Real Analysis Problems

Cristian E. Gutierrez
September 14, 2009
1
1 CONTINUITY
1 Continuity
Problem 1.1 Let r
n
be the sequence of rational numbers and
f(x) =

{n:rn<x}
1
2
n
.
Prove that
1. f is continuous on the irrationals.
2. f is discontinuous on the rationals.
3. Calculate
_
1
0
f(x) dx.
Hint: for (3) set A(x) = n : r
n
< x so f(x) =

n=1

A(x)
(n)
1
2
n
; use Fubini.
Problem 1.2 Let f
n
(x) = sin

x + 4 n
2

2
on [0, +). Prove that
1. f
n
is equicontinuous on [0, +).
2. f
n
is uniformly bounded.
3. f
n
0 pointwise on [0, +).
4. There is no subsequence of f
n
that converges to 0 uniformly.
5. Compare with Arzel` a-Ascoli.
Problem 1.3 Prove that the class of Lipschitz functions f in [a, b] with Lipschitz
constant K and f(a) = 0 is a compact set in C([a, b]).
Problem 1.4 Let B be the unit ball in C([a, b]). Dene for f C([a, b])
Tf(x) =
_
b
a
_
x
2
+e
x
2
+y
_
f(y) dy.
Prove that T(B) is relatively compact in C[a, b].
2
1 CONTINUITY
Problem 1.5 Let g
n
: R R be the continuous function that is zero outside the
interval [0, 2/n], g
n
(1/n) = 1, and g
n
is linear on (0, 1/n) and (1/n, 2/n). Prove that
g
n
0 pointwise in R but the convergence is not uniform on any interval containing
0. Let r
k
be the rational numbers and dene
f
n
(t) =

k=1
2
k
g
n
(t r
k
).
Prove that
1. f
n
is continuous on R.
2. f
n
0 pointwise in R.
3. f
n
does not converge uniformly on any interval of R.
Problem 1.6 Let f C(R) and f
n
(x) =
1
n
n1

k=0
f
_
x +
k
n
_
. Show that f
n
con-
verges uniformly on every nite interval.
Problem 1.7 Consider the following statements:
(a) f is a continuous function a.e. on [0, 1]
(b) there exists g continuous on [0, 1] such that g = f a.e.
Show that (a) does not imply (b), and (b) does not imply (a).
Problem 1.8 Show that if f and g are absolutely continuous functions in [a, b] and
f

(x) = g

(x) a.e., then f(x) g(x) = constant, for each x [a, b].
Problem 1.9 If f is absolutely continuous in [0, 1], then f
2
is absolutely continuous
in [0, 1].
Problem 1.10 Let 0 < 1. A function f C

([0, 1]), f is Holder continuous of

order , if there exists K 0 such that [f(x)f(y)[ K[xy[

for all x, y [0, 1].

Prove that
1. C

[0, 1] C

([0, 1]) for 0 < 1.

2. If f is Holder continuous of order one, that is, f is Lipschitz, then f is abso-
lutely continuous on [0, 1].
3
1 CONTINUITY
3. Let a > 0. Dene g(x) = x
a
sin(x
a
) for x ,= 0 and f(0) = 0.
4. Prove that g / BV [0, 1]. Prove that g C

([0, 1]) with = a/(1 + a), and

g / C

([0, 1]) for > a/(1 +a).

Problem 1.11 Consider the space BV [a, b] of bounded variation functions in [a, b]
with the norm
|f|
BV
= sup

i=1
[f(
i
) f(
i1
)[ +[f(a)[,
where the supremum is taken over all partitions =
0
, . . . ,
k
of [a, b]. Prove
that
1. (BV [a, b], | |) is a Banach space;
2. the set of absolutely continuous functions in [a, b] is a closed subspace of
BV [a, b].
Problem 1.12 Show that the series

k=1
(1)
k
k +[x[
converges for each x R and the sum is a Lipschitz function.
Problem 1.13 Let f : [a, b] R be continuous and x
k
[a, b] a Cauchy se-
quence. Prove that f(x
k
) is a Cauchy sequence.
Problem 1.14 Let f : R R be such that [f(x) f(y)[ M [x y[

for some
M > 0, > 1 and for all x, y R. Prove that f is constant.
Problem 1.15 Let f(x) = x
2
sin(1/x
2
) for x [1, 1], x ,= 0, and f(0) = 0. Show
that f is dierentiable on [1, 1] but f

is unbounded on [1, 1].

