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REAL ANALYSIS II
Submitted to
Name
ID No
1.
Miliyon Tilahun . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . GSR/1401/08
E\A
Z
fn = =
6 0=
lim
R
E
f = 0.
Z
f = sup
hf
h
E
We also know that for any given bounded, measurable function h with finite support, there exists a
simple function h with the same support as h such that
Z
Z
>
h /2.
E
Therefore we see that there is a simple function with finite support such that f , and
Z
(f ) <
E
Pn
k=1 ck Ek
E
k
For each k, since m(Ek ) < , there exists a finite collection of disjoint open intervals {Iik }ni=1
such
that
Z
nk
nk
X
[
k
E
=
m
E
I
k
k
Ii
i < /2n.
k
i=1
i=1
Moreover, since E is a closed bounded interval, we may assume that each Iik is contained inside E, but
may no longer be open. Define a function by
=
nk
n X
X
ck Iik .
k=1 i=1
Note that this function is a step function even though some of the intervals may overlap, since any
finite collection of intervals that cover E define a partition of E by ordering their endpoints. It follows
that
Z
Z
nk
n
X
X
| |
ck Ek
Iik /2.
E
k=1
i=1
6. (#22) Let {fn } be a sequence of nonnegative measurable functions on R that converges pointwise on
R to f and f be integrable over R. Show that
Z
Z
Z
Z
if
f = lim
fn , then
f = lim
fn for any measurable set E.
R
R
R
R
Solution. Let E be a measurable set. Using the fact that R f = E f + R\E f , Fatous lemma on
R \ E implies
Z
Z
Z
Z
f lim inf
fn =
f lim sup
fn .
R\E
Therefore
R\E
Z
f lim sup
n
fn
(1)
fn .
(2)
Z
f lim inf
n
7. (#25) Let {fn } be a sequence of nonnegative measurable functions on E that converges pointwise on
E to f . Suppose fn f on E for each n. Show that
Z
Z
fn =
f.
lim
n
R
Solution. Since fn f on E for each n,we have E fn E f , therefore
Z
Z
lim sup
fn
f.
n
(3)
(4)
8. (#26) Show that the Monotone Convergence Theorem may not hold for decreasing sequences of functions.
Solution. Let f : R R be the zero function, and consider the sequence {fn } denoted by
fn (x) = [n,) (x)
Note that fn is a simple function and [n, ) is measurable. By definition
Z
fn = m([n, )) =
for every n Z+ . Now we will show that fn is monotone decreasing. Let n Z+ and x R. If
x < n + 1, then x
/ [n + 1, ) so
fn+1 (x) = 0 fn (x).
4
showing that the Monotone Convergence Theorem need not hold for decreasing sequences.
R n+1
9. (#29) For a measurable function f on [1, ) which is bounded on bounded sets, define an =
f
n
P
for each natural number n. Is it true that f is integrable over [1, ) if and only if P
the series n=1 an
converges? Is it true that f is integrable over [1, ) if and only if the series
n=1 an converges
absolutely?
Solution. NO!
Take
(1)n
, n x n + 1, n 1
n
This function is not Lebesgue integrable though the series is convergent.
For the second one take,
(
1,
n x n + 21 for some n 1.
f (x) =
1, otherwise
f (x) =
n=1
11. (#35) Let f be a real-valued function of two variables (x, y) that is defined on the square Q =
{(x, y)|0 x 1, 0 y 1} and is a measurable function of x for each fixed value of y. Suppose for
each fixed value of x, limy0 f (x, y) = f (x) and that for all y, we have |f (x, y)| g(x), where g is
integrable over [0, 1]. Show that
1
Z
lim
y0
Z
f (x, y)dx =
f (x)dx.
0
Also show that if the function f (x, y) is continuous in y for each x, then
Z
h(y) =
f (x, y)dx
0
is a continuous function of y.
Solution. It suffices to consider a sequence {yn } [0, 1] such that yn 0. Define fn (x) = f (x, yn ).
