I (n) and J (n) are consecutive intervals in Cn . Since they both
1
have length at most 2n1
, the distance between a point in one and a point
1
in the other is at most 2n2
. Thus, if we let yn be a sequence such that
yn J (n) , then yn x. Now let yn0 be the subsequence taken for odd
n, so that yn0 G. Then we have constructed a sequence of points in G
which converge to x C.
= G C.
It only remains to show that (G C)
=
We have shown that G
Proof.
(a) Let U be open. As is well known, U is the union of the open rational
balls that it contains. However, it is also the union of the closed
rational balls that it contains. To prove this, let x U and r > 0 such
that Br (x) U . Choose a rational lattice point q with |x q| < 3r ,
and a rational d with 3r < d < 2r . Then Bd(q) Br (x) U and
x Bd(q), so any x U is contained in a closed rational ball within
U . Thus, U is a union of closed rational balls, of which there are only
countably many. For a closed set F , write the complement Rd \ F as
a union of rational balls Bn ; then F = Bnc is a countable intersection
of the open sets Bnc , so F is G .
(b) The rational numbers are F since they are countable and single points
are closed. However, the Baire category theorem implies that they
are not G . (Suppose they are, and let Un be open dense sets with
Q = Un . Define Vn = Un \ {rn }, where rn is the nth rational in some
enumeration. Note that the Vn are also open and dense, but their
intersection is the empty set, a contradiction.)
(c) Let A = (Q (0, 1)) ((R \ Q) [2, 3]) consist of the rationals in (0, 1)
together with the irrationals in [2, 3]. Suppose A is F , say A = Fn
where Fn is closed. Then
(R \ Q) [2, 3] = A [2, 3] = (Fn ) [2, 3] = (Fn [2, 3])
is also F since the intersection of the two closed sets Fn and [2, 3] is
closed. But then
Q (2, 3) = (Fnc (2, 3))
is G because Fnc (2, 3) is the intersection of two open sets, and
therefore open, for each n. But then if rn is an enumeration of the
rationals in (2, 3), (Fnc (2, 3))\{rn } is also open, and is dense in (2, 3).
Hence (Fnc (2, 3)) \ {rj } is dense in (2, 3) by the Baire Category
Theorem. But this set is empty, a contradiction. Hence A cannot be
F .
Similarly, suppose A is G , say A = Gn where Gn is open. Then
Q (0, 1) = A (0, 1) = (Gn ) (0, 1) = (Gn (0, 1))
is also G since Gn (0, 1) is the intersection of two open sets and
therefore open. But then if {qn } is an erumeration of the rationals in
(0, 1), (Gn (0, 1)) \ {qn } is open and is dense in (0, 1), so
((Gn (0, 1)) \ {qn })
must be dense in (0, 1). But this set is empty, a contradiction. Hence
A is not G .
Problem 16: Borel-Cantelli Lemma: Suppose {Ek } is a countable family
of measurable subsets of Rd and that
X
m(Ek ) < .
k=1
Let
E = {x Rd : x Ek for infinitely many k} = lim sup Ek .
Show that E is measurable.
Prove m(E) = 0.
Solution.
Let
Bn =
Ek
k=n
\
\
E=
Bn =
Ek .
n=1
n=1 k=n
m(Ek ) < .
k=N
Then
m(BN ) = m
[
k=N
!
Ek
m(Ek ) <
k=N
since this set is precisely the set where |f (x)| = . Since these sets are
nested, this implies
k
lim m
x : |fn (x)| >
= 0.
k
n
Hence, cn such that
n
cn o
1
m x : |fn (x)| >
< n.
n
2
Define
n
cn o
En = x : |fn (x)| >
.
n
10
1
2n ,
so
Ej = 0
m=1 j=m
fn (x)
cn
0 on the complement.
Problem 18: Prove the following assertion: Every measurable function is the
limit a.e. of a sequence of continuous functions.
Proof. Let f : R R be measurable. (The problem didnt specify whether
f can have as a value, but Im assuming not.) Let Bn = [n, n]. Then
by Lusins Theorem, there exists a closed (hence compact) subset En Bn
with m(Bn \En ) < 21n and f continuous on En . Then by Tietzes Extension
Theorem, we can extend f to a continuous function fn on all of R, where
fn = f on En . (Explicitly, such an extension could work as follows: Define
fn : R R by fn (x) = f (x) for x En ; for x
/ En , since the complement
is open, x is in some open interval (a, b) Enc or in some unbounded open
interval (, a) Enc or (b, ) Enc . Let fn (x) = f (a) + xa
ba f (b) in the
first case and fn (x) = f (a) in the other two cases.)
I claim that fn f almost everywhere. Suppose x is a point at which
fn 6 f . Then x (Bnc ) (Bn \ En ) for infinitely many n since otherwise
fn (x) is eventually equal to f (x). Now a given x can be in only finitely many
Bnc , so it must be in infinitely many (Bn \ En ), i.e. x lim sup(Bn \ En ).
But lim sup(Bn \ En ) has measure 0 by the Borel-Cantelli Lemma. Hence
the set of x at which fn (x) 6 f (x) is a subset of a set of measure 0, and
therefore has measure 0.
Problem 20: Show that there exist closed sets A and B with m(A) = m(B) =
0, but m(A + B) > 0:
(a) In R, let A = C, B = C/2. Note that A + B [0, 1].
(b) In R2 , observe that if A = I {0} and B = {0} I (where I = [0, 1]),
then A + B = I I.
Solution.
(a) As noted, let C be the Cantor set, A = C, and B = C/2. Then A
consists of all numbers which have a ternary expansion using only 0s
and 2s, as shown on a previous homework set. This implies that B
consists of all numbers which have a ternary expansion using only 0s
and 1s. Now any number x 0, 1] can be written as a + b where
a A and b B as follows: Pick any ternary expansion 0.x1 x2 . . . for
x. Define
(
2
(xn = 2)
an =
0
(else)
(
1
(xn = 1)
bn =
0
(else)
11
almost everywhere.
12
13
14
15
=2
`(R)
`(Q)
`(Q)
and
d + d`(R)
d(Q, U c )
d(R, U c )
=2
+ d.
`(R)
`(R)
`(Q)
ThUs, if (Q) =
d(Q,U c )
`(Q) ,
Now let
P=
Pk
n=1 k=n
be the partition
consisting of those cubes that are eventUally in all the Pn .
c
)
I claim that 4d d(Q,U
2 d for any cube Q P. Consider what
`(Q)
happens as oUr refinement process iterates. If a given cube has too small
a distance-to-side ratio, its sub-cubes will have this ratio at least doubled
in the next iteration. Hence, after enough iterations its sub-cubes
will all
16
N
[
In .
n=1
17
consider a partition of J with mesh size less than . The total length of
all subintervals which intersect In is at most + 2N since enlarging
each In by will cover all such intervals. On each of these subintervals,
sup f inf f 2M where |f | M on J. Hence the contribution these
intervals make to the difference U (P, f )L(P, f ) is at most 2M +4M .
The other subintervals are contained in J 0 and by construction of ,
each is contained within some Ux , so sup f inf f on each of them.
Hence the total contribution they make to U (P, f ) L(P, f ) is at most
m(J). Thus, we have
U (P, f ) L(P, f ) (2M + m(J) + 4).
By requiring to be less than some constant times , we have thus
shown that the difference between upper and lower sums can be made
smaller than a constant times . Hence f is Riemann integrable.
(c) Suppose f is Riemann integrable, and let > 0. Let n N. Then
there is a partition P of J with U (P, f ) L(P, f ) < n . Now if the
interior of any subinterval Ik of this partition intersects A1/n at some
x, then sup f inf f n1 on Ik because osc(f, x, r) n1 for all r, and
(x r, x + r) Ik for sufficiently small r. So the total length of the
subintervals whose interiors intersect A1/n is at most since otherwise
they would make a contribution of more than /n to U (P, f ) (P, f ).
Hence we have covered A1/n by a collection of intervals of total length
less than , which implies m(A1/n ) < . Now if A is the set of points
at which f is discontinuous, then
[
A1/n .
A=
n=1
18
19
If A = , let g(A) = A.
By the lemma, A = for at least one A F, and any such A is a maximal
element of F.
Problem 7: Consider the curve = {y = f (x)} in R2 , 0 x 1. Assume
that f is twice continuously differentiable in 0 x 1. Then show that
m( + ) > 0 if and only if + contains an open set, if and only if f is
not linear.
Solution. We are asked to show the equivalence of the conditions (i) m( +
) > 0, (ii) + contains an open set, and (iii) f is not linear. We will
show that (ii) implies (i), which implies (iii), which implies (ii).
First, we should note that + is measurable. The problem doesnt ask for
this, but its worth pointing out. Consider G : [0, 1] [0, 1] R2 defined
by G(x, y) = (x + y, f (x) + f (y)). Then + is just the range of G. Since
differentiable functions map measurable sets to measurable sets, + is
measurable. (We havent proved yet that differentiable functions preserve
measurability, but I assume we will once we get further into differentiation
theory.)
The easiest of our three implications is (ii) implies (i). Suppose +
contains an open set. Open sets have positive measure, so + is a
measurable set with a subset of positive measure, so it has positive measure.
Now suppose m( + ) > 0. We wish to show that f is not linear. Suppose
instead that f is linear, say f (x) = ax+b. Then for any x, x0 , (x+x0 , f (x)+
f (x0 )) = (x + x0 , a(x + x0 ) + 2b) so + is a subset of the line y = ax + 2b,
which has measure 0. Thus, if + has positive measure, f must not be
linear.
The third implication is the least trivial. Suppose f is not linear. Then
there are points x0 , y0 [0, 1] with f 0 (x0 ) 6= f 0 (y0 ). Then the Jacobian
1
1
= f 0 (y) f 0 (x)
DG = 0
f (x) f 0 (y)
is nonzero at the point (x, y) [0, 1] [0, 1], where G(x, y) = (x + y, f (x) +
f (y)) as above. WLOG we may assume (x, y) (0, 1) (0, 1) since a
nonlinear function on [0, 1] with continuous derivative cannot have constant derivative everywhere on (0, 1). Then the Inverse Function Theorem
guarantees that there is an open neighborhood of (x, y) on which G is a
diffeomorphism; since diffeomorphisms are homeomorphisms, this implies
that the image of G contains an open set.
Chapter 2.5, Page 89
Exercise 1: Given a collection of sets F1 , . . . , Fn , construct another collection
Sn
SN
F1 , . . . , FN , with N = 2n 1, so that k=1 Fk = j=1 Fj ; the collection
S
{Fj } is disjoint; and Fk = F Fk Fj for every k.
j
20
Finally, let
Fj =
n
\
Gk .
k=1
Note that the Fj are pairwise disjoint because if j 6= j 0 , then they differ
in some binary digit, say j` 6= j`0 . Suppose WLOG that j` = 1 and j`0 = 0.
Then Fj F` whereas Fj0 F`c , so they are disjoint.
Also,
[
Fj .
Fk =
Fj Fk
To see this, note that the RHS is clearly a subset of the LHS since it is a
union of subsets. Conversely, suppose x Fk . Define x1 , . . . , xn by xi = 1 if
x Fi and 0 otherwise. Then if m has the binary digits m1 = x1 , . . . , mn =
xn , x Fm
by definition of Fm
. Since Fm
Fk , the result follows.
This implies
N
n
[
[
Fj .
Fi
i=1
But Fj
j=1
21
so x B and |x x| < 0 |g(x) g(x)| < 6m(B)
. If g(x) 6= 0,
then x K B and again |g(x) g(x)| < 6m(B) because of uniform
inside
continuity. Hence the integrand is 0 outside B and is at most 6m(B)
B, so its integral is at most 6m(B) m(B) = 6 . Putting the pieces together,
we have kf (x) f (x)k < .
x
h(x, t) =
Z
=
h(x, t) dx
0
Z
f (t)
t
dt
t
=
0
=
0
Z
=
dt
0
t
f (t)
dx dt
t
f (t) dt.
0
Note that the fact that this integral is finite implies that g is integrable and
not just measurable.
Exercise 5: Suppose F is a closed set in R, whose complement has finite
measure, and let (x) denote the distance from x to F , that is,
(x) = d(x, F ) = inf{|x y| : y F }.
22
Consider
Z
I(x) =
R
(y)
dy.
|x y|2
Solution.
(a) Let > 0. Choose z F such that |y z| < (y) + . Then
(x) |x z| |x y| + |y z| < |x y| + (y) + (x) (y) < |x y| + .
Interchanging the roles of x and y, we also have
(y) (x) < |x y| + .
Hence |(x) (y)| < |x y| + for any > 0. This implies |(x)
(y)| |x y|.
(b) Suppose x
/ F . Because F is closed, this implies (x) > 0, since
otherwise there would be a sequence of points in F converging to x.
Let = (x). By the Lipschitz condition from part (a), |x y| < 2
|(y) | < 2 (y) 2 . Hence
Z
I(x) =
(y)
dy
y|2
|x
Z x+/2
(y)
dy
|x y|2
x/2
x+/2
|x y|2
x/2
/2
/2
dy
1
dy = .
y2
1
dx 2
|x y|2
(y)
1
2
dx =
x2
(y)
23
(x)
dx
dy
F
2
R
R |x y|
Z
Z
1
=
dx
dy
(y)
2
c
F |x y|
ZF
2
(y)
dy
(y)
Fc
= 2m(F c ) < .
R
Since F I(x) dx < , we must have I(x) < for almost all x F .
(This is actually not all that shocking, since I(x) is clearly less than
for an interior point. Of course, there are closed sets whose boundaries
have positive measure, but those are the nasty guys.)
Exercise 6: Integrability of f on R does not necessarily imply the convergence of f (x) to 0 as x .
(a) There exists a positive continuous function f on R such that f is
integrable on R, yet lim supx f (x) = .
(b) However, if we assume that f is uniformly continuous on R and integrable, then lim|x| f (x) = 0.
Solution.
(a) Let
(
23n+4 d x, n, n +
f (x) =
0
c
1
22n+1
nxn+
else.
