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Assignment 10 05
Assignment 10 05
Assignment 10 05
Math 435
Dr. Alex Schuster
Nov. 16, 2005
Assignment 9
Chapter 4: 3, 5-9
f = 0 implies f = 0 a.e.
Proof.
Let f be a nonnegative measurable function. Let E := fx : f (x) 6= 0g : Because f is
nonnegative E = fx : f (x) > 0g : For each n 2 Z+ dene En := x : f (x) > n1 : Because
S
f is measurable, E and each En are measurable. It is easy to check that E = 1
n=1 En :
R
R
Let n 2 Z+ : Clearly En
E: By Lemma 1 below E f
By Proposition
En f .
R
R 1
4.8(iii) (p. 85, Royden) En f
En n : Hence
0=
Because En is measurable, n1
In particular this means that
En
En
1
=
n
1
n
En :
1
m (En )
n
1
n
En
1
n
m (En ) :
0:
In other words m (En ) = 0 for all n 2 Z+ : By Proposition 3.13 (p. 62, Royden)
m (E)
1
X
m (En ) = 0:
n=1
2
Let f be a nonnegative measurable function and E; F
R such that E; F are both
measurable and E
F . It follows from Problem 3.20. (p. 70, Royden) that E =
F + EnF : Hence
(
for all x 2 R; so
E
E
f ) (x) = (
f
f ) (x) +
EnF
f (x)
f ) (x) :
4.5. Let f be a nonnegative integrable function. Show that the function F dened by
Z x
F (x) =
f
1
Proof.
Let f be a nonnegative integrable function: For each n 2 Z+ dene the function fn by
the rule
fn (x) = f
] (x)
1
n
1;a
f=
1
lim
n!1
( 1;a]
R a+ n1
1
n
1;a
= lim
n!1
lim
] = n!1
fn
1
n
R a+ n1
a
1
n
f = 0:
Let " > 0: By Proposition 4.14 (p. 88, Royden) choose such that for every set A R
R
with m (A) < we have A f < ": Choose N 2 Z+ such that N1 < 2 : Let n N: Then
1
1
;a +
N
N
m a
R a+ n1
a
1
n
F (a) =
=
lim
n!1
lim
n!1
1
n
R a+ n1
f + 0 = lim
1
n
f+
F (a) = lim
n!1
1
a+ n
a
1
1
n
1
n
1
n
n!1
1
<2
=
N
2
=2
1
n
f + lim
= lim
n!1
1
a+ n
n!1 a
f = lim
n!1
1
a+ n
f:
1
a+ n
f:
1
n
4
Now well show that F (a) = limx!a F (x) : Let " > 0 and choose M1 ; M2 2 Z+ such
that n1 M1 and n2 M2 implies
Z
f
1
1
n1
f
1
a+ n1
f < ":
Let = max(M1 1 ;M2 ) : Let x 2 R and suppose that 0 < jx aj < : If x < a; it follows
immediately that a
< x < a: By Proposition 4.12 (p. 87, Royden)
Z a Z x
Z x
Z a
f
f+
f=
As a
1
M1
<a
f
1
f
1
a
f
1
Rx
Ra
1f
1
M1
f
1
a
1
M1
: Hence
f
1
1
M1
f < ":
If x > a; an analogous argument gives the same result. This covers all cases for x and
establishes that F (a) = limx!a F (x) : Equivalently, F is continuous at a:
As our choice of a was arbitrary, we have F continuous at every point a 2 R: Hence F
is continuous.
4.6. Let ffn g be a sequence of nonnegative measurable functions that converge to f; and
suppose fn f for each n: Then
Z
Z
f = lim
fn :
n!1
Proof.
Let ffn g be a sequence of nonnegative measurable functions that converge to f; and
suppose fn f for each n:
R
R
By Fatous Lemma we have f lim fn :
R
R
R
R
lim fn : Let m 2 Z+ : By hypothesis fk
f for all
Now well show that f
+
k 2 Z : This holds in particular for all k m; so
Z
Z
sup fk
f:
k m
By denition
lim
fn = inf sup
n k n
fn
Z
Z
fk
sup
k m
lim
fk
fn :
R
R
Because it is always true that lim fn lim fn ; we have
Z
Z
Z
lim fn = f = lim fn :
In other words
f = lim
fn :
f:
4.7. (a) Show that we may have strict inequality in Fatous Lemma.
