Measurable runctlons 1)

Show that (En) is a monotone increasing sequence of sets and that (Fn)
is a disjoint sequence of sets (that is, Fn n Fm if n m) such that
CO CO CO

U En= n=1
n=1 n Fn= n=1
Y An-
2.D. Let (An) be a sequence of subsets of a set X. If A consists of
all x e X which belong to infinitely many of the sets An, show that
[Go I GO

A= m=1 n=m
The set A is often called the limit superior of the sets (An) and denoted
by lim sup An An A.

2.E. Let (An) be a sequence of subsets of a set X. If B consists of

all x e X which belong to all but a finite number of the sets An, show
that
B=m=u1 [nOm']'
The set B is often called the limit inferior of the sets (An) and denoted
by lim inf An-
2-F. If (En) is a sequence of subsets of a set X which is monotone
increasing (that is, .E1 9 E2 g E3 c ), show that
CO

lim sup En = 1J En = lim inf En.

n=1

2.G. If (Fn) is a sequence of subsets of a set X which is monotone

decreasing (that is, F1 F2 F3 2 .), show that
CO

lim sup Fn= nFn = lim inf Fn.

n=1

2.H. If (An) is a sequence of subsets of X, show that

0 C lim inf An C lim sup An C X.
Give an example of a sequence (An) such that
lim inf An = Q, lim sup An = X.
Give an example of a sequence (An) which is neither monotone
increasing or decreasing, but is such that
liminfAn=limsupAn.
16 The Elements of Integration

when this equality holds, the common value is called the limit of (An)
and is denoted by lim A.
2.1. Give an example of a function f on X to R which is not X-
measurable, but is such that the functions I f I and f2 are X-measurable.
2.J. If a, b, c are real numbers, let mid (a, b, c) denote the "value in
the middle." Show that
mid (a, b, c} = inf sup b), sup c), sup {b, c}}.
If f, , f2, f3 are X-measurable functions on X to R and if g is defined
for xeXby
g(x) = mid (fi(x), f2(x), f3 (x)) ,
then g is X-measurable.
2.K. Show directly (without using the preceding exercise) that if f
is measurable and A > 0, then the truncation fA defined by
fA(x) =1 (x), if I f(x) I c A,
-A, if f(x)>A,
- A, if f(x) < -A
is measurable.
2.L. Let f be a nonnegative X-measurable function on X which is
bounded (that is, there exists a constant K such that 0 c f (x) c K for
all x in X). Show that the sequence (pn) constructed in Lemma 2.11
converges uniformly on X to f.
2. M. Let f be a function defined on a set X with values in a set Y.
If E is any subset of Y, let
f -'(E) = {x e X : f (x) e E} .
Show that f '(0) = 0, f -' (Y) = X. If E and F are subsets of Y,
then
f -'(.E 1 F) = f -'(.E) 1 f -'(F).
If {E } is any nonempty collection of subsets of Y, then

f - ' ua E = U fa -' (EE), .f -' f

a
1 E = nf-,(E,.).
In particular it follows that if Y is a Q-algebra of subsets of Y, then
If ' (E) :.E e Y} is a Q-algebra of subsets of X.