Exercise is a ring if its closed under finite unions and under differences.

A ring
is a -ring if it is closed under countable unions.

(a) Rings are closed under finite intersections. And -rings are closed under countable
intersections.
(b) Let be a ring ( -ring), then is an algebra( -algebra) iff .
(c) If is a -ring, then is a -algebra.
(d) If is a -ring, then is a -algebra.

Proof: ~

(a) See that . If , then and .

If , then we have for some . Suppose that

there is a such that . Then we have , a contradiction.
(b) For the direction, we have that is a algebra on so we must have .
Conversely, if is a ring and , then for all we have .
So is an algebra.

(c) Define . Take with each .

Next, let and . So we have and then

it is clear that . Observe by de Morgans that ,

therefore . Finally we have so . And since is obviously closed
under complements, we have that is a -algebra.
(d) Define . Let .
Then so . And we also have
that so .

Exercise Show that is generated by each of the following,

(a) Open intervals of

(b) Closed intervals of
(c) Half-open intervals of

(d) Infinite open intervals \textasciitilde{}

(e) Infinite closed intervals \textasciitilde{}

Proof: ~

(a) Let be the set of open intervals on and let be the set of open sets in .
Obviously, so . We need to show that
. Let . Define . Next we show that . Obviously .
Let , then since is open there exists an such that and
there exists a such that . Then we have
that . Therefore we have and
the result follows.

(b) Let be the set of closed intervals on . We have

since . We have since , and
we have this because .
 (c) Let be the set of half-open intervals on .
Then since . And we
have since .

(d) Let be the set of infinite open intervals . Then

since . And we have
since .

(e) Let be the set of infinite closed intervals . Then

since . And we have
since .

xercise 1.3
April 30, 2013 in Exercises | No comments

Exercise Let be an infinite -algebra.

(a) contains an infinite sequence of disjoint sets.

(b) .

Proof: ~

(a) Let be an element of . Then has an infinite number of elements intersecting

either or . Label as if infinite members intersect and let be
otherwise. So an infinite number of elements of intersect , let be one of those
elements. Then there are an infinite number of elements intersecting either
or . Label as if infinite members intersect and
otherwise. And we just iterate this to get disjoint sequence .

(b) We will show that . Let be the disjoint

sequence from (a). Define by,

Where if and if . And is the binary

representation of . Then it is easy to see that is injective
so . Note that in binary.

xercise Let be an algebra. Then is a -algebra iff is closed under countably

increasing unions.

Proof: The direction is trivial. Suppose is closed under countably increasing unions and
let be an infinite sequence of members of . Then we have

where . And is a countable increasing union so we conclude

that and that is -algebra.

Exercise Let , then .

Proof: Let . Let us show that is a -algebra. Let ,

then so . Let be a sequence in and we have for
some . Then we have since is countable
union of countable sets (and is therefore countable). Therefore weve shown that form
a -algebra. Next we need to show that . Clearly . We will show
 by showing . Let , then we have and . Therefore we
conclude , as desired.

The measure defined on by is a complete measure and is an

extension of . Show that is the unique complete extension on .

Proof: Suppose measure is another complete extension on . Then we see that,

Therefore we have , which yields the desired result.

No
Exercise If are measures on and , then
is a measure on .

Proof: Define . Then and,

Where the are mutually disjoint sets in .

1 comment
Exercise If , then . Moreover
if , then .

Proof: ~

(a)

Where . Notice that . Therefore by Theorem 1.8 we have,

And since for . We have

that . And therefore,

(b)

Where . Notice that and by assumption.

Therefore by Theorem 1.8 we have,
 And since for . We have
that . And therefore,

Exercise If , then .

Proof: ~

Where weve just used the finite additivity property of measures.

No
Exercise Let be a measure of and let . Then is a
measure on .

Proof: Obviously . And,

Where are disjoint, and weve used the fact that are also disjoint.

Exercise Let be a finitely additive measure.

(a) is a measure if and only if it is continuous from below.

(b) If is also a finite measure, then is a measure if and only if it is continuous from
above.

Proof: ~

(a) The direction was proved in Theorem 1.8. For the direction,

Where , so . Then we see

that since are disjoint. Therefore,

(b) The direction was proved in Theorem 1.8. For the direction,

Where , so . And if we define , we

have with . Therefore we have that,

And we have that

 Therefore,

And the result is proven. Note that we needed the fact that to do the
cancellation in the last step.

