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Real Analysis Solution1 - withMarginNotes
Real Analysis Solution1 - withMarginNotes
Contents
1 Chapter 1 3
1.1 Folland 1.2 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 3
1.2 Folland 1.4 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 3
1.3 Folland 1.5 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 4
1.4 Boxes vs cylinder sets w.r.t. ‡-algebras . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 5
1.5 Folland 1.7 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 5
1.6 Folland 1.8 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 6
1.7 Folland 1.9 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 7
1.8 Folland 1.10 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 7
1.9 Folland 1.13 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 8
1.10 Folland 1.17 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 8
1.11 Folland 1.18 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 9
1.12 Folland 1.26 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 10
1.13 Folland 1.28 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 11
1.14 Folland 1.30 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 13
1.15 Folland 1.31 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 13
1.16 Folland 1.33 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 14
2 Chapter 2 15
2.1 Folland 2.1 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 15
2.2 Folland 2.2 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 15
2.3 Folland 2.3 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 17
2.4 Folland 2.4 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 17
2.5 Folland 2.7 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 17
2.6 Folland 2.8 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 18
2.7 Folland 2.9 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 18
2.8 Folland 2.10 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 20
2.9 Folland 2.12 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 21
2.10 Folland 2.13 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 21
2.11 Folland 2.14 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 22
2.12 Folland 2.16 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 23
2.13 Folland 2.17 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 24
2.14 Differentiable functions are Borel Measurable . . . . . . . . . . . . . . . . . . . . . . . . . 24
2.15 Folland 2.20 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 25
1
2.16 Folland 2.21 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 25
2.17 Folland 2.24 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 26
2.18 Folland 2.34 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 26
2.18.1 Folland 2.33 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 26
2.19 Folland 2.39 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 27
2.20 Folland 2.42 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 27
2.21 Folland 2.44: Lusin’s Theorem . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 28
2.22 Folland 2.46 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 28
2.23 Folland 2.48 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 29
2.24 Folland 2.49 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 29
3 Chapter 3 30
3.1 Folland 3.2 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 30
3.2 Folland 3.7 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 31
3.3 Folland 3.12 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 32
3.4 Folland 3.13 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 33
3.5 Folland 3.17 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 33
3.6 Folland 3.20 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 34
3.7 Folland 3.21 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 35
3.8 Folland 3.24 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 36
3.9 Folland 3.25 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 37
3.10 Folland 3.26 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 38
4 Chapter 5 39
4.1 Folland 5.1 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 39
4.2 Folland 5.2 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 39
4.3 Folland 5.5 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 40
4.4 Folland 5.6 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 40
4.5 Folland 5.9 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 43
5 Chapter 6 44
5.1 Folland 6.3 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 44
5.2 Folland 6.4 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 45
5.3 Folland 6.5 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 46
5.4 Folland 6.7 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 47
5.5 Folland 6.10 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 48
5.6 Folland 6.14 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 49
2
1 Chapter 1
1.1 Folland 1.2
Prove the following Proposition:
Proposition. 1.1:
BR is generated by each of the following:
(a) the open intervals: E1 = {(a, b) | a < b},
(b) the closed intervals: E2 = {[a, b] | a < b},
Proof. Most of the proof is already completed by Folland. What was shown is that M(Ej ) µ BR ’j =
1, . . . , 8. To finish the proof and show BR = M(Ej ) ’j, we can simply show that BR µ M(Ej ) ’j.
By invoking Lemma 1.1, if the family of open sets lie in M(Ej ), then it must be that BR µ M(Ej ).
Furthermore, it is actually sufficient to only show that all the open intervals lie in M(Ej ) since every
open set in R is a countable union of open intervals. Thus, we complete our proof by directly showing
the following:
1. (a, b) œ E1 ∆ (a, b) œ M(E2 ).
2. (a, b) = fiŒ
1 [a + n
≠1
, b ≠ n≠ 1] œ M(E2 )
3. (a, b) = fiŒ
1 (a, b ≠ n 1] œ M(E3 )
≠
4. (a, b) = fiŒ
1 [a + n
≠1
, b) œ M(E4 )
! "c
5. (a, b) = (a, Œ) fl (≠Œ, b) = (a, Œ) fl [b, Œ)c = (a, Œ) fl flŒ 1 (b ≠ n ≠1
, Œ) œ M(E5 )
! ≠1 c
"
6. (a, b) = (a, Œ) fl (≠Œ, b) = (≠Œ, a]c fl (≠Œ, b) = flŒ 1 (≠Œ, a + n ) fl (≠Œ, b) œ M(E6 )
! Œ "
7. (a, b) = (a, Œ) fl (≠Œ, b) = fi1 [a + n , Œ) fl [b, Œ)c œ M(E7 )
≠1
! "
8. (a, b) = (a, Œ) fl (≠Œ, b) = (≠Œ, a]c fl fiŒ 1 (≠Œ, b ≠ n ≠1
] œ M(E8 )
3
Proof. The forward direction (‡-algebra ∆ closed under countable increasing unions) is by the definition
of ‡-algebra (closed under countable unions ). The backward direction (closed under countable increasing
unions ∆ closed under countable increasing unions ∆ ‡-algebra) is slightly more involved:
If {Fi }Œ
1 œ A, then let us define Ej := fi1 Fi . Since countable unions of countable unions is countable,
j
and since {Ej }Œ 1 has the property of E1 µ E2 µ · · · , then we know that fi1 Ej œ A. However, since
Œ
backward direction.
If M(E) is the ‡-algebra generated by E, then M(E) is the union of the ‡-algebras generated by
F– as F– ranges over all countable subsets of E.
Proof. We use the notation F– to denote a countable subset of E, and we let F := {F– | – œ A} denote
the (likely uncountable) set of all countable subsets of E. Let us also define M̂ := fi–œA M(F– ). We
proceed now by first showing that M̂ is indeed a ‡-algebra by showing that M̂ is closed under countable
unions and compliments: 奇数
Suppose {Ei }Œ 1 œ M̂. Since M̂ is simply the union of a many ‡-algebras, we know immediately that ’Ei
÷ at least one Fi s.t. Ei œ M(Fi ). Since a countable union of countable elements is countable, if we define
H := fiŒ 1 Fi where Ei œ M(Fi ), we know that H is also countable subset of E. We can now look at the
properties of the following ‡-algebra: M(H).
(1) Since Fi µ H µ M(H) ∆ M(Fi ) µ M(H) (by Lemma 1.1), and since Ei œ M(Fi ), we can say that
{Ei }Œ
1 œ M(H).
(2) Since H is a countable subset of E, we know that ÷— s.t. H = F— , and hence M(H) µ M̂.
Therefore, since M(H) is by construction a ‡-algebra and from (1) ({Ei }Œ
1 œ M(H)) it ∆ fi1 Ei œ M(H),
Œ
To now show M̂ is closed under compliments, suppose E œ M̂. By the same argument already used,
there must exist a countable subset F– µ E s.t. E œ M(F– ), and obviously since M(F– ) is a ‡-algebra,
E c œ M(F– ). Therefore, since M(F– ) µ M̂ ∆ E c œ M̂. We have thus shown that M̂ is is closed under
countable unions and compliments, and hence a ‡-algebra.
万⼀
To neatly finish up our proof, let us first note that ’– œ A, F– µ E ∆ M(F– ) µ M(E), and thus we
不可 怎么办 数
can also say M̂ µ M(E). To show the opposite relation, let Á œ E, then Á is trivially countable, so ÷—
s.t. Á = F— ∆ Á œ M̂. Now since this is true ’Á œ E, we can say that E µ M̂, which therefore (again by
Lemma 1.1) ∆ M(E) µ M. By showing both opposite relations, we can thus conclude that M(E) = M̂.
4
1.4 Boxes vs cylinder sets w.r.t. ‡-algebras
Exercise. 1.1:
Let A be an index set, {X– }–œA a family of non-empty sets and for each – œ A, M– be a ‡-algebra
on X– . Consider the product space: Ÿ
X= X–
–œA
Then show that M = M̃. (Hint2 : show that M̃ is a ‡-algebra which contains the cylinders...) The
above can be loosely stated as “any set in M is determined by countably many coordinates”
**Please note the notation used for the box and cylinder sets above.
r
Answer: To show M µ Mú , note that fi–≠1 (E– ) = —œA E— , where E— = X— ’ — ”= –. In this form, it
is clear that C µ µ Mú ∆ M µ Mú (by Lemma 1.1).
Next, let us prove that M = M̃:
Proof. Suppose {Fi }Œ1 œ M̃. Then since M̃ is a union of ‡-algebras, it must be that Fi œ MAÕ for at least
one AÕ . Taking AÕÕ to be the union of one of the AÕ s which satisfies Fi œ MAÕ for each i. Thus, AÕÕ will
naturally also be a countable set. Since AÕÕ is a countable set, MAÕÕ µ M̃ ∆ fiŒ1 Fi œ M̃ by Lemma 1.1.
Next, suppose F œ M̃, then ÷AÕ s.t. F œ MAÕ , which implies F c œ MAÕ , and since MAÕ µ M̃, ∆ F c œ M̃,
and hence M̃ is indeed a ‡-algebra.
Next, since AÕ µ A, ∆ MAÕ µ M(= MA ) ’AÕ , and thus since MAÕ µ M ’AÕ ∆ M̃ µ M. To show the
opposite inclusion, we know that ’ – œ A ÷ a countable subset AÕ µ A s.t. – œ AÕ , namely {–}. In this
form, it is perfectly clear that fi ≠1 (E– ) µ M̃, since fi ≠1 (E– ) œ MAÕ ={–} ∆ M µ M̃. And thus M = M̃.
5
Proposition. 1.4:
qn
If µ1 , . . . , µn are measures on (X, M) and a1 , . . . , an œ [0, Œ), then 1 aj µj is a measure on
(X, M).
3h
n 4 ÿn
A 3h
n 4B ÿn
A Œ 3 4 B n
A Œ 3 4 B Œ
ÿ ÿ ÿ ÿ
µ Ei = aj · µj Ei = aj · µj Ei = aj · µj Ei = µ(Ei )
i=1 j=1 i=1 j=1 i=1 j=1 i=1 i=1
If (X, M, µ) is a measure space and {Ej }Œ 1 µ M, then µ(lim inf Ej ) Æ lim inf µ(Ej ). Also,
µ(lim sup Ej ) Ø lim sup µ(Ej ) provided that µ(fiŒ
1 Ej ) < Œ.
Proof. We first recall the definitions of lim inf and lim sup for a sequence of sets as:
Œ
AŒ B Œ
AŒ B
€ ‹ ‹ €
lim inf (Fn ) := Fn , and lim sup(Fn ) := Fn
næŒ næŒ
k=1 n=k k=1 n=k
If {Bi }Œ
1 µ M, then:
(a) µ(flŒ
1 Bi ) Æ µ(B1 ) (or µ(Bk ) by switching B1 for Bk ).
(b) µ(fiŒ
1 Bi ) Ø µ(B1 ) (or µ(Bk ) by switching B1 for Bk ).
Note: I sorta forget these were either covered or corollaries from Thm 1.8 in Folland, hence why I included
it here - oh well (but I did give a slightly more concise proof for (b) :) ) 我有点忘了这些都是Folland的Thm 1.8所涵盖的内容或推
论,因此我把它放在这⾥--哦,好吧(但我确实给了(b)⼀
个稍微简洁的证明 :) )
Proof.
(a) Since (flŒ
1 Bi ) Û (B1 \ fl1 Bi ) = B1 ∆ µ(B1 ) = µ(fl1 Bi ) + µ(B1 \ fl1 Bi ) ∆ µ(fl1 Bi ) Æ µ(B1 ).
Œ Œ Œ Œ
6
We now have all the necessary tools to prove the proposition as follows:
Q Q RR Q R Q R
Œ
€ ‹ Œ ‹Œ Œ
‹
! " ú ú
µ lim inf Ej = µ a a Ej b b = lim µ a Ej = lim inf µ
b a Ej Æ lim inf µ (Ej )
b
kæŒ kæŒ kæŒ
k=1 j=k j=k j=k
ú ú
Where = is by µ’s “Continuity from below” since flŒ
j=k Ej µ flj=k+1 Ej ’k œ N, and Æ is by Lem 2.1 (a).