Problem 1.16 Suppose f
n
f uniformly in open, and x
n
with x
n

x . Prove that f
n
(x
n
) f(x).
Problem 1.17 If x
n
is a sequence such that [x
n+1
x
n
[ 1/2
n
, then x
n
is a
Cauchy sequence.
4
1 CONTINUITY
Problem 1.18 Let a < b, c < d. Dene
f(x) =
_

_
ax sin
2 1
x
+bx cos
2 1
x
, for x > 0
0, for x = 0
cx sin
2 1
x
+dx cos
2 1
x
, for x > 0.
Calculate D

f, D
+
f, D

f, D
+
f at x = 0.
Problem 1.19 Let f be a continuous function in [-1,2]. Given 0 x 1, and
n 1 dene the sequence of functions
f
n
(x) =
n
2
_
x+
1
n
x
1
n
f(t) dt.
Show that f
n
is continuous in [0,1] and f
n
converges uniformly to f in [0,1].
Problem 1.20 Let f
n
: R R be a uniformly bounded sequence of functions.
Show that for each countable subset S R there exists a subsequence of f
n
which
converges in S.
Hint: select the subsequence by using a diagonal process
Problem 1.21 Let f be a continuous function in [0, 1] such that f is absolutely
continuous in [0, ] for every , 0 < < 1. Show that f is absolutely continuous in
[0, 1].
Problem 1.22 Let f
n
be absolutely continuous functions in [a, b], f
n
(a) = 0. Sup-
pose f

n
is a Cauchy sequence in L
1
([a, b]). Show that there exists f absolutely
continuous in [a, b] such that f
n
f uniformly in [a, b].
Problem 1.23 Let f
n
(x) = cos(nx) on R. Prove that there is no subsequence f
n
k
converging uniformly in R.
Problem 1.24 Let f : R
n
R be a bounded function. If E R
n
, then the
oscillation of f over E is dened by
osc
E
f = sup
E
f inf
E
f,
and for x R
n
dene
f
(x) = lim
0
osc
B

(x)
f. Prove
1. If E F, then osc
E
f osc
F
f.
2. Prove that
f
is well dened and
f
(x) = inf
>0
osc
B

(x)
f.
3. For each > 0 the set x :
f
(x) < is open.
4. The set of points of discontinuity of f is an F

.
5
2 SEMICONTINUOUS FUNCTIONS
2 Semicontinuous functions
Denition 2.1 Let R
n
be open. The function f : R is lower (up-
per) semicontinuous if f(z) liminf
xz
f(x) = lim
0
inf
|xz|<
f(x) (f(z)
limsup
xz
f(x) = lim
0
sup
|xz|<
f(x)).
Problem 2.2 Prove that the following statements are equivalent:
1. f is lower semicontinuous;
2. f
1
(c, +) is open for each c R;
3. f
1
(, c] is closed for each c R;
4. If x
k
z, then f(z) sup
k
f(x
k
);
5. For each z and for each > 0 there exists a neighborhood V of z such
that f(x) f(z) for each x V.
Problem 2.3 Let g : R and dene
f(x) = liminf
zx
g(z).
Prove that f is lower semicontinuous.
Problem 2.4 Prove that
1. if E R
n
, then
E
is lower semicontinuous if and only if E is open.
2. the function
f(x) =
_
_
_
0 if x is irrational
1
n
if x = m/n with n N, m Z, and m/n irreducible
is upper semicontinuous.
Problem 2.5 Let f

J
be a family of lower semicontinuous function in . Prove
that f(x) = sup
J
f

(x) is lower semicontinuous.

Problem 2.6 Prove that the function dened in Problem 1.1 is lower semicontin-
uous in R.
6
3 MEASURE
3 Measure
Problem 3.1 Let E
j
be a sequence of sets in R
n
and E = limsup
j
E
j
=

k=1

j=k
E
j
. Show that limsup
j

E
j
(x) =
E
(x).
Problem 3.2 Consider the set of rational numbers Q = q
j

j=1
. Prove that
R

_
j=1
_
q
j

1
j
2
, q
j
+
1
j
2
_
,= .
Problem 3.3 Construct a countable family of closed intervals contained in [0, 1]
such that the union covers [0, 1] but there is no nite subcovering.
Problem 3.4 Let E be a set in R
n
. Show that there exists a sequence G
i
of open
sets, G
1
G
2
E such that
[

