STUDENT MATHEMATICAL LIBRARY 2 Problems in Mathematical Analysis III Integration WJ. Kaczor M. T. NowakSTUDENT MATHEMATICAL LIBRARY Volume 21 Problems in Mathematical Analysis III Integration W. J. Kaczor M.T. Nowak @AMSEditorial Board David Bressoud, Chair Daniel L. Goroff Carl Pomerance 2000 Mathematics Subject Classification. Primary OOAGT, 26442; Secondary 26A45, 26A46, 26D15, 28A12. For additional information and updates on this book, visit ‘www.ams.org/bookpages/stmi-21 Library of Congress Cataloging-In-Publication Data Kaczor, W. J. (Wieslawa J.), 1949- [Zadania 2 analizy matematyczne}- English] Problems in mathematical analysis. I. Real numbers, sequences and series / W.2. Kao M_T_ Nowa, >. em. — (Student mathematical brary, ISSN 1520-9121; v. 4) Ineudes bibliographical references, ISBN 0-8218-2050-8 (softcover; alk. paper) am ibistbematial analy. . Nowak, Mi (Maria T.), 1961~ Tl Tie ‘QasooKs2513. 2000 519/076—de21 ‘99-087039 Copying and reprinting. 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Printed in the United States of America. © The paper used in this book is acid-free and falls within the guidelines ‘established to ensure permanence and durability. Visit the AMS home page at http://www.ans.org/ 10987654321 080706050403,Contents Preface Part 1. Problems Chapter 1. The Riemann-Steljes Integral $1.1. Properties of the Riemann-Stieltjes Integral §1.2. Functions of Bounded Variation $1.3. Further Properties of the Riemann Stieltjes Integral $1.4. Proper Integrala §1.5. Improper Integrals $1.6. Integral Inequalities $1.7, Jordan Measure Chapter 2. The Lebesgue Integral $2.1. Lebesgue Measure on the Real Line $2.2. Lebesgue Measurable Functions $23. Lebesgue Integration $24. Absolute Continuity, Differentiation and Integration claseee seer asuevi Contents §2.5. Fourier Series Part 2. Solutions Chapter 1. The Riemann-Sticltjes Integral $1.1. Properties of the Riemann-Stieltjes Integral §1.2. Functions of Bounded Variation §1.3. Further Properties of the Riemann-Stieltjes Integral §1.4. Proper Integrals §1.5. Improper Integrals $1.6. Integral Inequalities $1.7. Jordan Measure Chapter 2. The Lebesgue Integral §21. Lebesgue Measure on the Real Line $2.2. Lebesgue Measurable Functions §23. Lebesgue Integration §24. Absolute Continuity, Differentiation and Integration §2.5. Fourier Series Bibliography - Books Index or 7 4 128 43 B85 247 281 316 351Chapter I The Riemann-Stieltjes Integral 1.1. Properties of the Riemann-Stieltjes Integral ‘We start with some basic notations, definitions and theorems. By 8 partition P of a closed interval (a,8] we mean a finite set of points ots Eq Such that @ 529 << Sty SE ad ‘The mumber 4(P) = max{zi — 24-1 : = 1,2,...yn} is called the mesh of P. For a function a monotonically increasing on [2,] we write a(zi-1)- AE f is a real function bounded on [a,], we define the upper and lower Darboux sums of f with respect to a and relative to P, respectively, by UP. f.2) YMda, LP, f0) = where My= sup fa), m= int fle). eh) we lai)4 Probleins. 1: The Riemann-Stieltjes Integral We also put fte- inf U(P, fa), ftie= sup L(P, f,a), la de where the infimum and the supremum are taken over all partitions P of [a,b], and call them, respectively, the upper and the lower Riemann- Stieltjes integral. If the upper and the lower Riemann-Stieltjes inte- grals are equal, we denote the common value by f° fda and call it the Ricmann-Stieltjes integral of f with respect to a over [a,b]. In this case we say that fis integrable with respect to a, in the Riemann sense, and we write f € R(a). In the special case of a(z) = 2 we get the Riemann integral. In this case the upper (lower) Darboux ‘sum corresponding to a partition P, and the upper (lower) Riemann integral are denoted, respectively, by U(P,f) (LP, f)), and fPfde (£2fdc) . The Riemann integral of f over [2,8] is denoted by J? faz. “Moreover, corresponding to every partition P of [a,) we choose points t,t2,...,%n such that a1 < tj < a, i = 1,2,...,m, and consider the sum_ SUP, fra) = > (tia. it ‘We say that liB.gStP.4a) =A ‘if, for every € > 0, there is 6 > 0 such that (P) < 6 implies that: IS(P, f,a) — A] 0 there exists a partition P such that U(P, f.a) - L(P, fa) 0 and fz itz e[-aq]n@, som {e eer Find the upper and lower Riemann integrals of f over [-a, 0]. 1.1.5. Show that the so-called Riemann function f if'z is irrational or 2 =0, Jle)=41/q e=n/, pez, qeN, and ,q are co-prime, is Riomann integrable on every interval [a0]. 1.1.6. Let f : [0,1] +R be defined by setting 1 itz=d,nen, ro-{} ca Show that p f(x)dr = 0. 1.1.7, Show that J : [0,1] + defined by See) = { is Riemann integrable on (0, 1]. it2=0, [3] otherwise6 Problems. 1: The Riemann-Stieltjes Integral 1.1.8. Define _f0 ifrel-19, 0 ifze[-1,0), so={? tzeo, 1 ifze [0,1]. Show that f € R(a) although wim, SUP fa) does not exist. 1.1.9. Show that if f and a have a common point of discontinuity in (oH), then Jim , S(P, f,a) does not exist. 1.1.10. Prove that if | lim | S(P, f,a) exists, then f € (a) on [a,b] and edit g Pie) = ff faa Show also that for every f continuous on [a,8}, the above equality holds. 1.1.11. Show that if f is bounded and a is continuous on (2,8), then F € R(q) if and only if lim | S(P, f,a) exists. Peo) L142, Let aey= [6 Hasece’, @ tx cass, where ¢ < d and ¢ < a(z*) 0, calculate “e + ). R20. lim tn—w) aT8 Problems. 1: The Riemann-Stieltjes Integral 1.1.18. Suppose that J is twice differentiable on [0,1] and f” is bounded and Riemann integrable. Show that sa (tome 27(44))- £0)- £0), 1.1.19. For n €N, define 14 1 wal tnat tn and 2 2 2 Yam Sagat eat tia ‘Show that Moreover, using the results stated in 1.1.16 and 1.1.18, show that 1 ‘lim n(ln2 Us) and tim n?(in2 1.1.20. Show that if f is Riemann integrable over [a,8), then f can be changed at a finite number of points without affecting either the integrability of f or the value of its integral. 1.1.21. Show that if f is monotonic and a is continuous on [a 8), then f € R(q). 1.1.22. Prove that if f € (a) and a is neither continuous from the left nor from the right at a point in (a8), then f is continuous at this point. 1.1.23. Let f be Riemann integrable and a continuous on [a,6). If @ is differentiable on [a,6] except for finitely many points and a’ is Riemann integrable, then / € R(a) and f S(2)dale) = f Slala!(e)dz. 1.1.24. Let f be Riemann integrable and a be continuous on [o,6] except for finitely many points. If @ is differentiable on [a,8] except1.1. Properties of the Riemann-Stieltjes Integral 9 for finitely many points and a’ is Riemann integrable, then J € R(a) and . ff Seva) = f Saal a\de + s(a)(ala*) — a(a)) +3 slealolet) — alez)) + 10a) —al0-)), a where cy, k = 1,2,...,, are points of discontinuity of a in (a,6). 1.1.25, Calculate f?,2da(z), where e+2 if -2¢2<-1, o(z)=42 if -1<2<0, 243 if O<2<2 1.1.26. Prove the First Mean Value Theorem. If J is continuous and @ Is monotonically increasing on [a0], then there is ¢ € fa, 6] such that . ff fenare) = fo(00) ~o(0). 1.1.27. Show that if f is continuous and a is strictly increasing on {2,0}, then it is possible to choose ¢ € (a, 6) such that the equality in the first mean value theorem (stated above) holds. 1.1.28. (a) Let f be continuous on [0,1]. For positive a and 6, find ‘the limit fe) af ape an [ 1.1.28. Suppose J i continuous and aris strictly increasing on fa, define (b) Caleulate rey= f" noaa. Show that for x ¢ 2,8]10 Problems. 1: The Riemann-Stieltjes Integral 1.1.80. Suppose J is continuous on fa, 8], @ is both continuous end strictly inereasing there, and the limit im Le+h)—~S) _ Foy #0 ae+h)—a(z) ~ da ‘exists and is continuous on (2,2). Show that [ Ler) = 10-10. 1.2. Functions of Bounded Variation Recall that the total variation V(f;a,b) of f on [a,8] is V(f;0,8) = sup {Eveo =stenat}, i where the supremum is taken over all partitions P = {20,21,.-42n} of fad). IV (F508) < +00, then fis aid to be of bounded variation on [@,0]. We also define (2) =Vifia2), aSesb Clearly, vj(a) = 0 and 2 is monotonically increasing on (a,b). The following theorem says that a function of bounded variation can be ‘exhibited as a difference of two monotonic functions. ‘Theorem 1. If f is of bounded variation on [at], then £(2) ~ f(a) = plz) - 2), where Plz) = 5(vs(z)+S(2)—F(a)) and 92) = ‘are monotonically increasing on [a, 8}. gler(@) — fz) + F(@)) ‘The functions p and q are called the positive and neptive varia- tion functions of J, respectively 1.2.1. Show that the function given by sees fee (01) a { itz=0 is diferentiable on 0,1] but not of bounded variation.Functions of Bounded Variation u 1.2.2. Show that if f has a bounded derivative on [a,0), then f is of ‘bounded variation. 1.2.8. Show that the function _ [rest ifz€ (0,1), raf’ ifz=0 is of bounded variation on (0,1) 1.2.4, Show that V(fiasb) = FB) - f(a) if and only iff is monotonically increasing on (a, 1.2.5. For a € Rand f > 0, define scot itz € (0,1, a Show that f is of bounded varition if and only ifa > 6. 1.2.6, Show that if f is of bounded variation on [a,6J, then f is bounded on (a, 0}. 1.2.7. If f and g are of bounded variation on [a,8), then so is their Product fg. Moreover, if_ inf [f(=)| > 0, then g/ is also of bounded variation on [a, 8). 1.2.8. Must the composition of two functions of bounded variation be of bounded variation? 1.2.9. If f satisfies @ Lipschitz condition and g is of bounded varia- tion, then the composite function fog is of bounded variation. 1.2.10. Show that If f Is of bounded variation on [a,0], then so Is UEP, A< p< too. 1.2.11. Prove that if f is continuous on [a,8] and |f| is of bounded variation on [a,}}, then so is J. Prove also that continuity is an covcntial hypothesis, 1.2.12. If f and g are of bounded variation on fa,6), then so is h(7) = max{f(z),9(z)}.2 Problems. 1: The Riemann-Stieltjes Integral 1.2.13. We say that f: A+R, ACR, satisfies a Hélder condition {also called the Lipschitz condition of order a) on A if there exist positive constants M and a such that \@)-J@)| ¢ Miz—2'|* for x2 EA. (a) Show that the function mba fre (0.1/2), 0 ifz=0 Se) is of bounded variation on [0,1/2] and does not satisfy a Hélder con- dition. (b)Setzn = $ peeps n =2,3,... .Let f be the continuous function on [0,22] defined as follows: F0)=Hen)=0, (BAH) a}, nas... and f is linear on (2n¢1s(n-+2n41)/2] and [(2n+2n41)/2,2n)- Prove that J satisfies a Hélder condition for every 0 a, and put lim V(Fia,b). Show that if V(f:e,00) < oo, then the finite limit lim. f(z) exists. Does the opposite implication hold? 1.2.15. For f defined on (a, ] and a partition P = {z0,21,.-.,2n} of [a, 6], we form the sum VP) = Sle) — send ea Prove that if f is continuous on [a,t, then iP gVUP) = V0.) that is, for any € > 0 there exists 5 > 0 such that 4(P) <6 implies V(fsa,b)— V(F,P) m > 0, x € [a0]. Show that there are two monotonically increasing functions g and h such that, oe) He)= FG) for ze lath 1.2.19. Compute the positive and negative variation functions of (0) f@)=25—[e, 2 ¢(-11), (©) fle) = co02, 2 [0,2n1, (©) S(@)=2-[z], 2 € [0,3]. 1.2.20, Assume that f is of bounded variation on fa, 6. Prove that if, J is continuous from the right (left) at zo, then vy is also continuous from the right (left) at a. 1.2.21. Show that the sct of points of discontinuity of a function fof bounded variation on [a,8] is at most countable. Moreover, ifacy Problems. 1: The Riemann-Stieltjes Integral {an} is the sequence of points of discontinuity of f, then the function (2) = f(z) ~ (2), where s(a) = 0 and (a) = (at) f(a) + Yo Mla) - Sea) + S02) - se) for a 0, ¥en <00, and deine a(t) = Semple - zn), & ‘where the function p is given by 0 it 2<0, aan {) if 220, Prove that if f is continuous on [0,1], then f féa= S colton)1 Further Properties 1 1.8.5. Suppose that a is a continuous function of bounded variation ‘on (a,8] such that for every f continuous on [a,8], f Sle)da(2) = 0. Show that a is constant on [a, 6). 1.3.6. Let a be monotonically increasing on [0,] and such that ff saziate) = —a(0). Show that ala) = {20 =e 10/2), a(n) if re (n/2). 1.8.7. Find a function a monotonically increasing on [0,1] and such that 1 I [tenes - 40 for every J continuous on (0,1]- 1.8.8. Find a function f continuous on [a,8] and such that J Heyea(2) = 006 (0) {for every a monotonically increasing on [a,}. 1.8.9. Assume that a is of bounded variation on [a,0] and the func ‘tons fay m = 1,2, are Riemaun-Stleltjes Integrable with respect to a over [0,4]. Prove that if {fq} converges uniformly on [a,8] to f, then fis Riemann Stele inegrable and J seevtetey = Jin, f° steals. 1.3.10. Calculate 1 lim, [ no(1—27)"de. ns 4.8.11. Foro of bounded vasiation om 0,1} find lim f * a"da(a).18 Problems. 