Œ
Q Q RR Q R Q R
迎 迎
Œ
‹ € Œ Œ
€ Œ
€
! " ı
µ lim sup Ej = µ = lim µ Ej = lim inf µ Ej b Ø lim inf µ (Ej )
ı
a a Ej b b a b a
kæŒ kæŒ kæŒ
k=1 j=k j=k j=k
ı
Where = is by µ’s “Continuity from above” since fiŒ
j=k+1 Ej µ fij=k Ej ’k œ N, and Æ is by Lem 2.1 (b).
ı Œ
Given a measure space, (X, M, µ) and E œ M, define µE (A) = µ(A fl E) for A œ M. Then µE is
a measure.
µE is indeed a measure.
7
1.9 Folland 1.13
Prove the following Proposition:
Proposition. 1.8:
Every ‡-finite measure is semi-finite.
Proof. Let µ be a ‡-finite measure on the measurable space (X, M). Firstly, if µ(X) < Œ, µ will trivially
be semi-finite. Therefore, suppose µ is ‡-finite, but not finite. Now, let us arbitrarily pick E œ M s.t.
µ(E) = Œ (we know at least one such element exists, namely X, since otherwise µ would be finite). From
the definition of µ being ‡-finite, we know that ÷ {Fi }Œ
1 µ M s.t. X = fi1 Fi and µ(Fi ) < Œ ’i œ N.
Œ
If µú is an outer measure
q on X and {Aj }Œ 1 is a sequence of disjoint µ -measurable sets, then
ú
µú (E fl (fiŒ
1 Aj )) = 1 µ (E fl Aj ) for any E µ X.
Œ ú
Now, let us define Bn := fin1 Ej . Now, since Aj is µú -measurable ’j œ N, we know that ’n > 1:
Therefore, iteratively using the above formula (by induction) for Bn , . . . , B2 , and countable additivity
being trivial for n = 1, we have shown that:
Q R
€n n
ÿ
µúa
Efl Aj b = µú (E fl Aj ) , ’n œ N
j=1 j=1
8
Now, by monotonicty, we can easily see that:
Q R Q R
Œ
€ n
€ n
ÿ
µú aE fl Aj b Ø µú aE fl Aj b = µú (E fl Aj ) , ’n œ N
j=1 j=1 j=1
1 tŒ 2 qŒ
And hence µú E fl j=1 Aj Ø j=1 µ (E fl Aj ).
ú
And thus since we shown both Ø and Æ, we can
qŒ ú
conclude that µú (E fl (fiŒ
1 Aj )) = 1 µ (E fl Aj ).
Let A µ P(X) be an algebra, A‡ the collection of countable unions of sets in A, and A‡” the
collection of countable intersections of sets in A‡ . Let µ0 be a premeasure on A and µú the induced
outer measure.
a) For any E µ X and ‘ > 0, there exists B œ A‡ with E µ B and µú (B) Æ µú (E) + ‘
b) If µú (E) < Œ, then E is µú -measurable ≈∆ there exists C œ A‡” with E µ C and
µú (C\E) = 0.
Proof.
a) Let us recall the definition of µú (E) as:
IŒ - Œ
J
ÿ - €
µ (E) := inf
ú
µ0 (Ai ) - {Ai }Œ
- 1 µ A, E µ Ai
i=1 i=1
qŒ
Therefore, by the definition of inf, ’‘ > 0 ÷{Bi }Œ
1 s.t. E µ fiŒ
1 B i and 1 µ0 (Bi ) Æ µ (E) + ‘.
ú
Œ
ÿ
ú
µú (B) Æ µ0 (Ai ) Æ µú (E) + ‘
i=1
ú
Where Æ because µ0 (Bi ) = µú (Bi ), and B is µú -measruable.
b) Let us begin with the forward direction (µú (E) < Œ, and E is µú -measurable). From part (a),
we know ÷ {Ci } µ A‡ s.t. E µ Ck and µú (Ck ) Æ µú (E) + k1 ’k œ N. Let us now define
C := flŒ 1 Ci , to which we notice that C œ A‡” and E µ C since E µ Ck ’k œ N, and hence
µú (E) Æ µú (C). Furthermore, we note that since Ck is µú -measurable, so too will Ckc , and hence
1 Ci = (fl1 Ci ) = C is µ -measurable, and hence C is µ -measurable. Now, the following
fiŒ c Œ c c ú ú
9
Moreover, using the fact that E µ C the above now actually implies that µú (E) = µú (C). We also
recall that since E c is µú -measurable, and since we already showed that C was µú -measurable, we
can now also say that C fl E c = B\E is µú -measurable, and also note that hence:
For the backward direction (there exists C œ A‡” with E µ C and µú (C\E) = 0), first note that
since E µ C), C = (B\E)fiE. Next, since µú is the Carathèodory extension, C\E is µú -measurable.
Therefore, we can easily conclude that E = B\(B\E) is also µú -measurable.
qŒ qŒ
Where µú (C\E) = µú (fiŒ 1 Ci \Ei ) Æ 1 µú (Ci \Ei ) = 1 0 = 0. And hence µ ú (E) < Œ did not
matter if µ0 is ‡-finite.
If E œ Mµ and µ(E) < Œ, then ’‘ > 0 ÷ a set A that is a finite union of open intervals such that
µ(E—A) < Œ.
Proof. We recall that by Theorem 1.18, ÷Uopen s.t. E µ U and µ(U) Æ µ(E) + 12 ‘. Furthermore, by the
inequality just stated, we know that µ(U), µ(E) < Œ, and hence:
1
µ(U\E) = µ(U) ≠ µ(E) < ‘
2
Now, by recalling that all open sets in R can be written as ی
1 Ui , we know that ÷ {Ui }1 s.t. Û1 Ui = U.
Œ Œ
Œ
ÿ
µ (Ui ) = µ(U) < µ(E) < Œ
i=1
10
qŒ
Therefore,
qŒ the series 1 µ (Ui ) must converge, and hence, by the definition of convergent series’, ÷N œ N
1
s.t. N +1 µ (µ(Ui )) < 2 ‘, and thus the inequality we sought to prove has now been shown.
1
Œ
ÿ
µ(E\Ũ) Æ µ(U\Ũ) = µ(U) ≠ µ(Ũ) = µ(Ui ) < ‘
2
i=N +1
Therefore, by combining the last two main inequalities, we have found a set A = Ũ which is a finite union
of open intervals such that:
1 1
µ(E—Ũ) = µ(E\Ũ) + µ(Ũ\E) < ‘+ ‘=‘
2 2
Proof.
a) We first note that we may construct {a} from a countable intersection of h-intervals as follows:
Œ
‹
{a} = (a ≠ 1/n, a]
n=1
Furthermore, since (a ≠ 1/n, a] ∏ (a ≠ 1/(n + 1), a] ’n œ N, we may invoke continuity from above
in that:
ú
µF ({a}) = lim µF ((a ≠ 1/n, a]) = lim (F (a) ≠ F (a ≠ 1/n)) = F (a) ≠ F (a≠)
næŒ næŒ
ú
Where = can be rigorously shown by noting that since F is an increasing function:
11
b) We first note that we may construct [a, b) from a union of countable intersections and unions of
h-intervals as follows:
AŒ B A Œ B
‹ €
[a, b) = [a, (a + b)/2] fi (a, b) = (a ≠ 1/n, (a + b)/2] fi (a, b ≠ 1/m]
n=1 m=1
= F (b≠) ≠ F (a)
ı
Therefore, since all the sets we’ve been dealing with so far have been bounded, we can see now that:
! " ! " ! " ! "
µF [a, b) = µF [a, (a + b)/2] + µF (a, b) ≠ µF (a, b) fl [a, (a + b)/2]
! " ! " ! "
= µF [a, (a + b)/2] + µF (a, b) ≠ µF (a, (a + b)/2]
Ë ! " ! "È Ë ! " ! "È Ë ! " ! "È
= F (a + b)/2 ≠ F a ≠ + F b ≠ ≠ F a ≠ F (a + b)/2 ≠ F a
Ë È Ë ! " ! "È Ë ! " ! "È
= F (b≠) ≠ F (a≠) + F (a + b)/2 ≠ F (a + b)/2 + F a ≠ F a
= F (b≠) ≠ F (a≠)
c) We first note that we may construct [a, b] from countable intersection of h-intervals as follows:
Œ
‹
[a, b] = (a ≠ 1/n, b]
n=1
Thus, by making the change of variables of (a + b)/2 æ b, from the first half of b), we have already
shown that µF ([a, b]) = F (b) ≠ F (a≠).
d) We first note that we may construct (a, b) from a countable union of h-intervals as follows:
Œ
€
(a, b ≠ 1/n]
n=1
Thus, from the second half of b), we have already shown that µF ((a, b)) = F (b≠) ≠ F (a).
12
1.14 Folland 1.30
Prove the following Proposition:
Proposition. 1.13:
If E œ L and m(E) > 0, for any – < 1 ÷ an open interval Iˆ such that m(E fl I) > –m(I).
Proof. If – Æ 0, since m(E) > 0 ∆ ÷F µ E s.t. m(F ) > 0, and F = (a, b], a < b. If we thus take:
3 4
1 3
Iˆ = (a + b), (a + b)
4 4
Now, for the sake of contradiction, assume ’I = (a, b), a < b, we have: m(E fl I) Æ –m(I). Let us choose
‘1 > 0 so that ‘1 < 1≠– – (and hence –(1 + ‘1 ) < 1). Moreover,
q !from (Folland)
" Theorem 1.18, we know
that ’‘2 > 0 ÷I = ÛŒ 1 (ai , bi ) s.t. E µ I and m(I) = 1 m (ai , bi ) < m(E) + ‘2 . Next, from our
Œ
discussion on (a, b) v.s. (a, b], we can actually write I = Û1 (ai , bi ], where I still satisfies everything that
Œ
it did beforehand. Now, if we let ‘2 = m(E)‘1 , (which we can certainly do since m(E) < Œ), we see that:
3 4
1≠– 1
Œ
ÿ
m(I) = (ai , bi ] < m(E) + m(E)‘1 = m(E)(1 + ‘1 ) < m(E) 1 + = m(E)
i=1
– –
∆ –m(I) < m(E)
Therefore, by combining the above inequality with our assumption in that m(E fl Ik ) Æ –m(Ik ) ’k œ N,
and that E µ I, we see that:
Œ
ÿ Œ
ÿ
m(E) = m(E fl I) = m(E fl Ii ) Æ –m(Ii ) = –m(I) < m(E)
i=1 i=1
Which is obviously a contradiction on the requirement of m(E) > 0, hence the converse must be true:
I.e. our Proposition is true.
Proof. From (Folland) 1.30, we know that ÷ I s.t. 34 m(I) < m(E fl I). Let us now define F := E fl I µ E,
and naturally we will have {F ≠ F } µ {E ≠ E}, hence if ÷ an interval centered at 0 in {F ≠ F }, so too
will that interval be in {E ≠ E}.
13
We now claim that F fl {F + x0 } ”= ∆ x0 œ {F ≠ F }. To see this, let y œ F fl {F + x0 } ∆ y œ
F and ÷x œ F s.t. y = x + x0 ∆ x0 = y ≠ x, y, x œ F ∆ x0 œ {F ≠ F }.
Trivially 0 œ {F ≠ F } since F ”= ! . Let us now let "z0 œ R s.t. |z0 | < 12 m(I) < 34 m(I) < m(F ). If we can
show that F fl {F + z0 } ”= ∆ ≠ 12 m(I), 12 m(I) µ {E ≠ E}. Therefore, the remainder of this proof
will be dedicated to showing F fl {F + z0 } = ” where |z0 | < 12 m(I).