i=1
G
i
[ = [E[
e
.
Problem 3.5 If E [0, 1], [E[ = 0 and f(x) = x
3
, then [f(E)[ = 0.
Problem 3.6 True or false, justify your answer.
1. The class of Lebesgue measurable sets has cardinality 2
c
.
2. Every perfect set has positive measure.
3. Every bounded function is measurable.
Problem 3.7 Let

be an exterior measure and let A

n
be a sequence of sets such
that

n=1

(A
n
) < +.
Show that

(limA
n
) = 0. ( limA
n
=

n=1

j=n
A
j
)
Problem 3.8 Let f : [0, 1] [0, 1] be the Cantor function, and let be the
Lebesgue-Stieltjes measure generated by f, i.e. ((a, b]) = f(b) f(a), for (a, b]
[0, 1]. Show that is singular with respect to Lebesgue measure.
7
3 MEASURE
Problem 3.9 Let be an uncountable set. The class of sets dened by
F = A : A is countable or A
c
is countable
is a -algebra. Dene the measures: (A) = + if A is innite, (A) = #(A) if A
is nite; (A) = 0 if A is countable and (A) = 1 if A is uncountable. Show that
but an integral representation of the form (A) =
_
A
f d is not valid. Why
this does not contradict the Radon-Nikodym theorem?
Problem 3.10 Show that given , 0 < < 1, there exists a set E

[0, 1] which is
perfect, nowhere dense and [E

[ = 1 .
Hint: the construction is similar to the construction of the Cantor set, except
that at the kth stage each interval removed has length 3
k
.
Problem 3.11 Let I
1
, , I
N
be a nite family of intervals in R such that Q
[0, 1]
N
j=1
I
j
. Prove that

N
j=1
[I
j
[ 1. Is this true if the family of intervals is
innite?
Problem 3.12 Let E
j

j=1
be a sequence of measurable sets in R
n
such that [E
j

E
i
[ = 0 for j ,= i. Prove that
[

_
j=1
E
j
[ =

j=1
[E
j
[.
Problem 3.13 Let A, B R
n
such that A is measurable. If A B = then
[A B[
e
= [A[ +[B[
e
.
Hint: given > 0 there exists F closed such that F A and [A F[ < .
Problem 3.14 Let E
j

j=1
be a sequence of measurable sets in R
n
. Prove that
1. liminf
j
E
j
and limsup
j
E
j
are measurable.
2. [ liminf
j
E
j
[ liminf
j
[E
j
[.
3. If [
jk
E
j
[ < for some k then [ limsup
j
E
j
[ limsup
j
[E
j
[.
Problem 3.15 Let A R measurable with [A[ < . Show that the function
f(x) = [(, x) A[ is nondecreasing, bounded and uniformly continuous in R.
8
3 MEASURE
Problem 3.16 Show that Q is not a set of type G

. Construct a set G of type G

such that Q G and [G[ = 0.

Problem 3.17 Let E be a measurable set in R with positive measure. We say that
x R is a point of positive measure with respect to E if [EI[ > 0 for each open in-
terval I containing x. Let E
+
= x R : x is of positive measure with respect to E.
Prove that
1. E
+
is perfect.
2. [E E
+
[ = 0.
Problem 3.18 Let E be the set of numbers in [0, 1] whose binary expansion has 0
in all the even places. Show that [E[ = 0.
Problem 3.19 Let f
k
be measurable and f
k
f a.e. in R
n
. Prove that there
exists a sequence of measurable sets E
j

j=1
such that [R
n

j=1
E
j
[ = 0 and f
k
f
uniformly on each E
j
.
Problem 3.20 Let E R
n
be a measurable set with positive measure, and let
D R
n
be a countable dense set. Prove that [R
n

q
k
D
(q
k
+E)[ = 0.
Problem 3.21 An ellipsoid in R
n
with center at x
0
is a set of the form
E = x R
n
: A(x x
0
), x x
0
) 1,
where A is an nn positive denite symmetric matrix and , ) denotes the Euclidean
inner product. Prove that
[E[ =

n
(det A)
1/2
,
where
n
is the volume of the unit ball.
Hint: formula of change of variables.
Problem 3.22 Let f : R R be a continuously dierentiable function. Dene
: R
2
R
2
by
(x, y) = (x +f(x +y), y f(x +y)).
Prove that [(E)[ = [E[ for each measurable set E R
2
.
Hint: formula of change of variables.
9
3 MEASURE
Problem 3.23 Let E [0, 1] such that there exists > 0 satisfying [E [a, b][
(b a) for all [a, b] [0, 1]. Prove that [E[ = 1.
Problem 3.24 We say that the sets A, B R
n
are congruent if A = z + B for
some z R
n
.
Let E R
n
be measurable such that 0 < [E[ < +. Suppose that there exists
a sequence of disjoint sets E
i