1
22n+1 , n
Z
n
= 2. But, because the spikes get arbitrarily high, lim sup f (x) =
n=0 2
.
(b) Suppose f is uniformly continuous on R, and let > 0. Select > 0
such that |x y| < |f (x) f (y)| < 2 , and also require < 12 .
Since f (x) 6 0, x1 > 0 such that |f (x1 )| . Then |f (y)| 2 for
y (x1 , x1 +). Now since f (x) 6 0, x2 > x1 +1 with |f (x2 )| .
Then |f | 2 on (x2 , x2 + ). Continuing in this manner, we obtain
infinitely many intervals of length 2 on which |f | 2 . These intervals
are disjoint because of our requirements that |xn+1 x| > 1 and < 12 .
Hence, by Tchebycheffs inequality,
Z
|f (x)| dx m({x : |f (x)| }) = .
2
2
R
24
is uniformly continuous.
Solution. Let > 0. By the absolute
continuity of the integral (Prop 1.12b),
R
> 0 such that m(E) < E |f | < . Then (assuming WLOG x > y),
Z x
Z x
|f (t)| dt <
f (t)dt
|x y| < |F (x) F (y)| =
y
Fk = {f (x) > 0}
k=
2k m(Fk ) < ,
if and only if
k=
2k m(E2k ) < .
k=
|x|b
0
if |x| > 1
otherwise.
g(x) =
2k Fk (x),
k=
h(x) =
2k+1 Fk (x).
k=
X
f (x)dx < g(x)dx =
2k m(Fk ) <
k=
whereas
X
k=
2 m(Fk ) <
Z
f (x)dx <
h(x)dx =
X
k=
k+1
m(Fk ) = 2
X
k=
2k m(Fk ) < .
25
Now let
(x) =
2k Ek (x).
k=
X
f (x)dx < (x)dx =
2k m(Ek ) < .
Pk
j=
2k =
k=
Ek = {f (x) > 2 } =
so
{|x| 1}
{|x| 2k/a }
(
2d
m(Ek ) =
2d 2kd/a
k0
k1
k0
.
k1
So f is integrable iff
X
k=
2k m(Ek ) =
0
X
2k 2d +
k=
2k 2d 2kd/a = 2d+1 + 2d
k=1
2(1d/a)k < .
k=
This infinite sum will converge iff the constant 1 ad is negative, i.e. iff
a < d.
For the function g given, let us redefine g(x) = 1 for |x| 1; clearly this
does not affect the integrablity of g. Now Ek is empty for k > 0, so we
need only consider negative values of k.
g(x) > 2k |x| < 2k/b
so Ek is a cube of volume 2d 2kd/b . Hence g is integrable iff
0
X
k=
2k 2d 2kd/b = 2d
0
X
2(1d/b)k
k=
[
X
1
1
{x : f (x) < 0} =
x : f (x) <
m({x : f (x) < 0})
m
x : f (x) <
n
n
n=1
n=1
by countable additivity. Hence at least one of the sets
1
En = x : f (x) <
n
has positive measure. But then
Z
Z
1
1
f (x)dx
dx = m(En ) < 0.
n
n
En
En
26
R
By contraposition, if E f (x)dx 0 for every measurable set E, then f (x)
0 a.e. R
R
RNow if E f (x)dx = 0 for every measurable E, then E f (x)dx 0 and
f (x)dx 0, which means f 0 a.e. and f 0 a.e. Hence f = 0
E
a.e.
Exercise 12: Show that there are f L1 (Rd ) and a sequence {fn } with
fn L1 (Rd ) such that
kf fn k1 0,
but fn (x) f (x) for no x.
Solution. To assist in constructing such a sequence, we first construct a
sequence of measurable sets En Rd with the property that m(En ) 0
but every x Rd is in infinitely many En . We proceed as follows: Choose
integers N1 , N2 , . . . such that
1
1
> 10
1 + + +
2
N1
1
1
1
+
+ +
> 100
N1 + 1 N1 + 2
N2
1
1
1
+
+ +
> 1000
N2 + 1 N2 + 2
N3
etc. This is possible because of the divergence of the harmonic series.
For convience, we also define N0 = 0. Next, for each k = 0, 1, 2, . . . , let
BNk +1 be the cube of volume Nk1+1 centered at the origin. Then, for a
given k, define Bj for Nk + 1 < j Nk+1 to be the cube centered at the
origin with |Bj | = |Bj1 | + 1j . Finally, we define ENk +1 = BNk +1 , and for
Nk + 1 < j Nk+1 , Ej = Bj \ Bj1 . I claim that the sets En have the
desired properties. First, note that m(En ) = n1 . This is obvious for Nk + 1;
for Nk +1 < j Nk+1 it is easy to see inductively that |Bj | = Nk1+1 + + 1j
and since they are nested sets, |Bj \ Bj1 | 1j . Thus m(En ) 0. However,
for each k,
Nk+1
[
Ej
j=Nk +1
is a cube centered at the origin with a volume greater than 10k . For any
given x, these cubes will eventually contain x, i.e. there is some K such
that
Nk+1
[
k>Kx
Ek .
j=Nk +1
27
2n f (x rn ).
n=1
Prove that F is integrable, hence the series defining F converges for almost
every x R. However, observe that this series is unbounded on every
interval, and in fact, any function F that agrees with F a.e. is unbounded
in any interval.
Solution. First we compute the integral of f ; the improper Riemann integral is
Z 1
1
1
dx = 2 x = 2,
x
0
0
but we only proved that the Lebesgue and Riemann integrals are equal for
the proper Riemann integral. Of course its true for improper integrals as
1
1
well; here, since (0, 1] =
n=1 ( n+1 , n ], we have by countable additivity that
Z
Z
X
f dx =
f dx
R
1
1
( n+1
,n
]
n=1
N Z
X
= lim
n=1
Z 1
f dx
= lim
1
N +1
Z
= lim
a0
f dx
1
1
( n+1
,n
]
f dx
= 2.
By translation invariance, the integral of f (x rn ) is also 2. Now since f
is nonnegative everywhere, the partial sums are monotonely increasing, so
by the Monotone Convergence Theorem
Z
Z
X
X
n
F dx =
2 f (x rn )dx =
21n = 2.
n=1
n=1
Since this integral is finite, F is integrable. This implies that F is finitevalued for almost all x R.
Now let F be any function that agrees with F almost everywhere, and I
28
any interval on the real line. Let rN be some rational number contained in
I. Then for any M > 0, f (xrN ) > M on the interval (rN M12 , rN + M12 ),
which intersects I in an interval IM of positive measure. Since F agrees
with F almost everywhere, it must also be greater than M at almost all
points of this interval IM I. Hence F exceeds any finite value M on
I.
Exercise 17: Suppose f is defined on R2 as follows: f (x, y) = an if n x <
n + 1 and n y < n + 1, n 0; f (x, y) = an if n xP< n + 1 and
n + 1 y < n + 2, n 0; f (x, y) = 0 elsewhere. Here an = kn bk , with
P
{bk } a positive sequence such that k=0 bk = s < .
R
y
(a) Verify that each
R Rslice f and fx is integrable. Also for all x, fx (y)dy =
0, and hence
( f (x, y)dy)dx = 0.
R
R y
(b) However, f y (x)dx = a0 if 0 y < 1, and
R y f (x)dx = an an1
if n y < n + 1 with n 1. Hence y 7 f (x)dx is integrable on
(0, ) and
Z Z
f (x, y)dx dy = s.
R
(c) Note that RR |f (x, y)|dxdy = .
Solution.
(a) Since f is constant on boxes and 0 elsewhere, the horizontal and vertical slices are constant on intervals and 0 elsewhere, and therefore
integrable. More precisely,
0
else
for y 1,
(
y
f (x) =
for 0 y < 1, and
abxc
fx (y) = abxc
a0
0
0x<1
else
where bxc is the greatest integer less than or equal to x. (For x < 0
the function fx (y) is identically
0, and for y < 0 the function f y (x)
R
is identically 0.) Clearly fx (y)dy = 0 for all x, since fx (y) is equal
to abxc on an interval of Rlength
1 and abxc on an interval of length 1
R
and 0 elsewhere. Hence
f (x, y)dydx = 0.
(b) Since all the integrals are of constants on intervals Rof length 1, it
immediately follows from the formulas in part (a) that f y (x)dx is a0
for 0 y < 1 and an an1 = bn for n y < n + 1. Then
X
Z Z
Z n+1 Z
X
y
y
f (x)dx =
f (x)dx dy =
bn = s.
R
n=0
n=0
29
=
=
Z
X
n=0
n+1
Z
fx (y)dx dx
2an =
n=0
since an > a0 so the terms in the sum are bounded away from 0.
Exercise 18: Let f be a measurable finite-valued function on [0, 1], and suppose that |f (x) f (y)| is integrable on [0, 1] [0, 1]. Show that f (x) is
integrable on [0, 1].
Solution. Let g(x, y) = |f (x) f (y)|. By Fubinis Theorem, since g is
integrable on [0, 1] [0, 1], g y (x) is an integrable function of x for almost
all y [0, 1]. Choose any such y. Then since f (x) f (y) |f (x) f (y)|,
Z 1
Z 1
(f (x) f (y)) dx
|f (x) f (y)|dx <
0
so
Z
Z
f (x)dx f (y) +
Exercise 19: Suppose f is integrable on Rd . For each > 0, let E = {x :
|f (x)| > }. Prove that
Z
Z
|f (x)|dx =
m(E )d.
Rd
=
|f (x)|> d dx
d
0
ZR
=
|f (x)|dx.
Rd
Exercise 22: Prove that if f L1 (Rd ) and
Z
f() =
f (x)e2ix dx,
Rd
30
2i(x 2||
2 )
e
dx
=
f x
2
2||
Rd
Z
2i
=
f x 2 e2ix e 2||2 dx
||
Rd
Z
e2ix dx
=
f x
2||2
Rd
so, multiplying by 12 and adding the original expression,
Z
Z
1
2ix
f (x)e2ix dx
f() =
f x
e
dx
2
2||2
Rd
Rd
Z
1
=
f (x) f x
e2ix dx
2 Rd
2||2
and
Z
1
2ix
|f ()| =
f (x) f x
e
dx
2 Rd
2||2
Z
1
2ix
f (x) f x
e
dx
2 Rd
2||2
Z
1
f (x) f x
dx
=
2 Rd
2||2
1
.
=
f (x) f x
2
2||2
1
1
As || , | 2||
2 | 0, so kf (x) f (x 2||2 )k1 0 by the L -continuity
of translation (Proposition 2.5).
= f()
Solution. Suppose such an I exists. Then for every f L1 , f()I()
31
= M kf (y) f (y + (x x0 ))k1 .
In the penultimate
step
R
R we have used translation invariance and the
fact that f (y)dy = f (y)dy provided both integrals are taken over
all of Rd . Now by the L1 -continuity of translation, > 0 such that
|x x0 | < kf (y) f (y + (x x0 ))k1 < M
. This in turn implies
0
|f g(x) f g(x )| < , so f g is uniformly continuous.
(b) Let > 0. Since CC (Rd ) is dense in L1 (Rd ), we may choose f such
that supp(f) = K is compact, f is continuous, and kf fk1 < 2M
,
where M is a bound for |g| as in part (a). Continuous functions with
compact support are bounded, so choose N such that |f| < N . Now
Z
f (x y)g(y)dy
|f g(x)| =
d
ZR
f (x y) + (f (x y) f (x y)) g(y)dy
=
d
ZR
f (x y) + (f (x y) f(x y))g(y) dy
d
ZR
Z
|f(x y)||g(y)|dy +
f (x y) f(x y) |g(y)|dy.
Rd
Rd
Call the first integral I1 and the second I2 . Since |g| < M , I2
M kf fk1 <R 2 . Now since g is integrable, there must exist compact
F such that F c |g| < 2N
. Then if |x| is larger than the sum of the
diameters of K and N ,
Z
I2 =
|f(x y)||g(y)|dy
Rd
Z
=
|f(x y)||g(y)|dy
since f = 0 on K c
xyK
Z
N
|g(y)|dy
xyK
Z
N
|g(y)|dy <
2
c
F
32
X
n=0
An (x) =
n=0
converges for x in a set of positive measure (or in particular for all x), then
an 0 and bn 0 as n .
p
Solution. We can rewrite An (x) = cn cos(nx + dn ) where cn = a2n + b2n
and
P dn is some phase angle (it can be arctan(bn /an ), for example). If
An (x) converges on some E with m(E) > 0, then An (x) 0 on E. By
33
on E 0
on E 0
cn cos(nx + dn ) 0
c2n cos2 (nx + dn ) 0
Z
E0
R0
0
)
by the previous problem, so c2n 0, which
But E cos2 (nx+dn )dx m(E
2
implies cn 0, which implies an 0 and bn 0.
Problem 3: A sequence {fk } of measurable functions on Rd is Cauchy in
measure if for every > 0,
m({x : |fk (x) f` (x)| > }) 0
as k, ` .
as k .
34
Hence
E (x ay, y)dx dy
RR
Z
Z
=
E (x, y)dx dy
Z
Z
m(L(E)) =
RR
= m(E),
by the translation-invariance of the measure.
(b) Similarly m(L(E)) = m(E) if L is strictly lower triangular. In general,
one can write L = L1 L2 , where Lj are strictly (upper and lower)
triangular and is diagonal. Thus m(L(E)) = | det L|m(E), if one
uses Exercise 7 in Chapter 1.
Solution.
(a) Im not quite sure what to comment on here, since the problem statement pretty much did all the work for me. I guess I should point out
that the use of Tonellis theorem to turn the double integral into an
iterated integral is justified because E is nonnegative; note that this
proves that the result holds even if m(E) = .