1: The Riemann-Stieltjes Integral 1.3.12. Suppose that {aq} is a sequence of functions whose total ‘variations are uniformly bounded on fa, 6), that is, there is a positive M such that V(an;a,6) < M for all n, Prove that if {a} is pointwise convergent to a on [a,8), then for every f continuous on (a, , 4 . sin, fsterdonte) = f° sedda(e). - Suppose that {aq} is a sequence of functions whose total variations are uniformly bounded on [a, 0}, and that {a,} is pointwise convergent to @ on (a,]. Suppose also that {fa} is a sequence of continuous functions uniformly convergent on [a,6} to f. Prove that, din, f° tterdonte)= f° eyate). 1.8.14. Prove the following Helly selection theorem. Let {an} be a sequence of functions defined on [a,4} such that |an(a)| SM and V(Gqi0,0) 0, prove that (@) it P(e) = fF" sin()a, then [F< 1/2, (b) if F(2) = [2 sin( ete, then JF) < 2/(€)- 1.3.20. Show that if the functions f,ay,02 are continuous and of ‘bounded variation on [a6], then f Le )d(ey(2)on(z)) = f S(z)ou(2)daa(2)+ f S(x)eg(z)doy(z). 1.3.21. Show that if f is continuous and of bounded variation on {a,0), then for a positive integer n, [reaver =n fuera = ser - ley"). 1.8.22. Suppose that f is continuous on [0,1]. Find the following limit: (@) im, (x 2"s(2)d2) , (6) lim, (no evms(e)de)0 Problems. 1: The Riemann-Stieltjes Integral @ Lz" saer noe fl memde” (2) lim, (Vaio Fe) sint*(2nz)az) , © im Lo £2) sin?™(2n2)de 2 fy sin (2xz)dz* 1.8.28. Prove the following monotone convergence theorem for the Riemann integral. If {fa} is a decreasing sequence of Riemann in- tegrable functions on [a,b] which converges on [a,6] to a Riemann integrable function f, then wim, f Solz)de = f Slade. 1.3.24, Prove the following monotone convergence theorem for the lower Riemann integral. If {Jn} is a decreasing sequence of bounded functions on [a,6), and if tim, fa(2) = 0 for + € [a8], then tim, f Sn(a)dz =0. 1.8.25. Prove the following Arzelé theorem. If {Jn} is a sequence of ‘Riemann integrable functions on [a,6] which converges on [a,8} to a Riemann integrable function f, and if there is a constant M > 0 such that [fn(2)| 0 on f2ok,za4-1), f <0 on (eanss, a4) and (224-1) — Fltox) = F(taue1) — F(tzn) = 1/k, where F is an antiderivative of f. Extend the function f to [0, 1] by setting (0) = 0. Prove that f has an antiderivative on [0,1], but [f| does not. 1.4.6, Suppose f is continuous on [0,1]. Show that a af (einz)dx = 5 af S(sinz)dz.22 Problems. 1: The Riemann-Stieltjes Integral Using this equality, compute rsin™2 ttn eas, nen. LD werare . 1.4.7. Assume that f is continuous on [~a,0), > 0. Show that ® | [serie =2 [ seys, 151s even, b) [see =0, it sia c0a. 1.4.8. Let f : RR be continuous and periodic with period T > 0. Prove that for every real a, [0 owes [" reya. LA9. Let f : R—+R be continuous and periodic with period T > 0. Prove that for every a < 6, hay [stoner = 252 [peer 1.4.10. Suppose that f € C({-1,1]). Find the following limits: (0) im, 2 sone, (b) tim, 3 Jo’ H(|sinz|)dz, (©) im, fo 2/(6in(2enz))dz. 1.4.11. For f € C({a, ), find the following limits: (2) lim, J2 f(z)eos(nz)de, lim. J f(x) sin(nz)de, (b) lim, J2 1(e)sin*(nz)az. 1.4.12, Suppose f € C([0,00)) and set on= f'fotende tor m= .h. Suppose also that lim ay =. Find the limit lim. fj f(na)dz.1.4, Proper Integrals 23 1.4.18, For a function f positive and continuous on {0,1}, compute “fe f, Taye fay 1.4.14. Show that, if fis continuous and even on {~a, q},a_> 0, then [foe- [row 1.4.16. Show that if f is nonnegative and continuous on [a,b] and ft (z)dz = 0, then f is identically zero on [a,}}. 1.4.16. Show that if f is continuous on [a,8] and for each a, 8, a < a 0, if J2*7 f(t)dt = JF f(t)dt for every x € R, then Lis periodic with period T > 0.© in (| watt 1.4.21. Find the following limits: og [ene (0) im, [" vesinzds, Ping ORL ve 1.4.22, For a function f continuous on [0,1], find te, f Sle™\ae. 1.4.23. Show that, if f is Riemann integrable on [2,8], then there is 0 € [a,8] such that [owe fro. 1.4.24. Let f be continuous on (a, 8] and let [teow =0 Show that there is @ € (a6) such that [teow =s0. 1.4.25. Let f € O((a,6)), a> 0, and let oa1. ropes Integrals ‘Show that there is 0 € (a,b) such that [tows=010. 1.4.26. Suppose f,g € C({a,6]). Show that there is @ € (a,b) such that a0) f° sever 100) f tee. 1.4.27. Suppose f,9 € O({a,8]). Show that there is @ € (a,6) such . (0) f Steyte = 100) [oad 1.4.28. Suppose f and g are positive and continuous on [a, 8}. Show that there is @ € (a,b) such that 40) _ of) Ee itewie Teale 1.4.29, Let f be positive and continuous on [0,1]. Prove that for every n € N there is 6(n) such that * peante~ seapae Steyde— PP se)aes Find the limit im (n0(n)).. Ieee. a(n) 1.4.30. Let J € C(O, 1]). Show that there is a @ € (0,1) such that f[ fone = 10+ 470) b 1.4.31. Let f € C*((0, 1]). Show that there is a @ € (0,1) such that [ie= 10+ O47 O 1.4.82, Suppose f € C'([0, 1]) and f*(0) #0. For x € (0,1), let 6() be such that, [Hoa so2n2. tim, 22, Oe Find the limit26. Problems. 1: The Riemann-Stieltjes Integral 1.4.33. Suppose f is continuous, nonnegative and strictly increasing ‘on (a,0]- For p > 0, let 6(p) denote the unique number such that (ew = 2 f teres. Find Jim 0(7)- 1.4.34. Suppose f is continuous on fa, ] and such that [ete =0 for n= 0,1)... Prove that f is kentiealy zero on [a3 1.4.35, Suppose f is continuous on fa, 8] and such that [etee =0 .+yN. Prove that f has at least N +1 zeros in fa, 8). 1.4.36. Suppose that f € C({-a,a]),a > 0. Show that @ it for n= 0,1, [2*tede=0 for = 0,1,--05 then f is odd on [—a, a], (b) if [2 iee=0 for n=0,1,...5 then f is even on [-a,0]. 1.4.87. For f continuous on R, find Bah [ue+n- sede. 1.4.38. For f continuous on R and a < 6, define e)= fre +oa. Find the derivative of g. 1.4.39. Find the following limits:1.4, Proper Integrals 2 © fin [nae J) ae 0) tgs [” sta, iy, ©, A sin vat nia om (ef [oBBe)- where a > 1, and P and Q are 1.4.40. Find the following limits: wal ae) (©) 1 (2 [a +singter), © up (3 [era), 0 (fea). 1.4.41. Show that if fis continuous on (0,1, then : i" dia, (['werres) = ey to 1.4.42, Suppose that a real-valued fianction f(2,y) is continuous on a rectangle R= [a, 8] x [c,d]. Show that 16) ff tenes is continuous on [ed]. 1.4.43. Suppose that a real-valued function f(zr,y) defined on a reo- tangle R = [a,0] x (c,d) is Riemann integrable over [a, 6] for each v € |e,d}, and the partial derivative $f is continuous on R. Prove % [ Stea)er = Fa, a)da.28 Problems. 1: The Riemann-Stieltjes Integral 1.4.44, Let f be positive and continuous on {0,1}. a5 (['ueoree)” 1.4.48. Let J be positive and continuous on [0,1]. Find 1 ve vim, ([ucenree) 1.4.46, Prove that for every pote integer the equation [etheteSene et ,° Urat “* ON has a solution in the interval (N,2.V). 1.4.47. Let P be a polynomial of degree n such that ff AP tide =0 for k=1,2.. hb Prove that 1 1 2 f (P(a))Pae = (n+ 1)? ( f Pteyee) . 1.4.48. Show that if f is continuous on R = [a, 6] x [e,d}, then [ (Lense) are f (sen) a 14.49. Prove that for 0<.a-l, (a) fcmares, @ f teteaily,, 0 ff itzae, dz dz © [aa © [aa ‘9 reo Ing fa Inz 0 [ate o [wrap w [00 +omayee, 0 [oles 1.5.2. For 0 0, there is ag > a such that for az > a1 > ao, | ic sae 1.5.11. Show that the improper integral [2° f(z)dz converges if and only if for every increasing sequence {aq}, an, > , diverging to infinity the series a whe o a YL [low re 0 =0, converge, Moreover, in the case of coavergnoce, [fF Hoe= Floyds. Shen Show olso that if fis nonnegative, a suficient condition for the con- vergence of the improper integral is that there is an increasing se- quence {an}, @, > @, diverging to infinity for which the series (1) converges. 1.5.12. For positive a, study the Caeeal the integral Cae a. Does the convergence of f° f(z)dz imply that f(z) tends to zero as 2 —+ 00? 15.15. Prove that if fis uniformly continuous on [a,oe) and the improper integral f° f(2)dx converges, then Jim f(z) =0. 1.5.16. Assume that f : [0,00) + [0,00) is monotone decreasing. Prove that if S [ He)de < 00, then Jim, 2f(2) = 0. Show by example that the converse does not hold; ‘thet is, the condition Jim 2f(2) = 0 does not imply the con- vergance of f° fle)de. 1.8.17. Assume that J :[1,20) + (¢,00) is monotone increasing and ts Lie-~ ds (©) Prove that abo [A = 00. (b) Give an example of a function f satisfying the above assump- Sede Sonterstich f Fa7eyata rey re 1.5.18, Let f be a continuous function on [0,00) such that Ba, (1+ ['0) cexists as a finite limit. Prove that 1.5.19. Let f be a nonnegative and continuous function on (0,0) and [ ™ pla)dz 0 such that, [ff 20a a, and the integrals f? f(z)dz are uniformly bounded, that is, there exists C > 0 such that. sea 2) 9 is monotone and lim, 9(z) = 0. ‘Then the improper integral $C forall b>a. F(a)o(a)de converges.34 Problems. 1: The Riemann-Stieltjes Integral 1.5.24, For > 0, study the convergence ofthe fllowing integrals: © [ Be, w fees, © f sin(2?)d2, @ f en), @ [ we 222d, 1.5.25. Assume that f : [a,00) + IR is continuous and periodic with period 7 > 0, and g : a,00) ~» R is monotonic and lim 9(2) = 0. Prove that if {2*7 f()dz = 0, then the integral J2° f(x)g(z)dz con- ‘verges. Moreover, prove that if f2*7 f(z)dz # 0, then the improper ‘integral IP F(@)gla)az converges if and only if ‘SE? 9(x)de converges. 1.5.26. Use the result in the previous problem to study the conver- gence of the following integrals: sin(sin 2) cos of armadiel (yy [PPD emras, 1.5.27. For a > 0, study the convergence of the integral sinz fy Heine 1.5.28, Show that if {[° xf(z)dz, a > 0, exists, then also f-° f(z)dr exists, 1.5.29. Assume that f is monotone on (0,00) and the improper in- tegral {5° f(2)dz exists. Show that Ag bY stot) Use this result to find S(a)dz. fim S° ig, a1.5. Improper Integrals 35 1.5.30. For a > 0, set Ta) f ade, Show that F(a) is finite for all positive @. (F(a) is called Buler’s gamma function). 1.5.31. Use the result in 1.5.29 to show that for a > 0, T(o)= lim, Jati)lerna iy 1.5.82, Use the formule given in the previous problem to show that fora>0, = Tle“ (1+) > where 7 is Euler's constant (see, e.g. I, 2.1.41). 1.5.83. Show that 1.5.85, Let /(c,y) be a function defined on [a,00)A, where A CR. ‘We say that the integral {°° f(x,y)dz converges uniformly on A if, given € > 0, there is ap > a such that | [° semec— f° renee for all b> ag and y € A. Show that if there is a function (2) such that a, yeA, 1.5.39. Study the uniform convergence of the following improper in- tegrals: @ f RAE ae, a.€[an,00), a0 >0, ) [Be as, a€ 0.00), © [ete eR, sl af 1.5.40. Assume that the improper integral > f(z,y)dz converges uniformly on A. Prove that if f(x,y) converges to (2) as y —1.5. Improper Integrals Ea ‘yo uniformly on every interval [a,b], then the integral °° (z)dz Commer a Bg [° teanae= [tors 1.5.41. Consider the example “i for 2>0, Bee for 2>0, Sule) = if meee to show that the assumption of the uniform convergence of the im- proper integral f°° /(x,y)dz cannot be dropped from the theorem of 15.40. 1.5.42. Show that sing, (0 ig, [Serer 5, ©) fm, f sing? ertan(ya)de = £ [ sinz2dx, 5 © a [EC (14 +2)" a= @ sin (See 5, © fp, ifs ysinze"**"de = 0, 1.5.43. Suppose that a real-valued function {(2,) is continuous on {a,00) x [ed] and the improper integral {2° f(2,y)dr converges uni- formly on [¢,d]. Then the function 10) = [ Heanee 1s continuous on fo, d. 1.5.44. Suppose that a real-valued function f(z,y) defined on R = [a,0o) x [c,d] is such that [> f(x,y)dz converges for every y € le,d] and $f is continuous on R. Suppose also that the integral IE E(e.u)ds converges uniformly on [c,d]. Prove that EL Hemee= [238. Problems. 1: The Riemann-Stieltjes Integral 1.5.45. Use the result in 1.5.44 to calculate ay f edz, a>0,n€N, lo a ) C= a>0,neN, © f See) rde, weR, @ [Sere oer 1.5.46. Prove that @) f ™ e-2eoslyr)dc = Vine, YER, o [ Peewee = Vie, y>0. 1.5.47. Show that if @ real-valued function f(z,y) is continuous on {a,c0) x [esd] and the improper integral [fC tease ‘converges uniformly on [,d), then L(L teane)av= [7 (f ste) ‘dz, a,b>0, oy [tes o 0, [Fete ae eso. 1.8.50. Let /(z,y) be continuous on fa,00) x[e,00) and suppose that (2) the aioe Se? f(zy)de converges uniformly on le,d},Improper Integrals 39 (2) the inoproper integral fle,y)dy converges uniformly on each interval [a, b], (8) the improper integrals f=" [f(z x)ldx and J [f(2,9)|4y com- ‘verge for y > ¢ and x > a, respectively, (4) at Jeast one of the improper integrals Le ae (Lf weeanee) a ™ [ (LU tena) ee= [° (JP tenn) a and both integrals converge. 