i=1
such that for all i, j, E
i
and E
j
are congruent,
and E =

j=1
E
j
.
Prove that all the E
j
s are nonmeasurable.
10
4 MEASURABLE FUNCTIONS
4 Measurable functions
Let E be a measurable set and f
n
: E R a sequence of measurable functions.
(A) f
n
f pointwise in E if f
n
(x) f(x) for all x E.
(B) f
n
f pointwise almost everywhere in E if f
n
(x) f(x) for almost all x E.
(C) f
n
f almost uniformly in E if for each > 0 there exists a measurable set
F E such that [E F[ and f
n
f uniformly in F.
(D) f
n
f in measure in E if for each > 0, lim
n
[x E : [f
n
(x) f(x)[
[ = 0.
(E) f
n
is a Cauchy sequence in measure in E if for each , > 0, there exists N
such that [x E : [f
n
(x) f
m
(x)[ [ for all n, m N.
f : E R is a measurable function if f
1
((, a)) is a Lebesgue measurable
set for all a R.
f : E R is a Borel measurable function if f
1
((, a)) is a Borel set for all
a R.
Problem 4.1 If f
n
f almost uniformly in E, then f
n
f in measure in E.
Problem 4.2 If f
n
f in measure and f
n
g in measure, then f = g a.e.
Problem 4.3 If f
n
is a Cauchy sequence in measure, then there exists a subsequence
f
n
k
that is a Cauchy sequence almost uniformly.
Problem 4.4 If f
n
is a Cauchy sequence in measure, then there exists f measurable
such that f
n
f in measure.
Problem 4.5 Give an example of a sequence f
n
that converges in measure but does
not converge a.e.
Problem 4.6 If [E[ < and f
n
f a.e. in E, then f
n
f in measure. Show
that this is false if [E[ = .
Problem 4.7 If f
n
f in measure, then there exists a subsequence f
n
k
such that
f
n
k
f a.e.
11
4 MEASURABLE FUNCTIONS
Problem 4.8 If f
n
f in measure, then f
n
is a Cauchy sequence in measure.
Problem 4.9 Let f, f
k
: E R be measurable functions. Prove that
1. If f
k
f in measure, then any subsequence f
k
j
contains a subsequence f
k
jm

f a.e. as m , .
2. Suppose [E[ < . If any subsequence f
k
j
contains a subsequence f
k
jm
f
a.e. as m , then f
k
f in measure.
Hint: for (2) suppose by contradiction that f
k
, f in measure. Then there exists

0
> 0 such that [x E : [f
k
(x) f(x)[
0
[ , 0. Hence there is an increasing
sequence k
j
such that [x E : [f
k
j
(x) f(x)[
0
[ r > 0, for some r > 0
and for all j. By hypothesis there is a subsequence f
k
jm
f a.e. as m . Now
use Egorov to get a contradiction.
Problem 4.10 Let f : E R be a measurable function. Prove that if B R is a
Borel set then f
1
(B) is measurable.
Hint: consider / = A R : f
1
(A) is measurable and show that / is a
-algebra that contains the open sets of R.
Problem 4.11 If f : E R is a measurable function and g : R R is Borel
measurable, then g f is measurable.
12
5 INTEGRATION
5 Integration
Problem 5.1 Let f : [a, b] R be integrable and nonnegative. Prove that
__
b
a
f(x) cos x dx
_
2
+
__
b
a
f(x) sin x dx
_
2

__
b
a
f(x) dx
_
2
.
Hint: write f(x) =
_
f(x)
_
f(x) cos x and use Schwartz on the left hand side.
Problem 5.2 Show that
lim
n
_
[0,1]
n
x
2
1
+ +x
2
n
x
1
+ +x
n
dx = 2/3.
Hint: see Makarov, prob. 6.21, p.107.
Problem 5.3 Let f
1
: [0, M] R be a bounded function. Dene
f
n+1
(x) =
_
x
0
f
n
(t) dt, n = 1, 2, .
Prove that the series