Exercise Let be a finite measure.

(a) If and , then .

(b) Show that if forms an equivalence relation on .

(c) For , define . Where are the equivalences

classes associated with and .

Proof: ~

(a) We have . Note

that since and are both subsets
of . Therefore,

Note that we do not need to be a finite measure for this to hold.

(b) Im going to use the fact that for all sets , we have
that . This can be easily seen by drawing Venn diagrams.
Its easy to see that for that and that implies
that . We just need to show that and implies that .

Therefore .

(c) First we need to show that is well-defined. That is, for any
and that . Observe that,

And we can get in a similar fashion.

Therefore , so is well-defined. Next we need to show

forms a metric. Its easy to see that if and only if and

that . Now let us show that,

This follows since,

 Note that a metric is defined as a function mapping to . This is why we wanted
to be a finite measure.

Exercise Show that every -finite measure is also semifinite.

Proof: Since is -finite, we have that there exists such

that with . Suppose and . Then
since there exists a such that . Suppose not,
then . Therefore we have,

Therefore is semifinite.

Exercise Let be a semifinite measure and suppose . Then for any

there exists an such that .

Proof: Let . Our goal is to show that .

Suppose , then for all , there exists a such that . Now we
construct the sequence as follows. Let be such that . Then
let be such that and let . Continuing this iteration
yields such that and and . Now
define . Clearly we have and we have since,

Since for each we have . Next observe that for all we have,

Therefore so we have . Next see

that . Therefore we have such
that . Then we have that . A contradiction.

Exercise Given measure space ,

define .

(a) Show that forms a measure on and show that it is semifinite.

(b) If is semifinite, then .
(c) There exists a measure on which takes only the values and such
that .

Proof: ~

(a) First let us show that is a measure on . Its easy to see that . We
will show that where are disjoint. For the
direction, by the definition of we have that for all there exists an
and such that,
 Since this is true for all , we have that . Note that in
the last step we used the monotonicity of , we dont get this for free since we havent
shown that is measure, but it is easy to see from the definition of . For the
direction, we have for each there is an such that,

Summing each side yields,

Note that the very last inequality is valid only if . But this isnt true, but
it is always true for any that , so we will do the same argument with
finite unions and then take limits to get the result. This looks like,

Therefore for each we have, . Taking the limit

as yields the result. Therefore is a measure. To see that is semifinite,
suppose that . Then , so for
all there exists a subset of such that for all .
And so is semifinite.

(b) If , then we always have . If , then since

is semifinite we have that by Exercise 14.
(c) Define,

When I say that is semifinite, I mean that if and then there

exists a subset such that . Let be disjoint. First I
will show that if , then . So are given that each is
semifinite, and we want to conclude that is semifinite. Let
and , then . It is easy to see that there exists a such
that . If then we are done. If ,
then since is semifinite, there exists a subset such
that . Therefore weve shown that is semifinite and
that . Next suppose that . That is, there is some
that is not semifinite. This means there exists a such that and
there is no subset of that has non-zero finite measure. This also means that
is not semifinite and that . This shows the desired result.

Exercise Let be an outer measure on and let be a sequence of disjoint -

measurable sets. Then for all we have that .
 Proof: This follows essentially from the proof of Caratheodorys theorem. Define
and . Then we have,

Now lets extend this to the infinite case,

Taking the limit as yields,

And we have trivally by the definition of outer measure.

Therefore we have proven the result.

Exercise Let be an algebra on and let be a premeasure on which induces an

outer measure .

(a) For any and there exists with

and .

(b) If , then is -measurable iff there exists with

such that .

(c) If is -finite, show that the restriction in (b) is not necessary.

Proof: ~

(a) For all , by the definition of outer measure we have that there exists
such that and,

Letting yields , which gives the desired result.

(b) First Ill show the direction. Suppose is -measurable. Then by (a), for each
there exists an such that and,

Let . Then we see that and . Now we need to

show that . Since is -measurable we have that,

Note that we used the fact that in the previous line. Now for the
direction. We have a with such that . We know that
every set in is -measurable and that the set of -measurable sets forms a -
algebra. Therefore is -measurable. Let , then we have,
 Therefore we just need to show that . This follows by the
monotonicity and subadditivity of outer measures,

And this yields the desired result.