1.5.51. Prove that 2dg =) [Egg 1 fF f wostan = 5 [ Feae= 55 inetde ot [ame Ad IF [sete 5 [ ee aVE (The improper integrals f° cosz"dz and f° cosz"dz are called Fres- nel’s integrals.) 1.5.52. Suppose that f(z, ) is defined on (a,t) x A and for each v € A, f is Riemann integroble over each interval (a,b — 1), where 0 <7 < b—a. Suppose also that f(z,y) converges to v(x) as = yo, uniformly on each of these intervals. If the improper in- tegral f fle, y)dz converges uniformly on A (that is, given € > 0, there is such that if S(z,y)dz| bn for all 0< 1 0. 1.5.56. Prove that fGy- 1.5.57. Show that for0 0, derive the following duplication formula: P(a)P(a+1/2) ee) ove. 1.5.69. Verify the following equalities: ran ads - 1 (0) [eat ate = am bl 0. 1.5.70. Derive the following Stirling formula: im —_"! mt, Joertien 1.5.71. Show that for a > 0, Pe) (ge rot ( oF 1.5.72. Find the following limits: io, VEE (z+ 1/2) (2) Jim, “e+ () Jim 2*B(a,2), a>0. 1.6. Integral Inequalities 1.6.1. Prove the following Schwarz inequality. If f and g are Rie- mann integrable on fa, 2), then (frome) < f rene [rere ‘Moreover, if f and g are continuous on [a,6), then the equality holds! if and only if there are Ay and Az such that |Ay| + [ta] > 0 and AJ (2) = dag(z) for 2 € [a,b].1.6, Integral Inequalities 4“ 1.6.2, Show that if f is Riemann integrable on (a,8), then 2 2 ( "se)iese) +( f ‘eyemsts) <(b-0) f Pee. 1.6.3. Show that if f is positive and Riemann integrable on [0,6], then . oars [gore [ 75- a a al then PERT mS $(2) $M, and mz <9(e)< Ma, 2 [a,b ‘Show that 1 ie ff terateree— gigg f ree f° st < Jeb — (Mma). 1.6.5. Suppose f € C¥({a,8)), f(a) = f(6) = 0 and J? f*(z)dz = 1. Show that 7 1 [fet e)se=-} and is [v@re [ ere. 1.6.6, Find "1 t2?)%(e)de, pig [042 Pelde, where 1 ={rectom: f pewe=s}, and find a function for which the minimum is attained.cy Problems. 1: The Riemann-Stieltjes Integral 1.6.7. Assume that J : [a,8] > [m,Af] and f? f(z\dr = 0. Prove that . [ Peeves -mao-o). 1.6.8, Show that if f is continuous on (0,1), differentiable on (0,1), J(0) =0, and 0 < f"(z) < 1 on (0,1), then (see) 2 [utente Show also that equality occurs if and only if f(2) 1.6.9. Let f € C([a,b)) be monotonically increasing on {a,}. Show that for 2 € (a,5), Af mesh froas [row 1.6.10. Prove the following Chebyshev inequality: If functions f and g are either both increasing or both decreasing on a, , then 1 lf. if Fig f tote; foes 3 freee. If one of the functions is increasing and the other decreasing, then tho above inequality revere. 1.6.11. Prove the following generalization of the Chebyshev inequal- ity: Let p be positive and Riemann integrable on (a, }). If the functions (f and g are either both increasing or both decreasing on that interval, then f Pla) f(z)dz f Pla)ola)de < f ‘P(z)dz f Pla) f(z)o(2)dz. If one of the functions is increasing and the other decreasing, then the above inequality reverses. 1.6.12. Assume that f and g are monotonically increasing on (0, a). Show that ff teraerde> [ no-aaere. fb fo1.6. Integral Inequalities 45 1.6.13. Let q be positive and decreasing on [a,}}, a > 0. Show that Latlerds . alee ‘Badeyde < fPotayce’ 1.6.14. Show that if f is a convex function on fa, 6), then 1(5$4) (b- os f sents < OLIOG_ a). 1.6.15. Given positive real numbers = and y, let A, G and L be their arithmetic, geometric and logarithmic means, respectively (see, e., I, 2.5.41 for the definition of the logarithmic mean). Use the previous result to show that for z # y, A < G4 if both z and y are at least 2/7 and AL > G4 if both x and y are at most ¢/2, 1.6.16. Show that if f € C(|a,)) is positive and strictly concave on (a, 8}, then ff tevde> Ho-0) pax st. 1.6.17. Suppose f, g are continuously differentiable on [0,8], /", g° ‘are nonnegative on [0,6], and f is nonconstant with /(0) = 0. Then fr dcasd, . Heat < [aerr'edte+ farses ‘The equality holds if and only if a = 6 or g is a constant function. 1.6.18. Suppose f € C([0,¢), ¢ > 0, is strictly inereasing on [0,¢] and f(0) = 0. Show that for z € [0,c], re) free [°° rma ere, fb h where f-! denotes the inverse of f. 1.6.19. Use the result in the previous problem to prove the Young inequality. Under the assumption of 1.6.18, f[ * pleat + f I7'Moadt > ab for any a € [0,¢] and 6 € [0, f(¢)]- Moreover, the equality holds if and only if b= F(a).6 Problems, 1: The Riemann-Stieltjes Integral 1.6.20. Show that for d,b> 0, (1+ 0) in(1 +0) ~ (140) +(e 6) > ab. 1.6.21. Prove the following converse of the Young inequality: Sup- pose that f and g are continuously differentiable and strictly increas- ing on (0,00) and such that f(0) = 9(0) = 0, g(a) 2 f(z) for z > 0. Tf for positive a and b abs [renee [es then f and g are inverse. 1.6.22. Let A={rergom ff sone =3, ff stem =3}. Find inf Peers and a function for which the minimum is attained. 1.6.23, Let A= {fF € C%((0,1)): (0) = £1) =0, (0) =a}. Find aig inf ("wae and a function for which es ‘minimum is attained. 1.6.24. Does there exist a function f continuously differentiable on [0, 2] and such that f(0) = f(2) = 1, [f"(z)| < 1 for x € [0,2] and fo #02] < 32 1.6.25. Suppose f is continuously differentiable on fa, and f(a) = (6) =0. Show that may OE GA Hi Wtedlde. ele)1.6. Integral Inequalities ar 1.6.26. Prove the following Hélder inequality: If functions fr, fo, Jn are nonnegative and Riemann integrable on (a,b), and positi rmumbers 03,02)... satisfy Jo ay = 1, then & [TeeesI] ( ft sie)”. 1.6.27. Suppose that f and g are nonnegative and Riemann inte- ble on [a, 6]. For p # O let q be its conjugate, that is, 2+1= 1, ‘Using the previous result, prove that (a) ifp>1, then rr Me ft stoaoues (['Ptens) ([-tem:) , (b) if p <0 or 0

(£ sre)” (f[eon)”. 1.6.28. Suppose that f is continuous on (0, 1] and there is ¢ > O such that 0< f(x) < 0/3 for x € [0,1]. Show that if fj /(e)dz = a, then So Vile)de > 0. 1.6.29. Suppose that f is Riemann integrable on [a,b] and m < F(z) < M. Prove that if y is continuous and convex on [m, M], then oe f stone) s f estoy. ‘This inequality is called Jensen's inequality. 1.6.30. Prove the following generalization of the Jensen inequality stated in the last problem. Suppose that f and p are Riemann inte- grable on [a, 0], m < f(z) < M, p(x) > 0 and f p(z)dz > 0. If y is ‘continuous and convex on [m, AM], then 1 1 ro ° (abe Hk neuter) 0, we define fy by setting w0or= a [node ‘Show that . . fineness [utes 1.6.35. Prove the Minkowski inequality for integrals. Assume that sven are nonnegative and Riemann integrable on [a]. (0) Ifk > 1, then ( f (ne) e-nt tees) < (fee) 4+ ( [teuIntegral Inequalities 9 {b) If0. 1, then . [oters+ntenter strate r+ f° Mey. (b) HO1 ([[ rerstere)’ < ['ceenre, A= (ff sere)’ where50 Problems. ‘The Riemann-Stieltjes Integral 1.6.39. Using 1.6.38, show that if g is Riemann integrable on [a,8), 0< g(2) <1 for every x € (a,b), and if f is nonnegative and decreas- ing on that interval, then for p> 1 f =r( [ fates) <[uere, a 2 (Lom). 1.6.40. Prove the following variant of Steffensen’s inequality due to R. Apéry. Let f be a nonnegative and decreasing function on [0, 0) and let g be a function defined on [0,00) such that 0 < g(z) 0) with fo” o(2)dz 1, thea * ([[serrers)’< [uerres a= (fates) . ‘Moreover, prove that if 0 < p< 1, then rb ? b (L ateytey) > [verve / fs where1.6, Integral Inequalities 51 with A defined above. 1.6.42. Let o1 and g2 be functions integrable on [a,8) such that for every z € [a,b] [ * pute > f * sate foam fone. Show that if f is increasing on [a,2}, then ff Hoosoae = f F()ga(e)dt, and if f is decreasing on [a,6), then . f Hoa(odee [Oat 1.6.43. Use the Steffensen inequality to prove that if f is contin. uously differentiable on [a,] and m < f'(z) < M (m < M) for 2 € (2,0), then Mem < MY=LE) < yg mda 9, “Gar § SM =a and where LO = Lo) —mb— 2), M—m 1.6.44, Prove that if f is continuously differentiable on [a,8] and mS f(a) 1, then wnyayare [yore [verre s S [umerres 1.6.47. Prove this generalization of Opial’s inequality. If f is contin- ae mee oe eae then [weorruterras < 2 [yerptae. 1.6.48. Suppose f € C%([a,8)) is such that f(a) = f(b) = 0 for B= 0,1)... Prove that if Mf = may J"), then if S(a)dz| 1.7. Jordan Measure For ai < bi, = 1,2,...5p, the volume of the interval R = [a,b] x {ez bs} x---% [pb is the nurmber [FR] = (by ~a1)(b2—c2)..- (bya) In the case p = 1 or p = 2, the number [Ry is called the length and ‘the area of R, respectively. We say that two intervals are separate if they have at most boundary points in common. A union of finitely ‘many intervals is called an elementary set. Any elementary set E can be expressed (in infinitely many ways) as a union of pairwise separate Ry. Then the volume of the elementary set Eis the + +|Rea|. The volume [E| does not depend on the sup |}, ‘where the supremum is taken over all elementary sets E contained in A. The number |A]. is called the inner volume (or the Jordan inner measure) of A. If A is unbounded, its inner Jordan measure may be infinite. If A is bounded, then its outer volume (or the Jordan outer measure) is the number |A|* = inf JE], where the infimum is talen over all elementary sets E containing A. If A is unbounded, then Alt = im JAM Rel", where Ry = [-h,k] x += x [fA] CR If |Al. = TAl* = AI, we say that A has volume [A] (or is Jordan measurable and its Jordan measure is |A). In the case when |A| = (2n)I@n+ IF1.7. Jordan Measure 53 too we assume additionally that AMR is Jordan measurable for any interval R. Moreover, we assume that: [0| = 0. 1.7.1. Show that a bounded set A is Jordan measurable if and only if, given ¢ > 0, there are two elementary sets By and Ey such that Ey CAC Ey and [Eyl - [Eyl 0 define Je = {x € [a,b], 0,(z) 2 €}, where of() denotes the oscillation of f at 2 (see, e.g. II, 1.7.12). Prove that f is Riemann integrable on [a,) if and only if el every € > 0. .n are bounded can |Al.1.7. Jordan Measure 55 1.7.19. Show that a bounded set A is Jordan measurable if and only if there exist two sequences {B,} and {C,} of Jordan measurable sets such that By A.C Cy and tim [Bx] = lin [Cul = Al. 1.7.20. Show that the set a= {cmeriocess, O 0 is fixed. 1.7.24. The curve r = (1 + cos(30)), a > 0, consists of three con- sgruent leaves, tangent to each other at the origin. Find the area of ‘one of the leaves. 1.7.25. Find the area of the limagon r = a +6038, where positive ‘umbers a and b are given, distinguishing the cases in which a > 6, a=6,andacb. 1.7.26. Find the area of the loop of the curve 25 + y> = 5az%y?, where a > 0 is given. K, is Jordan measurable. 1.7.27. Find the area of the region that lies within the limacon r= 1+2cos@ and outside the circle r = 2.86 Problems, 1: The Riemann-Stieltjes Integral 1.7.28. Suppose f is nonnegative and continuous on {a, tJ. A plane region Ay = {(z,y) € R?:a ooo, satisfies is given by where e = YE=E ig the eccentricity of the ellipse. 1.7.84. Derive the following formula for the length of a curve in the polar coordinates (r,0). If f is continuously differentiable on [a, 6}, then the length L of the curve r = f(@), a <6 < 8, is given by Le f YEON + (FO)Pas.1.7, Jordan Measure Ea 11.7.5. Find the length of the curve with polar equation, (@) r=asin?!, 0<0<5n. 1.7.36, Find the length of the curve with polar equation o=3(r+2), isrs3. 1.7.37. Find the length of the curve tang, O 0. Then m*(AUB)=m"(A) +m"(B). 2.1.7. Show that if m(A) = 0, then for any B, ‘m*(AUB) = m*(B\ A) = m*(B). 2.1.8, Show that if A is a measurable set of finite measure, then for any BDA, m*(B\ A) = m*(B) — mA). 2.1.9. Show that if A and B are measurable, then m(AUB) + m(AMB) = m(A) + m(B). 2.1.10. Show that if m*(A) < oo and there is a measurable subset ‘Ay of A such that m(Ay)=m*(A), then A is measurable.2.1. Lebesgue Measure on the Real Line 6 2.1.11, Let A be any set in R. Show that for each € > 0 there is an open set G such that Ac G and m(G) < m*(A)+e. Show also that there is & Gs set Az such that AC Az and m(Az) =m*(A). 2.1.12. Prove that for A CB the following statements are equivalent: (i) A is measurable. ii) Given ¢ > 0, there is an open set G > A such that m(G\A) A such that m*(U\\ A) =0. (iv) Given ¢ > 0, there is a closed set F CA such that m*(A\F) 0 there is a finite union W of open intervals such that m*(W A.A) < ¢, where W A A is the symmetric difference for W and A, that is, WA A =(W\A)U(A\W). 2.1.14. For AC R, define the Lebesgue inner measure m.(A) of A by setting m,(A) = sup(m(B) : B € 9%, BC A}, where 97 denotes the o-algebra of all measurable subsets of R. Prove: (@) IFA is measurable, then m,(A) = m*(A). (b) IFA is a subset of a bounded closed interval I, then m,(A) = [I] —m"(1\ A). (@) If m,(A) =m*(A) < oo, then A is measurable. (@) For any sets A and C, m,(AUC) +m.