n=2
f
n
(x) is uniformly convergent on [0, M] and the sum is
a continuous function on [0, M].
Problem 5.4 Let f : R
n
R be integrable. Prove that
1. [x R
n
: [f(x)[ = [ = 0.
2. For each > 0, [x R
n
: [f(x)[ [ < .
3. For each > 0 there exists a compact set K such that
_
R
n
\K
[f(x)[ dx < .
4. For each > 0 there exist M R and A R
n
measurable such that [f(x)[
M in A and
_
R
n
\A
[f(x)[ dx < .
5. For each > 0 there exist > 0 such that if A R
n
is measurable and such
that [A[ < then
_
A
[f(x)[ dx < .
Problem 5.5 Let f : E R be measurable with [E[ < .
Then f is integrable if and only if

m
[x R
n
: [f(x)[ m[ < .
Hint: use Abels summation by parts formula,
N

k=1
a
k
b
k
= A
N
b
N
+
N1

k=1
A
k
(b
k
b
k1
),
where A
k
=

k
j=1
a
j
.
13
5 INTEGRATION
Problem 5.6 Let f, f
k
: R
n
R be integrable functions such that f
k
f a.e.
Then
_
R
n
[f
k
(x) f(x)[ dx 0 if and only if
_
R
n
[f
k
(x)[ dx
_
R
n
[f(x)[ dx.
Problem 5.7 Let P [0, 1] be a perfect nowhere dense set, i.e.,
_
P
_

= , with
positive measure. Show that
P
(x) is not Riemann integrable on [0, 1] but it is
Lebesgue integrable on [0, 1].
Problem 5.8 Let f : R
n
R be integrable and > 0. Prove that
1. There exists g : R
n
R simple and integrable such that
_
R
n
[f(x)g(x)[ dx <
.
2. There exists h : R
n
R continuous with compact support such that
_
R
n
[f(x)
h(x)[ dx < .
Problem 5.9 (Fatou in measure) If f
k
0 and f
k
f in measure in E then
_
E
f(x) dx liminf
k
_
E
f
k
(x) dx.
Hint: let A
k
=
_
E
f
k
(x) dx and A = liminf
k
A
k
; there exists a subsequence
A
km
A as m . Since f
km
f in measure, there exists a subsequence
f
km
j
f a.e. as j . Now apply Fatou.
Problem 5.10 (Monotone convergence in measure) If f
k
0, f
k
f
k+1
, and
f
k
f in measure in E then
_
E
f(x) dx = lim
k
_
E
f
k
(x) dx.
Problem 5.11 (Lebesgue in measure) If [f
k
[ g a.e. with g integrable in E,
and f
k
f in measure in E then
_
E
f(x) dx = lim
k
_
E
f
k
(x) dx.
Problem 5.12 Let f, f
k
: R
n
R be measurable functions such that f
k
f a.e.
and there exists g integrable such that [f
k
(x)[ g(x) a.e. for all k. Prove that
f
k
f almost uniformly.
14
5 INTEGRATION
Problem 5.13 Let [E[ < and let X denote the class of measurable functions in
E. If f, g X dene
d(f, g) =
_
E
[f(x) g(x)[
1 +[f(x) g(x)[
dx.
Show that (X, d) is a metric space and f
k
f in (X, d) if and only if f
k
f in
measure in E.
Problem 5.14 Let C [0, 1] be the Cantor set and f : [0, 1] R given by
f(x) =
_
0, if x C
p, if x I [0, 1] P, I interval such that (I) = 3
p
Show that f is measurable and
_
1
0
f(x) dx = 3.
Problem 5.15 Prove that
1.
_
1
0
x sin x
1 + (nx)
a
dx = o(
1
n
), if a > 1.
2. lim
n
_

0
dx
(1 +
x
n
)
n
x
1/n
= 1
Problem 5.16 Calculate lim
n
_
1
0
f
n
(x)dx where:
1. f
n
(x) =
log(x +n)
n
e
x
cos x
2. f
n
(x) =
nx log x
1 +n
2
x
2
3. f
n
(x) =
n

x
1 +n
2
x
2
4. f
n
(x) =
nx
1 +n
2
x
2
5. f
n
(x) =
n
3/2
x
1 +n
2
x
2
6. f
n
(x) =
n
p
x
r
log x
1 +n
2
x
2
, r > 0, p < min2, 1 +r
15
5 INTEGRATION
7. f
n
(x) =
_
1 +
x
n
_
n
sin(
x
n
) in the interval (0, ).
8. f
n
(x) =
1 +nx
(1 + x)
n
Problem 5.17 Prove the following identities.
1. lim
n
n
1/
_
1
0
x
1/
(1 x)
n
dx
x
=
_