(c) See that the only place where we used was in

showing in the part of (b). Now that is -finite we have
that with . Now we can do,

Next I will show that for all . Let be some integer,

then using notation from (b) we have,

Now since by monotonicity we have that,

This implies that for all we have,

Therefore since we have , as desired.

Exercise Let be a finite premeasure on which induces outer measure . Define

inner measure for . Show that is -measurable
if and only if .

Proof: The direction is easy. Let be -measurable, then we have,

Since , we have so we have shown the result. For the

direction, suppose we have . By Exercise 18 part (a) we have for all ,
 Where and are therefore -measurable. Also and . Then
we have,

Where weve used Exercise 9 and the fact that forms a measure on -measurable sets.
This implies that , where and
and . Now to show that is -measurable, we just need to show
that ,

Then part (b) from Exercise 18 yields the result.

Exercise Given outer measure on , let be the -algebra of -measurable sets.

Let and let be the outer measure induced by .

(a) If , then . Equality holds if and only if there exists

an such that and .
(b) If is induced by a premeasure, then .
(c) Given . Show that there exists an outer measure on such
that .

Proof: ~

(a) We have that since,

Where and . Since this holds for all we

have . Now well show the direction. Suppose exists an
such that and . Then we have,

Where weve used the infimum definition of . For the direction,

suppose . Then for each we have that there exists
and such that,

Then we have,

Let . See that and . Then let

and again we have and . By the above sequence of inequalities we also
have , as desired.
 (b) Let , then by part (a) of Exercise 18, for each there exists
an such that and,

Let , then we have and and .

Therefore by part (a) we have that .

(c) Define on by,

Then it is easy to see that is an outer measure on . Next observe that the set of
measurable sets . Therefore and weve shown
that .

Exercise Let be an outer measure which is induced by a premeasure and

let . Show that is saturated.

Proof: Let , then we have for each such

that . We want to show that . First note that if , then
by part (a) of Exercise 18 we have there exists an such that
and . Therefore and . But we need
to cover the case too so we use a similar but different argument. Let ,
then we want to show that,

If then this is trivial, so suppose that . Now

so we can apply an argument like above. By Exercise 18 there exists an such
that and . Therefore we have that,

Then by the definition of -measurability,

Then observe that since and see

that,

Where the last equality follows since . Therefore we have that

as desired.

Exercise Let be a measure and let be the outer measure induced by .

Define .

(a) If is -finite, show that is the unique completion of .

 (b) Show that in general, is the saturation of the completion of .

Proof: ~

(a) From Proposition 1.13 we know that is an extension of , therefore by Thereom 1.9
we just need to show that to get the result. First let us see that .
Let , then where and is a subset of a null set
(henceforth a subnull set). We have that all subnull sets are in since if
and , then . Therefore and we have that
since is a -algebra. Next let us show that . Let , then by part
(c) of Exercise 18 we have there exists a such that
and . So we have that and and therefore,

Since . We have that and now I will show that this

implies that is a subnull set. By Exercise 18, for each there exists
an such that,

Define yields,

Where we have that and therefore we have that . And then we

have that since is a -algebra.

(b) I will begin by showing that . First let us show that .

Let , then we want to show that for and
where is the completion of . This translates to and by the
definition of . Now we have that and . Then by
Exercise 18 we have there exists a such that
and . Then we have,

Therefore . Im brushing over some details here because the argument is

essentially the same as in part (a). Next let us show that . Since
by Exercise 21, this is the same as showing that . Let and
let with , then we need to show that . By Exercise
18, there is a such that and . Then we have,

Where weve used the fact that and and is a subnull set of .
Let be such that and . Then we have that
, , and that . Also its easy to show
that . Therefore by Exercise 18 we have
 that . Therefore we have . Finally, we need to show

that . Let , then we have,

Where and is a subnull set of . If , suppose . Then

there exists such that and . But then we
have,

Since and since . And this is a contradiction,

so . If then we have . Where , is
a subnull set of , and is the null set associated with . We need to show
that . We have that since
and . We have that since for all we have,

And this completes the proof that .

Exercise Let be the set of finite unions of intervals with .

I use so that contains the empty set.

(a) Show that forms an algebra over .

(b) Show that the -algebra generated by is .

(c) Define a premeasure on by and otherwise. Show that

there is more than one measure on whose restrictions to is .