(b) Show that the Monotone Convergence Theorem need not hold for decreasing
sequences of functions.
(a) Show that we may have strict inequality in Fatous Lemma.
Proof.
Let f : R ! R be the zero function. Consider the sequence ffn g dened by
fn (x) =
[n;n+1) (x) :
Note that fn is a simple function and [n; n + 1) is measurable by Theorem 3.12. (p. 61,
Royden) because [n; n + 1) = [n; 1) \ ( 1; n + 1) is a Borel set. By denition
Z
fn = m ([n; n + 1)) = 1
for all n 2 Z+ :
Now well show that fn (x) ! f for all x 2 R: Let x 2 R and " > 0: Choose N 2 Z+
such that N > x: Then for all n N; we have x 2
= [n; n + 1) : In other words
fn (x) = 0 < ":
This establishes that fn ! f .
Hence
f=
fn
(b) Show that the Monotone Convergence Theorem need not hold for decreasing sequences
of functions.
Proof.
Again let f : R ! R be the zero function, and this time consider the sequence ffn g
dened by
fn (x) =
[n;1) (x) :
8
Note that fn is a simple function and [n; 1) is measurable by Theorem 3.12.
Royden) because [n; 1) is closed. By denition
Z
fn = m ([n; 1)) = 1
(p. 61,
for every n 2 Z+ :
Now well show that fn is monotone decreasing. Let n 2 Z+ and x 2 R: If x < n + 1;
then x 2
= [n + 1; 1) so
fn+1 (x) = 0 fn (x) :
If x
1 = fn (x) :
f=
0 = 0 6= 1 = lim 1 = lim
n!1
n!1
fn
demonstrating that the Monotone Convergence Theorem need not hold for decreasing sequences.
4.8. Prove the following generalization of Fatous Lemma: if ffn g is a sequence of nonnegative functions, then
Z
Z
limfn = lim fn :
Proof.
Dene the sequence of functions fgn g by the rule
gn (x) = inf fk (x)
k n
Let n 2 Z+ ; x 2 R: Clearly fk 2 Z+ : k n + 1g
fk 2 Z+ : k
that
gn (x) = inf fk (x)
inf fk (x) = gn+1 (x) :
k n
ng : This means
k n+1
Note that
limfn (x) = sup inf fk (x) = lim inf fk (x) = lim gn (x)
n!1 k n
n k n
n!1
and that
gn (x) = inf fk (x)
k n
fn (x) :
As our choice of n and x were arbitrary, this establishes that fgn g is a monotone increasing
sequence (since gn gn+1 ), that gn ! limfn and that gn fn for every n 2 Z+ :
By Theorem 3.20 (p. 68, Royden) each gn is measurable. By the Monotone Convergence
Theorem and
Z
Z
limfn = lim
gn
n!1
Because
It is easy to see that each gn is nonnegative. By Proposition 4.8 (p. 85, Royden)
for all n 2 Z+ : Hence
Z
Z
Z
limfn = lim gn lim fn
as desired.
gn
fn
10
11
f=
f+
f and
Ec
fn =
fn +
f+
f=
Ec
Equivalently,
f = lim
n!1
fn = lim
f = lim
fn +
Ec
or equivalently
lim
fn +
f:
fn
Ec
fn = lim
fn :
Ec
Hence
Z
= lim
fn +
ZE
lim
lim
fn +
= lim
fn +
fn
fn
Ec
Ec
Ec
fn
ZE
+ lim
Z
fn
Ec
fn
fn
lim
fn :
Ec
Ec
Ec
Ec
Ec
fn
fn is convergent
fn = lim
Ec
fn
Ec
fn
fn :
12
Because lim
fn
lim
or equivalently that
f = lim
n!1 E
fn :