Firstly, we note that:
3 1
m(I\F ) = m(I) ≠ m(F ) = m(I) ≠ m(E fl I) Æ m(I) ≠ m(F ) = m(F )
4 4
Furthermore, by applying the useful fact that A fl B = ((A\C) fl B) fi ((C\A) fl B) twice, we find:
# $ # $ # $
I fl {I + z0 } = F fl {F + z0 } fi F fl ({I\F } + z0 ) fi (I\F ) fl {I + z0 }
! "
Our strategy now will be to show that m F fl {F + z0 } > 0, which therefore would imply I fl {I + z0 }
also has positive measure, and hence cannot be empty. To see this first note the following four properties:
# $ # $ # $
m(I fl {I + z0 }) Æ m F fl {F + z0 } + m F fl ({I\F } + z0 ) + m (I\F ) fl {I + z0 }
# $ # $ # 1
and: m F fl ({I\F } + z0 ) Æ m {(I\F ) + z0 } = m I\F ] Æ m(F ) from previously
4
# $ 1
and: m F fl ({I\F } + z0 ) Æ m(I\F ) Æ m(I) again
4
1 # $
and: m(I) < m(I) ≠ |z0 | = m I fl {I + z0 }
2
And hence combing all these we see that:
1 # $ # $ 1 # $
m(I) < m I fl {I + z)} Æ m F fl {F + z0 } + m(I) ∆ m F fl {F + z0 } > 0
2 2
There exists a Borel set A µ [0, 1] such that 0 < m(A fl I) < m(I) for every sub-interval I of [0, 1].
(Hint: Every sub-interval of [0, 1] contains Cantor-type sets of positive measure.)
Proof. The first observation we need to make is that since |Q| = ›0 ∆ |Q ◊ Q| = ›0 (›0 := “countably
infinite”). Therefore, we can actually write the set of all closed sets Ik inside [0, 1] where Ik ’s endpoints
are rational numbers as a countable list: Iˆ = {Ij }Œ1 . By the hint, we know that every sub-interval of
[0, 1] contains Cantor-type sets (which will certainly have rational endpoints). Our plan will therefore
be through induction, to explicitly describe a Borel set made up of necessary Cantor-like sets which will
satisfy the needed inequality.
Let Ak , Bk be strict subsets of Ik (which we can do because we’re assuming I ”= , and due to the density
of the rationals) s.t. Ai fl Bk = and m(Ai ), m(Bj ) > 0 ’i, j Æ N . We can therefore define:
N
h
CN := IN \ (Aj fi Bj )
j=1
14
And therefore, we can find a Cantor-type set DN and D̃N s.t. m(DN ), D(D̃N ) > 0 ’N œ N. If we let
D := fiŒ
N =1 DN , then ’ sub-intervals I µ [0, 1], ÷N s.t. IN µ I and we will have:
2 Chapter 2
2.1 Folland 2.1
Prove the following Proposition:
Proposition. 2.1:
Proof. To be clear on notation, if X = {±Œ}, then either X = {Œ} or X = {≠Œ}, and naturally
{≠Œ, Œ} = ” X.
For the forward direction, since f is measurable and {±Œ} œ BR , it implies f ≠1 ({±Œ}) œ M. Fur-
thermore, again by f ’s is measurability and since R œ BR , it implies f ≠1 (R) œ M. Therefore, we may
conclude that if B œ BR , then f ≠1 (B) œ M and f ≠1 (B)flf ≠1 (R) = f ≠1 (B)flY œ M, I.e., f is measurable
on Y .
For the converse, if we let B œ BR , then we can see that:
! ≠1 " ! ≠1 "
f (B) = f (B) fl f (R) Û f (B) fl f (R\R)
≠1 ≠1 ≠1
And since f ≠1 (R) is measurable, naturally f ≠1 (B) fl f ≠1 (R) = f ≠1 (B fl R) is as well. Next, we note that:
b) Fix a œ R, and define h(x) = a if f (x) = ≠g(x) = ±Œ, and h(x) = f (x) + g(x) otherwise.
Then h is measurable.
15
Proof. We actually do this problem in reverse ordering.
b) We prove this fact by separating the problem into 2 lemmas, and one final main result:
For the first mini-lemma, we note that AŒ := {x œ X | f (x) = ≠g(x) = ±Œ} is measurable since
f and g are measurable.
For the second mini lemma, we make the observation that:
1 2 1 2
h ({Œ}) = (f + g) ({Œ}) = f ({Œ}) fl g ((≠Œ, Œ]) fi f ((≠Œ, Œ]) fl g ({Œ})
≠1 ≠1 ≠1 ≠1 ≠1 ≠1
Since h(x) = Œ ≈∆ either [f (x) = Œ and g(x) > ≠Œ] or [g(x) = Œ and f (x) > ≠Œ], or [
f (x) = g(x) = Œ]. Similarly for the {≠Œ} (sub-) case:
1 2 1 2
h ({≠Œ}) = (f +g) ({≠Œ}) = f ({≠Œ})flg ([≠Œ, Œ)) fi f ([≠Œ, Œ))flg ({≠Œ})
≠1 ≠1 ≠1 ≠1 ≠1 ≠1
Since h(x) = ≠Œ ≈∆ either [f (x) = ≠Œ and g(x) < Œ] or [g(x) = ≠Œ and f (x) < Œ], or [
f (x) = g(x) = ≠Œ]. We naturally recognize the above to certainly be measurable (again) since f
and g are measurable.
Now for the final main result. Let b œ R, then:
h≠1 ((b, Œ]) = h≠1 ((b, Œ)) fi h≠1 ({Œ)}
Since we already showed that h≠1 ({Œ}) is measurable, we now seek to show that h≠1 ((b, Œ)) is
measurable. This can be seen since:
I
(f + g)≠1 ((b, Œ)) if a Æ b
h ((b, Œ)) =
≠1
(f + g)≠1 ((b, a)) fi (h)≠1 ({a}) fi (f + g)≠1 ((a, Œ)) if a > b
I
(f + g)≠1 ((b, Œ)) if a Æ b
=
AŒ fi (f + g)≠1 ((b, Œ)) if a > b
Where we already showed that AŒ is measurable, and by f and g’s measurability, all the sets
above which make up h≠1 ((bŒ)) are measurable, and hence h≠1 ((b, Œ]) is measurable; therefore,
h is measurable.
a) Let us define Q+ := {r œ Q | r > 0} and Q≠ := {r œ Q | r < 0}, which is a subsets of Q and hence
countable. Suppose now that f, g Ø 0, if a Ø 0, then we will have:
(f g)≠1 ((a, Œ]) = {x œ X | f (x)g(x) > a}
€ 3 4
= {x œ X | f (x) > r} fl {x œ X | g(x) > a/r}
rœQ+
16
2.3 Folland 2.3
Prove the following Proposition:
Proposition. 2.3:
If {fn } is a sequnce of measurable functions on X, then {x | lim fn (x) exists} is a measurable set.
Proof. We first recall that by (Folland) Proposition 2.7, when {fn } is defined as in the question, g3 (x) =
lim supnæŒ fn (x) and g4 (x) = lim inf næŒ fn (x) are both measurable. If, as in Exercise 2.2, we let a = 1,
then function g3 ≠ g4 is measurable (and is equal to 1 when g3 = g4 = ±Œ). Finally, by noting that
lim fn (x) exists ≈∆ g3 = g4 , we can actually write:
Which is most certainly measurable since g3 and g4 are measurable, and the difference of such measurable
functions is also measurable (Corollary of Exercise 4.2 by combining the fact that f measurable ≈∆
≠f measurable, and taking f ≠ g = f + (≠g)).
Proof. We claim that f (x) := inf{– œ R | x œ E– }, where E– has the same construction as given in the
Proposition, will satisfy the requirements of being measurable and the stated inequalities. We begin first
by showing the latter.
Suppose x œ E– , then by the construction of f , we immediately have f (x) Æ –. Now, suppose – œ E–c ,
then ’— Æ –, E–c µ E—c since E— µ E– ; therefore, x œ E—c ∆ x ”œ E— ’— Æ – ∆ f (x) Ø – if x œ E–c .
17
Again by the construction of f , it is clear that fi–œR E– = X and fi–œR E–c = X. From this, given ’x œ X,
we know that ÷ –, — œ R such that x œ E– and x œ E— and most importantly since –, — œ R:
And hence f (x) ”= ±Œ irregardless of x. It’ll now be a lot easier to conclude measurability since we no
longer have to worry about the possibility that f (x) = ±Œ.
Let us now take r œ Q, and note that by first set of inequalities established, if x œ X, then f (x) < r ≈∆
÷q œ R s.t. x œ Eq . Equivalently: f ≠1 ((≠Œ, r)) = fiq<r E– . By the density of Q, we can actually restrict
that q, r œ Q. We therefore have:
€
f ≠1 ((≠Œ, r)) = Eq , where q, r œ Q
q<r
And since Eq œ M ’q, and since {q œ Q | q < r} is a countable set, we naturally have f ≠1 ((≠Œ, r)) œ M.
Furthermore, by the inequalities established, we also have:
€
f ≠1 ([r, Œ)) = Erc œ M
q<r
Proof. We first state our strategy: If we can show that ’a œ R, f ≠1 ([amŒ)) is an interval, then f must
be Borel measurable., let us note that as trivial corollary of (Folland) Proposition 2.3, f measurable
≈∆ ≠f measurable. Thus, without loss of generality, assume f is monotone increasing. Suppose now
that a œ R, x œ f ≠1 ([a, Œ), and y œ [x, Œ). Therefore, since f is monotone increasing:
Since this is true ’x, y œ [a, Œ), it actually proves that f ≠1 ([a, Œ)) is indeed an interval, and therefore
Borel measurable, and hence f is Borel measurable since this is true ’a œ R.
18
Proposition. 2.7:
Let f : [0, 1] æ [0, 1] be the Cantor Function (Folland Section 1.5), and let g(x) = f (x) + x.
a) g is a bijection from [0, 1] to [0, 2], and h = g ≠1 is continuous from [0, 2] to [0, 1].
b) If C is the Cantor set, m(g(C)) = 1.
Proof.
a) We first recall (from Folland) that the Cantor Function, f (x) is monotone increasing, and naturally
h(x) = x is a strictly increasing function, and hence g(x) = f (x) + x is also strictly increasing
and therefore injective. Next, to show surjectivity, note that g is a continuous function, and
g(0) = f (0) + 0 = 0, and g(1) = f (1) + 1 = 2; hence, by the intermediate value theorem, g is
surjective.
We now have all the necessary components to conclude that g is a bijection, and since g is a
continuous bijective function, and [0, 1] is compact, g’s inverse, g ≠1 , is continuous from [0, 2] to
[0, 1].
b) Firstly, by g’s surjectivity, and C being measurable, we see that:
Next, since C is a closed set ∆ [0, 1]\C is an open set. Therefore, since all open subsets of [0, 1] may
be written as a countable union of disjoint open sets, let us write [0, 1]\C = ی 1 Oj , Oj = (aj , bj ).
Now, since f is by construction constant on [0, 1]\C, and recalling that m(C) = 0 ∆ m([0, 1]\C) =
1 ∆ m(ÛŒ 1 Oj ) = 1, we see:
3 3h
Œ 44 ÿŒ
m(g([0, 1]\C)) = m g Oj = m(g(Oj ))
j=1 j=1
Œ 3
ÿ 4
= m(f (bj ) ≠ f (aj )) + m(bj ≠ aj )
j=1
ÿŒ
= m(Oj ) since f (bj ) = f (aj ) ’j œ N
j=1
3h
Œ 4
=m Oj
j=1
=1
c) To show Lebesgue measurability, naturally B µ C, and since C is measurable with measure m(C) =
0, it implies m(B) Æ m(C) = 0, and hence Lebesgue measurable since null sets are measurable.
19
For the sake of contradiction, suppose B = g ≠1 (A) is Borel measurable. In part a), we showed that
g ≠1 is continuous and bijective; therefore g(B) = g(g ≠1 (A)) = A. However, by the continuity of g,
if g ≠1 (A) was Borel, so too would g(g ≠1 (A)) = A, hence a contradiction since A is not Lebesgue
measurable; therefore, B cannot be Borel measurable.
I
1 if x œ B
d) Let F = ‰B ; I.e., F (x) = , and also set G = g ≠1 . Naturally G is Lebesgue mea-
0 if x œ B c
surable since it is continuous, we now wish to prove that so too is F . This can be seen by notic-
ing F ≠1 ((a, Œ)) = or B or R, but all these possibilities are Lebesgue measurable, hence F is
Lebesgue measurable. We can now look at the following reasoning:
(F ¶ G)≠1 ((1/2, Œ)) = G≠1 ¶ F ≠1 ([1/2, Œ)) = {x œ [0, 2] | ‰B (g ≠1 (x)) œ [1/2, Œ)}
= {x œ [0, 2] | g ≠1 (x) œ B}
= G≠1 (B) = g(g ≠1 (A)) = A
Now since A is not Lebesgue measurable, F ¶ G also will not be Lebesgue measurable.
