MAT 3330/4300: Solutions for problems assigned week 40 and 41.

Oppgave 6.D.
Let p > 1. First we show that the sequence (t + s)p − tp ≥ sp for t, s ≥ 0. This is
obvious when t = 0. Assume that t > 0. Let h(s) = (t + s)p − tp − sp . Then we have
that h(0) = 0, and h0 (s) = p(t + s)p−1 − psp−1 > 0 since t + s > s. So h is strictly
increasing and h(s) ≥ h(0) = 0 for s ≥ 0. Let  > 0. Since (f + )p ∈ L1 , there exists
p
a simple function ψ1 such that 0 ≤ ψ1 ≤ (f + )p and 0 ≤ ((f + )p − ψ1 )dµ < 2 .
R
Pn Pn 1
We have ψ1 = ai χEi where the Ei ’s are disjoint and ai ≥ 0. Let φ1 = aip χEi .
i=1 i=1
Then φp1 = ψ1 , and we have that 0 ≤ φ1 ≤ f + . From the inequality above it follows
that

(f + )p − ψ1 = (f + )p − φp1 = ((f + − φ1 ) + φ1 )p − φp1 ≥ (f + − φ1 )p ≥ 0.

p
So we get that 2 > ((f + )p − ψ1 )dµ ≥ (f + − φ1 )p dµ.
R R
−
R −we canp find a simple function φ2 such that 0 ≤ φ2 ≤ f and
in a similar manner,
p
such that 2 > (f − φ2 ) dµ. Let φ = φ1 − φ2 . Then we have that |f − φ|p =
(f + − φ1 )p + (f − − φ2 )p , so from the integral inequality above it follows that
Z
 > |f − φ)|p dµ = ||f − φ||pp ,
p

hence ||f − φ||p <  (so the simple functions are dense in i Lp ).
Now let f ∈ L∞ . We may assume that there exists a K > 0 such that |f | < K
(every µ-equivalence class in L∞ has such representative). Let  > 0 and let n be
an integer such that 2Kn < . Consider the partition −K = t0 < t1 < · · · < tn = K
n−1
where ti+1 − ti = 2K
P
n . Let E i = {x : t i < f (x) ≤ t i+1 }. Let φ = ti χEi . Then
i=0
we get that 0 < f (x) − φ(x) ≤ ti+1 − ti = 2K
n < , and φ is a simple function with
||f − φ||∞ < . So the answer of the last question in the problem is yes!
Oppgave 6.H.
Let En = {x ∈ X. |f (x)| ≥ n1 }. Then |f |p dµ ≥ 1
R
np µ(En ). So f ∈ Lp implies that
µ(En ) < +∞. So, since E = ∪En , E is σ-finite.
Oppgave 6.F.
We have that
Z Z Z
p p
∞> |f | dµ ≥ |f χEn | dµ ≥ |nχEn |p dµ = np µ(En ).

Since the sequence np µ(En ) is bounded by ||f ||pp , but np → ∞, we must have that
µ(En ) → 0 when n → ∞.
Oppgave 6.H.
∞ ∞
1 1
< ∞. Let φn = f p χ[1,..,n] .
P P
It is well known that n2 < ∞ so λ(X) = n2
n=1 n=1
Then φn is a monotone sequence and lim φn = f p . It follows from The Monotone
Convergence Theorem that
Z Z n p ∞
X k2 X
(p
p
f dλ = lim φn dλ = lim = n 2 −2) .
k 2
k=1 n=1
1
2

We know that the series above is convergent if and only if p2 − 2 < −1 consequently
if and only if p < 2. So we have that f ∈ Lp if and only if 1 ≤ p < 2.

