Exercises for Unit 5

1. Let x be a metric space and z : G → [0, ∞], G ⊂ 2x , a premeasure. For  > 0, define for A ⊂ X
X
τ (A) = inf τ (cj )
j

where the infimum is taken over all seq{cj } in G such that

S
j cj ⊃ A and diam cj ≤  for each j
and define
τ d (A) = lim τ (A)
→0

Show that τ is a Carathaodory measure on X (τ d is called the measure constructed from premea-
d

sure τ by Method II). Futhermore, show that τ d is σ(G )-regular if G consists of open sets.
2. Suppose that g is a monotone increasing function on R. For x ∈ R, put cx = {g(x+ ) − g(x− )}.
Show that for each pair −∞ < a < b < ∞, the system {cx }x∈[a,b] is summable and conclude that
{x ∈ R : cx > 0} is at most countably infinite.
3. Let g be a monotone increasing function on R, assume that g is right-continuous. Denote by D the
set of points of discontinuity of g and define ν(t) = g(t) − g(t− ) for t ∈ D. Define a function gd on
R by (P
t∈(0,x]∩D ν(t), if x ≥ 0
gd (x) = P
− t∈(x,0]∩D ν(t), if x < 0
Show that gd is a right-continuous function with D as its set of points of discontinuity. Furthermore,
the function g − gd is continuous.
R
4. Let w be a nonnegative measurable function on R such that (−∞,x] wdλ < ∞ for all x ∈ R. Define
R R
a monotone increasing function g on R by g(x) = (−∞,x] wdλ. Show that µg (B) = B wdλ for
measurable B ⊂ R.
5. Let G = 2R and τ : G → [0, ∞] is defined by τ (A) = diamA. Suppose that τ d is the measure on R
constructed from τ by Method II (See Exercise 1). Show that τ d = λ
6. Let G be the family of all finite open intervals in R and f a nonnegative interable function on R.
Define Z
τ (I) = f dλ, I ∈ G
I
d
, and let τ be the measure on R constructed from τ by Method II. Show that every measurable
set in R is τ d -measurable and τ d (A) = A f dλ for every measurable set A.
R
Pµ
7. Let µ be a Borel measure on a metric space X and f a nonnegative -measurable function on X.
Let {f µ} be the indefinite integral of f . w.r.t. µ defined by
Z
{f µ}(B) = f dµ, B ∈ B(X)
B

1
 We know that {f µ}∗ is the unique B(X)-regular measure on X such that {f µ}∗R(B) = {f µ}(B)
for B ∈ B(X). Show that if µ is σ-finite and Borel regular, then {f µ}∗ (S) = S f dµ for every
µ-measurable sets of X. (Hint: there is a Borel set B ⊃ S s.t. µ(B \ S) = 0)
8. Let f : Rn → R be Lebesque measurable. Show that there is a Borel measurable function g on Rn
equivalunt to f .