(b) The fact that lower triangular transformations work the same way is
obvious. Now supposing L = L1 L2 , we have
m(L(E)) = m(L1 ((L2 (E)))) = m((L2 (E)))
= | det()|m(L2 (E)) = | det()|m(E) = | det(L)|m(E)
since det(L) = det(L1 ) det() det(L2 ) = det() and m((E)) =
| det()|m(E) by Exercise 7 of Chapter 1. Thus, every linear transformation that has an LU decomposition works as we want it to. However, I think the problem is flawed because not every matrix has an
LU decomposition (in fact, not even every invertible matrix does.) In
particular, in the 2 2 case a matrix of the form L1 L2 will look like
either
1 c
d1 0
1 0
d1 + cd2 e cd2
=
0 1
0 d2
e 1
d2 e
d2
or
1 0
d1 0
1 c
d1
cd1
=
.
e 1
0 d2
0 1
ed1 ed1 c + d2
But a matrix of the form
0
b
a
0
35
Rd
Rd
Rd
Rd
kk1 < . This proves the first two properties of good kernels. For
1
the last, we recall that for
R L , for every > 0 there exists a
compact set F such that F c || < . Now compact subsets of Rd are
bounded, so K Br (0) for some radius Rr . Now if h > 0 is any fixed
number, for < rh this will imply that |x|>h |K (x)|dx < . Thus,
R
for any h > 0, |x|>h |K (x)|dx 0 as 0. Hence {K } is a family
of good kernels.
(b) Suppose || M everywhere and (x) = 0 for |x| B. Let A =
M B d+1 . Then for any > 0,
x
1
|K (x)| = (d+1)
M (d+1)
A
A
(B)d+1
|x|d+1
for x B; for x > B we have K (x) = 0. Hence |K (x)| A/|x|d+1
for all x and , so {K } is an approximation to the identity.
(c) Suppose {K } is any family of good kernels. Then
Z
kf K f k =
|f K (x) f (x)| dx
d
ZR Z
f (x y)K (y)dy f (x) dx
=
Rd
Rd
Z Z
=
(f (x y) f (x))K (y)dy dx
d
d
ZR Z R
|f (x y) f (x)||K (y)|dydx
Rd Rd
Z Z
=
|f (x y) f (x)||K (y)|dxdy
d
d
ZR RZ
Z
Z
=
|f (x y) f (x)||K (y)|dxdy +
|f (x y) f (x)||K (y)|dxdy
|y|
Rd
|y|>
Rd
for any > 0. Let us call the first integral I1 and the second I2 . Then
Z
Z
I1 =
|K (y)|
|f (x y) f (x)|dx dy
|y|
Rd
Z
=
|K (y)|kf (x y) f (x)k1 dy.
|y|
36
|K (y)|
(|f (x y)| + |f (x)|)dxdy
|y|>
Rd
Z
=
|K (y)| 2kf k1 dy
|y|>
Z
= 2kf k1
|K (y)|dy 0
|y|>
37
Z
|f (x)|dx = 2
Rd
1/2
1/2
1
2
1
=
dx = 2
.
1
x(log 1/x)2
log
2
log x
0
1
2,
Exercise 6: In one dimension there is a version of the basic inequality (1) for
the maximal function in the form of an identity. We defined the one-sided
maximal function
Z
1 x+h
|f (y)|dx.
f+
(x) = sup
h>0 h x
If E+ = {x R : f+
(x) > }, then
Z
1
m(E+ ) =
|f (y)|dy.
E+
38
|f (y)|dy > h
x
x+h
|f (y)|dy
0
|f (y)|dy (x + h) + x > 0
0
x+h
|f (y)|dy x.
|f (y)|dy (x + h) >
Rx
Thus, if we define F (x) = 0 |f (y)|dy x, the set E+ is precisely the
set {x : h > 0 s.t. F (x + h) > F (x)}. Note also that F is continuous
by the absolute continuity of the integral (we are assuming that f L1 ,
naturally). By the Rising Sun Lemma,
E+ =
(aj , bj )
j=1
aj
F (aj ) = F (bj )
Z bj
|f (y)|dy aj =
|f (y)|dy bj
bj
|f (y)|dy = (bj aj ).
aj
Then
Z
|f (y)|dy =
+
E
as desired.
Z
X
j=1
bj
aj
|f (y)|dy =
(bj aj ) = m(E+ )
j=1
39
2N
[m
j
E c Um
j=1
and
m (E c [0, 1])
2N
m
X
j=1
m
X
2N
1 2
4
1
j
j
m(Um
) = (2Nm )
= .
m E c Um
m
m
N
m
m
j=1
4
m
for a.e. x F ,
40
Exercise 18: Verify the agreement between the two definitions given for the
Cantor-Lebesgue function in Exercise 2, Chapter 1 and Section 3.1 of this
chapter.
Solution. This is such a lame problem. Its so clear that theyre the same.
Probably the easiest way to see that is to think of the Cantor-Lebesgue
function as the following process:
Given x, let y be the greatest member of the Cantor set such that
y x. (We know such a y exists because the Cantor set is closed.)
Write the ternary expansion of y.
Change all the 2s to 1s and re-interpret as a binary expansion. The
value obtained is F (x).
Its pretty clear that both the definitions of the Cantor-Lebesgue function
given in the text do exactly this.
Exercise 19: Show that if f : R R is absolutely continuous, then
(a) f maps sets of measure zero to sets of measure zero.
(b) f maps measurable sets to measurable sets.
Solution.
(a) Suppose E R hasPmeasure zero. Let P> 0. By absolute continuity,
> 0 such that
|bj aj | <
|f (bj ) f (aj )| < . Since
m(E) = 0, there is an open set U E with m(U ) < . Every open
subset of R is a countable disjoint union of open intervals, so
U=
(aj , bj ) with
X
(bj aj ) < .
j=1
j=1
x[a,b]
j=1
X
j=1
|Mj mj | <
j=1
Hence f (E) is a subset of a set of measure less that . This is true for
all , so f (E) has measure zero.
(b) Let E R be measurable. Then E = F N where F is F and
N has measure zero. Since closed subsets of R are -compact, F is
-compact. But then f (F ) is also -compact since f is continuous.
Then f (E) = f (F ) f (N ) is a union of an F set and a set of measure
zero. Hence f (E) is measurable.
41
Exercise 20: This exercise deals with functions F that are absolutely continuous on [a, b] and are increasing. Let A = F (a) and B = F (b).
(a) There exists such an F that is in addition strictly increasing, but such
that F 0 (x) = 0 on a set of positive measure.
(b) The F in (a) can be chosen so that there is a measurable subset E
[A, B], m(E) = 0, so that F 1 (E) is not measurable.
(c) Prove, however, that for any increasing absolutely continuous F , and
E a measurable subset of [A, B], the set F 1 (E) {F 0 (x) > 0} is
measurable.
Solution.
(a) Let
Z
F (x) =
C (x)dx
a
[
U=
(aj , bj )
j=1
(F (aj ), F (bj ))
j=1
and
m(F (U )) =
j=1
But
Z
B A = F (b) F (a) =
Z
(x)dx =
(x)dx =
U
(F (bj ) F (aj ))
j=1
R
since = 0 on C so C (x)dx = 0. Thus m(F (U )) = m(F ([a, b])), so
that m(F (C)) = 0. This implies that m(F (S)) = 0 for any subset S
C. But since C has positive measure, it has a non-measurable subset.
Then if E = F (S), m(E) = 0 so E is measurable, but F 1 (E) = S is
not measurable.
(c)
42
Exercise 22: Suppose that F and G are absolutely continuous on [a, b]. Show
that their product F G is also absolutely continuous. This has the following
consequences.
(a) Whenever F and G are absolutely continuous in [a, b],
Z b
Z b
0
F (x)G(x)dx =
F (x)G0 (x)dx + [F (x)G(x)]ba .
a
>
0
such
that
|bj aj | <
P
P
|F (bj ) F (aj ) < M
and
|G(bj ) G(aj )| < 2M
. Then
X
2
X
1 X
2M
+ 2M
= .
2
2M
2M
This proves that F G is absolutely continuous on [a, b]. We now turn to the
consequences of this:
(a) Since F G is absolutely continuous, its differentiable almost everywhere. By elementary calculus, (F G)0 = F 0 G + F G0 at any point
where all three derivatives exist, which
is almost everywhere. InteR
grating both sides and subtracting F G0 yields
Z b
Z b
Z b
F 0 (x)G(x)dx =
F (x)G0 (x)dx +
(F G)0 (x)dx.
a
(b) It would be nice if the problem would actually define this for us, but
Im assuming that the here means is represented by as opposed to
any kind of statement about whether the function actually converges
43
to its Fourier series or not. Then suppose bn are the Fourier coefficients
of F 0 , so by definition
Z
1
bn =
F 0 (x)einx dx.
2
Using part (a), we have
1
bn =
2
F (x)(ine
inx
1
= in
2
F (x)einx dx = inan .
(c) Then all bets are off. As one example, consider F (x) = x which is
clearly absolutely continuous on [, ]. Then
inx
Z
inx
2i
xe
e
1
1
xeinx dx =
+
an =
= (1)n
2
2
2
in
n
n
R
for n 6= 0, and a0 = xdx = 0. However, F 0 (x) = 1 which has
Fourier coefficients b0 = 1 and bn = 0 for n 6= 0.
Exercise 25: The following shows the necessity of allowing for general exceptional sets of measure zero in the differentiation Theorems 1.4, 3.4, and
3.11. Let E be any set of measure zero in Rd . Show that:
(a) There exists a non-negative integrable f in Rd , such that
Z
1
f (y)dy = for each x E.
lim inf
m(B)0 m(B) B
xB
X
X
X
1
f=
On =
= 1.
m(On )
2n
d
Rd
n=1 R
n=1
n=1
Now let x E. Since On is open, there exist open balls Bn On with
x Bn . Then for any ball B 3 x,
Z
Z
X
X
X
1
m(Bn B)
f (y)dy =
m(On B)
m(Bn B)
f (y)dy
.
m(B) B
m(B)
B
n=1
n=1
n=1
For any N , there exists > 0 such that m(B) < and x B implies
B Bj for all j = 1, . . . , N . (This is true because B1 Bn is
an open set containing x and hence contains an open ball around x.)
Then
Z
X
m(Bn B)
1
f (y)dy
N
m(B) B
m(B)
n=1
44
f (y)dy.
F (x + h) F (x)
= lim inf
h0
h
h<0
x+h
f (y)dy
x
The conclusion in (a) implies that both of these are infinite, since
one can consider integrals over the balls [x, x + h) and (x h, x].
(Technically, I suppose we should work with open balls, but one can
look at e.g. (x , x + h) for sufficiently small .)
Exercise 30: A bounded function F is said to be of bounded variation on R if
F is of bounded variation on any finite sub-interval [a, b] and supa,b TF (a, b) <
. Prove
that such an F enjoys the following two properties:
R
(a) RR |F (x + h) F (x)|dx A|h|, for some constant A and all h R.
(b) | R F (x)0 (x)dx| A, where ranges over all C 1 functions of bounded
support with supxR |(x)| 1.
For the converse, and analogues in Rd , see Problem 6* below.
Solution.
(a) First, note that it is sufficient to treat the case where F is a bounded
increasing function. This is so because in general we can let F =
F1 F2 where F1 and F2 are bounded increasing functions; if they
both satisfy the given condition, with constants A1 and A2 , then
|F (x + h)
R F (x)| |F1 (x + h) F1 (x)| + |F2 (x + h) F2 (x)| for
all x, so |F (x + h) F (x)| A1 + A2 .
(In case someone asks why F must be a difference of bounded increasing functions, we could re-do the proof that was used on finite
intervals, using the positive and negative variations of f . This avoids
the problem of trying to extend from the bounded case and worrying
about whether such an extension is unique.)
Suppose now that F is bounded and increasing. Since F is increasing, |F (x + h) F (x)| = F (x + h) F (x) for h > 0. (By translation
invariance, it is sufficient
to treat theRcase of positive h, since
R
R
|F (x h) F (x)| = F (x) F (x h) = F (x + h) F (x).) Then
45
a+h
In particular,
Z (n+1)h
h(F ((n + 2)h) F (nh))
nh
Nh
F (x + h) F (x) h
N h
N
1
X
n=N
h F ((N + 1)h) + F (N h) F ((N + 1)h) F (N h)
2h(F (+) F ())
since the sum telescopes. Since F (+) F () is a finite constant,
this proves the result.
(b) By some algebraic legwork,
F (x + h)(x + h) F (x)(x) = F (x) (x + h) (x) (x + h) F (x + h) F (x) .
When we integrate both sides over R, the left-hand side integrates to
zero by translation invariance. Hence
Z
Z
F (x) (x + h) (x) dx =
(x + h) F (x + h) F (x) dx.
R
(x)
dx
=
(x + h) F (x + h) F (x) dx
R
Z R
A|h|.
Hence
Z
(x + h) (x)
dx A.
F (x)
h
R
Now is supported on some compact set K, so 0 is a continuous
function which is 0 outside K. Hence it has a maximum M . By the
Mean Value Theorem, any difference quotient of is at most M in
absolute value. Then if L is a bound for F on K, F (x) x+h(x)
h
is dominated by M LK for all h. Hence we can use the Dominated
Convergence Theorem as h 0 to obtain
Z
F (x)0 (x)dx A.
R
46
n
X
(tj tj1 )+(F (tj )F (tj1 )) = x
+F (
x).
j=1
j=1
We wish to show that this upper bound is in fact the least upper bound
when F is the Cantor-Lebesgue function. Consider the iterates Fn (x) of
which this function is the limit. The interval [0, 1] can be divided into
2n+1 1 intervals on which Fn (x) alternately increases and stays constant;
suppose we label them I1 , C1 , I2 , C2 , . . . , C2n 1 , I2n . The intervals Cj have
varying lengths, since they correspond to intervals that are deleted from the
Cantor set at varying stages of the iteration; however, the Ij all have length
1
iteration of
3n since they correspond to the intervals remaining in the nth
2n
the Cantor set. Hence the sum of the lengths of the Ij is 3n , while the
n
sum of the lengths of the Cj is 1 23n .
