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PMATH 450 Due: June 14 at 9:00 AM

PMATH 450
Assignment 4
1. Let A ⊆ R be measurable. A complex-valued function f : A → C is defined to be measurable
if and only if f −1 (U ) is measurable for every open U ⊆ C. Moreover, for every such f there
exists functions R : A → R and I : A → R such that f (x) = R(x) + I(x)i for every x ∈ A.
We call R and I the real and imaginary parts of f, respectively. Prove that f is measurable
if and only if both R and I are measurable.
2. Let (fn ) be a uniformly bounded sequence measurable functions from A to R. Prove that
lim inf fn : A → R, given by x 7→ lim inf n→∞ (fn (x)), is measurable.

Definition: Let (fn ) be a sequence of measurable functions on a common domain A. We say


(fn ) converges in measure to a measurable function f : A → R if for all α > 0,
lim m({x ∈ A : |fn (x) − f (x)| ≥ α}) = 0.
n→∞

We denote this by “fn → f in measure”. We say the sequence is Cauchy in measure if for
all α > 0 and all ε > 0 there exists an N ∈ N such that
m({x ∈ A : |fn (x) − fm (x)| ≥ α}) < ε
for every n, m ≥ N .

3. Let (fn ) be a sequence of measurable functions on a common domain A.


(a) Prove that if fn → f uniformly then fn → f in measure.
(b) Give an example of a sequence (fn ) of measurable functions on A = R which converges
to some measurable f pointwise, but fn 6→ f in measure.
(c) Give an example of a sequence (fn ) of measurable functions on A = [0, 1] which converges
to some measurable f in measure, but fn (x) 6→ f (x) for every x ∈ A.
(d) Let (fn ) be a sequence of measurable functions which is Cauchy in measure. Prove there
is a subsequence of (fn ) which converges to a measurable function f pointwise a.e. AND
in measure.
Hint:  
1 1
m x ∈ A : |fnk +1 (x) − fnk (x)| ≥ k < k
2 2
4. Let A ⊆ R be measurable with m(A) < ∞. Define an equivalence relation on the set of
measurable subsets of A by B ∼ C ⇐⇒ m(B∆C) = 0. You may freely use that this is
an equivalence relation. Let X denote the set of equivalence classes under this equivalence
relation.
(a) Prove that d([B], [C]) = m(B∆C) is a well-defined metric on X.
(b) P
A sequence (xn ) in X is said to be strongly-Cauchy if there exists a convergent series
εn of positive real numbers such that d(xn+1 , xn ) < ε2n for all n ∈ N. Prove that every
strongly Cauchy sequence in X converges. (Hint: limsup)
(c) Prove that (X, d) is complete.

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