(ANC) > m,(A) +m.(C). (©) If Ag, n= 1,2,..., are pairwise disjoint, then nm (G») 2 Yomi. oa (6) If Mis of measure zero, then m.(A.UM) = m.(A).62 Problems. 2: The Lebesgue Integral 2.1.15. Prove that A C I, where I is is measurable if and only if BM] =m"(A) +m"(1\ A). 2.1.16, Let A and B be given sets of finite outer measure. Show that m*(AUB) = m*(A) +m*(B) if and only if there are measurable sets Ay and By such A C Aj, BC By and m(A; By) =0. ‘2.1.17. Let A and B be given sets of finite outer measure. Show that if m*(AUB) = m*(A) +m*(B), then m,(AUB) = m,(A)+m.(B). 2.1.18. Prove that if {An} is an increasing sequence of measurable sets, then ‘a bounded and closed interval, m (G a) = fim, m(An)- ra 2.1.19. Prove that if (An} is a decreasing sequence of measurable sets and m(Ax) is finite for at least one k, then “(A eS) lim m(A,). Show also that the assumption that m(Ax) < oo for some k cannot bbe omitted. 2.1.20. For a sequence {A,,} of sets in R, we define the limit superior ‘and the limit inferior of {A.n} by setting. Tm An=(] U An ond tim An=U (An kel nek nove kel nek (a) Show that if A,,n €N, are measurable, then An) lim m(An). (b) Show that if, moreover, m(A,UAn4sU---) Tim m(Aq). 2.1.21, Wesay that a sequence {An} ofsets in R converges if Em An im An, and we denote the common value by itn An.2.1. Lebesgue Measure on the Real Line (2) Show that # monotonic sequence of sets converges. (b) Show that, if a sequence {An} of measurable sets, An CB, where m*(B) < co, converges, then (3, An) = igo). 2.1.22. Show that the Lebesgue measure of the set A defined in 1.7.12 is equal to 1—a. 2.1.28. Let A be the set of points in [0,1] such that z is in A if and only ifthe decimal expansion of x does not require the use of the digit, 7. Show that A has Lebesgue measure zero. 2.1.24. Let BCR be the set of all numbers whose decimal expan- sions do not require the use of the digit 7 after the decimal point. Show that B hes Lebesgue measure zero. 2.1.25. Let A be the set of points in [0,1] which admit of binary expansions with zeroes in all even positions. Show that A is a nowhere dense set of Lebesgue measure zero. 2.1.26. Find the Lebesgue measure of the set of points in [0,1] which ‘admit decimal expansions containing all the digits 1,2,...,9. 2.1.27. What is the Lebesgue measure of the set of points in (0, 1] which admit decimal expansions 0.d,dzds... such that no sequence Ayn4143n4243443 Consists of three consecutive 2's? 2.1.28. Let A be the union of intervals centered at points of the Cantor set and cach of length 0.1. Find the Lebesgue measure of A. 2.1.29, Show that if A is a bounded measurable set of measure m(A) = p > 0, then for each q € (0,p) there is a measurable set BCA of measure g. 2.1.80. Show that if0 < m(A) < oo, then for each positive q 0, then there are z and yin A such that [2 — pis an irrational number. 2.1.86. Does there exist a countable collection of nowhere dense and perfect subsets of (0,1] whose union is of Lebesgue measure 1? 2.1.87. Does there exist a nowhere dense and perfect subset of [0,1] of Lebesgue measure 1? 2.1.88. Give an example of a measurable set A CR with the follow- ing property: For each interval (a), m(AN(a,6))>0 and m((R\A)N (a,A)) >0. 2.1.39. Assume that a measurable set A CR has the property thet for each 5 > 0, m(AN(-6,6)) > OandO€ A. Prove that there exists a perfect set BC A such that m(BN (—4,6)) > 0 for every 5 > 0. 2.1.40. A measurable set A CR is said to have density d at 2 if the limit mi tim MAN[e—hy2+h) te oh exists and is equal to d. If d = 1, then 2 is called a point of density of A, and if d = 0, then « is called a point of dispersion of A. Find the points of density and points of dispersion of A = (~1,0)U(0,1)U{2}. 2.1.41. Given a € (0,1), construct a set A whose density at zo € R is equal to a. 2.1.42. Let A be a measurable set such that 0 € A is # point of density of A. Prove tht there is a perfect set B.C A such that 0 is «point of density of B. 2.1.49. Ifz and y are in (0,1), we define the sum z++y(mod 1) to be E+y,ife+y I. For AC (0,1) ‘and a € [0,1), we define the translate modulo 1 of A to be the set A-+a(mod 1) = {2 + a(mod 1):2 € A}. Show that mn*(A) = m*(A + a(mod 1)).2.1, Lebesgue Measure on the Real Line 6 2.1.44, Show that if A C (0,1) and a € (0,1), then the set A+ ‘(mod 1) is measurable if and only if A is measurable and m(A +a(mod 1)) = m(A). 2.1.45. We say that z,y € [0,1) are equivalent, and write 2 ~ y, if and only if — y is a rational. ‘This equivalence relation partitions (0,1) into an uncountable family of disjoint equivalence classes. By ‘the axiom of choice there isa set V which contains exactly one element, from each equivalence class. We call any such a set a Vitali set. Prove that a Vitali set is nonmeasurable. 2.1.46. Show that if A is a measurable subset of a Vitali set V, then m(A) =0. 2.1.47. Show, by example, that the converse of the result stated in 2.1.17 is not true; that is, there exist sets A and B such that m,(AUB) = m,(A) + m,(B) but m*(AUB) < m*(A) +m"(B). 2.1.48. Show that any set of positive outer measure contains a non- measurable subset. 2.1.49. Give an example of a sequence {An} of pairwise disjoint sets such that m(G a) < Soman). 2.1.50. Give an example of a decreasing sequence {Aa} of sets such that, m"(A1) <0 and w (Fs) 0 such that AM(A-+2) is nonempty whenever |r| < 6. 2.1.52. Let Vi, k= 0,1,..., be the sets defined in the solution to 2.1.45. Show that each of the sets An = fio Ve is nonmeasurable. 2.1.53. Suppose that A C Ris a measurable set for which there is a positive ¢ such that m(A.M1) > ell] for every interval I. Show that, the complement of A is of measure zero.66 Problems. 2: The Lebesgue Integral 2.1.54, Prove that there is a set A CR such that each Lebesgue ‘measurable set that is included in A or in A® has Lebesgue measure 2.1.58, Prove the following Lebesgue criterion for Riemann integra- bility. A bounded function on a closed bounded interval is Riemann integrable if and only if the set of discontinuities of f has Lebesgue measure zero. 2.1.56. For f : {a,8] + R, let D denote the set of discontinuities of J and L the set of points where f has a left-hand limit. Show that, DNL is countable. Conclude the following criterion for Riemann integrability: bounded function on {a,6] is Riemann integrable if and only if the set [2,6] \I has Lebesgue measure zero. 2.1.57. Let f : [0,1] + R be continuous with /(0) = f(1) = 0. Show that the Lebesgue measure of A= (hE [0,1]: fle+h) = fle) for some 2 € [0,1}} is at least 1/2. 2.2. Lebesgue Measurable Functions An extended real-valued function f : A — IR defined on a measurable set A C Ris said to be Lebesgue measurable (or measurable for short) on A if f~*((c,00]) = {x € A: f(z) > c} is 2 Lebesgue measurable subset of A for every real number c. We have Theorem 1. The following statements are equivalent: (i) F is Lebesgue measurable on A. Gi) F-\(c,c0)) = {a € A: f(z) > c} is @ Lebesgue measurable ‘subset of A. for every real c. (ili) f-*([-c0, c)) = {2 € A: f(x) < c} és @ Lebesgue measurable ‘subset of A for every real c. (iv) f-*([-00, e]) = {2 € A: f(z) < c} is a Lebesgue measurable subset of A for every real c. ‘We will also use the following.2.2, Lebesgue Measurable Functions 67 ‘Theorem 2. Let f and g be measurable real-valued functions defined on A, let F be a real-valued function continuous on R?, and put h(z) = F(f(2),9(2)) for x € A. Then h is measurable on A. In particular, f +9 and fg ore measurable, ‘Theorem 3. Let {fn} be « sequence of measurable functions on A; then hy(2) = sup{fa(2) : n € N} and ho(2) = lit@aofa(z) are also measurable on A. In particular, if f and g are measurable on A, then so are max{f,g} and min{f, 9} A property is said to hold almost everywhere (abbreviated a.c.) on a measurable set if the set of points where it fails to hold is a set of measure zero. In particular, we say that f = g a.. if f and g have ‘the same domain A and m({x € A: f(z) # 9(z)}) =0. Suppe Us: At, where the sets A; are measurable and pairwise . A function y defined on A by @) = Dexa, Where ¢1,02,.-+46n are real numbers, is said to be a simple function. ‘The following theorem is called the approzimation theorem for measurable functions. ‘Theorem 4. For every measurable function f defined on a measur- able set A, there is a sequence {yn} of simple functions which con- verges pointwise to f. In case f is nonnegative, the sequence {en} may be constructed 0 that it is monotonically increasing. In case £ is bounded on A, the sequence {pa} may be chosen so that the ‘convergence is uniform on A. 2.2.2, Show that if f is measurable, then so is [f]. Does the measur- ability of |f] imply the measurability of J? 2.2.2. Give examples of nonmeasurable functions f and g such that (a) {+9 is measurable, (©) fa is measurable. 2.2.8, Let f be a real-valued function defined on R. Show that the measurabilty of the et {xr f(2) = ¢} for every real cis not sufficient, for f to be measurable.68 Problems. 2: The Lebesgue Integral 2.2.4, Let C be a dense subset of R. Show that a function f defined (on a measurable set A is measurable if and only if {x € A: f(z) > c} is measurable for every € C. 2.2.5, Show that a real-valued function f defined on a-measurable set A. is measurable if and only if f-"(G) is measurable for every open GR. 2.2.6, Show that if a real-valued function f defined on R is measur- able, then f-1(B) is measurable for every Borel set B CR. 2.2.7, Prove that continuous real-valued functions defined on mea- surable sets are measurable, 2.2.8, Suppose extended-valued functions f and g are defined on a ‘measurable set A. Prove that if f is a measurable Function and f = 9 a.e,, then g is measurable. 2.2.9, Prove that every Riemann integrable function defined on [4,0] is measurable on [a,6}. 2.2.10. Show that each function of bounded variation on {a,8] is measurable, 2.2.11, Define the Cantor function yy : [0,1] -+ [0,1] as follows: If 1 is an element of the Cantor set C and z = 5° $¢ with @y = 0 or 4, = 2, then we put le) = es that is if an is the nth ternary digit for 2, then the nth binary digit for (2) is an/2. We extend y to (0, 1] by setting v(2) = cup(y(y): yc C, y 0, there is a measurable set B.C A such that m(A\B) <¢ and f restricted to B is bounded. 2.2.22. Prove the following Egorov theorem. Let A CR be a mes: surable set of finite measure. If {fn} is a sequence of measurable functions which converges to a real-valued function f almost every- where on A, then, given ¢ > 0, there exists a measurable subset B of Acsuch that m(A\B) Osuch thet on any ‘measurable subset B of (0,1) with m({0, 1) \ B) 0 there is @ closed set F CA such that m(A\F) <¢ and f restricted to F is 2.2.28. Using the result in 2.1.98, construct a function f, measurable on R, such that for any set E of measure zero, f is not continuous at any point in R\E. 2.2.29. Let J: [0,q] + R bea measurable function. Show that there exists ¢ monotone decreasing function g on [0,a] such that for any real y, ail{z € 050]: f(2) > v}) = (2 € [0,0]: 9(e) > wh). 2.2.80. Let {fa} be & sequence of real-valued functions measurable ‘on A. We say that {fn} converges in measure to a measurable func- tion f if for every € > 0, lim m({z € A: [fa(z) — £(2)] > €}) = 0. Show that if a sequence {fa} converges in measure to f and {fn} converges in measure to g, then f= 2.0. on A.2.3. Lebesgue Integration nm 2.2.81. Prove the following theorem of Lebesgue. If m(A) < oo and Un} converges Wo J ae. ou A, then {fa} converges ia useasure to J. 2.2.82. Show by example that the assumption m(A) < oo is essential in the Lebesgue theorem stated above. 2.2.83. Give an example of a sequence of measurable functions on the interval [0,1] that converges in measure on [0,1] but is not convergent ‘at any point of thot interval. 2.2.84, Let {fa} be the marching sequence defined in the solution to the previous problem, Find a subsequence of it that converges to ‘the zero function a.. on {0,1}. 2.2.35. Prove the following Riesz theorem. Every sequence {fn} con- vergent in measure to f on A contains a subsequence converging to fae.onA. 2.2.36. Let {fa} be a sequence of monotonically increasing functions on (a,8). Show that if the sequence converges in measure to f, then lima fo(2) = f(t) at each point 2 of continuity of J. 2.2.87, Prove the following Fréchet theorem. If f is a real-valued measurable function on A, then there is an F, set H such that m(A\H) = 0 and f restricted to H is in the first Baire class (that is, J is a pointwise limit of a sequence of continuous functions on 1). 