Exercises for Unit 6

1. Let f be an integrable
R function on a finite interval I. Show that for any  > 0 there is a step function
g on I such that I |f − g|dλ < . (Hint: consider first the case f is bounded.)

2. Show that the union of any family of closed balls in Rn is Lebesque measurable.
3. Suppose that µ is a Radon measure on an open set Ω in Rn . Let x ∈ Ω, andTsuppose that for any
 > 0 there is σ > 0 such that for any closed balls B and B̂ in Ω with x ∈ B B̂ and with diam B
and diam B̂ < σ we have
µ(B) µ(B̂)
| u − |<
λ (B) λn (B̂)
dµ
. Show that dλn (x) exists and finite.

4. Let g be a monotone increasing function on R. Show that for any finite open interval I = (a, b) in
R we have Z
g 0 dλ ≤ g(b) − g(a)
I

5. Let f be a real-valued function defined on a finite closed interval [a, b].

(a) Show that Vab (f ) = Pab (f ) + Nab (f )
(b) Vab (f ) = Vac (f ) + Vcb (f ) for c ∈ (a, b)
6. Suppose that f is confinuous on a finite closed interval [a, b] and g is monotone increasing on [a, b].
Rb Rˆb
(a) Show that a f dg = a df g = inf Ŝg (f, P ), where the infimum is taken over all partitions P ,
the endpoints of whose intervals other than a and b are points of continuity of g.
Rb Rb
(b) Show that a f dg = a f dµg