0
e
u

du if > 0.
2. lim
n
_
n
0
_
1
x
n
_
n
x
(1)
dx =
_

0
e
x
x
(1)
dx if > 0.
3. lim
n
_

ne
nx
2
dx =
_

( lim
n

ne
nx
2
) dx if > 0.
4.
_
1
0
x
1/3
1 x
log
_
1
x
_
dx = 9

n=1
1
(3n + 4)
2
.
5.
_

0
sin t
e
t
x
dt =

n=1
x
n1
n
2
+ 1
for 1 < x < 1.
6.
_
1
0
log x sin x dx =

n=1
(1)
n
(2n)(2n)!
.
Problem 5.18 If f is Riemann integrable on [a, b] and f(x) = 0 for x [a, b] Q,
then
_
b
a
f(x) dx = 0.
Problem 5.19 Show that
f(x) =
_
1 if x = 1/n
0 otherwise
is Riemann integrable on [0, 1]. Find the value of
_
1
0
f(x) dx.
Problem 5.20 Let f : [0, 1] R be Riemann integrable. Prove that
lim
n
1
n
n

k=1
f(k/n) =
_
1
0
f(x) dx.
16
5 INTEGRATION
Problem 5.21 Let f : [0, 1] R be continuous, and f(x) ,= 0 for each x (0, 1).
Suppose that
f(x)
2
= 2
_
x
0
f(t) dt
for each x [0, 1]. Prove that f(x) x.
Problem 5.22 Let f be a measurable function on [0, 1] and let
A = x [0, 1] : f(x) Z.
Prove that A is measurable and
_
1
0
[cos ( f(x))]
2n
dx [A[,
as n .
Problem 5.23 Find all the values of p and q such that the integral
_
x
2
+y
2
1
1
x
2p
+y
2q
dxdy
converges.
Problem 5.24 Let f
1
, , f
k
be continuous real valued functions on the interval
[a, b]. Show that the set f
1
, , f
k
is linearly dependent on [a, b] if and only if the
k k matrix with entries
f
i
, f
j
) =
_
b
a
f
i
(x) f
j
(x) dx
has determinant zero.
Problem 5.25 Let f : [0, +) R be continuously dierentiable with compact
support in [0, +); and 0 < a < b < . Prove that
_

0
f(b x) f(a x)
x
dx = f(0) ln(b/a).
Problem 5.26 Find all the values of p such that the integral
_

0
_
/2
0
e
xy
p
sin x dxdy
converges.
17
5 INTEGRATION
Problem 5.27 Recall that the convolution of two integrable functions f and g is
dened by
f g(x) =
_
R
n
f(x y) g(y) dy.
Let f 0 such that
_
R
n
f(x) dx = A < 1. Dene the sequence f
k
= f f
where the convolution is performed k times.
Prove that all the f
k
s are integrable and f
k
0 in L
1
(R
n
).
Problem 5.28 Let f L
1
(0, +) be nonnegative. Prove that
1
n
_
n
0
x f(x) dx 0, as n .
Problem 5.29 Let f 0 in R, set g(x) =

n=
f(x+n). Show that if g L(R)
then f = 0 a.e.
Problem 5.30 Given f L
2
([0, 1]) dene
Kf(x) =
1
x
4/3
_
x
0
f(t) dt.
Show that |Kf|
1
C|f|
2
where C is a constant independent of f.
Hint: use Cauchy-Schwartz.
Problem 5.31 Let A be a measurable subset of [0, 2], show that
_
A
cos nx dx 0, as n .
Problem 5.32 Let f be a non-negative measurable function in [0,1]. Show that
the limit
lim
n
_
1
0
f(x)
n
dx
exists if and only if
[x [0, 1] : f(x) > 1[ = 0.
Problem 5.33 Prove that lim
n
_

sin x
1 +nx
2
dx = 0.
18
5 INTEGRATION
Problem 5.34 (Variant of Fatou) Let g
n
L
1
(E) and g
n
g in L
1
(E). Sup-
pose f
n
are measurable functions on E and f
n
g
n
a.e. for each n. Prove that
limsup
n
_
E
f
n