Proof.
a) For the forward direction, suppose a) holds. Then let N œ M be a measurable set s.t. µ(N ) = 0,
and N1 µ N . If we define f :© 0 and ‰N1 := 1 if x œ N1 , and 0 otherwise, then trivially f is
measurable and f = ‰N1 µ-a.e., so by our assumptions g is measurable. Now, by noting that
N1 ({1}) = N1 œ M by g’s measurability, and since this is true ’N1 µ N , we have arrived at the
‰≠1
definition of µ being complete.
For the backward direction, suppose µ is complete, and let f be measurable and f = g µ-a.e.
Explicitly, let N œ M be the measurable set s.t. µ(N ) = 0 and f (x) = g(x) ’x œ N c . Then if A is
measurable, we have:
# $ # $ # $ # $
g ≠1 (A) = g ≠1 (A) fl N Û g ≠1 (A) fl N c = g ≠1 (A) fl N Û f ≠1 (A)\N
Looking at the right hand side, we can see g ≠1 (A) fl N µ N is measurable by the definition of µ
being a complete measure since µ(N ) = 0. Furthermore, f ≠1 (A)\N µ f ≠1 (A) since f is measurable.
With these two facts, we may therefore conclude that g is indeed measurable.
b) For the forward direction, suppose b) holds. Then let N œ M be a measurable set s.t. µ(N ) = 0,
and N1 µ N . If we let fn = 0 and ‰N1 as before, then like in the forward direction of a), we have
fn æ ‰N1 µ-a.e., so ‰N1 is measurable. Therefore, ‰≠1N1 ({1}) œ M, and since this is true ’N1 µ N ,
we have arrived at the definition of µ being complete.
20
For the backward direction, suppose µ is complete, and fn is measurable ’n œ N, and fn æ f
µ-a.e. By (Folland) Proposition 2.7, g3 (x) = lim supjæŒ fj (x) is measurable since fn is measurable
’n œ N. Furthermore, since fn æ f µ-a.e., we have g3 = f µ-a.e., and thus by the backward
direction of part a) above, f is measurable.
s Let E := {x | f (x) = Œ}, F := {x | f (x) > 0}, Fn := {xŒ| f (x) > 1/n},
Proof. and f satisfy f œ L+
and f < Œ. Let us now define the two sets of functions {„n }1 and {Ïn }Œ 1 , where „n = n‰E and
Ïn = ‰Fn /n.
To prove E is a null set, we make the observation that since f (x) = Œ ’x œ E, and ‰n (x) < Œ ’n œ N,
we have:
⁄ ⁄
0 Æ „n (x) Æ f (x) ’x œ X ∆ nµ(E) = „n dµ Æ f dµ
⁄
1
∆ µ(E) Æ f dµ
n
s
Thus, since f ”µ < Œ, letting n æ Œ, we see that µ(E) = 0; I.e., E is a null set.
By the construction of {Fn }Œ
1 , we have fi1 Fn , so to conclude that F is ‡-finite, wessimply need to show
Œ
that µ(Fn ) < Œ ’n œ N. This is easily ascertained since f (x) > 1/n ’x œ Fn , and f < Œ, we have:
⁄ ⁄
1
0 Æ Ïn (x) Æ f (x) ’x œ Fn ∆ µ(Fn ) = Ïn dµ Æ f dµ
n
⁄
∆ µ(Fn ) Æ n f dµ < Œ
s s s
Proof. Let E œ M and f < Œ, and so we define ‰E s.t. E f = ‰E f , and so we have:
⁄ ⁄ ⁄ ⁄
f = ‰E f Æ f = lim fn < Œ
E
21
Furthermore, by (Folland) Theorem 2.15, we have:
⁄ ⁄ ⁄ ⁄
f = (‰E f + ‰E c f ) = ‰E f + ‰E c f
ú s s s úú s s s
Where we s have = sinces E f = ‰E f + ‰E c f , and = since lim inf fn = lim fn = f and
lim inf ≠ g = ≠ lim sup g. However, since all terms above are finite, we may gain by apply Fatou’s
Lemma (and in noticing the similarity to the steps made above) to see that:
⁄ 3⁄ ⁄ 4 ⁄ ⁄ ⁄ ⁄
lim sup fn = lim sup fn ≠ fn = f ≠ lim inf fn Æ f ≠ f
næŒ Ec næŒ E næŒ E E
And therefore all the inequalities in the equation(s) above are actually equalities, and so we have:
⁄ ⁄ ⁄ ⁄
lim inf fn = lim sup fn = lim f= f
næŒ E næŒ E næŒ E E
s s
We now turn our attention showing the above result need not hold if f = lim f = Œ by means of a
counter-example. Let E = (0, 1], f = ‰[2,Œ) , and fn = ‰[2,Œ) + n‰(0,1/n] . Then fn æ f p.w., and:
⁄ ⁄
fn = nµ((0, 1/n]) = 1 ’n œ N ∆ lim fn = 1
(0,1] næŒ (0,1]
s s s s s
However, (0,1]
f = 0, thus E
f = lim E
fn need not be true if lim f= f = Œ.
Proof. Trivially, since f œ L+ , we have that ⁄(E) Ø 0 ’E œ M. Moreover, one can see that ⁄( ) = 0:
⁄ ⁄
⁄( ) = f dµ = ‰ f dµ = 0
22
To fully show
qŒthat ⁄ is a measure on M, we need that for any disjoint sequence of sets, {E j } Œ
1 œ M,
⁄(Û1 Ej ) = 1 ⁄(Ej ). We can deduce this fact from the following:
Œ
3h
Œ 4 ⁄ ⁄
⁄ Ej = f dµ = ‰(ÛŒ
1 Ej )
f dµ
j=1 ی
1 Ej
⁄ 3ÿ
Œ 4 Œ ⁄
ÿ
ú ú
= ‰Ej f dµ = ‰Ej f dµ = by (Folland) Theorem 2.15
j=1 j=1
Œ ⁄
ÿ Œ
ÿ
= f dµ = ⁄(Ej )
j=1 Ej j=1
We have thus shown all the necessary conditions for ⁄ to be a measure do indeed hold.
qn
Next, let g œ L+ , and assume that g is simple ∆ g = 1 aj ‰Ej . Therefore:
⁄ n
ÿ n ⁄
ÿ n ⁄
ÿ
g d⁄ = aj ⁄(Ej ) = f dµ = ‰Ej f dµ
j=1 j=1 Ej j=1
⁄ 3ÿ
n 4 ⁄
ú ú
= aj ‰Ej f dµ = gf dµ = by (Folland) Theorem 2.15
j=1
And so we get the required result when g is simple. However, by (Folland) Theorem 2.10, we know that
since f œ L+ , ÷{„n }Œ
1 s.t. 0 Æ „1 Æ „2 Æ · · · Æ f , „n æ f p.w., and „n æ f uniformly on any set on
which f is bounded. Therefore, we can apply the Monotone Convergence Theorem (used if = denoted)
ı
as follows:
⁄ ⁄ ⁄ ⁄
ú ú
g d⁄ = lim „n d⁄ = lim „n f dµ = gf dµ = since „n simple ’n œ N
ı ı
næŒ næŒ
Proof. Firstly, By (Folland) Exercise 2.12 (proved above - 5.2), we know that F := {x |f (x) > 0} is
‡-finite. In the proof of (Folland) 2.12, we showed that Fn := {x | f (x) > 1/n} has the nice properties
of µ(Fn ) < Œ and fiŒ 1 Fn = F . Furthermore, it is also apparent from the construction of Fn that
Fn µ Fn+1 ’n œ N - I.e., {Fn }Œ 1 is monotone increasing, and so {‰Fn }1 will be an increasing sequence
Œ
23
We also note that, since ‰Fn µ ‰F ’n œ N, we have:
⁄ ⁄ ⁄ ⁄
f = ‰F f Æ ‰Fn f = f ’n œ N
Fn
s s
Therefore, Fn is an increasing sequence with the limit of f . So by this convergence, we have ’‘ > 0,
÷N œ N such that: ⁄ 3⁄ 4
f> f ≠‘
FN
s !s "
I.e., we have proven the existence of an FN = E œ M which satisfies FN
f> f ≠ ‘.
+
Proof. Let {fn }Œ
1 be a sequence in L s.t. fj Æ fj+1 ’j œ N, and f = limnæŒ fn . If we’re assuming
Fatou’s Lemma, then: ⁄ ⁄ ⁄
f = lim inf fn Æ lim inf fn
næŒ næŒ
s
However,
s since {fn }Œ
1 is monotone increasing with the limit of f , we have fn Æ f ’n œ N ∆ fn Æ
f ’n œ N. And hence taking the lim sup on both sides, we get:
⁄ ⁄ ⁄
lim sup fn Æ lim sup f = f
næŒ næŒ
Which can be true ≈∆ all the inequalities above are actually equalities, hence we have:
⁄ ⁄ ⁄ ⁄
lim fn = lim sup fn = lim inf fn = f
næŒ næŒ næŒ
Proof. Firstly, we note that by (Folland) Corollary 2.2, since f œ C 1 (R) ∆ f œ C(R), we have that f is
Borel measurable.
24
Next, we prove that gn := f (x + 1/n) is Borel measurable. This is actually quite easy since hn = x + 1/n
is naturally Borel measurable, and hence f ¶ hn = gn is Borel measurable since both f and gn are Borel
measurable.
Next, since f œ C 1 (R), we know that limhæ0 f (x+h)≠f
h
(x)
= f Õ (x), f Õ (x) œ R. Therefore, we can also say
that limnæŒ n(f (x + 1/n) ≠ f (x)) = f Õ (x) ’x œ R. Since we already showed f (x + 1/n) and f (x) are
Borel Measurable, by (Folland) Proposition 2.6, fnÕ := n(f (x + 1/n) ≠ f (x)) is Borel measurable ’n œ N.
Finally, by (Folland) Proposition 2.7, we can conclude that f Õ (x) = limnæŒ fnÕ (x) is Borel measurable
since f œ C 1 (R), fnÕ æ f , and {fn }Œ
1 is a sequence of Borel measurable functions.
(A generalizeds Dominated
s Convergence
s Theorem)
s If fn , gn , f, g œ L1 , fn æ f and gn æ g a.e.,
fn Æ gn and gn æ g, then fn æ f . (Rework the proof of the dominated convergence
theorem).
Proof. By the same reasoning as in Folland, WLOG we may assume fn and f are real-valued, and that
gn + fn Ø 0 a.e., and gn ≠ fn Ø 0 a.e. Now, we apply (Folland) Corollary (of Fatou’s Lemma) 2.19 to
both gn + fn and gn ≠ fn as follows (we can do so due to the convergent and L1 assumptions):
⁄ ⁄ ⁄ ⁄ ⁄
(g + f ) = lim(gn + fn ) Æ lim inf (gn + fn ) = g + lim inf fn
⁄ ⁄ ⁄ ⁄ ⁄
(g ≠ f ) = lim(gn ≠ fn ) Æ lim inf (gn ≠ fn ) = g ≠ lim sup fn
And so: ⁄ ⁄ ⁄ ⁄ ⁄ ⁄ ⁄ ⁄
lim sup fn ≠ gÆ≠ g+ f and g+ fÆ g + lim inf fn
25
s
Proof. For the forward direction, assume |fn ≠ f | æ 0, then since:
-⁄ ⁄ - -⁄ - ⁄ - - ⁄
- - - ! "- - ! " -
- |fn | ≠ |f |- = - |fn | ≠ |f | -- Æ - |fn | ≠ |f | - Æ |fn ≠ f |, since |fn | ≠ |f | Æ |fn ≠ f |
- - -
we
- s know that
s the- right hand
s sidesæ 0 as n æ Œ, and since the above holds ’n œ N (and since fn , f œ L1 ),
- |fn | ≠ |f |- æ 0 ∆ |fn | æ |f |.
s s
For the backward direction, assume s|fn | æs |f |. If we let gns := |fn | + |f |, then naturally |fn ≠ f | Æ gn ,
and since fn , f œ L1 , we know that gn = (|fn | + |f |) = 2 |f |. We may now invoke the generalized
dominated convergence theorem, (Folland) Exercise 2.20 above, which implies:
⁄ ⁄
lim |fn ≠ f | = lim |fn ≠ f |
s
And since fn æ f , we therefore have |fn ≠ f | æ 0.