Oppgave 6.J.
Here we assume that f has only real values (otherwise the conclusion of the exer-
cise is false, since the measurable function f (x) = +∞ satisfies the criterion of the
problem for any p (because En = ∅ for any n) but f is obviously not in Lp for any
∞
S Pk
p). Then we have that X = En , and this is a disjoint union. Let gk = nχEn
n=1 n=1
∞
P
and let g = nχEn . Then we have g = lim gk , so this g is a measurable func-
n=1
R ∞
P
tion. The Monotone Convergence Theorem then gives us that gdµ = nµ(En ).
n=1
R ∞
P
Moreover g > |f |, so f ∈ L1 if gdµ = nµ(En ) < ∞.
n=1
∞
P
Define h = (n − 1)χEn . The Monotone Convergence Theorem again gives that
n=1
R ∞
P
hdµ = (n − 1)µ(En ). Moreover we have that |f | ≥ h, so if f ∈ L1 we get that
1=n
R R ∞
P ∞
P
∞> |f |dµ ≥ hdµ = (n − 1)µ(En ). Since µ(En ) = µ(X) < ∞, we get
1=n n=1
∞
P ∞
P ∞
P
that nµ(En ) = (n − 1)µ(En ) + µ(En ) < ∞.
n=1 n=1 n=1
∞
With g and gk defined as above, we get that g p = np χEn and that gkp =
P
n=1
k
gkp
is monotonically increasing and we have that g p = lim gkp .
np χEn . Moreover
P
n=1
The Monotone Convergence Theorem then gives us that g p dµ = lim gkp dµ =
R R
∞ ∞
np µ(En ). So if np µ(En ) < ∞, we get that g ∈ Lp , and since g p ≥ |f |p we
P P
n=1 n=1
consequently get that f ∈ Lp .
Define h as above. With a same sort reasoning as above we get that
R p ∞
(n − 1)p µ(En ). Assume that f ∈ Lp . Since |f | ≥ h we get that h ∈ Lp
P
h dµ =
n=1
that is
∞
(n − 1)p µ(En ) < ∞.
P
From the limit comparison test it now follows that
n=1
∞
np µ(En ) < ∞.
P
n=1

Oppgave 6.K.
∞
np µ(En ) < ∞. Since np µ(En ) ≥
P
If f ∈ Lp , then it follows from 6.J. that
n=1
∞
r r
P
n µ(En ), we also get that n µ(En ) < ∞. So again applying 6.J. we get that
n=1
p
f ∈ Lr . Since f ∈ Lp , we have that |f |r ∈ L pr . Let q = p−r . Then 1q + 1p = 1.
r
Moreover, since µ(X) < ∞, g ∈ Lq where g ≡ 1. Hölder’s inequality gives that

1
|||f |r g||1 = |||f |r ||1 = ||f ||rr ≤ |||f |r || pr ||g||q = ||f ||rp (µ(X)) q .
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This gives
1
||f ||r ≤ ||f ||p (µ(X)) rq = ||f ||p (µ(X))s .
1 (p−r)
(Since rq = pr = (1/r) − (1/p) = s). Especially if µ(X) = 1, then ||f ||r ≤ ||f ||p .
Oppgave 6.L.
∞ ∞
Given f then |f |p dµ = |f (n)p|p . So f ∈ Lp if |f (n)|p < ∞. If f ∈ Lp ,
R P P
n=1 n=1
then |f (n)|p → 0, and therefore f (n) → 0. So for big n we must have f (n) < 1.
If s ≥ p, we consequently have that |f (n)|p ≥ |f (n)|s when n is big. From the
∞ ∞
|f (n)|s < ∞ if |f (n)|p < ∞, and
P P
comparison test for series it follows that
n=1 n=1
it follows that f ∈ Ls if f ∈ Lp . Let us prove that ||f ||s ≤ ||f ||p . Let a, b ≥ 0. we
1 1
will first show that (ap + bp ) p ≥ (as + bs ) s . We may assume that a, b > 0. Then
we have that:
1 1 a a p
(ap + bp ) p ≥ (as + bs ) s ⇔ 1 + ( )p − (1 + ( )s ) s ≥ 0.
b b
p p−s
Let h(t) = 1+tp −(1+ts ) s . We have that h(0) = 0 and h0 (t) = ptp−1 (1−(1+ t1s ) s ).
p−s
Let t > 0. Since 1 + t1s > 1 and p−s s < 0,we get that (1 + t1s ) s < 1 and we
therefore get that h0 (t) > 0. So since h is strictly increasing on [0, ∞) and h(t) ≥ 0.
p 1 1
So h( ab ) = 1 + ( ab )p − (1 + ( ab )s ) s > 0 and therefore (ap + bp ) p ≥ (as + bs ) s for
all a, b ≥ 0. Let (ai ) be a sequence with ai ≥ 0. It follows from induction and the
inequality above that
n+1 n n
X 1 X 1 1 X 1 1
( api ) p = ((( api ) p )p + apn+1 ) p ≥ ((( api ) p )s + asn+1 ) s ≥
i=1 i=1 i=1
n n+1
1 1 1
X X
((( asi ) s )s + asn+1 ) s = ( asi ) s ,
i=1 i=1
n 1 n 1
api ) p ≥ ( asi ) s . Let n → ∞ then
P P
so for all finite n we get that (
i=1 i=1
∞ ∞
X 1 X 1
( api ) p ≥ ( asi ) s , or
i=1 i=1
∞ ∞
X 1 X 1
||f ||p = ( |f (i)|p ) p ≥ ( |f (i)|s ) s = ||f ||s .
i=1 i=1