Now let x
[0, 1], and consider the partition Pn consisting of all points less
than or equal to x
which are an endpoint of one of the Cj or Ij . Thus we
have 0 = t0 < t1 < < tm = x
where Fn is increasing on [t0 , t1 ], constant
on [t1 , t2 ], increasing on [t2 , t3 ], etc. Note also that F (tj ) = Fn (tj ) since all
the tj are endpoints of the Ck intervals, which remain fixed in all successive
iterations. Then
m q
X
j=1
m
X
j=1
j odd
m
X
m
X
j=1
j odd
j=1
j even
j=1
j even
(F (tj ) F (tj1 )) +
=F (
x) +
m q
X
(tj tj1 )2 + (F (tj ) F (tj1 ))2
|Ck [0, x
]|
=F (
x) + x
|Ik [0, x
]|
F (
x) + x
|Ik |
n
2
=F (
x) + x
.
3
(tj tj1 )
47
min(x,y)
min(x,y)
so f is Lipschitz.
Chapter 3.6, Page 152
(x + h) (x)
(y) (x)
(y) (y h)
,
h
yx
h
whenever x < y, h > 0, and x + h < y. The following can then be proved.
(a) is continuous on (a, b).
(b) satisfies a Lipschitz condition of order 1 in any proper closed subinterval [a0 , b0 ] of (a, b). Hence is absolutely continuous in each subinterval.
(c) 0 exists at all but an at most denumerable number of points, and
0 = D+ is an increasing function with
Z y
(y) (x) =
0 (t)dt.
x
48
(3)
(t) (s)
(u) (s)
(u) (t)
.
ts
us
ut
This follows straightforwardly from the convexity condition:
ut
ts
s+
u
t=
us
us
ut
ts
(t)
(s) +
(u)
us
us
(u s)(t) (u t)(s) + (t s)(u)
(u s)(t) (u s)(s) (s t)(s) + (t s)(u)
(t) (s)
(u) (s)
.
ts
us
Taking a different route from inequality (3) leads to
(u) (t)
(u) (s)
us
ut
49
.
h
y a0 + h
yx
b0 + h x
h
The leftmost and rightmost terms above are constants, which we may
call m and M ; we thus have m|y x| |(y) (x)| M |y x|,
whence is Lipschitz on [a0 , b0 ].
(c) Since is Lipschitz on any closed subinterval [x, y] (a, b), is absocontinuous on [x, y] by Exercise 32 above; hence (y) (x) =
Rlutely
y 0
(t)dt.
x
is an increasing function
Now inequality (2) implies that (x+h)(x)
h
of h at any x (a, b). This implies that D+ = D+ and D = D ,
that |D+ |, |D | < , and that D+ D . The inequality (1) tells
us that x < y D+ (x) D (y). This in turn implies that D+
and D are increasing. To show that D+ = D except at countably
many points, let {x } be those points in (a, b) for which this is not
true, and define j > 0 by j = D+ ()(x ) D ()(x ). Then on
any subinterval [a0 , b0 ], if {x1 , . . . , xn } [a0 , b0 ], we have
n+1
X
D+ ()(xk ) D ()(xk )
k=1
n+1
X
n+1
X
D+ ()(xk ) D ()(xk ) +
D ()(xk ) D+ ()(xk1 )
k=1
k=1
X
D+ ()(xk ) D ()(xk )
x[a0 ,b0 ]
is finite, because all finite sub-sums are bounded by the finite constant
D+ ()(b0 )D ()(a0 ). So this sum can containly only countably many
nonzero terms, which means only countably many points in [a0 , b0 ] can
have D ()(x) 6= D+ ()(x). Since (a, b) is a countable union of closed
subintervals (e.g. [a + n1 , b n1 ]), it can contain only countably many
points for which D+ 6= D . Everywhere else, the derivative exists.
50
(t)dt
x1 +(1)x2
Z x2
x2
(t)dt
x1 +(1)x2
c
x2
x2
(t)dt
c
x1 +(1)x2
(t)dt
x1 +(1)x2
Z x2
x2
(t)dt
x1 +(1)x2
x1 +(1)x2
Z x2
x2
(t)dt (1 )
(t)dt
(t)dt
x1
(t)dt
(t)dt
Z x1
Z x2
=
(t)dt + (1 )
(t)dt
c
x1
= (x1 ) + (1 )(x2 ).
So is convex.
Chapter 4.7, Page 193
Exercise 4: Prove from the definition that `2 (Z) is complete and separable.
Solution. The proof that `2 is complete is exactly the same as the proof
(m)
that L2 is complete, from pp. 159-160 of the textbook. Let {aj }
m=1 be
2
a Cauchy sequence in ` (Z). For each k 1 we can choose nk such that
m, n nk ka(m) a(n) k < 21k and nk < nk+1 . Then the subsequence
a(nk ) has the property that ka(nk+1 ) a(nk ) k 21k . Define sequences a =
{aj } and b = {bj } by
(n1 )
aj = aj
X
(nk+1 )
aj
(nk )
aj
k=1
and
(n1 )
bj = |aj
|+
X
(nk+1 )
(n )
aj k
aj
k=1
Sj
(n1 )
= aj
K
X
(nk+1 )
aj
(nk )
aj
k=1
and
(b,K)
Sj
(n1 )
= |aj
|+
K
X
(nk+1 )
(n )
aj k .
aj
k=1
51
Then
kS (b,K) k ka(n1 ) k +
K
X
1
2k
k=1
N =1
Q2N +1
N =1
X
j=
|qj bj |2 =
|bj 0|2 +
|j|>N
N
X
2N
|qj bj |2 <
j=N
2 X 2
+
< 2 .
2+s
2
2
s=0
kf k2 M 1/2 kf k1 .
52
Solution.
(a) Let f (x) = |x|1 |x|1d/2 and g(x) = |x|1 |x|1 d . Then Exercise 10 of
Chapter 2 shows that f and g 2 are integrable, but f 2 and g are not.
(b) Applying the Cauchy-Schwarz inequality to the inner product of f E
and E ,
Z
1/2
1/2 Z
Z
= m(E)1/2 kf k2 .
E
kf k1 = kf E k1 = |f E |
|f |
(c) Since |f | M ,
Z
Z
1/2
|f |2 M |f | kf k22 = |f |2 M |f | = M kf k1 kf k2 M 1/2 kf k1 .
Exercise 6: Prove that the following are dense subspaces of L2 (Rd ):
(a) The simple functions.
(b) The continuous functions of compact support.
Solution.
(a) It is sufficient to treat the case of nonnegative f , since every complex
L2 function is a linear combination of nonnegative L2 functions. We
know there exists a sequence of simple functions sn % f with 0 sn
p
p
Convergence Theorem,
Rf . Then |fp sn | |f | so by the Dominated
|f sn | 0. Hence sn f in Lp . Therefore the simple functions
are dense.
(b) Let s Lp (Rd ) be a simple function. It is sufficient to find g
CC (Rd ) with kg skp < . If s = 0, s CC (Rd ) and were done.
Otherwise, since s is simple, 0 < ksk < ; since it is in Lp , it
must be supported on a set E of finite measure. Now Lusins
theorem
p
d
and
enables us to construct g CC (R ) with m({g 6= s}) < 2ksk
sup |g| sup |s| < . (To do this, construct g from Lusins theorem;
then if g ksk on the closed set F , change g to ksk on F . See
Rudin, Real and Complex Analysis pp. 55-56.)
Then |g s| 2ksk
2ksk
|g s| 2 ksk
2ksk
p
, so
= p kg skp < .
2
d
Exercise 7: Suppose {k }
k=1 is an orthonormal basis for L (R ). Prove that
the collection {k,j }1k,j< with k,j (x, y) = k (x)j (y) is an orthonormal
basis of L2 (Rd Rd ).
Z
R2d
Rd
Rd
53
Rd
` m
j k
Rd
Rd
Hence, if we define
Z
fk (x) =
we see that
Z
fk (x)j (x) = 0
Rd
2
H2 be the space L (R). Using the mapping
ix
i+x
of R to the unit circle, show that:
(a) The correspondence U : F f , with
1
ix
f (x) = 1/2
F
i+x
(i + x)
x 7
54
(b) As a result,
1
1/2
ix
i+x
n
1
i+x
n=
i 2 1
2
=
|F
(e
)|
sec
d
2
2
2
sec (/2)
Z
1
=
|F (ei )|2 d
2
so kf kH2 = kF kH1 . So U is unitary.
(b) By the Riesz-Fischer theorem, {ein } is an orthonormal basis for L2 (T ).
Because U is unitary,
n
1
ix
1
in
{U (e )} =
i+x
i+x
is an orthonormal basis for L2 (R).
Exercise 10: Let S denote a subspace of a Hilbert space H. Prove that
(S ) is the smallest closed subspace of H that contains S.
Solution. Let
S =
V.
V H subspace
V closed
55
x S.
Exercise 11: Let P be the orthogonal projection associated with a closed
subspace S in a Hilbert space H, that is,
P (f ) = f if f S and P (f ) = 0 if f S .
(a) Show that P 2 = P and P = P .
(b) Conversely, if P is any bounded operator satisfying P 2 = P and P =
P , prove that P is the orthogonal projection for some closed subspace
of H.
(c) Using P , prove that if S is a closed subspace of a separable Hilbert
space, then S is also a separable Hilbert space.
Solution.
(a) Let x H and write x = xS + xS . Then
P 2 (x) = P (P (x)) = P (xS ) = xS = P (x)
so P 2 = P . Moreover, if y = yS + yS is any other vector in H, then
hP x, yi = hxS , yS + yS i = hxS , yS i = hxS + xS , yS i = hx, P yi
so P = P .
(b) Let S = im(P ) which is a subspace of H. To show S is closed, suppose
xn S and xn x. Then because P is bounded, its continuous,
so P xn P x. But P xn = xn , so xn P x which implies P x = x.
Hence x S, so S is closed. Also, if w S , then for all v S,
hx, P wi = hP x, wi = hx, wi = 0
so P w S . But P w S, so P w = 0. Now using Proposition 4.2, if
y is any vector in H, then
y = yS + yS .
Then by linearity, P (y) = P (yS ) + P (yS ) = yS + 0 = yS . So P does
the same thing to y as orthogonal projection onto S, for any y H.
(c) Let H be a separable Hilbert space, {n } a countable dense set, and S
a closed subspace. I claim that {PS n } is dense in S. For any x S,
we can find a sequence k x. Then PS (k x) = PS k x since
P x = x. Since projections do not increase length,
kPS k xk kk xk (PS k ) x.
d
Rd
56
57
Exercise 18: Let H denote a Hilbert space, and L(H) the vector space of all
bounded linear operators on H. Given T L(H), we define the operator
norm
kT k = inf{B : kT vk Bkvk, for all v H}.
(a) Show that kT1 + T2 k kT1 k + kT2 k whenever T1 , T2 L(H).
(b) Prove that
d(T1 , T2 ) = kT1 T2 k
defines a metric on L(H).
(c) Show that L(H) is complete in the metric d.
Solution.
(a) This is easier if we use another expression for kT k, such as
kT k =
kT xk
.
xinH,x6=0 kxk
sup
kT1 xk kT2 xk
kT1 xk
kT2 xk
+
sup
+ sup
= kT1 k + kT2 k.
kxk
kxk
kxk
kxk
58
sup
|hT T f, gi|
kf k=kgk=1
sup
|hT f, T gi|
kf k=kgk=1
sup
kT f kkT gk
kf k=kgk=1
= sup kT f k sup kT gk
kf k=1
kgk=1
= kT k .
To show that equality is achieved, choose a sequence fn with kfn k = 1 and
kT fn k kT k. Then hT fn , T fn i kT k2 , so
kT T k =
sup
hT f, T gi sup hT f, T f i kT k2 .
kf k=kgk=1
kf k=1
59
pointsn in Ds (0). Near the point z, the region s (z) looks like a triangle.
See Figure 2.
We say that a function F defined in the open unit disc has a nontangential limit at a point z on the circle, if for every 0 < s < 1, the
limit
F (w)
wz
ws (z)
exists.
Prove that if F is holomorphic and bounded on the open unit disc, then
F has a non-tangential limit for almost every point on the unit circle.
P
n
Solution. Since F is holomorphic, we have F (z) = n=0 aP
n z for |z| < 1.
As shown on page 174 in the proof of Fatous theorem,
|an |2 < so
2
i
there is an L (T ) function F (e ) whose Fourier coefficients are an . Note
also that F (ei ) is bounded (almost everywhere) since, by Fatous theorem,
it is the a.e. radial limit of F (z), so |F (z)| M |F (ei )| M .
We next prove a lemma about the Poisson kernel.
Lemma 2. For each s (0, 1) there exists a constant ks such that
Pr ( ) ks Pr ()
for all (r, ) such that rei s .
Proof. By elementary arithmetic,
Pr ( ) =
1 r2
|ei rei |2
and
1 r2
.
|ei r|2
(This alternate formula can be found in any complex analysis book.) Our
task is thus reduced to proving
Pr () =
||
2
.
60
1 s2 r2 s2
1r
is bounded as r 1. But this follows from the fact that it has negative
derivative, since
p
r
d
d p
< 1 =
1 s2 r2 s2 =
(1 r).
2
2
dr
dr
r s
This completes the proof of the lemma. (I know, there are probably much
shorter proofs, but its late at night...)
61
Having established this lemma, the rest of the problem becomes trivial.
By the Poisson integral formula,
Z
1
|F (rei )| =
Pr ( )F (ei d
2
Z
1
Pr ( )|F (ei |d
2
Z
1
ks
Pr ()|F (ei |d
2
and by Math 245A (specifically, the fact that Pr is an approximate identity)
this last integral tends to zero. (Recall that we assumed F (1) = 0.)
Exercise 21: There are several senses in which a sequence of bounded operators {Tn } can converge to a bounded operator T (in a Hilbert space H).
First, there is convergence in the norm, that is, kTn T k 0 as n .
Next, there is a weaker convergence, which happens to be called strong
convergence, that requires that Tn f T f as n for every f H.
Finally, there is weak convergence (see also Exercise 20) that requires
(Tn f, g) (T f, g) for every pair of vectors f, g H.
(a) Show by examples that weak convergence does not imply strong convergence, nor does strong convergence imply convergence in the norm.
(b) Show that for any bounded operator T there is a sequence {Tn } of
bounded operators of finite rank so that Tn T strongly as n .