Before we begin, we present Folland Exercise 33 as a necessary Lemma for part a):
2.18.1 Folland 2.33
Lemma. 2.1:
s s
If fn Ø 0 and fn æ f in measure, then f Æ lim inf fn .
Proof.
a) By (Folland) Theorem 2.30, ÷ a subsequence {fnk }Œ 1 s.t. fnk æ h, where f = h a.e. Furthermore,
by (Folland) Proposition 2.11, since f = h a.e., f is measurable. As is standard by this point, we
may assume fn and g are real-valued functions; therefore, g + fn Ø 0 a.e., and g ≠ fn Ø 0 a.e.
Moreover, we naturally have g + fn æ g + f , g ≠ fn æ g ≠ f in measure. We now make use of our
Lemma as follows:
⁄ ⁄ ⁄ ⁄ ⁄ ⁄
g+ f= (g + f ) Æ lim inf (g + fn ) = g + lim inf fn
⁄ ⁄ ⁄ ⁄ ⁄ ⁄
g≠ f= (g ≠ f ) Æ lim inf (g ≠ fn ) = g ≠ lim sup fn
26
Which we recognizes as in previous
s exercises to be true ≈∆ all the above inequalities are actually
equalities; hence: f = lim fn .
b) From (Folland) Proposition 2.29, we know that since fn æ f in L1 , fn æ f in measure as well.
Thus, since:
1) - *2 1) - *2
µ x œ X - ||fn (x) ≠ f (x)| ≠ 0| Ø ‘ = µ x œ X - |fn (x) ≠ f (x)| Ø ‘ æ 0 as n æ Œ
Hence fn æ f in L1 .
1
Proof. We first recall the fn æ f almost uniformly means that ÷{En }Œ
1 µ M s.t. µ(En ) < n and fn æ f
c
uniformly on En . If we define E := fiŒ
1 En , then µ(E ) Æ lim inf µ(En ) = 0; hence, fn æ f a.e.
c c
Now to show fn æ f in measure, we proceed as follows. ’‘, ” > 0, since fn æ f almost uniformly,
÷E œ M and an N œ N s.t. ’n Ø N, |fn (x) ≠ f (x)| < ‘ ’x œ E and µ(F c ) < ”. An immediate result of
this set up is therefore:
1) *2
lim inf µ x œ X | |fn (x) ≠ f (x)| Ø ‘ Æ µ(F c ) < ”
næŒ
Proof. For the forward direction, suppose fn æ f in measure (µ a counting measure on N). Then ’‘ > 0
÷N œ N s.t. ’n Ø N :
1) - *2 1 ) - *
µ x œ N |fn (x) ≠ f (x)| Ø ‘ <
- ∆ x œ N - |fn (x) ≠ f (x)| Ø ‘ =
2
I.e., |fn (x) ≠ f (x)| < ‘ ’x œ N (and n Ø N ), which is by definition uniform convergence.
27
For the converse, suppose fn æ f uniformly (again µ a counting measure on N). Then ’‘ > 0, ÷N œ N
s.t. ’n Ø N :
1) - *2
|fn (x) ≠ f (x)| < ‘ ’x œ N ∆ µ x œ N |fn (x) ≠ f (x)| Ø ‘ = µ( ) = 0
-
For which the latter equality vacuously satisfies our definition of convergence in measure.
Naturally, since fn æ f uniformly on F c , f |F will be continuous. We now make use of (Folland) Theorem
1.18 which states that ’F œ Mµ :
µ(F ) = sup{µ(K) | K cpt µ F }
And so by definition of sup, ÷ E cpt µ F s.t. µ(F \E) < ‘/2. We thus have:
‘ ‘
µ(E c ) = µ(F c ) + µ(F \E) < + = ‘
2 2
And since E µ F , we know that f |E is also continuous, thereby proving the Theorem.
s s
Proof. We begin by making the following two observations: ’x œ [0, 1], ‰D d‹(y) = {x} d‹(y) =
s s
‹({x}) = 1 and ’y œ [0, 1], ‰D dµ(x) = {y} d‹(x) = µ({y}) = 0. Therefore, we’ll now be able to
ss ss
compute ‰D dµd‹ and ‰D d‹dµ as follows:
⁄ ⁄ ⁄ 3⁄ 4 ⁄
‰D dµd‹ = ‰D (x, y)dµ(x) d‹(y) = 0d‹(y) = 0
⁄ ⁄ ⁄ 3⁄ 4 ⁄
‰D d‹dµ = ‰D (x, y)d‹(y) dµ(x) = dµ(x) = 1
[0,1]
s
We now claim that ‰D d(µ ◊ ‹) = Œ. To see this, suppose {An ◊ Bn }Œ
1 s.t. An , Bn µ [0, 1] (measurable
subsets) s.t. D µ fi1 (An ◊ Bn ). Therefore, [0, 1] µ fi1 (An ◊ Bn ). Because
Œ Œ
qŒ of this, ÷N œ N s.t.
s (AN ◊ BN ) > 0, and explicitly µ(AN ) > 0, and ‹(BN ) = Œ. Therefore, 1 µ(An )‹(Bn ) = Œ ∆
ú
µ
‰D d(µ ◊ ‹) = Œ.
28
2.23 Folland 2.48
Prove the following Proposition:
Proposition. 2.20:
Proof. We first claim that µ ◊ µ is also a counting measure. We may actually note that fundamentally,
a counting measure · on N ◊ N will satisfy · (A ◊ B) = |A||B| = µ(A)‹(B). Therefore, since rectangles
generate the product ‡-algebra, the ‡-finitness of · implies µ ◊ ‹ = · .
We now proceed to computing each of the quantities of interest. For the first, if we let E := fiŒ
1 {{(n, n)}fi
{(n, n + 1)}}, then clearly |E| = Œ, and |f | = ‰E . Therefore:
⁄
|f |d(µ ◊ ‹) = |E| = Œ
Prove (Folland) Theorem 2.38 by using Theorem 2.37 and Proposition 2.12 together with the
following lemmas:
a) If E œ M ◊ N and µ ◊ ‹(E) = 0, then ‹(Ex ) = µ(E y ) = 0 for a.e. x and y.
b) If
s f is L-measurable
s y and f = 0 ⁄-a.e., then fx and f y are integrable for a.e. x and y, and
fx d‹ = f dµ = 0 for a.e. x and y. (Here the completeness of µ and ‹ is needed.)
Proof.
a) Immediately by (Folland) Theorem 2.36, since (X, M, µ) and (Y, N, ‹) are ‡-finite measure spaces,
we have: ⁄ ⁄
0 = µ ◊ ‹(E) = ‹(Ex )dµ(x) = µ(E y )d‹(y)
29
b) Let us define F := {(x, y) œ M ◊ N | f (x, y) ”= 0}. Thus, ÷E œ M ¢ N where µ ◊ ‹(E) = 0 and
F µ E. From a), µ(Ex ) = ‹(E y ) = 0 for x, y a.e. Furthermore, by the fact that Fx µ Ex and
F y µ E y , by linearity of measures we have µ(Fx ) = ‹(F y ) = 0 as well. We may now conclude thus
that: ⁄ ⁄ ⁄ ⁄
|fx |d‹ = ‰Fx |fx |d‹ = 0 = ‰F y |f y |dµ = |f y |dµ = 0 for a.e. x and y
3 Chapter 3
3.1 Folland 3.2
Prove the following Proposition:
Proposition. 3.1:
Proof.
a) For the forward direction, suppose ‹ is a signed measure and that E is ‹-null. Suppose for the sake
of contradiction that |‹|(E) = ‹ + (E) + ‹ ≠ (E) > 0, where ‹ = ‹ + ≠ ‹ ≠ is the Jordon Decomposition
of ‹. By the Hahn Decomposition Theorem, ÷ P, N s.t. ‹(X) = ‹(P fi N ) = ‹ + (P ) ≠ ‹ ≠ (N ) and
‹ + (N ) = 0 = ‹ ≠ (P ).
We thus can thus make the following observations:
For the converse, suppose |‹|(E) = 0, hence |‹|(E Õ ) = 0 ’E Õ µ E (E Õ measurable). Since |‹|(E Õ ) =
‹ + (E Õ ) + ‹ ≠ (E Õ ) = 0 ≈∆ ‹ + (E Õ ) = 0 = ‹ ≠ (E Õ ), we thus trivially satisfy ‹(E Õ ) = ‹ + (E Õ ) ≠
‹ ≠ (E Õ ) = 0 since both are already zero.
b) Let us recall that, explicitly, if ÷ E, F œ M s.t. E flF = , E ÛF = X and µ(E Õ ) = 0 = ‹(F Õ ) ’E Õ µ
E, F Õ µ F (E Õ , F Õ measurable), we denote this property as ‹ ‹ µ.
We begin by showing ‹ ‹ µ ∆ |‹| ‹ µ. To see this, since F is ‹-null, by Part a), we know that
|‹|(F ) = 0. Since |‹| is a positive (regular) measure, by monotonicity we have that |‹| is F -null.
Thus, by definition, |‹| ‹ µ.
30
We now show |‹| ‹ µ ∆ ‹ + ‹ µ and ‹ ≠ ‹ µ. Since ‹ = ‹ + + ‹ ≠ , we have ‹ + Æ ‹ and ‹ ≠ Æ ‹,
and so ‹ + (F Õ ) = ‹ ≠ (F Õ ) = 0, I.e., F is both ‹ + -null and ‹ ≠ -null; hence, ‹ + ‹ µ and ‹ ≠ ‹ µ.
We may now complete Part b) by showing [‹ + ‹ µ and ‹ ≠ ‹ µ] ∆ ‹ ‹ µ. Let us make explicit the
properties associated with ‹ + ‹ µ and ‹ ≠ ‹ µ by replacing the roles of E, F (from the beginning
of this proof) with A1 , A2 for ‹ + ‹ µ and B1 , B2 for ‹ ≠ ‹ µ. We first note that since A1 , B1
are both µ-null, so too is A1 fi B1 . This is true since by looking at the following representation:
A1 fi B1 © A1 Û (B1 \A1 ), and in noting B1 \A1 µ B1 , ’E Õ µ A1 fi B1 , ÷AÕ1 µ A1 , B1Õ µ B1 s.t.
E Õ = B1Õ Û A1 and both B1Õ and AÕ1 are µ-null. Furthermore, since A1 fi A2 = X = B1 fi B2 , we have
X\(A1 fi B1 ) = A2 fl B2 , which is both ‹ + -null and ‹ ≠ -null since A2 fl B2 µ A2 and A2 fl B2 µ B2 .
Thus, by setting E = A1 fi B1 , and F = A2 fl B2 , we see that indeed ‹ ‹ µ.