_
E
limsup
n
f
n
.
Problem 5.35 (Variant of Lebesgue) Let g
n
L
1
(E) and g
n
g in L
1
(E).
Suppose f
n
are measurable functions on E such that f
n
f a.e. or f
n
f in
measure, and [f
n
[ g
n
a.e. for each n. Prove that
_
E
[f
n
f[ 0,
as n , and consequently lim
n
_
E
f
n
=
_
E
f.
Problem 5.36 Let [E[ < . Prove that f
n
f in measure if and only if
_
E
[f
n
f[ 1 0
as n .
Problem 5.37 Let f L
1
(0, 1) and suppose that lim
x1
f(x) = A < . Show
that
lim
n
n
_
1
0
x
n
f(x) dx = A.
19
6 SOLUTIONS CONTINUITY
6 Solutions Continuity
1.1 Let y < x with y irrational. Write
f(x) f(y) =

{n:yrn<x}
1/2
n
.
Given > 0 there exists N such that

nN
1/2
n
< . Let = min[y r
k
[ : 1
k N. If x y < and n is such that y r
n
< x, then n > N. Because if n N
and y r
n
< x, then r
n
y < x y < which is impossible by denition of .
If y Q, then y = r
m
for some m and so f(x) f(y) =

{n:yrn<x}
1/2
n
1/2
m
for any x > y.
We have
_
1
0
f(x) dx =
_
1
0

n=1

A(x)
(n)
1
2
n
dx =

n=1
1
2
n
_
1
0

A(x)
(n) dx
=

n=1
1
2
n
_
1
0

(rn,+)
(x) dx =

n=1
1
2
n
[[0, 1] (r
n
, +)[.
1.2 Write
sin

x + 4 n
2

2
sin
_
y + 4 n
2

2
= cos
_
+ 4 n
2

2
1
2
_
+ 4 n
2

2
(x y),
with some between x+4 n
2

2
and y +4 n
2

2
. To show the pointwise convergence
pick y = 0. For (3), [f
n
(z)[ = 1 when z + 4 n
2

2
= (k + 1/2).
1.3 The class is bounded in C[a, b] and equicontinuous.
1.4 If [f(x)[ 1 on [a, b], then T(f) is bounded. Show that T(f) are equicon-
tinuous writing
T(f)(x) T(f)(z) =
_
b
a
(x
2
+z
2
)f(y) dy +
_
b
a
(e
x
2
e
z
2
) e
y
f(y) dy.
1.5 The continuity follows from the uniform convergence of the series. Given
> 0 there exists N such that

k=N+1
2
k
< . Write
f
n
(t) =
N

k=1
2
k
g
n
(t r
k
) +

k=N+1
2
k
g
n
(t r
k
) = A
n
(t) +B
n
(t).
We have supp g
n
( r
k
) [t 1/2n, t]. Let E = r
1
, r
2
, , r
N
. Suppose rst
that t / E and let = dist(t, E). If 1/2n < , then r
k
, [t 1/2n, t] for all
20
6 SOLUTIONS CONTINUITY
1 k N and so A
n
(t) = 0 for n > 1/2. If on the other hand t E, then
limsup
n
A
n
(t)

N
k=1
2
k
limsup
n
g
n
(t r
k
) = 0.
Let (a, b) be an interval. There exists r
m
(a, b) and so r
m
+1/n (a, b) for all
n suciently large. Therefore sup
x(a,b)
f
n
(x) f
n
(r
m
+ 1/n) 2
m
g
n
(1/n) = 2
m
for all n suciently large.
1.6 f
n
(x) is a Riemann sum and converges to
_
x+1
x
f(t) dt as n . Let (a, b)
be a nite interval. Write
f
n
(x)
_
x+1
x
f(t) dt =
n1

k=0
_
x+(k+1)/n
x+k/n
(f(x +k/n) f(t)) dt.
Since f is uniformly continuous on [a, b +1] we have that [f(x+k/n) f(t)[ < for
all x [a, b], x + k/n t x + (k + 1)/n, 0 k n 1, and for all n suciently
large. Therefore
sup
x[a,b]

f
n
(x)
_
x+1
x
f(t) dt

<
for all n suciently large.
1.7 (a), (b) f(x) = 1/x; (b), (a) g(x) = 1, f(x) = 1 for x Q and f(x) = 0
for x R Q.
1.8 By the absolute continuity f(x) f(a) =
_
x
a
f

(t) dt and g(x) g(a) =

_
x
a
g

(t) dt, for all a x b, so f(x) g(x) = f(a) g(a) for all a x b.
1.9 f(x)
2
f(y)
2
= (f(x) +f(y))(f(x) f(y)) and f is bounded.
1.10 Let h > 0. We have [g(x +h) g(x)[ [g(x +h) g(0)[ +[g(x) g(0)[
(x+h)
a
+x
a
2(x+h)
a
. Also [g