Oppgave 6.M.
An extension of problem 4M will show that if g ≥ 0 is continous on (0, +∞), g is λ-
R +∞
integrable on (0, +∞) f if and only if the improper Riemann integral 0 g(x) dx
exists. This is equivalent with the following; that there exixts δ > 0 and M > 0
Rδ R +∞
such that the two improper integrals 0 g(x) dx and M g(x) dx both exist. Let
r > 0, s > 0. Then I claim that lim+ xr (log x)s = 0. It is obviously enough to
x→0
prove this for any integer s, and using L’Hopitals rule we find that
(log x)s s
lim+ xr (log x)s = lim+ 1 = lim+ − xr (log x)s−1 ,
x→0 x→0
xr
x→0 r
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and the claim will follow by induction on s.

Let p > 0 and r > 0. From the limit we have considered follows that there exists
a δ = δ(r, p) such that xr < (2| log1 x|)p when x ∈ (0, δ). Clearly this δ can also be
chosen so small that (2| log x|)p > (1 + | log x|)p when x ∈ (0, δ). All this will imply
r r
that f (x)p > xp on x ∈ (0, δ). Now we know that g(x) = xp is not integrable on
x2 x2
(0, δ) when p2 − r ≥ 1, hence when p ≥ 2 + 2r. Therefore for any small r > 0 and
any p ≥ 2 + 2r, f is not in Lp . So if p > 2 we get that f ∈/ Lp (choosing r so small
that p ≥ 2 + 2r also holds).
From above we find that

(log x)s
lim = lim tr (− log t)s = 0,
x→+∞ xr t→0+

for any s, r > 0. So we can find M = M (r, p) > 0 such that when x ∈ [M, +∞),
x−r < (2 log1 x)p . This M can also be chosen such that 1+log x < 2 log x on [M, +∞)
So, for x ∈ [M, +∞) we have that (f (x))p > p 1 p
> p1+r . g(x) = p1+r is
x 2 (2 log x) x2 x2
p
not integrable on [M, +∞) when + r ≤ 1, that is p ≤ 2 − 2r.Therefore for any
2
small r > 0 and any p ≤ 2 − 2r, f is not in Lp . So if p < 2 we get that f ∈ / Lp
(choosing r so small that p ≤ 2 − 2r also holds).
Now we will prove that f ∈ L2 . It is easy to see that it is enough to prove there
Rδ
exists δ > 0 and M > 0 such that the two improper integrals 0 x(log1 x)2 dx and
R +∞ 1
M x(log x)2 dx both exist.
| log x|
Let G(x) = − loglog x and g(x) = x(log1 x)2 (log | log x| − 1). Then G0 (x) = g(x) and
there exists δ > 0 and M > 0 such that g(x) > x(log1 x)2 on (0, δ) ∪ [M, +∞). It is
easy to prove that lim G(x) = lim G(x) = 0 and from this it will follow that
x→0+ x→+∞
Rδ R +∞ Rδ
the integrals 0 g(x)dx and M g(x)dx exist. From this we get that 0 x(log1 x)2 dx
R +∞
and M x(log1 x)2 dx exist and we consequently get that f ∈ L2 .