Proof.
a) For the first equality, ’F µ E we have:
‹(F ) = ‹ + (F ) ≠ ‹ ≠ (F ) Æ ‹ + (F ) Æ ‹ + (E)
And so ‹ + (E) Ø sup{‹(F ) | E œ M, F µ E}. To see the reverse inequality, if P, N are our
Hahn Decomposition of ‹, we naturally have ‹ + (E) = ‹(E fl P ), and since E fl P µ E, ‹ + (E) Æ
sup{‹(F ) | E œ M, F µ E}, and so:
) - *
‹ + (E) = sup ‹(F ) - E œ M, F µ E
For the second inequality, this follows very similarly. Explicitly, ’F µ E, we have:
≠‹(F ) = ‹ ≠ (F ) ≠ ‹ + (F ) Æ ‹ ≠ (F ) Æ ‹ ≠ (E)
And so ‹ ≠ (F ) Ø sup{≠‹(F ) | F œ M, F µ E} = ≠ inf{‹(F ) | F œ M, F µ E}. For the reverse
inequality, since ‹ ≠ (E) = ≠‹(E fl N ), and since E fl N µ E, ‹ ≠ (E) Æ sup{≠‹(F ) | F œ M, F µ
E} = ≠ inf{‹(F ) | F œ M, F µ E}. Combining our two inequalities, we see:
) - *
‹ ≠ (E) = ≠ inf ‹(F ) - F œ M, F µ E
31
And so:
;ÿ
n - n
h <
-
|‹|(E) Æ sup |‹(Ej )| - n œ N, E1 , . . . , En are disjoint, and Ej = E
1 1
And so:
;ÿ
n - n
h <
-
|‹|(E) Ø sup |‹(Ej )| - n œ N, E1 , . . . , En are disjoint, and Ej = E
1 1
Proof. Let us begin by defining fj := dµjj for j = 1, 2. Thus, if A1 ◊ A2 is measurable, by the definition
d‹
32
ú
Where we have = by Tonelli’s Theorem. Therefore, on A1 ◊ A2 measurable, (f1 f2 )(µ1 µ2 ) = ‹1 ‹2 ; and
thus we also have equality on the algebra of finite unions of A1 ◊ A2 ’s. Furhermore, by the uniqueness
of the extension from premeasure to measure, (f1 f2 )(µ1 µ2 ) = ‹1 ‹2 on M1 ¢ M2 . We thus immediately
have that if (µ1 ◊ µ2 )(E) = 0 ∆ (‹1 ◊ ‹2 )(E) = 0, and so ‹1 ◊ ‹2 << µ1 ◊ µ1 . Finally, since the
Radon-Nikodym derivative is unique, we have:
d(‹1 ◊ ‹2 ) d‹1 d‹2
(x1 , x2 ) = f1 (x1 )f2 (x2 ) = (x1 ) (x2 )
d(µ1 ◊ µ2 ) dµ1 dµ2
Let X = [0, 1], M = B[0,1] , m = Lebesgue measure, and µ = counting measure on M, then:
a) m << µ but dm ”= f dµ for any f .
b) µ has no Lebesgue decomposition with respect to m.
Proof.
a) Firstly, if E œ M and µ(E) = 0, then it must be that E = , and so m(E) = m( ) = 0; I.e.,
m << µ. Suppose for the sake of contradiction that dm = f dµ, then ’x œ [0, 1] and E = {x}, we
have: ⁄ ⁄
0 = m(E) = f dµ = dm = m(E) = 0
E E
Thus we must have that f © 0 on [0, 1]. However:
⁄ ⁄
1 = m([0, 1]) = f dµ = 0dµ = 0
[0,1] [0,1]
33
Proof. Let us begin by definings the measure ⁄ s.t. d⁄ = f dµ and its integration is restricted to E œ N;
I.e., ’E sœ N, we have ⁄(E) = E f dµ. To easily see that ⁄ << ‹, note that if ‹(E) = 0 ∆ µ(E) = 0 ∆
⁄(E) = E ddµ = 0. We thus have shown the necessary conditions for us to invoke The Lebesgue-Radon-
Nikodym theorem. Explicitly, the Radon-Nikodym derivative, g = d⁄ d‹ exists and is ‹-integrable where
f dµ = d⁄ = gd‹; I.e.; ⁄ ⁄ ⁄
f dµ = d⁄ = gd‹ ’E œ N
E E E
s s
Finally, if g Õ satisfies E f dµ = E g Õ d‹, then naturally d⁄ = g Õ d‹, and since the Radon-Nikodym deriva-
tive is unique, we must also have g = g Õ ‹-a.e.
Proof. Suppose that d|‹| = f dµ as in the definition of |‹|. Then if E œ M, then we will have:
ú ú
‹(E) + ‹(E c ) = ‹(X) = |‹|(X) = |‹|(E) + |‹|(E c ), where we have = by assumption
And so:
‹(E c ) ≠ |‹|(E c ) = |‹|(E) ≠ ‹(E)
Taking the real part of the LHS, and using (Folland) Proposition 3.13a (|‹(E)| Æ |‹|(E)), we see that:
! "
Re ‹(E c ) ≠ |‹|(E c ) Æ Re(‹(E c ) ≠ |‹(E c )|)
= ‹r (E c ) ≠ |‹(E c )|
Ò
= ‹r (E ) ≠ ‹r2 (E c ) + ‹i2 (E c )
c
Æ ‹r (E ) ≠ ‹r2 (E c ) = 0
c
And so combining the fact that Re(LHS) Æ 0 Æ Re(RHS), but obviously since Re(LHS) = Re(RHS),
we must have that:
Re(|‹|(E) ≠ ‹(E)) = 0 ∆ |‹|(E) = ‹r (E)
But since, again by (Folland) Proposition 3.13a, we have |‹(E)| Æ |‹|(E), we see that this must be true
≈∆ ‹i (E) = 0, and so:
34
3.7 Folland 3.21
Prove the following Proposition:
Proposition. 3.7:
) *
Proof.
) We proceed * as in the hint. Trivially, µ1 Æ µ2 since given E œ M, 1 | E = Û1 Ej
{Ej }Œ Œ
∏
{Ej }n1 | E = Ûn1 Ej (set Ej = ’j > n).
To see µ2 Æ |‹| Æ µ3 , let f := d|‹| ,
d‹
and so if E = ی
1 Ej , we have:
5ÿ
Œ 6 ÿŒ
|‹(Ej )| Æ |‹|(Ej ) by (Folland) Prop. 3.13a
j=1 j=1
5 6 ⁄
= |‹|(E) = d|‹|
E
⁄
= |f |2 d|‹| by (Folland) Prop. 3.13b
⁄E
= f f d|‹|
⁄E
= f d‹ by (Folland) Prop. 3.9a
E
-⁄ - 5;Ó ⁄ Ô- <6
- - -
Æ -- f d‹ -- œ f d‹ - |f | Æ 1
E E
If we are assuming |f | Æ 1, then f ≠1 (D) = X, and so we will have X = fin1 f ≠1 (B‘ (zj )) as well. By
defining Bj := f ≠1 (B‘ (zj )), we now perform the standard “shuffle” to make a disjoint sequence {Aj }n1
35
out of {Bj }n1 , namely we let A1 = B1 , and Aj = Bq j \ fii=1 Bi , so that X = Û1 Aj . Now, in following the
j n
j=1
And so µ3 Æ µ1 . Thus since we were able to show µ1 Æ µ2 Æ |‹| Æ µ3 Æ µ1 , every inequality above is
actually an equality and in fact: µ1 = µ2 = µ3 = |‹|.
To see this, suppose that ‘ > 0. By the definition of continuity of f at x, we know that ÷” > 0 s.t. if
||x ≠ y|| < ”, I.e., y œ B” (x), we have |f (x) ≠ f (y)| < ‘. We therefore yield the following inequality for
0 < r < ”: ⁄ ⁄
1 1
|f (y) ≠ f (x)| Æ ‘dy = Ar (‘) = ‘
m(Br (x)) Br (x) m(Br (x)) Br (x)
Thus, since ‘ was arbitrary, we may conclude that our limit is indeed = 0; I.e., x is in the Lebesgue set
of f .
36
3.9 Folland 3.25
Prove the following Proposition:
Proposition. 3.9:
m(E fl Br (x))
DE (x) = lim
r√0 m(Br (x))
b) Find examples of E and x s.t. DE (x) is a given number – œ (0, 1), or such that DE (x) does
not exist.
Proof.
a) Let us begin by defining ‹(A) := m(E fl A) ’A œ BRn . Then, by construction we have ‹ << m and
dm = ‰E . Furthermore, since {Br (x)}r>0 vacuously satisfies the requirements for a set to shrink
d‹
nicely to x œ Rn , we may make use of (Folland) Theorem 3.22. Explicitly, by 3.22, we have:
For the second example, we are looking for an E and an x s.t. DE (x) does not exist. Suppose for
this example we turn our thoughts to BR1 (so that Br (x) = (x ≠ r, x + r)). Let us now set x = 0,
and define E as follows:
Œ 3 4 3 4 3 4 3 4
h 1 1 1 1 1 1 1 1
E= , = , Û , Û , Û ···
n=1
2 2n+1 22n 8 4 32 16 128 64
Our strategy henceforth will be to compose a countable subsequence, rk , s.t. rk √ 0 and where
m(EflB k (x))
limkæŒ m(Br r(x)) will be undefined, therefore also rendering DE (x) undefined. To do this, we
37
set rk = 21k . Naturally, we have m(Brk (x)) = 22k = 2k≠1
1
. We now decompose (with a slight abuse
of notation) {rk }1 = {r2l }1 + {r2l+1 }1 , I.e. separate rk into two subsequences, one where k is
Œ Œ Õ Œ
even, the other when k is odd. For the former (k is even), we have:
ÿ 3 1 1
4 ÿ
1 1 ÿ 1
Œ 3 43 4
1 2 1
m(E fl Brk (x) ) = m 2n+1 , 2n = = = =
2 2 22n+1 2k n=0 22n+1 2k 3 3 · 2k≠1
nØl nØl
m(EflBrk (x))
And so limkæŒ Brk (x) is undefined, and therefore so too is DE (x) by our previous reasoning.
Proof. If K cpt µ BRn , then ⁄(K), µ(K) < (⁄ + ‹)(K) < Œ. Furthermore, suppose that E, F form the
singular decomposition of ⁄, µ; I.e., Rn = E Û F and ’F1 µ F, F1 œ BRn , µ(F1 ) = 0, and similarly for E
w.r.t. ⁄.
Suppose now that A œ BRn . By definition of ⁄ + µ’s regularity, we know that:
) *
(⁄ + µ)(A) = inf (⁄ + µ)(U open
)|U∏E
Therefore, ’‘ = 2≠k , k œ N, ÷ Uopen s.t. (⁄ + µ)(Uk ) < (⁄ + µ)(A) + ‘. Thus, we may construct a
countable sequence of these such Uk ’s, namely {Uk }Œ
1 , for which when letting k æ Œ, we have:
By our set up of the singular decomposition of ⁄, µ we also note that we may express (⁄ + µ)(Uk ) =
(⁄ + µ)(Uk fl E) + (⁄ + µ)(Uk fl F ) = µ(Uk fl E) + ⁄(Uk fl F ), and similarly for A, namely: (⁄ + µ)(A) =
µ(A fl E) + ⁄(A fl F ). Furthermore, since µ, ⁄ are positive measures, and by construction Uk ∏ A ∆
Uk fl E ∏ A fl E (and similarly Uk fl F ∏ A fl F ), we have µ(Uk fl E) Ø µ(A fl E) and ⁄(Uk fl F ) Ø ⁄(A fl F ).
By applying the last result twice, we can reach the following result:
(⁄ + µ)(Uk ) ≠ (⁄ + µ)(A) = ⁄(Uk fl F ) + µ(Uk fl E) ≠ ⁄(A fl F ) ≠ µ(A fl E)
Ø ⁄(Uk fl F ) ≠ ⁄(A fl F )
= ⁄(Uk fl F ) + ⁄(Uk fl E) ≠⁄(A fl F ) ≠ ⁄(A fl E)
¸ ˚˙ ˝ ¸ ˚˙ ˝
=0 =0
= ⁄(Uk ) ≠ ⁄(A) Ø 0
38
For which we already showed that the LHS has limit = 0, and thus taking limits on every equation in
the above reasoning shows that limkæŒ ⁄(Uk ) = ⁄(A). Furthermore, by the exact same steps but in
swapping ⁄ ¡ µ, we see that limkæŒ µ(Uk ) = µ(A) as well. Therefore, the same approximation by open
sets from above for the definition of (⁄ + µ)’s regularity also works as an approximation by open sets
from above for all sets A œ BRn for ⁄ and µ, hence we have arrived at the definition of ⁄ and µ being
regular measures.
4 Chapter 5
4.1 Folland 5.1
Prove the following Proposition:
Proposition. 4.1:
If X is a normed vector space over K (= R or C), then addition and scalar multiplication are
continuous
- from -X ◊ X and K ◊ X to X. Moreover, the norm is continuous from X to [0, Œ); in
fact, -||x|| ≠ ||y||- Æ ||x ≠ y||.
Proof. Let us define A : X ◊ X æ X as the addition map (I.e., defined as A(x, y) = x + y). The by
construction, A is a linear map from the NVS X ◊ X to the NVS X. We thus will have (for (x, y) œ X ◊ X):
||A(x, y)|| = ||x + y|| Æ ||x|| + ||y|| Æ 2 max{||x||, ||y||} = 2||(x, y)||
And therefore by (Folland) Proposition 5.2, since the above shows A is bounded, A must also be contin-
uous.