Solution. (a) Let H = `2 (N). Let T be the zero operator and Tn = Rn
where R is the right shift operator; thus
Tn (a1 , a2 , . . . ) = (0, . . . , 0, a1 , a2 , . . . ).
Then for any fixed f = (a1 , a2 , . . . ) and g = (b1 , b2 , . . . ),
hTn f, gi =
ak bn+k = hf, Ln gi
k=1
62
X
T ei =
cij ej
j=1
n
X
cij ej
j=1
and extend linearly from the basis to the rest of the space (actually,
extend linearly to finite linear combinations of the basis, and then take
limits to get the rest of the space...) Clearly each TnP
is of finite rank
X
X
ai cij ej
i=1 j=1
whereas
Tn f =
n
X
X
ai cij ej
i=1 j=1
which is just the nth partial sum (in j) and hence converges to T f .
(This is where we use the fact that T is a bounded operator, since
absolute convergence allows us to rearrange these sums.) Hence Tn f
T f weakly for all f H.
Exercise 22: An operator T is an isometry if kT f k = kf k for all f H.
(a) Show that if T is an isometry, then (T f, T g) = (f, g) for every f, g H.
Prove as a result that T T = I.
(b) If T is an isometry and T is surjective, then T is unitary and T T = I.
(c) Give an example of an isometry that is not unitary.
(d) Show that if T T is unitary then T is an isometry.
Solution. (a) By the polarization identity,
kT f + T gk2 kT f T gk2 + ikT f + iT gk2 ikT f iT gk2
4
kT (f + g)k2 kT (f g)k2 + ikT (f + ig)k2 ikT (f ig)k2
=
4
kf + gk2 kf gk2 + ikf + igk2 ikf igk2
=
4
= hf, gi.
hT f, T gi =
63
know T T = I from part (a). Since T is bijective, it has a linear 2sided inverse, and the equation T T = 1 shows that T is this inverse.
Hence T T = I.
(c) The right-shift operator on `2 (N) is isometric, since
k(0, a1 , a2 , . . . )k2 =
j=1
for all k 6= j.
Pn
is compact in H.
Solution. This is a standard diagonalization argument. Let be a sequence
of points in H. Consider the first components of the points in , i.e. their
components with respect to e1 . This is a sequence of complex numbers
in the compact ball {z : |z| c1 }, so some subsequence converges to a
complex number in this ball. If we take the corresponding subsequence of
, we obtain a subsequence S1 whose first components converge to some
number b1 with |b1 | c1 . Now consider the second components of the
points in S1 ; they form a sequence of complex numbers in the compact ball
{z : |z| c2 } and hence some subsequence converges to a complex number
b2 in this ball. Taking the corresponding subsequence S2 of S1 , we have a
sequence whose first and second components converge. Continuing, we may
inductively define sequences Sn for all n such that Sn+1 is a subsequence
of Sn , and the first n components of Sn converge. Finally, we define a
sequence S whose nth term is the nth term of Sn . This is a subsequence
of , and for any n it is eventually a subsequence of Sn (i.e. the tail of S
is a subsequence of the tail of Sn ). Hence it converges in every component.
64
But this implies convergence to a point in the Hilbert space (since the sizes
of the tails are uniformly bounded), so we are done.
Exercise 25: Suppose T is a bounded operator that is diagonal with respect
to a basis {k }, with T k = k k . Then T is compact if and only if k 0.
Solution. (From lecture) Suppose k 0. Let Tn be the nth truncation,
i.e. the operator that results when k is replaced with 0 for k > n. Then
T Tn is also a diagonal operator, with
kT Tn k = sup|k | 0.
k>n
(ii)
Z
|K(x, y)|w(x)dx Aw(y)
Rd
Z
|K(x, y)|w(y)dy
|K(x, y)||f (y)| w(y) dy
(a.e.)
Aw(x)
65
Z Z
= A2 kf k2 .
Hence kT k A.
dz
|z|d
zRd :|z|2
A
= AC
d
d
|x
y|
|z|
B
|z|2
so by problem 26 with w = 1, we have T bounded with kT k AC.
(b) As suggested, let
(
K(x, y) |x y| n1
Kn (x, y) =
0
else
and
Z
Tn f (x) =
66
where we define
Z
dz
.
|z|d
Cn =
zRd :|z|1/n
1
Since |z|d
L1 (Rd ), the absolute continuity of the integral implies
Cn 0. By problem 26 again with w = 1, this implies kT Tn k 0.
Since Tn is compact, this implies that T is compact.
(c) This should actually say T is guaranteed to be Hilbert-Schmidt if and
only if... since K could be a lot less than the bound given. Anyhoo,
A2 |x y|2d+2 <
B
2d + 2 > d
>
d
.
2
inx
n an e
whenever
n=
f (x)
an einx .
n=
for every h R.
(c) Conversely, prove that if T is any bounded operator on H that commutes with translations, then T is a Fourier multiplier operator.
67
Exercise 34: Let K be a Hilbert-Schmidt kernel which is real and symmetric. Then, as we saw, the operator T whose kernel is K is compact and
symmetric. Let {k (x)} be the eigenvectors (with eigenvalues k ) that
diagonalize
T . Then
P
(a)
|k |2 < P
.
(b) K(x, y)
k k (x)k (y) is the expansion of K in the basis {phik (x)k (y)}.
(c) Suppose T is a compact operator which
P is2 symmetric. Then T is of
Hilbert-Schmidt type if and only if
|n | < , where {n } are the
eigenvalues of T counted according to their multiplicities.
Exercise 35: Let H be a Hilbert space. Prove the following variants of the
spectral theorem.
(a) If T1 and T2 are two linear symmetric and compact operators on H
that commute, show that they can be diagonalized simultaneously. In
other words, there exists an orthonormal basis for H which consists of
eigenvectors for both T1 and T2 .
(b) A linear operator on H is normal if T T = T T . Prove that if T is
normal and compact, then T can be diagonalized.
(c) If U is unitary, and U = I T where T is compact, then U can be
diagonalized.
Solution.
(a) We can pretty much copy the proof verbatim with eigenvector replaced by common eigenvector. Let S be the closure of the subspace
of H spanned by all common eigenvectors of T1 and T2 . We want to
show S = H. Suppose not; then H = S S with S nonempty. If we
can show S contains a common eigenvector of T1 and T2 , we have a
contradiction. Note that T1 S S, which in turn implies T1 S S
since
g S hT g, f i = hg, T f i = 0
for all f S. Similarly, T2 S S . Now by the theorem for one
operator, T1 must have an eigenvector in S with some eigenvalue .
Let E be the eigenspace of (as a subspace of S ). Then for any
x E ,
T1 (T2 x) = T2 (T1 x) = T2 (x) = (T2 x)
so T2 x E as well. Since T2 fixes E , it has at least one eigenvector in
E . This eigenvector is a common eigenvector of T1 and T2 , providing
us with our contradiction.
(b) This follows from part (a). Write
T =
T T
T + T
+i
.
2
2i
T +T
2
and
T T
2i
(T + T )(T T ) = T 2 + T T T T T 2 = T 2 T 2 = (T T )(T + T )
so they commute as well. Hence, there exists an ONB of common
eigenvectors of T +T
and T T
2
2i . Any such common eigenvector is an
68
eigenvector of T , since
T + T
T T
x = x and
x = 0 x T x = ( + i0 )x.
2
2i
(c)
Chapter 4.8, Page 202
Problem 1: Let H be an infinite-dimensional Hilbert space. There exists a
linear functional ` defined on H that is not bounded.
Solution. It is a well-known fact from linear algebra that every vector space
has a basis. This can be proved using Zorns lemma: linearly independent
sets are partially ordered by inclusion, and every chain has an upper bound
by union, so there exists a maximal linearly independent set, which is by
definition a basis. Applying this to our Hilbert space, we obtain an (algebraic) basis, i.e. one for which every vector is a finite linear combination
of basis elements. Let {en } be a countable subset of our algebraic basis.
Define `(en ) = nken k and `(f ) = 0 for f in our basis but f 6= en for any
n. We can then extend ` to the whole space in a well-defined manner, but
clearly ` is not bounded since |`(en )| = nken k.
Problem 2: The following is an example of a non-separable Hilbert space.
We consider the collection of exponentials {eix } on R, where ranges over
the real numbers. Let H0 denote the space of finite linear combinations of
these exponentials. For f, g H0 , we define the inner product as
Z T
1
f (x)g(x)dx.
(f, g) = lim
T 2T T
(a) Show that this limit exists, and
(f, g) =
N
X
ak bk
k=1
PN
PN
if f (x) = k=1 ak eik x and g(x) = k=1 bk eik x .
(b) With this inner product H0 is a pre-Hilbert space. Notice that kf k
supx |f (x)|, if f H0 , where kf k denotes the norm hf, f i1/2 . Let H
be the completion of H0 . Then H is not separable because eix and
0
ei x are orthonormal if 6= 0 . A continuous function F defined on R
is called almost periodic if it is the uniform limit (on R) of elements
in H0 . Such functions can be identified with (certain) elements in the
completion H: We have H0 AP H, where AP denotes the almost
periodic functions.
(c) A continuous function F is in AP if for ever > 0 we can find a length
L = L such that any interval I R of length L contains an almost
period satisfying
sup|F (x + ) F (x)| < .
x
69
n1
=
T
T
T
T
j1 k 1
j2n1 k2n1
j1 =N k1 =N
j2n1 =N k2n1 =N
N
X
N
X
j1 =N k1 =N
N
X
N
X
j2n1 =N k2n1 =N
70
Problem 9: A discussion of a class of regular Sturm-Liouville operators follows. Other special examples are given in the problems below.
Suppose [a, b] is a bounded interval, and L is defined on functions f that
are twice continuously differentiable in [a, b] (we write f C 2 ([a, b]) by
d2 f
q(x)f (x).
dx2
Here the function q is continuous and real-valued on [a, b], and we assume
for simplicity that q is non-negative. We say that C 2 ([a, b]) is an
eigenfunction of L with eigenvalue if L() = , under the assumption
that satisfies the boundary conditions (a) = (b) = 0. Then one can
show:
(a) The eigenvalues are strictly negative, and the eigenspace corresponding to each eigenvalue is one-dimensional.
(b) Eigenvectors corresponding to distinct eigenvalues are orthogonal in
L2 ([a, b]).
(c) Let K(x, y) be the Greens kernel defined as follows. Choose (x)
to be a solution of L( ) = 0, with (a) = 0 but 0 (a) 6= 0. Similarly, choose + (x) to be a solution of L(+ ) = 0 with + (b) = 0 but
0+ (b) 6= 0. Let w = 0+ (x) (x) 0 (x)+ (x), be the Wronskian
of these solutions, and note that w is a non-zero constant.
Set
(
(x)+ (y)
a x y b,
w
K(x, y) = + (x)
(y)
a y x b.
w
L(f )(x) =
is a Hilbert-Schmidt operator, and hence compact. It is also symmetric. Moreover, whenever f is continuous on [a, b], T f is of class
C 2 ([a, b]) and
L(T f ) = f.
(d) As a result, each eigenvector of T (with eigenvalue ) is an eigenvector of L (with eigenvalue = 1/). Hence Theorem 6.2 proves
the completeness of the orthonormal set arising from normalizing the
eigenvectors of L.
Solution.
(a) Let be an eigenfunction of L with eigenvalue . Then
00 = (q + ) 00 = (q + )2 .
Integrating by parts from a to b, we have
Z
Z
0 |ba (0 )2 = (q + )2 .
Since (a) = (b) = 0, this reduces to
Z
Z
0 2
( ) = (q + )2 .
71
72
is finite. So T is Hilbert-Schmidt. The symmetry of T is immediately evident from its definition. Now suppose f C([a, b]). Then
T f C 2 ([a, b]) because K C 2 ([a, b]2 ) and the second partials of K
are bounded so that one can differentiate T f under the integral sign.
Finally,
Z
Z
Z b
1 b
1 x
+ (x) (y)f (y)dy +
(x)+ (y)f (y)dy
K(x, y)f (y)dy =
T f (x) =
w a
w x
a
Z
Z
+ (x) x
(x) b
=
(y)f (y)dy +
+ (y)f (y)dy,
w
w
a
x
so
0 (x)
(T f ) (x) = +
w
0
0 (x)
+ (x)
(y)f (y)dy +
(x)f (x) +
w
w
a
Z x
Z b
0
0
(x)
(x)
= +
(y)f (y)dy +
+ (y)f (y)dy
w
w
a
x
Z
+ (y)f (y)dy
x
(x)
+ (x)f (x)
w
and
00 (x)
(T f ) (x) = +
w
00
Z
0+ (x)
00 (x) b
0 (x)
(y)f (y)dy +
(x)f (x) +
+ (y)f (y)dy
+ (x)f (x)
w
w
w
a
x
Z
Z
w q(x)+ (x) x
q(x) (x) b
= f (x) +
(y)f (y)dy +
+ (y)f (y)dy
w
w
w
a
x
Z b
= f (x) + q(x)
K(x, y)f (y)dy
Z
73
|f (x y)||k(y)| |k(y)| dy dx
Z
p
kf (x y)k(y)1/p kp kk(y)1/q kq dx
Z Z
|f (x y)| |k(y)|dy
p/q
Z
|k(y)|dy
dx
p/q
= kkk1 kf p kk1
p/q
kkk1 kkk1 kf p k1
= kkkp1 kf kpp .
Here we have used Holders inequality on |f ||k|1/p Lp and |k|1/q
Lq , as well as the bound for the L1 norm of a convolution of L1 functions. In the case p = q = 2, Holders inequality reduces to CauchySchwarz.
(c) If f L1 L2 , we already know this from our theory of Fourier
transforms on L1 . Otherwise, since L1 L2 is dense in L2 , we may
L2
|f (x y) fn (x y)| |k(y)|dydx
L2
kf fn k2 kkk1 0
so
f[
k() = lim f\
n k() = lim fn ()k() = k() lim fn () = k()f ().
(d) This is just the definition of a Fourier multiplication operator applied
to part (c).
Exercise 3: Let F (z) be a bounded holomorphic function in the half-plane.
Show in two ways that limy0 F (x + iy) exists for a.e. x.