2.2.88. Prove the following Vitali theorem. If f is a real-valued moa- surable function on A, then there is a function g in the second Baire class (that is, g is a pointwise limit of a sequence of functions in the first Baire class on A) such f = 9 ae. 2.3, Lebesgue Integration The Lebesgue integral of a simple function g(z) = gi eaxa,(z) on 1 Ais and the Ay are pairwise dijoint measurable sets, is defined as Jf etm = 5° cama. A =F2 Problems. 2: The Lebesgue Integral If f is measurable and nonnegative on A, we define jdm = sup [ gdm, [.te=w J where the supremum is taken over all simple functions y such that O< p< f. The function f is said to be integrable (or summable) on A in the Lebesgue sense if its integral over A is finite. IE f is ‘measurable on A, then we define [san= f pram— fl ram, where {+ = max{J,0} and f- = —minfJ,0}. We say that f is integrable on A if f* and J~ are integrable on A. Let p be a positive real number. A measurable function f defined on A is said to belong to the spaco I?(A) if J, [fPdm r}) = 0 for some real number r. In this case we define the essential supremum of f by Wlleo = intr : m( {x € A: [f(e)] >r}) = 0}. Then the set E = {x € A : [f(z)| > [lflleo} is of measure zero and \F@)| < Flee outside B. Thus |f(z)| < [[flleo ae. ‘We will often use the following theorems: ‘Theorem 1 (Lebesgue's Monotone Convergence Theorem). Suppose {fn} é8 an increasing sequence of nonnegative measurable functions on A. If f(z) = lim. fu(e), 2 € A, then tim, i Sad = f fam. ‘Theorem 2 (Fatou’s Theorem). Suppose {fn} is a sequence of ‘nonnegative and measurable functions on A. Then Jf i fot stm fut,2.3, Lebesgue Integration B ‘Theorem 3 (Lebesgue's Dominated Convergence Theorem). Suppose {fa} #2 a sequence of measurable functions on A and f(z) = lima faz), © € A. If there exists « function g integrable on A. and such that |fn(2)| < g(z), 2=1,2,...,2€A, then sin, f tata = fsa, ‘Theorem 4. If f is Riemann integrable on {a,b}, then f is Lebesgue integrable and [seus Lyle 2.8.1. Find the Lebesgue integral of the function J defined by setting _f# if zeOI\Q ro {i if zE[,11N@ Is the function Riemann integrable on [0,1]? 2.8.2. Let f be defined on [0, 1] as follows: f(z) = Oifz is an element of the Cantor set C and f(z) =n on each removed interval of length 1/3" (see, e.g., the solution to II, 1.3.1 for the definition of C). Find Joa 4m. 2.8.8. Let C denote the Cantor set, Find fq fam, where sin(rz) if 2€ (0,1/2]\C, He) = J cos(n2) if ze [1/2,1]\C, 2? if rec. 2.8.4. Prove that iff is Lebesgue integrable on A, then, given € > 0, there is 5 > Osuch that fy |fldm < ¢ whenever B C A and m(B) < & that is, the Lebesgue integral is absolutely continuous with respect to the Lebesgue measure. 2.8.5. Show that if f is a Lebesgue integrable function on A and An={z€A:|f(e)| 2 n}, then lim n-m(A,) =0. 2.3.6. Show that if f > 0 on a set A of positive measure and Sy fdm=0, then f = 0a. on A.m Problems. 2: The Lebesgue Integral 2.8.7. Show that if fu fdr =0 for every measurable subset B of A, (A) > 0, then f—0 a0. on A. 2.8.8, Show that if f is Lebesgue integrable on A and [ff sm] = fine, then either 20.0. on Aor f 0, define S(e) = Srnem(An), where Ay = {2 € Arne < fla) <(n+t)e}. x Prove that Ba ste)= ff fan.2.8. Lebesgue Integration % 2.8.14. Let {fn} be a sequence of nonnegative functions converging to f on, and suppose that lim, fg fudm — fy fdm <0, Show that for each measurable set A, sia, ff tad = ff fm, 2.3.15, Suppose that {Jn} is a sequence of real-valued functions in- tegrable on a set A of finite measure. Show that if the sequence is uniformly convergent on A, then tim, f Sadr = fim, fad 2.3.16, Let {fa} be a sequence of functions converging to f on A. such that J, [falPdm < oo and J, [flPdm < 00, 1

0 there is 6 > 0 such that for every measurable subset B of A, fy lfaldm < ¢ for n = 1,2,... when- ever m(B) < 6. Show that if {fq} is a convergent sequence of equi- integrable functions on a set A. of finite measure, then tim, [ fadm= [tim fam. Be, [m= f des 2.3.21. Prove the following version of Lebesgue's dominated conver~ gence theorem. Suppose {fn} is a sequence of measurable functions converging in measure on A to f. If there exists a function g in- tegrable on A and such that |fn(z)| < g(z),n = 1,2,...,2€ A, then af tatm= f sam. 2.8.22. Show that the theorem stated in 2.3.20 remains true when convergence is replaced by convergence in measure. 2.3.28. Suppose the sequence {fn} converges in measure to fon a set A of finite measure, and [fn(z)| < C for r € A, n= 1,2,.... Show that if is continuous on {—C,C}, then Jatin. 2.8.24. Suppose that {fn} is a sequence of functions defined on a set A of finite measure that converges in measure on A to f. Show that ia, f stint = ff sng), 2.8.25. Suppose f € 1?[a,}), 1 < p< oo. Show that, given € > 0, there is () a simple function ¢ such that Ji, 1f — yam 1/2 for all step functions ¥.2.3. Lebesgue Integral 7 2.8.27. Suppose f € L?[a,8), 1 < p < co. Show that, given ¢ > 0, there is @ continuous function such that J, Lf ~ 9!dm 0, there is acontinuous function vanishing outside a finite interval and such that [ie-aran ad}, then mm(Aa) > (AY —6P. 2.4, Absolute Conti Integration muity, Differentiation and ‘A real-valued function f defined on [a,6] is said to be absolutely con- tinuous on [a, 8] if, given € > 0, there is > 0 such that Vile -sel 0, lim, f(z) = 0 and V(f; 00,00) = lim Vf -K, 1) < 00. 2.4.19. Show that if f and g are functions on R satisfying the con ditions of the preceding problem, then [sostwes [ rosa [ roa f aoa = Jim, f(2) + Jim, o(2). 2.4.20, Let f € 1?[a,8}, 1 Zp < oo, and put f(x) = 0 for = ¢ fayt}. For h > 0, we define f, by setting 1p Wa)= 3 [Hoa Show that fi continuous and Ufallp< fp (compare with 1.634). 2.4.21. Prove that in the notation and under the assumptions of 2.4.20, Jin If. Sllp = 0. 2.4.22. Suppose that f € L'a,b] and that 2 € (0,b) is such that J(2) # 00. Then z is called a Lebesgue pornt for fif th [Wo - sere =o.2.4. Absolute Continuity, Differentiation... 83 ‘Show that if z is a Lebesgue point for f, then the function F(z) = SE Satis differentiable at = and F*(=) — f(z). 2.4.28. Show that each point of continuity of f € L3[a,}] is a Lebes- ‘gue point for f. 2.4.24. Prove that elmost every point of [a,6] is a Lebesgue point for Fe La,t). 2.4.25. Show that almost all points of a measurable set A are points of density of A. (See 2.1.40 for the definition of a point of density.) 2.4.26. A set A CR is said to have outer density d at x if the limit, exists and is equal to d. If d = 1, then z is called a point of outer, density of A, and if d=, then z is ealled a point of outer dispersion of A. Prove the following generalization of the result in the previous problem. If A is eny set (measurable or not), then almost all points in ‘A are points ofits outer density. A necessary and sufficient condition that Abe measurable is that almost all pointe in A® are points of ‘outer dispersion of A. 2.4.27. Assume that a real-valued function f (measurable or not) is defined on [a,8]. We say that zo € [a,8) is a point of approximate continuity of f if for each € > 0, . nto + WYN {x € [ my 2h Prove that a real-valued function f is measurable on (a, 8) if and only if almost all pointa of fa,8] arc points of approximate continuity of f. 2.4.28. Show that a Lebesgue integrable function on {a,8] is approx- Imately continous at each of its Lebesgue points. Show by example ‘that the converse is not true. 2.4.29. Show that if f is measurable and bounded on [a,b], then 2 € (0,6) is a Lebesgue point for f if and only if x is a point of approximate continuity of f.84 Problems. 2: The Lebesgue Integral 2.4.30, An alternate definition of approximate continuity is that J is approximately continuous at 2» provided there is a measurable set A such that 29 is a point of density for A and such that the restriction of f to A is continuous at zp. Show that this definition is equivalent to the one given in 2.4.27. 2.4.31, Give an example of a bounded function f : (0,1] -+ R which is mot Riemann integrable but is a derivative of some function F on (0,1). 2.4.32. Suppose J is integrable on [a,6] and for t € R define G(t) = m({z € [0,8]: f(z) < ¢)). Prove that [tee [* aco, f sacs [° aco im f td(o(o) + Jim, [aon. where [tae 2.5. Fourier Series For f € L'[{-1,7], the Fourier coefficients of fare given by = 3 [ se)evonade, doef He)sinnede. The series 300+ Dloncoone + bsinns) is the Fourier series of f, and we write S(e)~ foo + Dan cosne +b, sinnz). oi We denote by sn(2) the nth partial sum of the Fourier series of f; that is, on(2) = fo + 3 (an cose +b, sink)VEFE, then Fon cnane +b sans) = J” pasin(ns + 00), = = with some an. 2.5.2. Show that if an and by are the Fourier coeficients of f € D{-n, x], then Baye lin be 2.5.3. Suppose that f is a 27-periodic function that satisfies the Lip- ‘schitz condition of order a (U < @ < 1); that is, f(z +h) ~ f(z) = ‘O({hI*) as h + 0 uniformly with respect to z. Show that if ay, and 4, are the Fourier coefficients of f, then m= O(n-*) and by = O(n (2.5.4. Show that if f is of bounded variation on Gm =O(n-!) and by = O(n™). 2.5.5. Show that if f is a 2r-periodic function that is absolutely ‘continuous on [zyx], then = o(n-1) and by = ofr). 2.5.6. Show that if f is a 2r-periodic function and f € C*(fR), then Gq =0(n-*) and be = oln™*). 2.5.7, Show that for f € L¥{—z,], the nth partial sum of the Fourier series of f, that is, $n(z) = $a + BE (axcoske + dy sink), is given by sx], then saeay=2 [st ee. sn (et a) 2) 2.8.8. Asume that f is a periodic function on R with period 2n, and that f is integrable on [-1, r]. Show that if 5, denotes the nth partial sum of the Fourier series of f, then [ se+o+ sey) Ode Sn(z) =86 Problems. 2: The Lebesgue Integral 2.8.9. Prove the Dini-Lipschitz test for convergence of Fourier series. Suppose f is a periodic function on R with period 27 that is integrable on [-1, 1]. If f satisfies the condition [f(o +t) — {(#o)| < Lt? for It] <6 with some positive , 6 and 0 0 and @ > 1/2, then the sories 5° aE +E converges. = on™), 2.5.84. Show that if f is 2x-periodic and satisfies the Lipschitz con- dition |f(e + h) — f(2)| < LAI? with some L > 0 and 0 x2. at20 Problems. 2: The Lebesgue Integral 2.8.85. Suppose that f is 2x-periodic and satisfies the condition \fle+h) = f(z) < L\hl® with some positive L and a. Show that if f is of bounded variation on (0,2n}, then the series 3: /al FOE _ = 2.5.36. Give an example of a continuous and 2x-periodie function ‘whose Fourier series fails to converge on R. 2.5.37. Show that if a 2r-periodic function f is bounded on R, then lsn(z)| = O(lnn). 2.5.98. Let L, be the Lebesgue constants given by yi fea Show that Ly = felon +0(1). 2.5.39. Show that if a 2x-periodic function f is continuous on R, thea |en(2)] = ofan). 2.5.40. Assume that f is 2r-periodic on R and f € L'{-n,n}. Use the formula given in 2.5.8 to show that if ala) = 212) +202) +o teal) (which is called the nth Cesiro mean of the Fourier series for ), then ontey= Be [Aye +9 + Heo sin’ 3 2.5.41. Show that if f is 2r-periodic and m < f(z) < M for all z, then m < on(2) q >I for k= 1,2, ‘everywhere. = F(z) almost2.5, Fourier Series 93, 2.5.55. Assume that f is 2n-periodic on R and f € 17[-n,n}, 1 < P< 0% Prove that the sequence of Cesiiro means of the Fourier series for f converges in the Z? norin to f, that is, sn ln — l= tn, (J fone) — seen)" 2.5.56. Suppose that {bn} is a monotonically decreasing sequence ‘converging to zero. Prove that }~ b, sin nz is uniformly convergent on [0,2] if end only if lim by = 0. 2.5.57. Suppose thot (bn) is @ monotonically decreasing scquence converging to zero. Prove that 3° by sin nz is the Fourier series of a a continuous function if and only‘ lim nbn = 0. 2.5.58. Suppose that {Ox} is a monotonically decreasing sequence converging to zero. Prove that 5° dy sin nz is the Fourler series of a ‘bounded function if and only if'nb, = O(1). 2.5.59. Let {dq} be a monotonically decreasing sequence converging to zer0 and such that dng1 < #2542 for n € N. Prove that oe Ft Ypencosne is the Fourier series of a function nonnegative and integrable on [Em]. Deduce that the series + cosnx fag Ton is the Fourier series of such a function. (Compare with the result in 2523)Part 2 SolutionsChapter 1 The Riemann-Stieltjes Integral 1.1. Properties of the Riemann-Stieltjes Integral L1.1. Let € > 0 be given. By Theorem 1, to show that f € R(a) it suffices to find a partition P such that U(P, f.0) - L(P, f,a) 0 such that Ja(z) — a(c)| < «/2 if jz ~o| < 6. If we take a partition P ‘whose mesh is less than & and such that 24-1 <¢ <2; for some é, ‘then U(P, fra) ~ LP, f,a) = (zi) ~ a(2i-1) renee 28) 25 ii zy e UPL) = Soren 24) SF. oS ‘Taking a suitable sequence of partitions (compare with the solution Of the previous problem), one can show that [sew % wa [Lypeme= a Finally, we remark that if _fz itzea no={5 ifreR\Q,1.1, Properties of the Riemann-Sticltjes Integral 99 then f is not Riemann integrable on any interval (a,b). 