Let now define M : X ◊ X æ X as the scalar multiplication map (I.e., defined as M (–, x) = –x). Suppose
now that ‘ > 0 and we choose ” = min{1, ‘}. Then if (–, x) œ K ◊ X such that ||(–, x)|| < ”, we have:
And so is continuous at (0, 0), and hence again by (Folland) Proposition 5.2, M is continuous.
Lastly, let again ‘ > 0, but now set ” = ‘. If x, y œ X such that ||x ≠ y|| < ”, then:
||x|| = ||x ≠ y + y|| Æ ||x ≠ y|| + ||y|| ∆ ||x|| ≠ ||y|| Æ ||x ≠ y||
And similarly for ||y|| ≠ ||x|| Æ ||y ≠ x|| = ||x ≠ y||. Therefore:
- -
-||x|| ≠ ||y||- Æ ||x ≠ y|| < ” = ‘
L(X, Y) is a vector space and the function || · || defined by (Folland, Equation 5.3) is a norm on it.
In particular, the three expressions on the right of (5.3) are always equal.
39
Proof. We begin by defining:
) *
||T ||1 := sup ||T x|| | ||x|| = 1
; <
||T x||
||T ||2 := sup | x ”= 0
||x||
) *
||T ||3 := sup C | ||T x|| Æ C||x|| ’x œ X
As
- in (Folland)
- Equation 5.3. We thus begin by showing ||·||1 = ||·||2 = ||·||3 . Firstly, if x œ X, x ”= 0, then
-x/||x||- = 1 and so T (x)/||x|| = T (x/||x||) Æ || · ||1 . Since this is true ’x œ X, we may take the supremum
and hence ||T ||2 Æ ||T ||1 . Next, again if x œ X and ||x|| = 1, then ||T x|| Æ ||T ||3 , and again taking the
supremum implies ||T ||1 Æ ||T ||3 . Lastly, again supposing x œ X, we simply have ||T x|| Æ ||T ||2 , therefore
||T ||3 Æ ||T ||2 . Summarizing we have: ||T ||1 Æ ||T ||3 Æ ||T ||2 Æ ||T ||1 , and hence all our inequalities
above are actually equalities, and proving the equivalence of the above forms of (5.3).
To prove that || · || does indeed define a norm, suppose S, T œ L(X, Y), and x œ X. We thus have:
||(S + T )x|| = ||Sx + T x|| Æ ||Sx|| + ||T x|| Æ (||S|| + ||T ||)||x|| ∆ ||S + T || Æ ||S|| + ||T ||
And finally, ||T || = 0 ≈∆ ||T x|| = 0 ’x œ X and T © 0. Hence we’ve shown all the conditions for || · ||
to be a norm.
Proof. Let X be a subspace of X and X denote its closure. Firstly, by definition, 0 œ X. The other
property that we need to show is that if that if x, y œ X, and a, b œ K, then ax + by œ X as well. Since
x, y œ X, we know that ÷ {xj }Œ 1 µ X and {yj }1 µ X s.t. xn æ x and yn æ y with respect to the norm,
n
|| · || on X. So, ’‘/2 > 0, ÷N1 , N2 œ N s.t. ||xn ≠ x|| < ‘/2 and ||yn ≠ y|| < ‘/2 ’n Ø N1 , N2 respectively.
So, ’n Ø N = max(N1 , N2 ), we have:
-- -- 1‘2
--(axn + byn ) ≠ (ax + by)-- Æ ||axn ≠ ax|| + ||byn ≠ by|| = |a|||xn ≠ x|| + |b|||yn ≠ y|| < 2 =‘
2
And so since axn + byn æ ax + by, and axn + byn œ X it implies ax + by œ X by the definition of X.
Therefore, X is indeed a subspace of X.
40
Proposition. 4.4:
Suppose
qn that Xqis a finite-dimensional vector space. Let e1 , . . . , en be a basis for X and define
|| 1 aj ej ||1 = 1 |aj |.
n
a) || · ||1 is a norm on X.
qn
b) The map (a1 , . . . , an ) æ 1 aj ej is a continuous form K n with the usual Euclidean topology
to X with the topology defined by || · ||1 .
c) {x œ X | ||x||1 = 1} is compact in the topology defined by || · ||1 .
d) All norms on X are equivalent. (Compare any norm to || · ||1 .)
Proof.
qn
a) We can first see that ||x||1 = 0 ≈∆ x = 0 since 1 |aj | = 0 ≈∆ aj = 0 ’j = 1, . . . , n, and
0 := 0e1 + · · · + 0en .
-- ÿ -- -- ÿ --
-- n n
ÿ -- -- n -- n
ÿ
||x + y||1 = ---- –j ej + —j ej ---- = ---- (–j + —j )ej ---- = |–j + —j |
j=1 j=1 1 j=1 1 j=1
n
ÿ n
ÿ
Æ |–j | + |—j | = ||x||1 + ||y||1
j=1 j=1
And hence we have shown the three conditions for || · ||1 to be a norm on X.
qn
b) q
From Part a), by dropping the absolute values in expressions of the form 1 |aj |, and replacing it by
1 aj ej , the one inequality
qn now becomes an equality, and hence the rest proves that T : K æ X,
n n
where T (a1 , · · · , an ) = 1 aj ej , is a linear map. We may now invoke (Folland) Proposition 5.2,
which states T is continuous ≈∆ T is continuous at 0.
||x ≠ 0|| = ||x|| = (a21 + · · · a2n )1/2 < ” ∆ a2i Æ (a21 + · · · + a2n ) < ” 2 ’i = 1, . . . , n
qn
c) We begin by showing := {(a1 , . . . , an ) œ K n | 1 |aj | = 1} µ K is compact. To see this, we
n
can simply show that is closed and boundedq since µ K n = Cn or Rn . The boundness of is
easy to see since: ||(a1 , . . . , an )||2 = ||x||2 := ( 1 a2j )1/2 ∆ |aj | Æ 1 ’j = 1, . . . , n ∆ B2 (0) ∏ ,
n
hence is bounded.
41
To see is closed, we show that c is open. If x œ c
, then:
; n
ÿ <
x œ (a1 , . . . , an ) | |aj | =
” 1
1
; n
ÿ < ; n
ÿ <
© (a1 , . . . , an ) | |aj | < 1 Û (a1 , . . . , an ) | |aj | > 1 := 1 Û 2
1 1
qn qn
I.e., if x q
= (x1 , . . . , xn ), then 1 |xj | < 1 or 1 |xj | > 1. Assume x œ 1, and y œ K n . Letting
‘1 = 1 ≠ 1 |xj | > 0, then in taking ”1 = ‘1 /n, we have:
n
‘1
||x ≠ y||2 < ”1 ∆ |xi ≠ yi | Æ ||x ≠ y||2 < ”1 = ’i œ {1, . . . , n}
n
ÿn 1‘2 ÿ n
∆ ||x ≠ y||1 = |xj ≠ yj | < n =1≠ |xj |
j=1
n j=1
n
ÿ n
ÿ n
ÿ
∆ |xj | ≠ |yj | < 1 ≠ |xj | since |a| ≠ |b| < |b ≠ a|
j=1 j=1 j=1
ÿn
∆ |yj | < 1
j=1
qn
And so B‘1 /n (x) µ 1 , so 1 is open. Now suppose x œ 2. Letting ‘2 = 1 |xj | ≠ 1 and y œ K n
as before. Then letting ”2 = ‘2 /2, we have:
‘2
||x ≠ y||2 < ”2 ∆ |xi ≠ yi | Æ ||x ≠ y||2 < ”2 = ’i œ {1, . . . , n}
n
ÿn 1‘2 ÿ n
∆ ||x ≠ y||1 = |xj ≠ yj | < n = |xj | ≠ 1
j=1
n j=1
n
ÿ n
ÿ n
ÿ
∆ |xj | ≠ |yj | < |xj | ≠ 1 since |b| ≠ |a| < |b ≠ a|
j=1 j=1 j=1
ÿn
∆ |yj | > 1
j=1
And so B‘2 /n (x) µ 2 , and hence 2 is open. Now since c = 1 Û 2 , we can now conclude that
c
is open, and hence is closed, and hence compact. Furthermore, in Part b), we showed that T
(as defined in Part b) is continuous. Therefore, since:
T ( ) = {x œ X | ||x||1 = 1}
We may now conclude that since is compact, so too is {x œ X | ||x||1 = 1} in the topology defined
by || · ||1 .
d) Suppose || · || : ‰ æ RØ0 is an arbitrary norm on X. We recall that to show || · || and || · ||1 are
equivalent, we need to find C1 , C2 > 0 s.t. C1 ||x||1 Æ ||x|| Æ C2 ||x||1 ’x œ X. If x = 0, then
||x||1 = ||x|| since both are norms, selecting any C1 Æ C2 where C1 , C2 > 0 proves the equivalence
of these norms for x = 0; therefore, assume x ”= 0.
qn
If we let C2 = max({||ej ||n1 ), then if x œ X ∆ x = 1 xj ej , then:
n
ÿ n
ÿ
ú ú
||x|| Æ |xj |||ej || Æ C2 = C2 ||x||1 where we have Æ from the -inequality
j=1 j=1
42
So we have found an appropriate C2 .
We now claim that || · || is continuous in the topology defined by || · ||1 . To see this, let ‘ > 0, and
” = ‘/n. If x, y œ X and ||x ≠ y||1 < ”, then by what we found above:
3 4
‘
||x ≠ y|| Æ C2 ||x ≠ y||1 < C2 =‘
C2
Hence completing our proof since we found both C1 , C2 which satisfy the necessary inequality.
Let C k ([0, 1]) be the space of functions on [0, 1] possessing continuous derivatives up to order k
on [0, 1], including one-sided derivatives at the endpoints.
Proof.
a) We’ll proceed to prove this claim through induction. Suppose k = 0, then the forward case of
f œ C([0, 1]) implying f is differentiable on (0, 1) and and limx√n f (x) and limx¬1 f (x) existing is
by the definition of C([0, 1]).
Now, for the backward direction (k = 0), suppose f œ C((0, 1)), limx√n f (x), and limx¬1 f (x) exist
- this, however, is simply the definition of f œ C([0, 1]).
(j) (j) (j)
Let L0 := limx√n f (x) and L1 := limx¬n f (j) (x). Now assume the property above holds for
k = n ≠ 1. The forward direction is simply by definition. For the backward direction, if we wish to
(j)
show that f being k times differentiable on (0, 1) and limx√n f (x) and limx¬n f (j) (x) existing for
j Æ n implies f œ C k ([0, 1]), we may proceed as follows. Firstly, by the existence of the one sided
(j)
derivatives, we know that ’‘ > 0, ÷” > 0 such that if 0 < x < ”, then |f (j) (x) ≠ L0 | < ‘, ’j Æ n.
(j)
Furthermore, WLOG, we may omit the L1 case since all we need to chance in the argument is
43
that ” < x < 1 instead of 0 < x < ”. Moreover, by the mean value theorem, ÷x̂ œ (0, ”) s.t.
f (j≠1) (x) ≠ f (j≠1) (0) = (x ≠ 0)f (j) (x̂) = xf (j) (x̂) Therefore:
- (j≠1) (j≠1)
-
-f (x) ≠ f (x) -
-
- ≠ L0 -- = |f (j) (x̂) ≠ L1 | < ‘ since x̂ œ (0, ”)
x
And therefore by the fundamental theorem of calculus we may conclude that g = f Õ , and so fn æ f
in C 1 .
We now make our inductive step. Assume the statement is true up until j = k. Suppose then that
(k+1) (k) (k+1)
1 is Cauchy in C
{fn }Œ and fn æ f in C k and fn æ g in C k+1 . Therefore, fn æ fn
k+1
(k+1) (k+1) (k+1)
in C, and fn æ g in C. We therefore may conclude that fn æ fn in C, and ultimately
(k+1)
fn æ f in C .
To finish our proof, we need to prove that || · || is indeed a norm. Firstly, if f ”© 0, then naturally
||f || =
” 0, so ||f || = 0 ≈∆ f © 0. Since || · || is simply a sum of other norms, the triangle inequality
and absolutely scalability are both trivially immediate like definiteness.
5 Chapter 6
5.1 Folland 6.3
Prove the following Proposition:
Proposition. 5.1:
If 1 Æ p < r Æ Œ, Lp fl Lr is a Banach space with norm ||f || = ||f ||p + ||f ||r , and if p < q < r, the
inclusion map Lp fl Lr æ Lq is continuous.