(a) By using the fact that F (z)/(z
+ i) is in H 2 (R2+ ).
is a bounded holomorphic function
(b) By noting that G(z) = F i 1z
1+z
in the unit disc, and using Exercise 17 in the previous chapter.
Solution.
(a) Since |F (z)| M for some M ,
F (x + iy)
M
x + i(y + 1) x2 + 1
74
so
Z
Hence
Z
F (x + iy) 2
dx
x + i(y + 1)
F (z)
z+i
M2
dx = M 2 .
x2 + 1
exists a.e., which in turn implies that lim F (x + iy) exists a.e.
(b) I assume that I can take for granted that z 7 i 1z
1+z is a conformal
mapping of the unit disc into the upper half plane, since we did this
on a previous homework. Then define G(w) = F (i 1w
1+w ) which is a
bounded holomorphic function on D. It now suffices to show that w
approaches the unit circle non-tangentially as y = Re(z) 0, where
w is now given by the inverse mapping
w=
x + (1 y)i
.
x + (1 + y)i
Then
x2 + (1 y)2
x2 + (1 + y)2
by straightforward arithmetic. Now if w were approaching the unit
2
circle in a tangential manner, we would have d|w|
dy |y=0 = 0. However,
|w|2 =
d|w|2
4(y 2 x2 1)
= 2
dy
(x + (1 y)2
which is nonzero at y = 0.
Exercise 4: Consider F (z) = ei/z /(z + i) in the upper half-plane. Note that
F (x + iy) L2 (R), for each y > 0 and y = 0. Observe also that F (z) 0
as |z| . However, F
/ H 2 (R2+ ). Why?
Solution. For any fixed y > 0,
i/(x+iy) 2
1/y
e
e
x + i(1 + y)
x2 + 1
which is integrable, so F (x + iy) L2 (R). For y = 0,
i/x 2
e
1
1
x + i = |x + i|2 = x2 + 1
which is again integrable. Also, as |z| , the numerator approaches 1 in
magnitude while the denominator becomes infinite. However, F
/ H 2 , as is
1/y
suggested by the fact that our bound includes an e
term, which blows up.
The problem, of course, is that F is not bounded in the upper half plane;
it has an essential singularity at 0, and Picards theorem tells us that it
takes on every complex value (except possibly 1) in every neighborhood of
the origin.
75
whence
|f (z)|2
1
r2
ZZ
|f ()|2 dA
1
kf k2 .
r2
|z|r
|n (z)|2
n=0
c2
d(z, c )
for z .
n (z)n (w)
n=0
76
(d) P
Suppose that is the unit disc. Then f H exactly when f (z) =
n
n=0 an z , with
n=0
(n+1)
}n=0
1/2
B(z, w) =
1
.
(1 z w)
2
Solution.
(a) First we prove a lemma, whose relevance was so kindly pointed out by
Prof. Garnett:
Lemma 3. Let {bn }
n=0 be a sequence of complex numbers. Then
v
u
X
uX
2
t
|bn | = P sup
an bn .
|an |2 1
n=0
n=0
(N )
X
X
(N )
(N )(N )
an bn =
an bn = kb(N ) k.
n=0
n=0
n=0
Returning to the problem at hand, for any sequence an with
1,
X
g(z) =
an n (z)
|an |2
n=0
kgk =
.
an n (z) = |g(z)|
c
d(z, )
d(z, c )
n=0
77
X
X
.
|n (z)|2 = P sup
an n (z)
d(z,
c )2
2
|an | 1
n=0
n=0
(b) The absolute convergence of this sum follows from part (a) and the
Cauchy-Schwarz inequality: For fixed values of z and w, {|n (z)|} and
{n (w)} are vectors in `2 , so by the Cauchy-Schwarz inequality,
qX
qX
X
n (z)n(w)
|n (z)|2
|n (w)|2 < .
To prove that the sum is independent of the choice of basis, we use
part (c). Because integration against this sum is projection onto H,
and there is only one projection map, any two such sums must be
equal almost everywhere. Im not 100% sure how to go about showing they are in fact equal everywhere. Certainly B(z, w) is analytic
in z and analytic in w (with either variable fixed, its in H as a function of the other variable). However, I dont know anything about
functions of several complex variables; is a function thats analytic in
each variable separately necessarily analytic? Or, more to the point,
continuous? Assuming so, continuity plus equality almost everywhere
implies equality. Of course, one could say that since H is being viewed
as a subspace of L2 , a.e. equality is all we need for the functions to be
the same point in the Hilbert space.
(c) Since {n } is an ONB for the closed subspace H, we can extend it
to a basis for all of L2 by complementing it with another set {k } of
orthonormal vectors. For z , define Bz (w) = B(z, w). Then
Z
T f (z) =
Bz (w)f (w)dw = hf, Bz i.
n=0
an n (w)+
k=0 bk k (w)
T f (z) = hf, Bz i
+
*
!
X
X
X
=
an n +
bk k ,
j (z)j
n=0
j=0
k=0
an j (z)hn , j i +
j,n
bk j (z)hk , j i
k,j
an n (z).
This is the formula for projection onto a closed subspaceT erases all
the components n
in the
complement.
q orthogonal
o
n+2
n+1
|z n|dA =
D
2
is orthonormal since
r=0
=0
r2 nrdrd = 2(n + 1)
r2n+2 1
=1
2n + 2 0
78
and
p
Z 2
Z
(m + 1)(n + 1) 1
rn+m e2i(nm) rdrd = 0
hn , i =
r=0 =0
for m 6= n. Now since every analytic function has
P a power series expansion, any analytic function can be written as
bn n . This proves
that {n } is a basis for H, and also gives us the condition for an
P
P |an |2
analytic function to be in L2 :
|bn |2 <
n+1 < , since
q
bn = an n+1 .
To obtain an expression for B(z, w), we first note that for any complex
number with || < 1,
X
1
=
(n + 1) n .
(1 )2
n=0
P
This may be obtained by differentiating the series 1 = n termwise,
or by squaring it and collecting like terms. Both are justified by the
uniform absolute convergence of this series on compact subdisks of the
unit disk. Then
r
r
X
n+1 n n+1 n
1X
B(z, w) =
z
w
=
(n + 1)(z w)
n=
.
(1
z w)
2
n=0
n=0
Exercise 8: Continuing with Exercise 6, suppose is the upper half-plane
R2+ . Then every f H has the representation
Z
f (z) = 4
f0 ()e2iz d, z R2+ ,
0
where
R
0
|f0 ()|2 d
< . Moreover, the mapping f0 f given by this
79
This tells us that f0 () = 0 for a.a. < 0 (since the integral in is infinite
for < 0), and also gives us the relation
Z Z
|f (x + iy)|2 dxdy
kf k22 =
Z Z
|f0 ()|2 e4y ddy
=
0
Z
Z
Tonelli
e4y dyd
=
|f0 ()|2
0
Z
1
2
=
|f0 ()|
d
4
0
This tells us that kf k = k 14 f0 kL2 ((0,),d/) . We also have by Fourier
R
inversion that f (z) = 4 0 14 f0 ()e2iz d. If we replace f0 by 14 f0 ,
we will have a unitary map f0 f , and
Z
f0 ()e2iz d.
f (z) = 4
0
Exercise 9: Let H be the Hilbert transform. Verify that
(a) H = H, H 2 = I, and H is unitary.
(b) If h denotes the translation operator, h (f )(x) = f (x h), then H
commutes with h , h H = Hh .
(c) if a denotes the dilation operator, a (f )(x) = f (ax) with a > 0, then
H commutes with a , a H = Ha .
Solution.
(a) Since the projection P and the identity I are both self-adjoint, 2P I
is self-adjoint, so H = i(2P I) is skew-adjoint.
(b) Since H is a linear combination of I and P , it suffices to verify that
both of these commute with h . For I this is trivial. For P , we have
2ih
P\
(h f )() = ()d
f ()
h f () = ()e
and
2ih c
\
P f () = e2ih ()f().
h P (f )() = e
\
a P (f )() = aP f (a) = a(a)f (a) = a()f (a)
where (a) = () because a > 0. Similarly,
P[
a f () = ()d
a f () = ()af (a).
Hence P commutes with dilations.
80
Exercise 15: Suppose f L2 (Rd ). Prove that there exists g L2 (Rd ) such
that
f (x) = g(x)
x
in the weak sense, if and only if
(2i) f() = g() L2 (Rd ).
Solution. (Help from Kenny Maples.) Let L =
Note in particular that
.
x
Then L = (1)||
.
x
\
() = (1)||
() = (1)|| (2i) ()
Ld
= (2i) ().
x
Now suppose g = f()(2i) L2 . Define g L2 as the inverse Fourier
transform of g. Using Plancherels identity, for any C0 we have
hg, i = h
g , i
Z
= g()()d
Z
= f()(2i) ()d
Z
()d
= f()Ld
i
= hf, Ld
= hf, L i.
Hence g = Lf weakly.
Conversely, suppose there exists g L2 such that g = Lf weakly. Using
Plancherel again,
Z
g()()d
= h
g , i
= hg, i
= hf, L i
i
= hf, Ld
Z
= f()(2i) ()d.
Since this is true for all C0 , we must have g() = f()(2i) a.e.
Since g L2 , g L2 by Plancherel, so f()(2i) = g() L2 .
Chapter 5.6, Page 259
Problem 6: This problem provides an example of the contrast between analysis on L1 (Rd ) and L2 (Rd ).
81
m(E )d,
2 }.
Then 1
2
|f |
on G , so
2
2
|f (y)|2 dy kf k2 < .
j=1
Then
m(K) 3d
M
X
m(Bxnj )
j=1
Z
M Z
2 3d X
2 3d
|f (y)|dy.
|f (y)|dy
j=1 G Bxn
G
j
m(K)
KE cpct
m(E )
2 3d
Z
|f (y)|dy.
G
82
Z
Rd
Rd
Substituting =
Z
2
y}) dy.
(c)
Chapter 6.7, Page 312
Exercise 3: Consider the exterior Lebesgue measure m introduced in Chapter 1. Prove that a set E Rd is Caratheodory measurable if and only if
E is Lebesgue measurable in the sense of Chapter 1.
Exercise 4: Let r be a rotation of Rd . Using the fact that the mapping
x 7 r(x) preserves Lebesgue measure (see Problem 4 in Chapter 2 and
Exercise 26 in Chapter 3), show that it induces a measure-preserving mape
of the sphere S d1 with its measure d.
where E
is the
Solution. Let E S d1 . By definition, (E) = dm(E)
union of all radii with endpoints in E. Then if r is a rotation of Rd ,
by definition. But rE
= rE
since
(rE) = dm(rE)
x =
x rE
for some 1, rE
x = r(), 1, E
x = r() (since rotations are linear)
x r(E)
= dm(E)
= m(E), so r preserves measures on the
Thus, m(rE) = dm(rE)
sphere.
Exercise
R 5: Use2 the polar coordinate formula to prove the following:
(a) Rd e|x| dx = 1, when d = 2. Deduce from this that the same
identity holds for all d.
R r2 d1
(b)
e
r
dr (S d1 ) = 1, and as a result, (S d1 ) = 2 d/2 /(d/2).
0
d/2
(c) If B is the
vd = m(B) = /(d/2 + 1), since this quantity
R unit ball,
1 d1
equals 0 r
dr (S d1 ).
Solution.
(a) For d = 2, we have by polar coordinates
Z
Z Z
Z
2
2
2
2
e|x| dx =
er rdrd = 2
er rdr = er |
0 = 1.
Rd
Z
Rd
S1
R1
x2
d
dx
83
84
is a linear functional on C([a, b]), with ` positive in the sense that `(f ) 0
if f 0.
Prove that, conversely, for any linear functional ` on C([a, b]) that is
positive in the above sense, there is a unique finite Borel measure so that
Rb
`(f ) = a f d for f C([a, b]).
Solution. Define the notation f u to mean 0 f 1 and f = 1 on [a, u].
Let
F (u) = ` (f ).
f u
85
`(gk ) F (bk ) < 2k . WLOG we may also assume f < ck (1 hk ) on (ak , a0k )
since otherwise we may take
(
max(f, ck (1 hk )) ak < x < a0k
0
ck (1 hk ) =
ck
a0k x < bk
and the function h0k defined by these relations will also be continuous, satisfy
h0k a0k , and have h0k < hk `(h0k ) < `(hk ). Now let
X
f =
ck (gk hk ).
Then we have f f by the above remarks concerning hk . Note also that
X
X
`(f ) =
ck (`(gk ) `(hk )) <
ck (F (bk ) F (a0k )) + = L(f0 ) + .
Since we also have the relations f f and f f0 , and both ` and L are
positive,
`(f ) < `(f ) < L(f 0 ) + < L(f ) + < L(f ) + 2.
Exercise 10: Suppose , 1 , 2 are signed measures on (X, M) and a (positive) measure on M. Using the symbols and defined in Section 4.2,
prove:
(a) If 1 and 2 , then 1 + 2 .
(b) If 1 and 2 , then 1 + 2 .
(c) 1 2 implies |1 | |2 |.
(d) ||.
(e) If and , then = 0.
Solution.
(a) Let disjoint A1 and B1 be chosen such that 1 (E) = 1 (A1 E) and
(E) = (B1 E) for all measurable E. Similarly, choose A2 and
B2 disjoint with 2 (E) = 2 (A2 E) and (E) = (B2 E). Let
A = A1 A2 and B = B1 B2 . Note that A and B are disjoint
because A1 B A1 B1 = and similarly for A2 . Then for any
measurable E, (E) = (E B1 ) = (E B) + (E (B1 \ B2 ).
But (B1 \ B2 ) = ((B1 \ B2 ) B2 ) = 0, so (E) = (E B).
Similarly, 1 (E) = 1 (E A1 ) = 1 (E A) 1 (E (A \ A1 )), but
1 (A \ A1 ) = 1 ((A \ A1 ) A1 ) = 0, so 1 (E) = 1 (E A) and by the
same token, 2 (E) = 2 (E A), so (1 + 2 )(E) = (1 + 2 )(E A).