1.2.5. Let [a,0) be arbitrarily fixed. Observe that, given a positive integer NV, there are only finitely many rationals p/q (where p and ¢ are co-prime) in [a,} such that q 0. Then there are at most 2kw subintervals [x1—1,71] containing atleast one of the rationals mentioned above. On the other subintervals (2-1, wwe have My ~my <1/N. Consequently, UP.) — LP, f) < kw + oe. Given ¢ > 0, we take N > 2(b—a)/e. Then for any partition of mesh 6 0 be given. There is a positive integer no such that A/n ng. Choose a partition P determined by 1 SET << 0 be given. ‘There is a positive integer ng such that Ym cel? form > no. Choose partion P determine ty mm <2 o= scam cas *< tp 1 < agen << 2g = < 0 such that for any 6 > 0 there exist and 2” such that Ja’ — e] <6, fe” — e] <6, and Q) [f@)- FO>e, lolz") a(e)| >. Assume, contrary to our claim, that | Jim | 9(P, f) exists. Tt then follows that there is 6 > O such that y(P) < 6° implies that @ IS(P, fa) - S(P, f.a)| s(ti\ax a Fa for all admissible choices of t; and ¢{, Our task is now to find a partition P with points t; and ¢{ for which (2) does not hold. To this end we start with a partition P, of mesh less than 4’ and such ‘that 24-1 < ¢ < zg. Then there are 2/,2” € (24—1,2%) satisfying (1). Assume first that 2” < ¢ < 2”, and construct the partition P by adding the points 2’ and 2” to Py. Next choose #; = # in every subinterval except for [z’,z”]. Now if we take t = 2’ and ’ = c in fe,2"] then ISP, fea) ~ $1(P, f.0)] = (0) - F(2" Mala”) ~ a(2")) 21M) — Sle'Mala")— a(@)) > In the case 2” < ¢ < 2’ similar reasoning can be applied. If z,-1 < x" <2 €?.1.1. Properties of the Riemann-Stieltjes Integral 301 Hzp1 . Similar arguments apply to the case 2/,2" € (c,2x). Finally, if the ‘common point of discontinuity is a or 6, the proof runs as before. 1.1.10. We first show that, given a partition P, U(H fa) =supS(F, fra) and LF, fa) inf S(P, fra), where the supremum and the infimum are taken over all admissible choices of ti, 1 = 1,2,....m. Indeed, for € > 0, there are ¢{ and 2 im the interval [2i-1,2,] such that f(ti) < mi +/(b—a) and SG) > Mi —e/(b— a). Consequently, if S°(P, f,a) and $*(P, fa) are the corresponding sums, then LP, fa) < 8(P, fa) <é+ L(P, fa) ‘and U(P, f,a) > S"(P, fa) > U(P, fya) ~€. Now, if lim , $(P,f,a) = A, then, given € > 0, there is 6 > 0 such that u(P) < 6 implies that |5(P, f,a) ~ Al < ¢ for all admissible choices of t.. It follows from the above that; SP, fra) 2 < LP, fa) SUP, fa) < SP, fa) +e and A-2 < LP fa) SU(P Sa) 0, there is 6 > 0 such that Ue) —f2)] <€/(a(6)—a(a)) if 2" < 6. Consequently, for every partition P of mesh less than 4, we have U(P, f,a) — £(P,,a) <€ (which clearly shows that f € R(a)). Now, since $(P, f,a) and ff fda lie between U(P, f,a) and L(P, f,0), the claim follows.102 Solutions. 1: The Riemann-Stieltjes Integral 41.11, By the previous problem, if fim 5 $(P f.0) exis then J € ‘R(q) on [a, 6]. To prove the other implication, suppose that f € R(a). ‘Then, given ¢ > 0, there is a partition P” such that ve te)-$< f° Hevate) < UP. fare §, ‘Asoume that the partition Pia an array ofm points. Moreorer, let 1M = sup(If(z)|: 2 € [a,8)). By the uniform continuity of a there is 6 >0 such that Ja(z) — a(2’)| < ¢/(4Mn) for |z—2'|< 6. If Pisa partition of mesh less than 6, then the partition PU P’ contains at ‘most n —2 points more than P, and consequently, UCP, f.a)—U(PUP, f.a) < (0-2) 2M < 5. ‘Since (1) holds if we replace P’ by P’ u P, it then follows that: U(P. f.a)-€ < ff Heats) Likewise, [tert 1-42, x > 0, implies ifn ave Tat) 7 TTT)” Hence for i > 2, afm, afin + 2 an wm fn —1)/n, > yay 7 By the intermediate value property there is G € [(é—1)/n,4/n}, i> 2, such that, ve Tenia ~* it is equal to 1 war= It then follows that the li1.1. Properties of the Riemann-Stieltjes Integral 105 (@) Han = YFUA)FR/A).-. Flan), then Inn = F (In f(A/n) + In f(2/n) + ++» +10 f(n/n)) and therefore Tin a, = ele 1S e)de, 1.118. ‘The function _ fe fre On), 1 fF Ee is continuous on [0,7] and positive on (0,7). Thus it is Riemann’ integrable, and {f° f(z)dz > 0. Moreover, since op =a ont. nat im S, = f Sle)de>0. ta S= J 1.1.16. Observe first that a (: ¥() -f "stae) GE@-E Ele (()-m)e ‘where the last equality follows from the mean value theorem. If we set my = ink f(a) = 2 € [(é— 1)/m,4/n)} and My = sup{f"(z) : 2 € [(¢—1)/n, i/nl},106 Solutions. 1: The Riemann-Stieltjes Integral mf (E-s)ars [5 rteten (5-2) a me G t-a) de, and consequently, abmend [i recep ($-2 ash bM. Finally, since f’ is continuous on [0, 1], we obtain tan(2E0(2) - [[ none) =} [rem ~ = 10)- 0) F Now applying the proved result to f(2) = 24, we get i TE 2k pee tnt 1 1 tn (At a) oa z 1.1.17. Write Hath t (an— =) is the midpoint of (((-1)/n,i/n}, i= S(P, f), where (2) = 24z*, and consequently, the limit is 2*/(k-+1).1.1, Properties of the Riemann-Stieltjes Integral 107 1.1.18. By eae formula we have Now note that each of the integrals Lar Cat) A) vanishes and 1 mest Pa LS FD [Pee (2 my Tole Qn where m; and M; denote the greatest lower and the least upper bound Uf 7" In the ith subinerval. Since "i Riemann integrable x (0,1) the result follows. 1.1.19. Apply the results proved in 1.1.16 and 1.1.18 with f(2) = Y(.+2), 2 € (0,1). 1.1.20. It suffices to show that changing f at one point, say z/ € [a,2}, does not affect the integrability and the value of the integral. Let f denote the changed function and let m and M be its greatest lower bound and least upper bound over (a, 6}, respectively. Suppose, eg, that 2 € (a,0). Since f = f is integrable on [a, x’ — ¢].and on108__ Solutions. 1: The Riemann-Stieltjes Integral [e! +6,0), given ¢ > O, there are partitions P; of [a,2 —e] and Py of fe +6,0) such that UPA - UPA) 0, there 4s a partition P such that U(P, f,a) — £(P, fya) < e. Consider the partition a = 29 <2 <+++ O be given. Since f € R(a), there is a partition P’ such that q) U(P', fia) — L(P’, fua) 0, there are 6 > 0 and 62 > 0 such that setd(o'te) — on) (cu — 24-1) mi Se+M2e, + ‘where M is an upper bound of |f] on [2,8]. Since & is continuous, ‘one can show that if P; is a partition (of sufficiently small mesh) that does not contain points where a does not exist, then |S(P, fra) — SP, fall HaNolet) —a(6z)) a + FONalb) — 207) + f Sa)a"(x)ax. 1.1.28. By the result in the previous problem we get a 2 a fee [ sans [ aatde + (-?-140-1= 3, 1.1.26. Clearly, m(a(b) ~ a(a)) < f[ sevete) S$ M(a(b) - a(a)), where m = inf(fl2) : x € fab)} and M = sup{s(2) : x € [o,b)}. ‘Thos nahn Since J is continuous on [a,0, the values m and M are assumed in [4,0], aud by the intermediate value property, . ff Fleideta) = Haha ~ a0) with some c € [a,6]. 1.1.27. If f is constant on [a, }}, the claim is obvious. If f is noncon- stant, set m = inf{ f(a) : 2 € [a,t]} = f(z) and M = sup(f(z):2€ [,0]} = f(x2). Then m < M, and by the continuity of f there are ‘subintervals (c;,d;} and [e2,da] such that f(x) > m for x € [e1,d;] and f(x) < M for x € [cz,d9]. Since a is strictly increasing, we seo that Rsl2)dal2) m< “alt) ale) 0 and exh =10 Hebl0 > oith <0.Properties of the Riemann-Stieltjes Integral ug Now let z and h be fixed. Suppose, for example, that h is positive. Define aft) = (Fe +h) — fla)a(t) — (a(z + A) — a(2)) f(t). ‘Then g is continuous on [2,8], and g(2) = g(x +h). If g is constant on [z,¢ +h], then $2(t) = 0 for all t € (x,2+4h). If, for example, a(t) > 9(z) for some t € (2+ h), then g attains its meximum at some cand ¢ € (z,2+h). Consequently, £2(c) = 0. On the other ‘hand, Bq = (se +) - He) (ele +) - ate LO. It then follows that Se+h)- f(a) ‘a(e+h)=a(2) with some c between z and +h. Thus for any partition {0,21 10) ~ Ho) = J Heh —Lttet ofey) ~ -1)) Leyater) — oter-2)) Loe +} of [a6] we have with some ty € (t%-1,74). On the other hand, by the first mean value theorem, f seers Lo qe YM eraten) - ater) é ‘with some 7 € [r4-1,24]. Now, the uniform continulty of 2 implies that, given € > 0, of |Ler- Leo] 8, then V(J;0,1) < +00. Let = {0,21,..-,2n} be a partition of 0,1]. Take n so large that n-¥A <2, and add to the partition P points 1 1 1 1 1 ‘Note also thet f is monotonie on exch interval [-¥8,(¢— 1/2)-/8), 3y.e+4m, and [(¢4+1/2)-V2, @-V}], j= 1,2,...)— 1. Thus yun Seals om pas Lem p< +0 It follows immediately from the definition of V(f;a,) that for 1.2. ze [a8 (1 < FOL + V(Fs4,0). 1.2.7. It follows from the preceding problem that the functions f and {g are bounded on (a, ); that is, there are positive constants C and D such that [f(2)| < C and |g(2)| < D on {a,t}. If k= fg, then for any partition of fa, we have Soha) = Ha] st S$ CY loli) - oe) + De) - Hz-1)] = = SCV (gia,6) + DV(f;a,). Now to prove the second statement, itis enough to show that if f is of bounded variation on [0,4] and _ ing, [f(2)| = ¢> 0, then 1/7 is also of bounded variation on fa,6}. For any partition of fa, we get es] 1 1 |_| fed = Sei) - 1, Sle recal" Tented |S aV Fie.ne Solutions, 1: The Riemann-Stieltjes Integral No. Consider the functions seo? ifr € (0,1), F@)= i if2=0 and g(y) = VB, v € [0,1]. Both of them are of bounded variation on [0,1] (the derivative f’ is bounded on [0,1] and g is monotonically increasing) and the composition h(z) = 9(f(z)) is given by Ne) = ~ {sh ifx€ (0,1), ifz=0. ‘To see that h is not of bounded variation, take the partition led on << saps <3Sacaps} ‘and note that Viet) > 24 ni 1.2.9. Let g: [a,b] — [esd and f : [ed] > R. If f satisfies a Lipschitz condition, then there isa nonnegative L, called the Lipschite constant, such that [f(z) — f(v)| < Dlx — y| for all z,y € [e,d]- Thus for any partition of [a, SU Gle0) = Hlolei-ad| < EY lolen — ofes-vdl < LV (50,5). a es 1.2.10. Clearly, if f is of bounded variation on {a,8}, then so is |], and by 1.2.6, f is bounded. Since z ++ 2? satisfies a Lipschitz con- dition on any bounded interval in the domain, the assertion follows fom the remult in the preceding problem, 1.2.11. Observe first that if a = zp < 2, < --+ < a» = 6, then G20) ~ 1(¢4-a)| = I(20)|~ (ess) in the case when f(a) and J(zi-1) are both nonnegative or nonpositive. In the other case, the continuity of f implies that there is & € (xi-1, 7) such that f(€;) = 0. Then Utes) — 12:0) = Used) - 6) + 116) - Heed] Sse) - EDI + NG) - fle) = IMF@o|= NEI + FEO EOI1,2. Functions of Bounded Variation hy ‘Consequently, Ded - Fea s Vsa,0). ‘The following example shows that continuity is an essential assump- tion: _ fi itzefayng, ro={t, fre fH \Q 1.2.12, Since He) = max fe) ofe) = WED = se Se) +a), the result follows from the facts that a linear combination of two functions of bounded variation is alo of bounded variation and that the absolute value of a function of bounded variation is of bounded variation (sce 1.2.10). 1.2.13. (a) Since for a > 0, fim £2)= 10) 2h a we see that f does not satisfy any Hélder condition. Clearly, f is ‘monotonically increasing ou [0, 1/2], and so V(f;0,1/2) = 1/(In2). (b) We show that f satisfies the Hélder condition with every 0 b. Tt thon fll that Ute) ~ se < 142) ~ S(en)] + Lflensa) - 121 Cle ~ 29° + Cloass — 2° $< 2Cmax(le— nls bones — 21) S2C}n- 2". ‘To see that f is not of bounded variation, take the partition Oty < EE ogy 0, thete is M > a ouch that Vifiayz) —V fiz!) = V(fia'2) <6 whenever 2 > 2! > Mf. Thus 4@)- f@) < Vifiz",2) <6, which together with the Cauchy theorem shows that lim f(z) exists ‘and is finite. ~ ‘To see that the other implication does not hold, consider the function f(z) = !