Proof: ~

(a) Let . Our objective is to show that forms an elementary family over . It is easy to
see that and if then . Let ,

Therefore forms an elementary family over and then by Proposition 1.7 we have
that disjoint unions of form an algebra. Then since every finite union of intervals can be
represented as union of disjoint unions and vice versa, we have that that is an algebra
over .

(b) Let then observe,

So if then,
 Therefore any -algebra containing must contain and the result follows.

(c) It is easy to see that forms a premeasure. The obvious measure on

is and otherwise. For another measure take the counting
measure and see that it matches when restricted to . Theorem 1.14 does not
guarantee a unique extension here as is not -finite.

Exercise Let be a finite measure and let be its induced outer measure.
Let with .

(a) If and , show that .

(b) Define and define

by . Show that is a -algebra over and that forms a
measure on .

Proof: ~

(a) Since we have ,

Then since and , you can use an easy proof

by contradiction to show that . Therefore we have,

(b) Let . Then and .

Let , then . Therefore we have that
forms a -algebra over . Next, forms a measure
since and since,

Where are disjoint subsets of . Note that weve used the fact that to
say .

Exercise Complete proof of Theorem 1.19.

Proof: Let and . Since is -finite under we have

that with . Then we have that and
therefore , where and . Taking union yields,
 And then it is easy to see that and . Showing
that with follows analogously.

Exercise Prove Proposition 1.20.

Proof: Let . Since , by Theorem 1.18 we have that there exists a

compact and open such that,

For each let be an open interval containing that is contained in . Therefore

we have , and then since is compact we have that .

Define . Then we have,

And then since , we have shown the result.

Exercise Prove Proposition 1.22a. That is, let be the Cantor set. Then show the following,

(a) is compact
(b) is nowhere dense
(c) is totally disconnected
(d) has no isolated points

Proof: ~

Lemma: If and , then there exists a such that .

Let and . Then since the and can be
chosen so that none of them are equal to . Since , there exists a such
that . An easy proof by contradiction can show this. Since neither nor can
be we must have and . And moreover let be the smallest index for
which this occurs. Then might want to construct by,

But this doesnt work, see this by taking and ,

then . So . So instead we construct by,

Therefore we have and . As desired.

(a) We need to show that is closed and bounded. Since we get

boundedness for free. To show that is closed, let . So every representation
 of contains s. Therefore there exists a such that and a such
that . Then and we have that is closed.
(b) We want to show that the closure of has no interior. Since is closed, the closure
of is just . And obviously has no interior points by our Lemma.
(c) Connected subsets of are intervals. This is trivial by our Lemma.

(d) Suppose that is an isolated point of . Then there exists a ball such
that . Let be such that . Then if then change it
to and if then change it to 0. This yields another point in that is in ,
a contradiction.

Exercise Let be increasing and right-continuous and let be its associated

Lesbesgue-Stieltjes measure. Then show that
, , ,
and .

Proof: Observe that we really only need to do work to prove

that . The rest of statements will follow by using the
measure properties of . Using the definition and taking intervals
yields,

Since this is true for each , taking yields .

For the opposite direction, we have that for each that there exists
intervals such that and,

Since we have that there exists a such that .

Therefore,

Letting yields and

therefore . Now we can use this fact to prove the rest
of the statements.

For ,

For ,

 Exercise Let and , then for any , there exists an open
interval such that .

Proof: Using the fact that . There

exists a such that,

Let , then choose an open interval about such that

and . Then it is easy to show that,

Using the bound on yields,

As desired.

Exercise If and , then the set

contains an interval centered at zero.

Proof: Let . Choose and let be the corresponding

interval such that . Suppose . Start by
defining and . Then
translates to . We want the contradiction that . Observe
that , , and
that . Then we have,

Therefore we have . A contradiction.

Exercise Let .

(a) Show that if and only if .

(b) Given , show how to construct a sequence such

that .

Proof: ~

(a) Start by recalling the limit comparison test. That is, suppose we are given series
and of non-negative terms. If where , then the series
 either both converge or both diverge. Suppose that , then taking the
logarithm of both sides yields,

Therefore we have,

We want to show that . Taking exponential of both sides yields

equivalent inequality . And this inequality is true since,

Therefore by the direct comparison test we have that . Conversely,

suppose that . Then observe that if and only
if . Then we have

that since . So we have

that by the limit comparison test and this implies the result.