Thus, and 1 + 2 are supported on the disjoint sets A and B.
(b) (E) = 0 1 (E) = 2 (E) = 0 (1 + 2 )(E) = 0.
(c) Choose disjoint A and B such that 1 (E) = 1 (E A) and 2 (E) =
2 (E B) for all measurable E. Then
X
X
|1 |(E) = sup
|1 (Ej )| = sup
|1 (Ej A)| = |1 |(E A)|
j
86
inf
E(aj ,bj ]
inf
XZ
E(aj ,bj ]
bj
F 0 (x)dx
aj
FA (bj ) FA (aj )
inf
F 0 (x)dx
E(aj ,bj ]
(aj ,bj ]
F 0 (x)dx.
To prove the reverse inequality, let > 0 and use the absolute
continuR
ity of the integral to find a > 0 such that m(E) < E F 0 (x) < .
(In case the assumption that F 0 L1 is a problem, we can treat
the intersection of E with each interval [n, n + 1) separately.) Now
since E is Lebesgue measurable, there is an open set U E such
be constructed by writing U as a disjoint
that m(U \ E) < . Let U
union of open intervals (aRj , bj ) and replacing
R each0 with (aj , bj ]. Then
\E) = m(U \E) and F 0 (x)dx =
\E
m(U
F (x)dx because U
U \E
U \E
is U \ E plus countably many points. Thus
Z
Z
Z
Z
F 0 (x)dx =
F 0 (x)dx +
F 0 (x)dx +
F 0 (x)dx.
\E
U
is one of the sets over which the infimum is taken in the definiBut U
R
tion of AR(E), so A (E) + E F 0 (x)dx. This is true for any , so
A (E) = E F R0 (x)dx. R
(ii) The equation E f d = E f F 0 (x)dx follows immediately from (a) in
the case where f is a characteristic function. By the linearity of the
integral, it holds for f a simple function as well. The result for nonnegative f follows from the Monotone Convergence Theorem: Choose
87
Z
f d =
simple fn % f . Then
Z
Z
Z
Z
(lim fn )d = lim
fn d = lim
fn (x)F 0 (x)dx =
(lim fn )(x)F 0 (x)dx =
f (x)F 0 (x)dx.
88
89
X
E1 (x1 ) . . . Ek (xk ) =
E j (x1 ) . . . E j (xj )
1
j=1
X
1 (E1 )E2 (x2 ) . . . Ek (xk ) =
1 (E1j )E j (x2 ) . . . E j (xk ).
2
j=1
We then integrate each side wrt x2 , etc. After doing this k times we obtain
X
X
j
j
1 (E1 ) . . . k (Ek ) =
1 (E1 ) . . . k (Ek ) 0 (E1 Ek ) =
0 (E1j Ekj )
j=1
j=1
as desired.
Since 0 is a premeasure on A, it extends to a measure on the -algebra
generated by A by Theorem 1.5.
Exercise 15: The product theory extends to infinitely many factors, under
the requisite assumptions. We consider measure spaces (Xj , Mj , j ) with
j (Xj ) = 1 for all but finitely many j. Define a cylinder set E as
{x = (xj ), xj Ej , Ej Mj , Ej = Xj for all but finitely many j}.
Q
For such a set define 0 (E) = j=1 j (Ej ). If A is the algebra generated
by the cylinder sets, 0 extends to a premeasure on A, and we can apply
Theorem 1.5 again.
Solution. First, note that finite disjoint unions of cylinder sets form an algebra, which is therefore the algebra A. To see this, we can just apply
Exercise 14 because of the condition that finitely many indices inQthe cylinder have Ej 6= Xj . For example, to see how unions work, let
Q Ej be a
cylinder set (where Ej = Xj for all but finitely many j) and Fj another
cylinder set. Then there are finitely many j for which either Ej or Fj is not
Xj ; we may apply the decomposition from Exercise 14 to these components
while
Q leaving
Q the others untouched, and hence obtain a decomposition of
( Ej ) ( Fj ) into finitely many disjoint cylinder sets. Similar comments
apply to intersections and complements.
90
Y
[
Ej =
Ejk
j=1
Ej be a cylinder
k=1 j=1
where the union is disjoint and all but finitely many Ejk are equal to Xj for
any fixed k. The characteristic-function version of this statement is
Y
X
Ej (xj ) =
Ejk (xj ).
j=1
k=1 j=1
Integrating both sides with respect to x1 and using the monotone convergence theorem to move the integral inside the sum on the right,
Y
X
Y
1 (E1 )
Ej (xj ) =
1 (E1k )
Ejk (xj ).
j=2
k=1
j=2
Y
X
Y
1 (E1 ) . . . ` (E` )
Ej (xj ) =
1 (E1k ) . . . ` (E`k )
Ejk (xj ).
j=`+1
k=1
j=`+1
Q
As ` , the LHS approaches 0 ( Ej ); in fact, it will equal it after
a finite number of steps because all but finitely many Ej equal Xj and
j (Xj ) = 1 for all but finitely many Xj . For the RHS, we apply monotone
convergence again (this time in `) to see that it approaches
X
X
Y
j (Ejk ) =
0
Ejk
k=1 j=1
k=1
j=1
91
R
to mean that an = Td f (x)e2inx dx. Prove that if g is also integrable,
P
and g nZd bn e2inx , then
X
an bn e2inx .
f g
nZd
2inx
(e) Verify that {e
} is an orthonormal basis for L2 (Td ). As a result
P
kf kL2 (Td ) = nZd |an |2 .
(f) Let f be any continuous periodic function on Td . Then f can be uniformly approximated by finite linear combinations of the exponentials
{e2inx }nZd .
Solution.
(a) This follows from the translation invariance of . To show that the
product of translation invariant measures is translation invariant, let
E = E1 Ed be a measurable rectangle in Td , and x = (x1 , . . . , xd )
Td . Then
(E+x) = (E1 +x1 ) (Ed +xd ) = 1 (E1 +x1 ) . . . d (Ed +xd ) = 1 (E1 ) . . . d (Ed ) = (E)
so is translation invariant on measurable rectangles. This implies
that the outer measure generated by coverings of measurable rectangles is also translation invariant. But is just the restriction of
to the sigma-algebra of Caratheodory-measurable sets, so it is translation invariant as well. This implies that is a multiple of Lebesgue
measure; since (Td ) = m(Q) = 1, we must have m = (modulo the
correspondence between Q and Td ).
(b) This is blindingly obvious, but
f mble (resp. cts) f 1 (U ) mble (resp. open) for open U
f1 (U ) mble (resp. open) in Rd
f mble (resp. cts).
Here we use the fact that f1 (U ) is a lattice consisting of translates
of f 1 (U ) by Zd ; such a set is open or measurable iff f 1 (U ) is.
(c) This is a simple application of Tonellis Theorem, exactly analogous
to the case in L1 (Rd ):
Z
Z Z
|f g(x)|dx =
d f (x y)g(y)dy dx
d
d
T
T
T
Z Z
|f (x y)||g(y)|dydx
Td Td
Z Z
=
|f (x y)||g(y)|dxdy
Td
Td
92
(d) Once again, there is absolutely nothing different from the one-variable
case. Since f g is integrable by our above remarks, and |e2inx | = 1,
f g(x)e2inx is also integrable, so by Fubinis theorem
Z
Z
Z
f g(x)e2inx dx =
e2inx
f (x y)g(y)dydx
Td
Td
Td
Z
Z
=
g(y)
f (x y)e2inx dxdy
Td
Td
Z
Z
2iny
=
g(y)e
f (x y)e2in(xy) dxdy
Td
Td
Z
=
g(y)e2iny an dy
Td
= an bn .
Z
Td
j=1
j=1
Td
93
Fourier
coefficients
of
f
and
b
those
of
g
,
then
|an | < and
n
P 2
|bn | < because f and g are in L2 so their Fourier
P transforms
are as well. Then by the Cauchy-Schwarz inequality,
|an bn | < .
1
This implies that f\
g L1 and
P since f g L , Fourier inversion
holds and we have f g (x) = an bn e2inx a.e. (in fact, everywhere,
since both sides are continuous). Now we can choose such that
|f f g | < 2 everywhere. For this , since the tails of the convergent
P
P
series an bn go to zero, we can choose some truncation |n|N |an bn |
P
such that |n|>N |an bn | < 2 . Then for any x,
X
X
2inx
2inx
f (x)
e
f
g
(x)
|f
(x)
g
(x)|
+
a
b
e
n n
|n|N
|n|N
X
= |f (x) f g (x)| +
an bn e2inx
|n>N |
X
|f (x) f g (x)| +
|an bn |
|n>N |
+ = .
2 2
Thus, f can be uniformly approximated by trigonometric polynomials.
Exercise 17: By reducing to the case d = 1, show that each rotation x 7
x + of the torus Td = Rd /Zd is measure preserving, for any Rd .
Solution. We first suppose that E Td is a measurable rectangle E =
E1 Ed where Ek T for k = 1, . . . , d. Then
m( 1 (E)) = m(E) = m((E1 1 ) (Ed d )) = m(E1 ) . . . m(Ed ) = m(E).
Hence is measure-preserving on measurable rectangles. But since the
measure of any set is computed in terms of its coverings by measurable
rectangles, is measure-preserving on all measurable sets. (We actually use
here the fact that 1 is measure-preserving as well; if {Rk } is a covering of
E by measurable rectangles, then { 1 (Rk )} is a covering of 1 (E) with
the same measure; conversely, if {Rk0 } is a covering of 1 (E) by measurable
rectangles, then { (Rk0 )} is a covering of E with the same measure.)
Exercise 18: Suppose is a measure-preserving transformation on a measure
space (X, ) with (X) = 1. Recall that a measurable set E is invariant
if 1 (E) and E differ by a set of measure zero. A sharper notion is to
require that 1 (E) equal E. Prove that if E is any invariant set, there is
a set E 0 so that E 0 = 1 (E), and E and E 0 differ by a set of measure zero.
Solution. Let
E0 =
\
n=1 k=n
k (E).
94
Then
E0 \ E =
k (E) \ E
n=1 k=n
and
E \ E0 =
E \ k (E).
n=1 k=n
k
But E \ (E) and (E) \ E both have measure zero (this follows from
m(EE 0 ) = 0 by an easy induction), and countable unions and intersections of null sets are null, so m(EE 0 ) = 0. Moreover,
1 (E 0 ) =
1 k (E) =
n=1 k=n
k (E) = E 0
n=2 k=n
because the sets inside the intersection are nested so we get the same set
whether we start at n = 1 or n = 2.
Exercise 19: Let be a measure-preserving transformation on (X, ) with
(X) = 1. Then is ergodic if and only if whenever is absolutely continuous with respect to and is invariant (that is, ( 1 (E)) = (E) for
all measurable sets E), then = c, with c a constant.
Solution. We use the fact that is ergodic iff the only
R functions
R with f =
f a.e. are constant a.e., as well as the fact that E f d = 1 (E) f d
for measure-preserving maps . Let be ergodic and let be an
invariant measure. By the Radon-Nikodym theorem, d = hd for some
function h L1 (). Then for any measurable E,
Z
Z
(E) =
hd =
h d.
1 (E)
hd.
1 (E)
95
k=0
96
If n 6= 0, then
m1
m1
X
1 X
1
e2inx 1 e2imn
.
f (x)dx = e2inx
e2ikn =
m
m
m
1 e2in
k=0
k=0
2imn
Since |1 e
Finally, since complex exponentials are uniformly dense in the continuous periodic functions by exercise 16f, the above limit holds for any
continuous periodic function: Let f be a continuous periodic function and P a finite linear combination of complex exponentials with
|f
large that |Am P
R P | < everywhere. Choose n sufficiently
Pm1
1
k
P dx| < for all m > n, where Am g(x) = m
k=0 g( (x)). Then
for m > n,
Z
Z
Z
Am f (x) f (x)dx |Am f (x) Am P (x)| + Am P (x) P (x)dx + (P (x) f (x))dx
< + + = 3.
(b) Unique ergodicity follows by the same logic as the 1-variable case.
Let be any invariant measure;Rthen part (a) plus the Mean Ergodic
Theorem shows that P (f ) = f dx, where P is the projection in
L2 () onto the subspace of invariant functions. This implies that the
image of P is just the constant functions. R But we know that the
2
L
of f onto the constants is f d, so we must have
R () projection
R
f dx = f d for continuous f . Since characteristic functions of
open rectangles can be L2 -approximated by continuous functions, this
implies that m(R) = (R) for any open rectangle R. But this implies
that m and agree on the Borel sets. Hence m is uniquely ergodic for
this .
Exercise 26: There is an L2 version of the maximal ergodic theorem. Suppose is a measure-preserving transformation on (X, ). Here we do not
assume that (X) < . Then
f (x) = sup
m1
1 X
|f ( k (x))|
m
k=0
satisfies
kf kL2 (X) ckf kL2 (X) ,
whenever f L2 (X).
The proof is the same as outlined in Problem 6, Chapter 5 for the maximal
function on Rd . With this, extend the pointwise ergodic theorem to the
case where (X) = , as follows:
Pm1
1
k
(a) Show that limm m
k=0 f ( (x)) converges for a.e. x to P (f )(x)
2
for every f L (X), because this holds for a dense subspace of L2 (X).
(b) Prove that the conclusion holds for every f L1 (X), because it holds
for the dense subspace L1 (X) L2 (X).
97
Solution.
(a) We use the subspaces S = {f L2 : f = f } and S1 = {g T g :
g L2 } from the proof of the mean ergodic theorem. As shown there,
L2 (X) = S S1 . Given f L2 , let > 0 and write f = f0 + f1 + f2
where f0 S, f1 + f2 S1 , f1 S1 , kf2 k < . Since f1 S1 ,
f1 = g T g for some g L2 . Let h = f0 + f1 . Then Am f0 = f0 = P f0
for all m, and
m1
1 X k
1
Am f1 =
T (g T g) = (g T m g).
m
m
k=0
1
m g(x)
m
X
X
X
1
1
1
1
m
2
m
2
m
2
|T
(g)(x)|
=
|T
(g)(x)|
=
kT
gk
=
kgk
< .