*i24l, 2 > 1. Clearly, Jim, f(2) = 0 and ion) eine (Ledeen) vurammediered (La bend ets) aoe 1.2.15. Let € > 0 be arbitrarily chosen. It follows from the definition of the total variation V(f;a,6) that there is @ partition, say 2” = 424, 27,---12%m}, such that VUP) > VUFia,8)— 5. ‘Since f is uniformly continuous on [a, 4]. we select 6 > 0 so small that if |e —2| <6, then Ves £.1.2. Functions of Bounded Variation 19 From a partition P of mesh less than 6 we form a partition P; by adjoining all points of P*, Then V(FP)SV(LFi) and V(f,P*)S VF). Moreover, VULPYSV(LP) +5. because P, is obtained from P by adding at most m new points and therefore V(f, P) increases by at most 2m(¢/(4m)). Consequently, VSP) 2 VRP) -§ > VPS > VFia,8) — 1.2.16. Since f is continuous, there are pointe in fzy—1,24] at which f ‘assumes the values M, and my. It is also clear that | f(z4)—f(zs-1)| < M; —m,. Thus for any partition P, V(fia,b) 2 W(F,P) 2 VU). It follows from the previouo problem that, given ¢ > 0, there ia 5 > 0 such that V(f;a,8) — V(f,P) 0. Let F(z) = Inz, 2 € [m,M}. Then F satisfies a Lipschitz condition, because Fis bounded on {m, M]. It follows from the result in 1.29 that Fof = In fis of bounded variation on (a, 6]. By Theorem 1 Inf=p-a, where p and q are monotonically increasing on fa, 4]. Hence one can ‘take g =e? and h = ef. 1.2.19. (a) We have S(a)+2 if e[-1,0), vga) = 9 2— f(z) itz € (0, v3/3), Fa) +2498 itz [v3/3,1). ‘Thus Sa) +2 ifze[-1,0. (a) = 42 itz € (0, v3/3), Ha)+2+ 93 ite e [v3/3,1], and 0 ifre[-1,0), U2) = 4-S(2) if ee (0, v3/3), 28 itze [V3/3.1]. (b) Te easy to check that aya) {1-8 xe (x), WV cose +3 itz € [r,2n], ‘0 ite (On), We) =) coon 41 ite fn2zh a) = 1 -cosz fre [0.x], 2 fae [r,2r].1.2. Functions of Bounded Variation rh () We have ‘2 ifze oa), _Jite ifze[t.2), =o itzep3), 6 ife=3, and pe)=2 and gz) =f). 1.2.20. Let 20 € [a,b) and lim, f(z) = f(a) = J(20). It suces to show that lim, V(Ji0,2) = O, Given > 0. there is ¢> 29 such that [f(2)— (eo) <€/2if zp <2 <6. It follows from the defini of the total variation that there isa partition 2 <2) < +++ ) = d > 0, then by the definition of one-sided limits there is 6 > 0 such that He) < fle) +4 for 2€ (20-620) and Sle) > He8)-$ for 2€ (ez +8). ‘Then, if y € [F(aq) + 4/3, Flat) — 4/3] \ {F(z0)} C [F22), f(z0)] \ {s(a0)} with 2 € (zo — 620) and x2 € (20,20 + 6), there is no 2 € (21,22) such that f(2) = y, a contradiction. If f(zg) = f(2a) # ‘S(zo), analogous reasoning can be applied. Since the derivative f' enjoys the intermediate value property (eee, e.g. I, 2.2.31), the other statement follows immediately. 1.2.25. For 2 € [a,0), let P = {29,21,..-y2a} be a partition of 2}. Since f” is continuous on [a,6), the results in 1.2.16 and in 1.1.26 imply that vy(2) = dim om Ulex) — Fen) = BE | "ro “ponae Suen - 2) 7 = lim iP),Solutions. 1: The Riemann-Stieltjes Integral 1.2.26. Clearly, there is M > 0 such that [f(2)] 0, there is a subsequence {ng} such that V (fayia,b) < L-+e. Thus for any partition a= my <0 0, there is no sch that ¥ boal 0 such that there is 100 ap with 18 < no in (2 8,+8). Consequently, for e-5 0, there are 24,24 such that Bet <2

lanl — ‘Taking the partition toa 0 Bal > Steal + ad) —e. “heaton o> 0 ys VU:0.1) > Sul + a. Leting 0 ge the died inal. 1.3. Further Properties of the Riemann-Stieltjes Integral 1.8.1, We have a(z) = ax(2) ~ aa(z), where ov={0 ET ae oter={ ‘Thus, by the result in 1.1.24, we get Lower f doy(a) — ~ ff stele) = (-1)-1-2.20 6 2. Integrating by parts and Theorem 3 give It Keowneds| =|” stare (®222)| ts [° sansare| af Isard < VOR 0 ifze[-1,2), 2 ifre (2,3)1.3. Further Properties ... 127 1.3.3. Since f is continuous on [a,)}, there is M > 0 such that UG) $M, € [a,0}, Assume first Unt eis monotonically increase ing on (a,4). For a partition P: a= 29 <1 <+++< aq =, let & be defined by the first mean value theorem, that is, Oy [E serdatay = Heated ~ ale»). It follows from 1.2.26 that f is of bounded variation on [a,8. Let 8 = B,—f, be a decomposition of f into a difference of two increasing functions. Since f and g are continuous, we can apply the result in 1.1.10. It then follows that ff serotesaaey 5 iPad F(G:)a(G)(a(z4) — a(zi-1)), ‘where the are as in (1). Consequently, ff Heateiete) = ae) ff pertey = 8, 2S Mente) ~ Ble) = i AGN OA() ~ Bitz) DHE Baled) ~ baleen) ~ 02 = he o(2)40(2) — i ‘(2)aba(z) = i ‘a(2)46(2). 1.3.4. Since $ cy is convergent, given ¢ > 0, there is NV such that a B ace nen28. Solutions. 1: The Riemann-Stieltjes Integral If we set y aule)= Seaele—an) and o9(0) = a(2) —ar(=), & then by the result in 1.1.2, 1 ow [ $day = S>enS (en). Moreover, V(ex:0,3)= So en 0, there is no such that (0) — P(@)) < § for n> 9. By Theorem 1 in Section 1.1, there is a partition P such that UP, fogs?) — ECP Sos) < §- ‘Moreover, we have UP. L.0) $ UP, SoosB) +E and TAP, L,9) 2 LAP, frosP)— §- ‘Thus we see that f € R(p). Now observe that for n > no, | f scerray- f° sein [ vate) selene) sf aainey <§ 1.3.10. Observe that for € [0,1] we have im nz(1—z)* = 0, but the convergence is not uniform on [0,1] and'the result in the previous problem cannot be applied. We have rc yrds = tim B=} dy [/ne0-27ee= bm z 1.8.11, As in the foregoing problem, we cannot apply the result in 13.9 because {2"} does not converge uniformly on [0, 1} Let @ = p—q, where p and q are monotonically increasing on [0,1], For € € (0,1), we have os f° 2%ép(2) < (He) v0) — 0 1 J Pee) <0) -11-9).132 Solutions. 1: ‘The Riemann-Stieltjes Integral ‘Moreover, if 1/(n?) <, then + m + m fe ote [2 (2) 20 -3) («0 ‘Consequently, letting n —+ oo gives "dp(z) < p(1)—p(1—e). vta)=0") Jim. fete) < Since € € (0,1) can be arbitrarily small, 1 tim, [/2°apt=) = nn) ~ nt"). tim, J, ‘The same reasoning can be applied to q. Thus tien [ * 8da(z) = a(t) ~ a(t"). an 1.8.12. By assumption, for any partition a = x9 < x1 < +++ < 2m = 6, we have Ylan(zn)~ on(o4-a)l la le = +S islensllaler) — of24-1) ~ ants) + an(2e-1)] fe +d LL ca - see)aete) iC (S(ex) ~ {(@))dan(2)1.3. Further Properties ... 133 Now, by the continuity of f. given e > 0, there is 6 > 0 such that if he weal of Ue purtition is eas Una 6, then [f(2) ~ f(x] <2 /(9M) for x € frx-14 Cousequently, by Theorem 3, S| [* e)- Hem date af. (2) — Hex))da( 2) . <3 51 (eter) = seanante)| <£. E|f ae oy tol <§ ‘Moreover, if n is sufficiently large and the partition is fixed, we see that LVeewdlla(es) — aee-1) ~ onze) +an(te-adl X §- ist 1.3.13. We have if Salz)dan(2) f F(z)da(z)) ff tnterionte)~ ferent] < + . f° redone) — ff sere) By the result in the previous problem, given ¢ > 0, there is no such | [ rerdonte)~ f° tera forn > no. Moreover, by assumption there is a postive M such that V(auia,8) < M for all n, Thus the uniform convergence of {x} implies that, for sufficiently large m, if Salz)dan (2) — f seo < f Une)» FM (2) sup WaC2) — S(2)|V(ansa,t) < 557M. S ap, Wale) LaIV( ) < aay 0, we can choose a partition a = zo {0a(0) — M). It then follows that f S(z)da(z) = f()(a(6)—k), where m 0, there is a 5 > O such that if 26,215.05 En =O} 8 8 partition whose mesh is less than 6, then ay | tortouteoaten — S(P, fer2)| 1, then by the result in the preceding problem, we get [reacor= [verauer-+ [vera = [c@raver>+2 fuera fuera. Now the partial integration formule (Theorem 1) and the proved equality yield [eeraer=vor—cor- f reac = FOr = (Fyn - which gives the other equality. 1.8.22, (a) We have 4 ap n f aflelde = f Slade"). Clearly, if ze (0,1), if 221, So, by the results in 1.3.12 and 1.1.13, we get 5 1 aim, [ seamen = [ repdaten = 500. (b) As in (a), we obtain in, ( f * eyes) {€) Using (0), we get ; 0 dim 2" = a(2) = { i, [ fede) = 10. im 2 Meld mez*slelde _ fd) we flametds tb a flametae e”1.3, Further Properties .. 139 (@ Put Fale) =2n [° vs nth lo Since yrisin?*(2nt) tends to zero uniformly on [0,z], 0 0, there is a continuous function g such that 0 < 9(2) < f(z) and [teres [i nee+e ‘There exists a partition @ = a» 0 be given. ‘Then for each n there is a continuous function gq such that 0 < gn < fy and Q f Sola)ds If we set fn = min{gr,92,-.-dn}, then 0 < fin < dn < Jay and the ‘iy are continuous on [a, 6]. Since the sequence {Jn} is decreasing, son} $ ia. es 7 € [, n(e)de+ ae. OS fan = min{fi, fay---» fa}—min{ar,;1.3. Further Properties .. var Hence og f rcerte— f ntodde <> fH) ates @ Since {fn} is a sequence of continuous funetions on [2,6] monoton- ically decreasing to zero, by Dini’s theorem (see, e.g, 113.116), it converges uniformly on {a,b} to zero. Therefore lim [2 ha(z)dx = 0 (00, 0 1.8.0). Combined with (2), thin implies the decired reault. 1.3.24. [W. A. J, Luxemburg, Amer. Math, Monthly, 78(1971), 970- 975]. The proof runs as in the previous problem where the integrals Ji fae and f° faz should be replaced by ffde and J°f,dz, re- pectively, except for Ue fact Ua dae lower Riau i subadditive (as observed in the cited paper). So, the inequality, os f tierce [tatewere(s hhas to be proved in a different way. To this end we note that for each m, 1=1,2,.. os = H+ (On) S + (0x {G4,---490} 94) < 91+ Flomax G1---19} 9+ a 05 on Shut Sex (Gio --sBn} — 90 % Moreover, sing axon ta} man fres fa) = fe wwe wt [reorder fomstate).. ase atayde fated,12 Solutions. 4: The Riemann-Stieltjes Integral ‘and consequently, Af omstated natal} —atedae sf rterae~ ff aterae < ‘whore the last inequality follows froun (1) in the eolution to the pre- vious problem. It then follows that ff sserdes f’ntee +5 ‘which gives the desired inequality. Luxemburg, Amer. Math. Monthly, 78(1971), 970- of generality we can assume that 0 < fn(z) 1, Integration by parts gives ‘we get from (8) that, Qnt1 (2n—1)ll x _ n+l tnt med Gal 23> Gata 2vet Solutions. 1: The Riemann-Stieltjes Integral This completes the proof of (1). Formula (2) can be proved analo- Integrating by parts, we get [fwste=2-2 (@) Substituting ¢ = x — 2 gives een [ Ea dz. fo Trea ~ So Tease sate (e) We have fins [tate f? ( = [itt edttans)~ na 5 Consequently, one can show by induction that Tan = (-1)" (- (1-}4}-- tm Wee r sinz -f' sin (2) fy tinzrowe”~ J, aa(g—z) +e08(G—a)" 4 cos sing vi [== ds = Eb (@) Observe that nf sin fF __ewz ly Sm eteote fy aint z-beome1.4, Proper Integrals us It then follows that ' ae [Stent 1.4.2, Using the substitution z = cost and 1.4.1 (b), we get : a (en) —ppaee [Ose fo 2y a= ff sin? - er (On the other han, f “a-2tyte x (ja [ " hae So () (gy. =F 1.4.3. Assume, for example, that /(2$) =a. We have Ses) = Fes) = Jim, FU@) = FG), On the other hand, using ! Hospital's rule, we get tim, FE)— FO) _ hn Fe. tim, f(z) =a. eat sah Eo ty aaah 1.4, Define F(z) = 22 cos }-2 fF teos ht for x # Oand F(0) = 0. (2) for € R. Thus F is an antiderivative of f in the 0. e# 0, then an antiderivative G of f would equal F(z) +o for 2 > 0 and F(z) + ¢ for 2 < 0, with some constants ‘¢1 and ¢2. Moreover, since G must be continuous at zero, c, = c2- Consequently, G'(0) = 0. This proves that an antiderivative of f exists if and only if ¢ = 0. 1.4.8. We will show that assin if re feasta-th ° i 2=0 has the desired properties. Indeed, since fis continuous on (0, 1], Pl224-1) — Flea) = af Senate =z sinedt = 2, hate Similarly, F(tan+1) ~ F(tax) =6 Solutions. 1: The Riemann-Stieltjes Integral Now we put Fle) = ‘enee Z Es a, Calculation shows that F(a)= 5 a (008 3 +1) « poe a ‘Then F(z) = f(z) for = € (0,1}. Moreover, for 2 € [raeeis 224th, a < 72 1, and Ce) =-2(14-4 if 2 € [oansn,za4) Since lim, G(2) = ~0o, there is no function G ‘uch that G'(2) = [f(2)| on the closed interval (0,1). 1.4.6. The substitution #— — x gives r= ff s1(inzyae= [ (r-nstingie=n f° sindat—1.1.4, Proper Integrals ur So na . sia Uap’ aerrars* zt __ sins at fe. iL awrrae” . — Bh aoa rome +a | pam arcome™ AE [Pan eteate,, 2Jo sin z+ cos a a 14.7, (a) We have [serte= f° sone [° peyie=2 f° rere (b) We have [tenae= [i -n-ante+ [renee =0. 1.4.8, Since f is a periodic function, we obtain [Otome [ rerees fF roraes fF" ne—mae = freraes f° nerds fP rere 1.4.9. We have [toade=* [” rete HEC pererns (Ose), were (0) = [(0=0)/7]. By the eal In ee previous problem, ff toayae= tno) [" peraes 2 [sear I ake) f 7 heasuoor Te is clear that lim, &(n)/n = (b—a)/T and iy” T FL nn | SF ae VCO a0us Solutions. 1: The Riemann-Stieltjes Integral LL Henayes, 1.4.10. (8) We have tin, 2 [° stoinzyde = im * ysin(na)) de where the last equality follows from 1.4.9. (b) Asin (a), we get f ‘Sisinz)de. Jo if M\sinal)dz = ff 2inlomayie= hy |" s4tsina\te tS (©) Note that and [FO sttinante= [Pspeinnye sont f" astainsys Since (usnyee a [ Safina) de = 2k f[ ‘Sf (sinz)de+ ie 2f(einz)dz, we se that ane [Peiinz\ae fo = (1424-04 (n= 1) (ains)detn f"sflina)de, cd consequent, iim, f af (sin(2na)) de = Lf Slsinz)dz. 1.4.11. (2) We will show that 5 dia, ff se)coseaye = fim, [”s2)snlna)de = 0. Since J is uniformly continuous on [4,8], given ¢ > 0, there is 5 > 0 ‘such that |f(¢) — f(s)| < if |t— 9] <6. Taking a partition a = x» <1.4, Proper Integrals 149 1 < +++ < 2m = of mosh less than 5, we get f Sle) cos(nc)ie = J [E Heostnayte l didens = a+ f* Hla) — \dz oy +f oe F(zx)) e0s(n2) ) and +e(b-a) . = “ | Lf stapecnayt <-steu| f™ costae L Zveolif, <2Mm+e(b-a), where M = max{{f(z)] +2 € [0,8]}- So, lim, f— f(2)cos(nz)dz = 0. “The proof ofthe other equality is anslog®us (b) By (a) we have im, [ Ja) sin?%(uz)de = in, f Je) =f * payae. pet pen f storie 25° t Sle)de a WAS [teen ag + ay $o+- + Oy steht 1 =cos(2nz) ad 1.4.12, We have ff ose = 1 I(na)de =a lo (sce, og. 1, 2.3.2).150 Solutions. 