(b) Using the fact that , we have that,

And since if and only if , we want to

find such that,

This is equivelent to . Therefore we have .

Since we have that , and therefore each .

Exercise Let and . Show that is measurable if and only

if , , and is measurable on .

Proof: Suppose is measurable. We have that

since implies that . The same reasoning shows
that . To show that is measurable on we need to show
that for . This follows since
and . For the other direction, suppose that ,
, and is measurable on . First observe that if and then,

Now let . Then if we are done, and otherwise we have .

Where and . Then we have,
Since as we showed above and follows easily
since and .

Exercise Let be a sequence of measurable functions on . Show

that is a measurable set.

Proof: First suppose that . Then let be defined by,

And since the are measurable, we have that and are measurable by Proposition
2.7. Then we have,

Note that we if assumed instead then we could a very similar argument. If we

assume that then we have . Where are
measurable. Then we have,

Where the last line follows by using the case we proved where .

Exercise Let and for each . Show that is

measurable.

Proof: Since generates , we just need to show that

for . Let then construct such that and . We
can do this since is dense in . Then we have,

Exercise Let with . Show that a function on is measurable if

and only if is measurable on and .

Proof: Let be -measurable. Then for each we

have since and . The same reasoning shows
that is measurable on . For the opposite direction, suppose is measurable on
and . Then for we have,

Since and .
Exercise Show that the supremum of an uncountable family of measurable -valued
functions on can fail to be measurable.

Proof: For the case when , let be the Borel -algebra .

Let . Then define set by,

Where . It is easy to see that each is measurable. Then we have that,

But then , so is not measurable.

Exercise For each , have an such that when . We also

have that and . Find a measurable function
such that if and if .

Proof: Define,

Now let us show that has the desired properties. Let , then we have
for . Then for each we have that there exists a rational such
that . Therefore we have for each . This shows
that . Now suppose , and observe that,

We have for . Then it is easy to see that . Now we need to show

that is measurable. We are going to use that hint that if for
each , then is measurable. First let us show that . This follows
since,

However we need to justify that . If ,

then so . If , we have .
Define . Then and there exists such that
. Therefore we have for so . So we have
that . Now we have that since,

Exercise If is monotone, show that is Borel measurable.

Proof: ~
 Proof 1: I will show that and this will show that is Borel
measurable. By definition we have . Then define,

If , then we are done. Otherwise we have two cases. If , then we

have . And if , then we
have since for each we have . Since
both and are members of we have that and
therefore is Borel measurable.

Proof 2: I will prove two theorems and then the result will follow easily.
Thereom 1: If has countably many discontinuties, then it is Borel
measurable. To show this, I need to show that for each .
Let . Then we have,

Since is open we have that . Next I will show that every point
in is a point of discontinuity, and therefore since it is a
countable set. Let , then we have . Let .
Then since , we can choose a such that for
each . Then we have when for all .
Therefore is a point of discontinuity of and we conclude that .

Theorem 2: If is monotone, then it has countably many discontinuities.

Without loss of generality suppose that is monotone increasing. Then if is a point
of discontinuity we have . For each discontinuous point , associate
it with the interval . Since these intervals are disjoint and each
interval contains a rational, there can only be countably many of these intervals, and
therefore only countably many points of discontinuity.

Exercise Show that the following are valid if and only if is complete.

(a) If is measurable and a.e., then is measurable.

(b) If is measurable for and a.e., then is measurable.

Proof: ~

(a) Suppose is complete. Let , then we have that is

measurable since a.e. Let be the -algebra associated with the range of
and . Let . Then we have,

Then we see that since is measurable as it is a

subset of . Note that weve proven this theorem for a general function
where is equipped with -algebra and is equipped with . For most
theorems we need to assume that or . Conversely, if (a) is true, lets show
that must be complete. Let where , then define,
 Then and is therefore complete.

(b) Suppose is complete. I will prove this theorem for , it is easy to

generalize to . Define,

Then we have is measurable, the extension is measurable

since a.e. Conversely, if (b) is true, lets show that must be complete.
Let and define,

Where is as in (a). Then we have that a.e. and that and we

conclude that is complete.

Exercise Let and , then is a null set

and is -finite.

Proof: Label . Suppose and define,

Then we have and . Therefore , a contradiction.