Proof. We begin by first showing that Lp fl Lr is a Banach Space w.r.t. ||f || = ||f ||p + ||f ||r (I.e., show
Lp fl Lr a normed vector space and complete w.r.t. ||f ||).
The fact that || · ||r and || · ||p are norms implies || · || is a norm. Firstly, || · || Ø 0 since || · ||p , || · ||r Ø 0.
Now, suppose f, g œ Lr fl Lp , and ⁄ œ K, then we have:
||f + g|| = ||f + g||p + ||f + g||r Æ ||f ||p + ||g||p + ||f ||r + ||g||r = ||f || + ||g||
44
||⁄f || = ||⁄f ||p + ||⁄f ||r = |⁄| ||f ||p + |⁄| ||f ||r = |⁄| ||f ||
||f || = 0 ≈∆ ||f ||p = ||f ||r = 0 ≈∆ f © 0 µ-a.e.
We can also immediately see that Lp fl Lr is a vector space since if u, v œ Lp fl Lr , then u, v œ Lp and
Lr , and so all our conditions for being a vector subspace are satisfied since both Lp and Lr are vector
subspaces.
Suppose now that {fn }Œ 1 be a Cauchy sequence in L fl L . By noting that ’n, m œ N, we have
p r
||fn ≠ fm ||p Æ ||fn ≠ fm || and ||fn ≠ fm ||r Æ ||fn ≠ fm ||, and hence {fn }Œ
1 are also Cauchy in L and L .
p r
We can thus define g and h as lim fn in Lp and Lr respectively. Let ‘ > 0, then ÷ N œ N s.t. if we take
” = ‘(p+1)/p , then letting ||fn ≠ g||p < ”, and in setting E := {x œ X | ‘ Æ |fn (x) ≠ g(x)|}, we have:
⁄ ⁄ ⁄
1 1 1 1! "p 1 ! "p
µ(E) = p p
‘ dµ Æ p p
|fn ≠ g| dµ Æ p |fn ≠ g| dµ = p ||fn ≠ g||p < p ” = ‘
p
‘ E ‘ E ‘ ‘ ‘
Suppose now that ‘ > 0 and f, g œ Lp fl Lr , then if ||f ≠ g|| < ” = ‘, we have ||f ≠ g||q Æ ||f ≠ g|| < ‘ by
the above inequality. Hence ÿ : Lp fl Lr æ Lq is uniformly continuous (and naturally continuous as well).
Proof. We begin by showing || · ||, as defined, is a norm. Firstly, || · || Ø 0 since || · ||p , || · ||r Ø 0. Now,
suppose f1 , f2 œ Lr + Lp , and ⁄ œ K, then we have:
Ó - Ô
-
||f1 + f2 || = inf ||g||p + ||h||r - f1 + f2 = g + h
Ó - Ô
-
= inf ||g1 + g2 ||p + ||h1 + h2 ||r - f1 + f2 = g + h = (g1 + g2 ) + (h1 + h2 )
Ó! " ! " -- Ô
Æ inf ||g1 ||p + ||g2 ||p + ||h1 ||r + ||h2 ||r - f1 + f2 = g + h = (g1 + g2 ) + (h1 + h2 )
Ó - Ô Ó - Ô
- -
Æ inf ||g1 ||p + ||h1 ||r - f1 = g1 + h1 + inf ||g2 ||p + ||h2 ||r - f2 = g2 + h2
= ||f1 || + ||f2 ||
45
Ó - Ô
-
||⁄f || = inf ||⁄g||p + ||⁄h||r - ⁄f = ⁄(g + h)
Ó - Ô
-
= inf |⁄| ||g||p + |⁄| ||h||r - ⁄f = ⁄(g + h)
Ó - Ô
-
= |⁄| inf ||g||p + ||h||r - f = g + h
= |⁄| ||f ||
||f || = 0 ≈∆ ||f ||p = ||f ||r = 0 ’g, h s.t. f = g + h ≈∆ f © 0 µ-a.e.
We can also immediately see that Lp + Lr is a vector space since if u, v œ Lp + Lr , then u = u1 + u2 , v =
v1 + v2 where u1 , v1 œ Lp and u2 , v2 œ Lr , and so all our conditions for being a vector subspace are
satisfied since both Lp and Lr are vector subspaces.
To show completeness, we make use of (Folland) Theorem 5.1 which states that a q normed vector space, X,
is complete ≈∆ every absolutely convergent series in X converges. So, suppose 1 fn be an absolutely
Œ
has a limit in Lp + Lr , explicitly g + h œ Lp + Lr . We have thus show all the necessary conditions for
Lp + Lr to be a Banach Space w.r.t. || · ||.
Suppose p < q < r and f œ Lq . Let E := {x œ X | 1 < |f (x)|}. Thus, by the construction of E, we
therefore have: |f ‰E |p Æ |f ‰E |q and |f ‰E c |p Æ |f ‰E c |q (I.e., f ‰E œ Lp , f ‰E œ Lr ), and hence:
||f || = ||f ‰E + f ‰E c || Æ ||f ‰E ||p + ||f ‰E ||r Æ ||f ‰E ||q + ||f ‰E c ||q = ||f ||q
Suppose now that ‘ > 0 and f, g œ Lq , then if ||f ≠ g||q < ” = ‘, we have ||f ≠ g|| Æ ||f ≠ g||q < ‘ by the
above inequality. Hence ÿ : Lq æ Lp + Lr is uniformly continuous (and naturally continuous as well).
Proof.
a) We first prove the following Lemma:
Lemma. 5.1: Chebyshev’s Inequality
3 4p
||f ||p
µ(Et ) Æ
t
Where Et = {x œ X | |f (x)| Ø t} and p œ (0, Œ).
46
Proof. Let g(x) = xp if x Ø t, and 0 otherwise. We thus have 0 Æ tp ‰Et Æ |f |p ‰Et , and hence:
⁄ ⁄ ! "p
1 1 ||f ||
µ(Et ) = p
p
tp ‰Et dµ Æ p |f |p dµ Æ
t t Et tp
Now back to the problem at hand. For the forward direction, we proceed via the contrapositive,
I.e., suppose ÷‘ > 0 s.t. ’E µ M(X), µ(E) ”œ (0, ‘). From Chebyshev’s Inequality, we know that
! ||f ||p "p
÷T s.t. ’t Ø T , µ(Et ) = 0 since µ(Et ) Æ t æ 0, and so |f | Æ T a.e. So:
⁄ ⁄ ⁄ ⁄
|f |q dµ = |f |q dµ + |f |q dµ Æ T q µ(Et ) + |f |p dµ < Œ
Et Etc Etc
And so f œ Lq .
For the converse, suppose ’‘ > 0, ÷E œ M(X) s.t. µ(E) œ (0, ‘). Let us define {Fn }Œ
1 where
0 < µ(Fn ) < 1/n so that µ(Fn ) æ 0. By defining Gn := Fn \ fiŒ n+1 Fm , we must have 0 <
µ(Fn ) Æ µ(fiŒn Gm ). Furthermore, by taking subsequences, we may actually assume now that
0 < µ(Gm ) Æ 2≠m . Now if we define:
Œ
ÿ ! "≠1/q
f := µ(Gn ) ‰Gn n≠2/p (Ø 0)
n=1
Then we have:
⁄ ⁄ ⁄ ÿ
1 fi2
Œ ÿŒ
! "≠p/q
|f |p dµ = f p dµ = µ(Gn ) ‰Gn n dµ =
≠2
= <Œ
n=1 n=1
n 2 6
b) For the forward direction, the proof here is completely analogous to that in a). For the converse,
! "≠1/q ! "≠1/(p+1)
by substituting µ(Gn ) for µ(Gn ) , and noting that now we have 2m Æ µ(Gm ) < Œ
instead of 0 < µ(Gm ) Æ 2≠m , the same results as in a) still hold.
c) For the case of q = Œ, we have LŒ ”µ Lp ≈∆ µ(X) = Œ, since if |f |p < C œ RØ0 , we have:
⁄ ⁄
|f |p dµ Æ C dµ Æ Cµ(X) < Œ
If f œ Lp fl LŒ for some p < Œ, so that f œ Lq ’q > p, then ||f ||Œ = limqæŒ ||f ||q .
47
Proof. We may first assume f ”© 0 a.e. by the triviality of this case. From (the proof of Folland)
Proposition 6.10, we know that:
! "1≠p/q ! "p/q
||f ||q Æ ||f ||Œ ||f ||p
And so: 1! "1≠p/q ! "p/q 2
lim sup ||f ||q Æ lim sup ||f ||Œ ||f ||p = ||f ||Œ
qæŒ qæŒ
Furthermore, by our initial assumption, we have ||f ||Œ > 0. Suppose now that 0 < a < ||f ||Œ and
Ea := {x œ X | |f (x)| Ø a}. We thus have:
⁄
! " p ! "q ! q "1/q 1! "q 21/q
a µ(Ea ) Æ ||f ||p Æ
q q
|f | dµ Æ ||f ||q ∆ a µ(Ea ) Æ ||f ||q
Ea
! "1/q
∆ lim inf a µ(Ea ) Æ lim inf ||f ||q
qæŒ qæŒ
And so we must have all our inequalities become equalities: hence limqæŒ ||f ||q = ||f ||Œ .
Suppose 1 Æ p < Œ. If fn , f œ Lp and fn æ f a.e., then ||fn ≠ f ||p æ 0 ≈∆ ||fn ||p æ ||f ||p .
[Use Exercise 20 in (Folland) 2.3.]
Proof. For the forward direction, if ||fn ≠ f ||p æ 0, by the triangle inequality we have:
- -
-||fn ||p ≠ ||f ||p - Æ ||fn ≠ f ||p æ 0
And we therefore have ||fn ||p æ ||f ||p .
For the converse, suppose ||fn ||p æ ||f ||p . We now quickly prove the following result:
If z, w œ C, then |z ≠ w|p Æ 2p≠1 (|z|p + |w|p ) ’p Ø 1
By the second derivative test, g(z) = |z|p is convex (I.e., g(tz + (1 ≠ t)w) Æ tg(z) + (1 ≠ t)g(w)). So, if
we set t = 1/2, and move the 2p over to the other side, we have:
- -p
- z ≠ w -- 1 p 1 p
|z ≠ w|p Æ 2p≠1 (|z|p + |w|p ) ≈∆ -- Æ |z| + |w|
2 - 2 2
For which the latter is recognizably true due to the convexity of | · |p for p Ø 1 (and in making a change
of variables wÕ = ≠w)
Carrying on, let us define gn := 2p≠1 (|f |p + |fn |p ) ≠ |f ≠ fn |p . By the above inequality, we know that
gn Ø 0, and so we may apply Fatou’s Lemma:
⁄ ⁄
! "p ! "p
2 ||f ||p Æ lim inf gn = 2 ||f ||p ≠ lim sup |f ≠ fn |p dµ
p p
næŒ næŒ
s
And so lim sup |f ≠ fn |p dµ Æ 0 ∆ ||f ≠ fn ||p æ 0.
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5.6 Folland 6.14
Prove the following Proposition:
Proposition. 5.6:
If g œ LŒ , the operator T defined by T f = f g is bounded on Lp for 1 Æ p Æ Œ. Its operator
norm is at most ||g||Œ with equality if µ is semi-finite.
Proof. Firstly, we may assume g ”© 0 due to the triviality of this case. We now proceed to see that:
⁄ ⁄
! "p ! " p ! "p ! "p # $
||T f ||p = |f g|p dµ = |f |p |g|p dµ Æ ||g||Œ |f |p dµ = ||g|Œ | ||f ||p Æ since |g| Æ ||g||Œ
∆ ||T || Æ ||g||Œ
To see equality if µ is semi-finite, suppose 0 < ‘ < ||g||Œ , By µ’s semi-finitness, ÷ E s.t. ||g||Œ ≠ ‘ <
|g| ’x œ E. Thus, we have:
! "
||T ‰E ||p = ||g‰E || > ||g||Œ ≠ ‘ ||‰E ||p ∆ ||T || > ||g||Œ ≠ ‘ ∆ ||T || Ø ||g||Œ
Where we have the last implication by ‘’s arbitrarily, and to satisfy both equalities, we must have
||g||Œ = ||T ||.
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