(x)[ 2a/x for x ,= 0. By the mean value theorem,

[g(x + h) g(x)[ C
a
min(x + h)
a
, h/x. Next either x
a+1
h or x
a+1
< h, and
then conclude g C

([0, 1]). To show the negative statement notice that g(x) = 0

at x = = (n)
1/a
with n = 1, 2, . Let > 0 small, and

= ((n + ))
1/a
.
Suppose by contradiction that [g() g(

)[ K[

. We have [g

(x)[ =
a
x
[x
a
sin x
a
cos x
a
[
a
x
([cos x
a
[ x
a
[ sin x
a
[)
a
x
([cos x
a
[ x
a
). From the
mean value theorem [g()g(

)[ = [g(

)[ [

[, with ((n+1))
1/a

(n)
1/a
.
Choosing > 0 small, we get that [g

)[ C

n
1/a
for all n large. Also notice that
[

[ n
(1+a)/a
for n large. Combining the orders of magnitude we obtain a
contradiction unless a/(1 +a).
1.11 Let f
n
be a Cauchy sequence. Given x (a, b) take the partition a, x, b.
We have
[f
n
(x) f
m
(x)[ [(f
n
f
m
)(x) (f
n
f
m
)(a))[ +[(f
n
f
m
)(a)[ |f
n
f
m
|
BV
0,
as n, m . Thus, for each x [a, b], f
n
(x) is a Cauchy sequence. Let f(x) =
lim
n
f
n
(x). Let = x
0
, , x
N
be a partition of [a, b]. Given > 0 there exists
21
6 SOLUTIONS CONTINUITY
n
0
such that
N

i=1
[(f
n
f
m
)(x
i
) (f
n
f
m
)(x
i1
))[ <
for each n, m n
0
. Letting n yields
N

i=1
[(f f
m
)(x
i
) (f f
m
)(x
i1
))[ <
for each m n
0
. Hence |f f
m
|
BV
< for m n
0
.
Let f
n
be absolutely continuous such that |f
n
f|
BV
0. Given > 0
there exists N such that

k
i=1
[(f
n
f)(x
i
) (f
n
f)(x
i1
)[ < for each n N
and any partition = x
0
, , x
k
. Since f
N
is absolutely continuous, there
exists > 0 such that if (a
1
, b
1
), , (a
r
, b
r
) is any collection of disjoint inter-
vals of [a, b] with

r
i=1
(b
i
a
i
) < , then

r
i=1
[f
N
(b
i
) f
N
(a
i
)[ < . If =
a, a
1
, b
1
, a
2
, b
2
, , a
r
, b
r
, b, then
r

i=1
[f(b
i
) f(a
i
)[
k

i=1
[(f f
N
)(b
i
) (f f
N
)(a
i
)[ +
k

i=1
[f
N
(b
i
) f
N
(a
i
)[
|f f
N
|
BV
+ < 2 .
22
7 SOLUTIONS SEMICONTINUITY
7 Solutions Semicontinuity
2.6 Suppose y Q, y = r
m
. Then f(x)
1
2
m
+f(y) for all x > y, so
inf
y<x<y+
f(x)
1
2
m
+f(y) > f(y)
for any > 0. We now estimate inf
y<xy
f(x). If x y, then
f(x) = f(y)

{n:xrn<y}
1/2
n
.
Suppose y < x y, then n : x r
n
< y n : y < r
n
< y and so
f(x) f(y)

{n:y<rn<y}
1/2
n
.
We claim that for each N 1 there exists > 0 such that if r
j
(r
m
, r
m
)
then j N. Suppose by contradiction that this is false. Then there exists N
0
1
such that for each = 1/k there exists a j(k) such that r
j(k)
(r
m
1/k, r
m
)
and j(k) < N
0
. Hence j(k) takes only a nite number of values between 1 and
N
0
, and therefore there exists a subsequence k
i
such that k
i
as i with
j(k
i
) = s and r
s
(r
m
1/k
i
, r
m
) for all i. Letting i we get r
m
r
s
< r
m
, a
contradiction.
Now given > 0, there exists N 1 such that

nN
1/2
n
< , and by the claim
there exists
0
> 0 such that n : y
0
< r
n
< y n : n N. Consequently,

{n:y
0
<rn<y}
1/2
n

nN
1/2
n
< ,
and so f(x) f(y) for y < x y and 0 <
0
. Thus,
inf
y<xy
f(x) f(y)
for all 0 <
0
, and so lim
0
inf
y<xy
f(x) f(y) for any > 0.
23