Next let us show that is -finite. First observe
that where . Suppose there is
some such that . Then we have,

A contradiction. Therefore is -finite.

Exercise Let and let for . Show that is a measure

on and for any , we have that .

Proof: First let us show that forms a measure. Obviously .

Let be disjoint, then we have,

Where weve used Theorem 2.15 to interchange the infinite sum with the integral.
Therefore forms a measure. Now let us show that . First, let us
suppose is simple,
Then we have,

And,

Therefore when is simple we have that . Now let and

let where are simple and increasing by Theorem 2.10. By the above we have
that,

Taking the limit on both sides and applying Monotone convergence theorem yields,

And this is the desired result.

Exercise Let , decreasing pointwise to , and . Show

that .

Proof: Define . Then we have that each since and

because is measurable if only if its extension is measurable. Therefore we
have that . Let , then by Monotone convergence theorem,

Now observe that,

Then substituting and yields,

Since we conclude that .

Exercise Let and . Show that for each there exists an

such that and .

Proof: Define . Then since , we have that for

each that . This was shown in the proof of Exercise 2.12. Since
, we have that . Then we can apply Monotone convergence theorem,
Then since , we have that .
Therefore,

Therefore weve shown that . Then by the definition of a limit, we

have for each that there exists an such that for .
And this is the desired result.

Exercise Derive monotone convergence theorem from Fatous lemma.

Proof: Let be increasing and define . Then we have that,

And,

Applying Fatous lemma yields,

Substituting the results from above yields,

And since for each we have . Taking the limit on both sides
yields . And combining the inequalities yields , as
desired.

Exercise Let be measurable and where . Prove Fatous lemma

under these relaxed assumptions. Also, state the analogue of Fatous lemma for nonpositive
functions.

Proof: Define . Then observe that is measurable and ,

so . Now applying Fatous lemma to yields,

And since we have so we do the cancellation and get

that , as desired. For Fatous lemma for nonpositive functions,
let be such that , then we have .
 Exercise Let and uniformly.

(a) If , then and .

(b) If , then we can have fail to converge to .

Proof: ~

(a) Let . Since uniformly, we have that there exists an such

that for . Therefore we have

for . Define . Then observe that is measurable

and for all . Also since , we have that , so .
Then we have by dominated convergence theorem.

(b) Define by,

Observe that uniformly since . But for each ,

so .

Exercise Let , a.e., a.e., and .

Show that .

Proof: By taking real and imaginary parts, we can assume that and are real-valued.
Since we can apply Fatous lemma to as follows,

We also have , then another application of Fatous lemma yields,

Since we have so we can cancel in each inequality. Combining

inequalities yields,

Which shows that , as desired.

Exercise Let and a.e. Then if and only

if .

Proof: Suppose that . Let , then we have for

. Since , we also have for . Therefore we

have . Conversely, suppose that . Define ,
, , and . Then it is easy to check that we
have , , , , and . Therefore by the
generalized dominated convergence theorem, we have that , as desired.
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Exercise Let be the counting measure on . Interpret monotone convergence theorem,
Fatous lemma, and dominated convergence theorem as theorems about infinite series.

Proof: ~

(a) Monotone convergence theorem: For each , associate with the sequence of non-
negative reals . And associate with . Then monotone convergence
theorems says that if for all and and as ,
then . As a nice application, suppose
so , where are non-negative reals. Then applying monotone
convergence theorem yields,

(b) Fatous lemma: Defining and as above. Fatous lemma says that,

(c) Dominated convergence theorem: Let with and

let for each as . Then we have,

Note that almost everywhere convergence is the same as everywhere convergence for the
counting measure.

Exercise If and in measure, show that .

Proof: In general if is a sequence and , then there exists a

subsequence such that as . Analogously, we have that there exists
a subsequence such that . Then it is easy to see

that in measure, so there is a subsequence such that a.e. Then

we have,

As desired.

Exercise Let and in measure. Show that,

(a) .
(b) in .

Proof: ~

(a) In Exercise 33 we proved a theorem analogous to Fatous lemma for in

measure. We will use this analogue of Fatous lemma to prove an analogue of dominated
 convergence theorem. By taking real and imaginary parts, we can assume that and
are real-valued. Applying Exercise 33 to yields,

And applying Exercise 33 to yields,

Therefore we have . Note that this almost exactly the same as the normal
proof of dominated convergence theorem from Fatous lemma.