2
2
2
m X
m
m2
X m=1 m
m=1
m=1
m=1
P 1 m
2
Since
m2 |T (g)(x)| is integrable, it is finite almost everywhere,
which means the terms in the series tend to zero for almost all x. The
upshot is that Am f1 (x) P f1 (x) for a.a. x, so that Am h(x) P h(x)
a.e. Finally, let
n
o
E = x X : lim sup |Am f (x) P f (x)| > .
m
98
A
A
kf gk1 < .
1
1
kf gk1 < .
99
1
.
23
k1
k1
\
\
1
Fj0 + k
mk (Fk )
Fj0 < (Fk )
2
j=`
j=`
(Fj ) +
k
k
X
1 Y
(Fi )
2j i=j+1
j=`+1
\
Fj0 = 0
j=`
100
Fj0 = 0.
`=1 j=`
But the complement of this set is just lim sup Ej0 where Ej0 = mj (Ej ).
Thus, lim sup Ej0 is almost all of X.
Chapter 6.8, Page 319
Problem 1: Suppose is a C 1 bijection of an open set O in Rd with another
open set O0 in Rd .
(a) If E is a measurable
subset of O, then (E) is also measurable.
R
0
(b) m((E))
=
|
det
101
(E N ) = (Un ) = (Un ).
(In general it is only true that (Un ) (Un ), but here we have
equality because is bijective.) Since m((N )) = 0,
m((E)) m((E N )) m((E)) + m((N )) m((E N )) = m((E)).
102
Un
EN
|0 | =
|0 |.
R
0
Thus, we have (finally) that
R m((E)) =R E | |.
(c) We proved in part (b) that O0 g(y)dy = O g((x))| det 0 (x)|dx holds
if g is a characteristic function E for measurablePE O. By linearity,
this extends to a measurable simple function
cj Ej . Now for f
nonnegative, take a sequence fn % f of simple functions; then by the
Monotone Convergence Theorem,
Z
Z
f (y)dy =
lim fn (y)dy
O0
O0
Z
= lim
fn (y)dy
0
ZO
= lim
fn ((x))| det 0 (x)|dx
O
Z
=
lim fn ((x))| det 0 (x)|dx
O
Z
=
f ((x))| det 0 (x)|dx.
O
7
y
x x0
y y0
103
(ad bc)z
1
=
.
2
(cz + d)
(cz + d)2
(E) =
1 + |F |2 dx.
E
0 2
),
m((B)
104
F
x+
y(M )
~v
1 + (M )2
> F (x) +
y(M )2
.
1 + (M )2
y(M )
1+(M )2
y(M )
at which F (x + t0~v ) = F (x) + 1+(M
v . Then
)2 . Let x0 = x + t0~
2
2
y(M )2
y2
2
t20 + y
=
t
+
0
1 + (M )2
1 + (M )2
2
2
y(M )
y2
+
1 + (M )2
1 + (M )2
y2
=
<
1 + (M )2
p
so y Ix, . On the other hand, if y > F (x) + 1 + (M + )2 ,
suppose (x, y) Ix, , so there is some x0 with dist((x, y), (x0 , F (x0 ))) <
. Clearly this implies |x0 x| < ; suppose |x0 x| = t. Then because |F | < M + between x and x0 , F (x0 ) < F (x) + (M + )t.
Then the distance squared from (x, y) to (x0 , F (x0 )) is
2
105
y(M + )
.
1 + (M + )2
2y
+
y
=
> ,
1 + (M + )2
1 + (M + )2
1 + (M + )2
within of (x, y), a contraso in fact there is no point in B
diction. Thus, y
/ Ip
.
By
symmetry,
x,
p the same results hold
2
for p
y < F (x), so [ p1 + (M ) , 1 + (M )2 ] Ix,
[ 1 + (M + )2 , 1 + (M + )2 ]. Thus,
h(x, ) p
< 1 + (M + )2
2
for < 0 . This proves that
p
1 + (M )2
h(x, ) p
= 1 + |F |2 .
0
2
lim
dx
lim m(B ) = lim
0 2
0 V
2
a
Z
h(x, )
=
lim
dx
2
ZVap
=
1 + |F |2 dx
B
= (B).
(The region of integration becomes B in the limit because h(x, )
is eventually 0 for x outside B.)
(b) For two points , S d1 , let a(, ) denote the angular distance
between and , i.e. the angle between the radius vectors to and .
Similarly, for a point S d1 and a set E S d1 , define a(, E) =
inf E a(, ). Now given a ball B Rd1 and corresponding ball
106
S d1 , define B 0 = {p S d1 : a(p, B)
< arcsin()}. I claim that
B
[1 , 1 + ] (B)
B0 [1 , 1 + ].
B
Here the product is in spherical coordinates, of course. The first inclu [1 , 1 + ], then (, 1) B
and
sion is obvious because if (, r) B
is a distance |1 r| away. For the second inclusion, let (, r) be
The distance
any point in Rd . f
/ B0 , let (, 1) be any point in B.
from (, 1) to the line through the origin and (, r) is sin(a(, )) by
elementary trigonometry. By hypothesis this is greater than , so the
distance from (, 1) to (, r) is greater than . On the other hand,
if r
/ [1 , 1 + ], then no point in S d1 is within of (, r). This
proves the second inclusion. Now by the spherical coordinates formulas
derived in section 3,
Z 1+
(1 + )d (1 )d
[1 , 1 + ]) = (B)
rd1 dr =
(B),
m(B
d
1
so
[1 , 1 + ])
m(B
1 (1 + )d (1 )d
=
(B).
2
d
2
d
(1)
Since (1+) 2
is a difference quotient for the function f (x) = xd
d d
1
[1 , 1 +
at x = 1, it approaches dx
x |x=1 = d as 0, so 2
m(B
]) (B). Similarly,
1 (1 + )d (1 )d
1
m(B0 [1 , 1 + ]) =
(B0 ).
2
d
2
As 0, this approaches lim0 (B0 ) (provided the latter exists,
lim (B 0 ) =
of course). Now since the B 0 are nested and B 0 = B,
= (B)
by the continuity of measures. (It hardly bears pointing
(B)
out here that (B0 ) are all finite.) By the Sandwich Theorem,
) = lim
(B
0 2
) = (B0 ).
m(B
x1
p
1 x21 x22
x2
,p
1 x21 x22
so
1 + |F |2 = 1 +
x21
x22
1
1
1
+
=
=
.
=
2
2
1 x21 x22
1 x21 x22
1 x21 x22
cos
1 sin
Then
d =
p
1 + |F |2 dx =
1
sin cos dd = sin dd.
cos
107
(x1 ,...,xn )
(1 ,...,n )
is
s1 s2
s1 c2 c3
s1 c2 s3 c4
..
.
0
s1 s2 s3
s1 s2 c3 c4
..
.
0
0
s1 s2 s3 s4
..
.
...
...
...
..
.
s1 c2 s3 . . . sn
s1 s2 c3 s4 . . . sn
s1 s2 s3 c4 s5 . . . sn
...
s1 . . . sn1 cn
0
0
0
..
.
1
cos2 1
E0
108
(b) Show that is ergodic (in fact, mixing) if and only if A has no eigenvalues of the form e2ip/q , where p and q are integers.
(c) Note that is never uniquely ergodic. (Hint.)
Solution.
(a) Duly noted.
OK, I guess Im supposed to prove it. :-) Since A is a linear isomor be the
phism, A1 is as well. Let E Td be measurable, and let E
d
corresponding subset of the unit cube in R . Then
= | det A1 |m(E)
= m(E)
= (E)
(A1 E) = m(A1 (E))
where is the measure on Td induced by the Lebesgue measure m on
Rd .
(b) Suppose that A has an eigenvector of the form e2ip/q ; then AT does
as well, since it has the same characteristic polynomial. Then (AT )q
has 1 as an eigenvector. Since AT I has all rational entries, there is a
(nonzero) eigenvector in Qd , and hence, by scaling, in Zd . Let n Zd
with (AT )q n = n. Consider the function f (x) = e2inx for x Td .
T k
Then since n (Ax) = (AT n) x, T k f (x) = e2i((A ) n)x . The averages
of this function are
m1
1 X 2i((AT )k n)
e
.
Am f (x) =
m
k=0
k+q
But T
f = T f for all k, so Ajq f (x) = Aq f (x) for any integer j.
Since Aq f (x) is not zero (it is a linear combination of exponentials
with distinct periods, since we may assume WLOG that
R q is as small
as possible), the averages do not converge a.e. to Td f (x)dx = 0.
Hence cannot be ergodic.
On the other hand, suppose A has no eigenvector e2ip/q . Let f (x) =
e2inx and g(x) = e2imx for any m, n Zd . Then
Z
T k
hT k f, gi =
e2i((A ) nm)x dx.
Td
109
[
[
1
1
1
1
h i (a, b)
(n + a, n + b) x
,
x
x n=1
n+b n+a
n=1
so
X
1
1
,
n+b n+a
n=1
Z 1/(n+a)
X
1
dx
=
log
2
1
+x
1/(n+b)
n=1
!
1
1 + n+a
1 X
=
log
1
log 2 n=1
1 + n+b
( 1 ((a, b))) =
Y
1
(n + a + 1)(n + b)
=
log
.
log 2
(n + a)(n + b + 1)
n=1
But
Y
1+b
(n + a + 1)(n + b)
=
(n + a)(n + b + 1)
1+a
n=1
because the product telescopes; all terms cancel except 1 + b on the top
and 1 + a on the bottom. Hence
1
1+b
1
( ((a, b)) =
log
= ((a, b)).
log 2
1+a
Since is measure-preserving on intervals and these generate the Borel sets,
it is measure-preserving.
Note: By following the hint and telescoping a sum rather than a product,
it is possible to prove is measure-preserving for all Borel sets directly
rather than proving it for intervals and then passing to all Borel sets. Let
E [0, 1) be Borel, let E + k denote the translates of E, and 1/(E + k) =
{1/(x + k) : x E}. Since
k=1
k=1
X 1
X
1
1
1
=
=
,
1+x
k+x k+1+x
(k + x)(k + 1 + x)
110
it follows that
(E) =
1
log 2
1
log 2
=
=
1
log 2
1
log 2
1
dx
1
+
x
E
Z X
E k=1
XZ
k=1 E
Z
X
k=1
1
dx
(x + k)(x + k + 1)
1
dx
(x + k)(x + k + 1)
E+k
1
dx
x(x + 1)
dx
x(x+1)
1 X
log 2
k=1
dy
1+y ,
Z
1/(E+k)
so this equals
X
1
dy =
y+1
k=1
[
k=1
1
E+k
1
E+k
= ( 1 (E)).
Chapter 7.5, Page 380
Exercise 2: Suppose E1 and E2 are two compact subsets of Rd such that
E1 E2 contains at most one point. Show directly from the definition of
the exterior measure that if 0 < d, and E = E1 E2 , then
m (E) = m (E1 ) + m (E2 ).
Solution. If E E2 = then d(E1 , E2 ) > 0 because both are compact, so
for < d(E1 , E2 ), every -cover of E1 E2 is a disjoint union of a -cover
of E1 and a -cover of E2 . This implies
H (E) = H (E1 ) + H (E2 )
and taking the limit as 0 yields m (E) = m (E1 ) + m (E2 ).
Now suppose E1 E2 = {z}. Let F1 = E1 \ B (z) and F2 = E2 \ B (z).
For any -cover {Fj } of E, let {Ai } be the collection of those Fj which
intersect F1 , and {Bk } the collection of those that intersect F2 . Note that
these collections are disjoint because d(F1 , F2 ) . Then {Ai } {B (z)}
is a -cover for E1 , and {Bk } {B (z)} is a -cover for E2 . Thus
H (E1 ) + H (E2 ) H (E) + 2 .
Taking limits as 0, we have m (E) m (E1 ) + m (E2 ). The reverse
inequality always holds, of course, because m is an outer measure.
Exercise 3: Prove that if f : [0, 1] R satisfies a Lipschitz condition of
exponent > 1, then f is a constant.
111
n1
X
j=0
j+1
j
x+
h f x + h
n
n
n1
X
h
M
n
j=0
= M h n1 .
This is true for all n, and the bound approaches 0 as n , so f (x) =
f (y).
Exercise 4: Suppose f : [0, 1] [0, 1] [0, 1] is surjective and satisfies a
Lipschitz condition
|f (x) f (y)| C|x y| .
Prove that 1/2 directly, without using Theorem 2.2.
Solution. Suppose > 21 . By constructing a lattice of spacing n1 , we can
find n2 points in [0, 1]2 with the property that any two are at least n1
apart. Call these points yk . For each yk , let xk [0, 1] be any point in the
1/
|yj yk |
preimage. Then for any k 6= j, |xj xk |
(Cn)1 1/ . But for
C
n sufficiently large, (Cn)1/ < n2 , so the n2 points xk must all be farther
than n12 from each other. This is manifestly impossible; by the Pigeonhole
2
Principle, some interval [ nj2 , j+1
n2 ] for j = 0, . . . , n 1 must contain two of
the points.
Exercise 5: Let f (x) = xk be defined on R, where k is a positive integer,
and let E be a Borel subset of R.
(a) Show that if m (E) = 0 for some , then m (f (E)) = 0.
(b) Prove that dim(E) = dim f (E).
Solution.
(a) Since
f (E) = f
[
n=
!
E [n, n + 1]
f (E [n, n + 1]),
n=
112
[
[
[
1
1
1
1
R=
[n 1, n]
[n, n + 1]
,
,
{0},
n n+1
n+1 n
n=1
n=1
n=1
n=1
and g is Lipschitz on each of these compact sets (it is C 1 on all but the
last), the result follows. (If we let {Kn } denote all the sets in the above
decomposition, then g is Lipschitz on Kn , so m (g(f (E)Kn )) = 0 by
Lemma 2.2, and by countable additivity m (g(f (E))) = 0. Similarly
m (g(f (E)) = 0, so m (E) = 0.)
Exercise 6: Let {Ek } be a sequence of Borel sets in Rd .
dim Ek for some and all k, then
[
dim Ek .
Show that if