1: The Riemann-Stieltjes Integral 1.4.13. We have * f(z) = [ wf) fo Hays Fa ay™ i) ad +f Tathiaa® - Sian S(2) b Tee fay 2 f(l-2) f@)+I0- ad + 1 =} 1.4.14, We have f[f foiae= Dat “hes fou Le £10 y ° 10) =f iteee [Pe G f S(e)de. 1.4.18. If there is zp € [a,6] such that f(0) > 0, then by the conti- ruity of f, f(z) > 0 on some interval [2,6] < {2,6}. Consequently, [reer f° rere >0, 1.4.16. Let a < 29 < 29 +h < 6. By assumption and by the first ‘mean value theorem, eth o= £ Sla)de = f(20+0h)h, with some @ € [0,1]. Thus f(xo + 0h) = 0. Since h > 0 can be arbitrarily chosen, we see that f(z0) = 0. 1.4.17. Taking g = f, we get J2(f(z))%dz = 0, and by the result in 14.15, 4(2) a contradiction.1 Proper Integrals 151 1.4.18, Observe first that if f is Riemann integrable over [a,8}, then . ia, f ag foile= f S(e)de. Indeed, | [free f° se where M = sup{l{(2)|: 2 € [a8]}- For a eufctently large postive integer n, define nf(ati)(e—a) if se [aa+1/n}, a(z) = zp. Consequently, for sufficiently large 7, one 2 an(14 MeE=2) <3 ade 2¢ for t € (0,7/2]. Hence 712 maine ml? ant = -f) os [Penimas [etna Fae, ‘and consequently, a Ran, Am, , ° ‘dt = 0. (b) Fix a sufficiently small ¢ > 0. Then { {/2} is uniformly convergent to 1 on [¢, 7]. So, by the result in 1.3.9, tim, [” vesinads = f" sinzde = 1 +0086. Moreover, f Yasinzdr sand wre tlie sigh pol site OF He oe —— eat ae ate af Vive éo=0. Moreover, for n €N, <[ sin”? € oe Vita” < Jira Passage to the limit as € tends to zero yields 7 7? sin" “ah vie 1.4.22, Lat O.< #< 1. Then [ Heye= and, by the fist mean value theorem, [Oo Hen =fE\L—«), where 0S E<(1-e). dz =0. Tus at, [ Hende= 100-0. Moreore, [nore] cate, were a =son{ (fe) 2€ baa): Consequently, wef ” sleds = $0).1.4, Proper Integrals 155 1.4.25, Problems 1.425 - 1.430 have been borrowed from {7}. Since rey=fnoa-f row is continuous on [a,b] and F(a) = ~F(), by the intermediate value property, there is @€ [2,8] such that F(@) = 0. 1.4.24, Put Fey=e [soa By assumption, F(a) = F(b) = 0. It follows from the mean value theorem that there is @ ¢ (a,8) such that ° Fon ete) f sa=0. 1.4.28. Consider 2 [ ‘Heat. By assumption, F(a) = F(t) = 0. It then follows, by the mean value theorem, that there is @€ (a,8) such that F(z)= FO =-% [ soar+ ZO) =0. 1.4.26. It is enough to apply the generalized mean value theorem to ‘the functions Fe)= [soa and Gta) = f° (oat 14.27, Define Fe)~ [som a atta. Since F(a) = F(Q) = 0, there is 6 ¢ (a,b) such that F*(0) = 0. 1.4.28, Consider Feyae f gout fate and apply the mean value theorem.156, Solutions. 1: The Riemann-Stieltjes Integral 1.4.29. Set io Fte)= [" soa and observe that: F()=0 aod FQ)=2 sot. ‘Since F is continuous on [0, 1}, there is 6(n) such that a) A 2 sere f° soyaes ff tof Moreover, by the first mean value theorem, 2 ff sepde = rnp steno) + HC), where 0 < &(n) < O(n) and 1 - 0(n) < €2(n)) < 1. Finally, n(n) = ——b afer Sy Sade FEN + Hel) >=" FO) + TOY 1.4.30. We have ‘ . ff sone =(e- nse [ens ene. Hence, by the first mean value theorem, 4 1 ff see = 10-90 f'e— 0a. fb fb 1.4.31. As in the proof of the previous problem, we have. 1 1 f[ feorae=s0)- [ e-nstoae ° 2 1 A 2 -10-§F¥ re + [re which combined with the first mean value theorem gives the desired result. 1.4.82. Setting Feay= [ oe,1.4. Proper Integrals 157 wwe get F"(0) = (0) # 0, and by Taylor's formula with the Peano forin for the remainder (see, e.g I, 23.1), F(z) = F() + P(e + SPO? +0(24). Likewise, HO)2 = F*(O)2 = 21 F"(0) + F"(0)0 + f0))- By assumption, FOr + BF"(Os? + oa2) = a(F(0) + F400 + 00), which yields 1.4.83. Let ¢ be a given number such that 0 < ¢ < (b—a)/2. Since f is strictly increasing, f(b—e)/f(b—2e) > 1. Hence there isa positive integer po such that for p> po, fb-2)\"_b-a (#23) > on evenly, (- ay > 86-2097, Since f (ste)Pas > £. U@—-ayras, we see that, 1 gaya > 2 a fuer a> tf e-ay de = SURREY 5 (r—29)7. Hence 8(p) must satisfy 0(p) > 6— 2e, for p> po, which means that lim 019) = 6. 1.484. Cleary, ff Perrede=0158 Solutions. 1: The Riemann-Stieltjes Integral fr evry polynomial P. By the approximation thorem of Weir- straas (see, ¢.g., IT, 3.1.33), there is a sequence of polynomials {P,} uniformly convergent on [a, 8] to f. Thus by the result in 1.3.9, f[ Peed im, [ Psoteds=o, which gives f(z) in [a,b]. 1.4.3, By assumption [ * Playstayde =0 for any polynomial P of degree less than or equal to N. Suppose, contrary to our claim, that a < 21 <2 <+-+ Oin each of the intervals (@,21), (21,22),---1 (2m, 6)- Theref ie P(e)f(2)dz > 0, although P is a polynomial of degree less than or equal to N, contradiction. 1.4.86. Suppose that f € C({-2,0}). (2) Note first that, by assumption, [ses scares f° sejeacs f° S(-2)(—2)de =2[" sahsPde=0. Moreover, [ters scanatertten [sent eas - £ f(-2)(-z)""dz = 0,1, Proper Integrals 189 ‘Thus, we see that [ders scayeree=0 for 22012004 aud the desied result allows fom 1.4.84 (b) The proof runs. as in (a). 1.4.37. By the first mean value theorem we get fooern—seyar= [reve f° see = fi seenes [rene = -hf(o+Oh) + hfb+ Oh), where 0,0’ € [0,1]. It then follows from the continuity of f that pat tf (len) = sa))ar = $0) = 10). so [10m 9 (2) = fo+2)— f(a+z). 1.4.39. Using I'Hospital’s rule, we obtain @ ‘Thus () © @160. 1.4.40. Using Hospital's rule, we get @) 0, (ge vere) = 29. 0) nleLerens) = Him +sinz)" because tints) © - en (2 [rotten = a1 wa (3f aa) = Ry AP @ ing [a= Hunfea ; 2re™ ea =, & ae © mm (ges) 1.4.41. If A =|f(zo)| = max{I{(z)| : x € (0,1), then for p > 0, (f ieee)” <(f*) we ‘On the other hand, the continuity of f implies that, given € > 0, there is an interval (a, 6 ¢ [0,1] such that |f(z)| > A ~ ¢/2 for 2 € [a]. Consequently, ve » (f wer)” "> (f ['uer) > ([fa-ear) = (A-£/2)(B-a)¥? > A-e€ for sufficiently large p.1.4. Proper Integrals 161 1.4.42. Let yo € fed] and e > 0 be chosen arbitrarily. Since f is uniformly continuous on R, there is 8 > O euch that Menu) — Sen) < if (i,m), (z2,¥2) € Rand (zy = Sy =n}? <6. So, for ly- ol <4, He) Hos f° View) Sesnlie 0, there is 5 > 0 such that for 6 (a,b) and [hl <6, [Lewrm Seen] < pS. Hence by the mean value theorem we get if Sey +h) N= LEW 4g _ [% Le yyae| sf |Fheesn on Yeaa|te 0. ray= [et(14§ +oe “+ Gay) then, by the above inequality, If we set rane fe eh he ge > (tes a) > (On the other hand, FW) = fe( (+e it Gi ct amex lf" dt =N. Since F is continuous, a a result follows from the intermediate value property. 1.4.47. Put POA) = 092 + On 2 bo 09.1.4. Proper Integrals 163 By assumption, f (P(@))Pdz = 09 vi Ple)de. fo lo On the other hand, 7 cA Snm Jf AP eMe= eet Set ‘and, by assumption, Gay act aFkHi nk Observe now that Gn Sant ) ayevitneet where @ is a polynomial of degree at most n. Since Q(k) = 0 for ‘k=1,2,...,n, there is a constant C such that Q(k) = C(k—1)(k—2)...(&—n). Putting k= 0 in (2) we ove that + f Pladde = 80 4 hg Mea. No, tpyng (0 by +1 aad sek tng = we oan 0 = (-1)"(n+1)C. So, 1 ay = (n+ 1)? f Pla)dz, which implies the desired equality 1.4.48. 1 1y) = JP flesu)dz, thon by 1.4.42, Iy) is continuous on led}. ‘Thus the integral on the left-hand side of the equality to be proved exists. Moreover, if ate)= ftandy ana me)~ f° (f° evan) a then g/(2) = Te) for z € [c,d], and by 1.4.42, the function Fta.2)= [env is continuous with respect to 2. It is clear that 2E(z, 2) = f(z,2) is continuous on R. Hence by 1.4.43, h'(z) = I(z). 80 h'(z) = g'(2) =164 Solutions. 1: The Riemann-Stieltjes Integral 1(2) for z € le,d)}, and therefore h(z) = 9{2)+C. Since h(e) = g(e) = 0, we ace that C'= 0, which ends the proof. 2gE = b— a, the proper -L (La)=- f(s) integral exist. ‘By 1.4.48, [ae 1.5. Improper Integrals 1.5.1. (a) We have c 1 ge “of 1 sin 2 + coe! a’ aoe 1 de cos?(2z) (ares : ra separate) i , i+iP =2nv2 (b) Observe first that a 7 an [FO eleinayde = [" tneontn/2—a)yts = "tfcoes. ft if ((n(sin:z) — In2)dx.1.5. Improper Integrals ‘Consequently, f[ (sinz)dz = Fina. lo (©) We prove by induction that nt [20-26 aoyere For n =O and @ > —1 we have A 1 o fo-se-4- atl Assuming the equality to hold for n, we integrate by parts and get f eha-ayer= f a Aae= n+l f'n, ett, as [2a -z)Mde - +0! “rilet?)..atn+iyatnt2) (4) Integrating by parts gives —Ina)Ndr afc Inz)""Mde = nlp. Since 1 = 1, we see that J, = n!. {@) The substitution t = 1 —2/n gives, (= z/ny" pot i-ty tele -[ (ete eee Yat Aja aleg4gt106 Solutions. 1: The Riomann-Steltjes Integral (0 Iategrating by pats times, we gt er a Pye [et sten a [ew ate a MO=D f pnigr - Gah In*~? ede =)" aap oe a {e) In =1, then JQ? Gigs = 1/2. If m > 1, then the substitution z= tant gives [p= [oceans ae where the last equality follows from 1.4.1(b)- (h) The substitution ¢ = 2— V2™=T yields fim [top (i) Observe first that - [tee [ elena aerate totic enna ‘Furthermore, reo ing £ mat “Latent [ee - In(e?/t)_(_a? [asa a+ [ite (3) 2ine— Int, [rea fa Zine zine, , Pra”1.5. Improper Integrals 167 () We have nz tatty , Grae ree 1 f* Ina 1 f*_int , Teepe ts), Trop mle, 1 (int =a tal, Tre” ‘where the last equality follows from (g). Substituting ¢ = tans gives eo Int f weet ff cot 2imtansyte -[' 1+ 00822 = 2 In(tanz)dz Ye cos2eln(tenz)de, because {j°/"In(tanz)dr = 0 (see the solution to (b)). Finally, inte- zation by parts gives ff covreitancyze a0 [1 888 Adee 2. (K) Using the substitution t = a — 2, we see that Te [Pincrteosyte= ft —contt, So, by the symmetry of sine and by (b), n(1 — cos? 2)de 2 [ n(oinayéc 2 [ ntsinz)de = -2n102. ( Substituting 2 = tant and (b) give i} 1)_de rt Lele s)ies e-f ™ 1.5.2. Observe that falz)=—168: Solutions, 1: The Riemann-Stieltjes Integral Since for j r ( fants) \% . “Low-E ff stoe=-[(E-[Nae- f (E-[ee eof G-Ee--[6-D= wal 1.5.3, Suppose, for example, that J is monotonically increasing on (0,1). Then [OO nejaes LALA 4s 1S) Pal) < f* redae ‘which implies the desired result. 1.5.4. Without loss of generality we can assume thet f is monotoni- cally decreasing and lim f(2) is finite. Then tees HULA) 103) ‘Thus lim, Se fla)de exists as a finite limit. 1.5.5. Consider ‘Then f is monotonically decreasing on (0,1), the limit ig LDF LG) 4 FES ) Lo, but the improper integral fg’ f(x)dr does not exist. 1.5.6. (2) Taking f(z) =In-z, we soe that im Mtn tet tst1.5. Improper Integrals tea (b) Taking f(2) = Insin 22), © € (0,1), and using 1.5.1 (b), we get (©) Set ; =15 (ut) (:&e4) . Hence by 158 nd 15:10, ; myon= [['Gnsyee— ("inaér) =2- 1.5.7. We first observe that the Cauchy theorem (see, II, 1.1.37) implies the following criterion for convergence of improper integrals: For g : (a,t] ++ R, the improper integral J g(x)dz converges if and only if, givene > 0, there is 6 > Osuch that | 2? o(2)da| 0, f Psoa> on if a<0. Likewise, if f is positive on (0,0) and increasing, then ° se)et2 if a0, L ‘ 08> (tere if <0.170 Solutions. 1: The Riemann-Stieltjes Integral It follows from the above inequalities that lim, f(c}z"*" = 0. Anal- ‘ogous reasoning can be applied in the case when f is negative on (0,20). 1.5.8. (a) We have az _ iy, [ viag = Big, tnine—taln = () Since sie 21 ie sie the integral converges. (6) The substitution —Inz = t gives f[ (clnaytde = [ trentat = [ teva a tevtat, lo lo h e Since pect a the lst integral converges for all real a. Moreover, since im PEt ape oh the integral fj t°e*dt converges if and only if the integral fp t%dt converges, that is, ifand only if a > —1. (a) As in (¢), Lat It is easy to check that if a > 1, then the last integral diverges to infinity for any b. Since for a <1 * eter tatat = (1a! [ rtertat, f ana it follows from the solution to (c) that our integral converges if end only fa <1 and <1. (@) The divergence of the integral follows from the inequality Laser H(t-aNegp,1.5. Improper Integrals am 1.5.9. Since f(t) + 1/(f(#) 2 2, we see that [Honea [ sa 22 ou. Letting z.-+ 00, we got the desired result 1.5.10, ‘The assertion follows immediately from the definition of an improper integral and the Cauchy theorem given in If, 1.1.37. 1.5.11. Suppose that the integral f° f(z)d2 converges and {an}, n> o, tan inrensing sequence diverging to ify. Then Lf Se)ae = jm nf Sa)de = tm a . _ fae Pe L Sea. On the other hand, if the last series converges for every increasing se quence {aq} diverging to infinity, then the limit tim fz f(t)dt exists and is equal to the sum of this series. If f is nonnegative, then the function F(z) = f° J(t)dt is mono- tonically increasing. Moreover, if there is an increasing sequence {an}. q > a, diverging to infinity for which the series (1) converges, then F is bounded above by the sum of this series. So, the limit tim F(z) exists, 1.5.12, By the result in the previous problem, the integral converges if and only if @ pete ae a te oe ea - eee Now observe that Crretiaras Moreover, we have Urbs fo 1+0 sin?