(b) It is easy to see that we have in measure

and a.e. Therefore we apply (a) to get
that so in
Exercise Show that in measure if and only if for each there exists
an such that for .

Proof: The direction is trivial. For the direction we are given that for
each there exists an such that
for . First, observe that in measure if and only if in
measure for . Suppose that . Then there exists an and
such that for each there exists an such that,

Let . Since we also have that . Therefore we have,

Rewriting yields,

Which contradicts our hypothesis. Therefore in measure and the result is

shown.

Exercise Let and be measurable complex-valued functions and .

(a) If is continuous and a.e., then a.e.

(b) If is uniformly continuous and uniformly, almost uniformly, or in measure,
then uniformly, almost uniformly, or in measure, respectively.
(c) Demonstrate counterexamples when the various continuity assumptions on are not
met.

Proof: ~

(a) Let . Then by the continuity of we have that for each there exists an
such that when . Since for
and . Then we have that for each , there exists an such
that for . Therefore we have that for , there is
an such that for .
 (b) The cases of uniformly and almost uniformly proceed basically the same as
(a). Suppose that in measure. Let . Since is uniformly continuous, we
have that there exists an such that for each and such
that . First let us observe that,

Then since in measure, we have that there exists an such that,

For . Therefore by the monotonicity of measures, we have that,

For . Which shows that in measure by Exercise 35.

(c) Lets start by doing the counter-example for (a). Define by,

And define . Then we have everywhere and .

But everywhere and so . I need to add the rest
of the examples later.

Exercise Let in measure and in measure.

(a) in measure.

(b) in measure if , but not necessarily if .

Proof: ~

(a) This follows since,

(b) This follows the same way as in (a) but using instead of ,

Since . Continuing we have,

Note that this argument doesnt work when . Now let us show that we dont
always have when . Define and with
domain . Then it is easy to see that in measure and in
measure. So we have and and . Since for each

, .

Exercise Let almost uniformly. Show that a.e. and in measure.

Proof: First lets show that a.e. For each there exists an measurable such

that uniformly on and . Let . Then we have

that pointwise on and for each .

Therefore and a.e. Note that we dont have uniformly on
since is an infinite union of sets on which uniformly, we would need a finite
union for this to be true. Now let us show that in measure. Let and ,
then there exists a measurable set such that on for
and . Then we have,

For . Therefore we have that in measure.

Exercise Let be -finite and a.e. Show that there exists

measurable such that and uniformly on each .

Proof: First, let us prove the theorem for when . By Egoroffs theorem, for
each there exists a measurable set such that and uniformly
on . And for each , therefore we have . And weve proved
theorem for finite measure spaces. Now let be -finite, then
with . Now we can treat each as a separate finite measure space with

associated such that and uniformly on

each for . Now we will use as our set of measurable functions.
We already have that uniformly on each , we just need to show

that . This follows since,

Where the sum is since each term is . Also note that is countable so we can
relabel as as in the theorem statement.

Exercise Let be the counting measure on . Then in measure if and only

if uniformly.

Proof: The direction is easy since uniform convergence always implies convergence in
measure. For the direction, suppose in measure. Let . Then by definition
we have that,

For . But since were dealing with the counting measure, the only set with measure
less than is . Therefore we have for . Which
translates to being the entire domain for , which is
exactly what uniform convergence is, and the result is shown. Note that we didnt need our
counting measure to be on , we can use the same argument for the counting measure on
any measure space.
 Exercise Let and be a functions such that is
measurable for each and is continuous for each .

(a) Let , then is measurable.

(b) For each , there exists a measurable set such that

and uniformly on as .

Proof: ~

(a) Start by defining . Then we have is measurable for

each so we have that is measurable. Now let us show that,

It is easy to see that . For the other direction, suppose

that and . Then there exists a such
that . Let . By the continuity
of , there exists a such that . Then we have
that,

A contradiction, since . Therefore since is

equal to a countable intersection of measurable sets, we have that is measurable.

(b) Let . Define . Then observe that

since is continuous in for each and . Applying the
continuity of measure for increasing sets yields,

Therefore there exists an such that . And we

have uniformly on as by the definition of since,

And the theorem is proved. I thought it was interesting that we didnt use Egoroffs
theorem and instead had to approach through the sets .