Then since fn f pointwise and |fn | g, Lebesgue dominated convergence gives
Z 1
Z 1
Z 1
f (x)dx.
fn (x)dx =
f (x, yn )dx = lim
lim
n
f (x)dx.
Now fix y [0, 1] and suppose that {yn } [0, 1] such that yn y. Define fn (x) = f (x, yn ). Since
f (x, y) is continuous, fn (x) f (x, y) for all x [0, 1]. Once again, since |fn (x)| g(x) dominated
convergence gives
Z 1
Z 1
fn (x)dx =
f (x, y)dx = h(y).
lim h(yn ) = lim
n
Therefore h is continuous.
12. (#36) Let f be a real-valued function of two variables (x, y) that is defined on the square Q =
{(x, y)|0 x 1, 0 y 1} and is a measurable function on x for each fixed value of y. For each
(x, y) Q let the partial derivative f /y exist. Suppose there is a function g that is integrable over
[0, 1] and such that
f
(x, y) g(y) for all (x, y) Q.
y
Prove that
d
dy
Z
Z
f (x, y)dx =
f
(x, y)dx for all y [0, 1].
y
f < .
R
For
f we write Rf = f + f , and find 1 and 2 simple and of finite support such that
R general
+
|f 1 | < /2 and R |f 2 | < /2. Since f + and f have disjoint support, we see that 1
R
6
and 2 must also have disjoint support, therefore = 1 2 is also simple with finite support and it
follows that
Z
Z
Z
+
|f |
|f 1 | + |f 2 | < .
R
(ii) By part (i), since we can approximate by simple functions, by the triangle inequality it suffices to
show that the characteristic function E of a bounded measurable set E can be approximated by step
functions. Note S
that since E is measurable, we can find a disjoint collection of open intervals {Ik }
k=1
N
X
In
k=1
N Z
X
k=1
|EIk Ik | +
k=N +1
EIk
[
[
N
Ik E
Ik \ E +m
m
k=N +1
k=1
[
m(O \ E) + m
Ik < .
k=N +1
(iii) Using part (ii), once again we see by the triangle inequality that it suffices to show that any
characteristic function of a bounded interval [a,b] can be approximated by a continuous function. Let
g be the continuous function which is 1 on [a + /2, b /2] and linearly interpolated to 0 outside of
[a, b], then
Z
|[a,b] g| < m([a, a + /2) (b /2, b]) = .
R
where {(ak , bk )} are a disjoint collection of bounded open intervals and {sk } are distinct. Note that it
doesnt matter that we dont define s at the end points of the intervals since they are a set of measure
0. We see that
Z
X
Z bk
K
s(x)
cos
nxdx
|s
|
cos
nxdx
k
ak
k=1
K
X
|sk |
k=1
2K max{|si |}
n
s(x) cos nxdx
< /2 + /2 = .
f (x)dx =
f (x + t)dx.
(Hint: First show this, using uniform continuity of f on R, if f is continuous and vanishes outside a
bounded set. Then use the approximation property (iii) of Problem #44.)
P
Solution. (i) Note that this result is true for simple functions. Let = k=1 ci Ek be simple, then
since E (x + t) = Et (x), we haven by the translation invariance of Lebesgue
Z
Z
n
n
X
X
ck m(Ek ) =
(x)dx.
ck m(Ek t) =
(x + t)dx =
R
k=1
k=1
For the case of integrable f , we may restrict ourselves to f non-negative, since we may always write
any integrable f as f = f + f , where f + (x) = max{f (x), 0} and f (x) = max{f (x), 0}. For such
a non-negative f , we know that there is a sequence of simple functions with finite support {n }
n=1
such that n f with n converging to f pointwise and monotonically. In particular (+t) f (+t)
monotonically for every fixed t. It follows from the monotone convergence theorem that
Z
Z
Z
Z
n (x)dx =
f (x)dx.
n (x + t)dx = lim
f (x + t)dx = lim
n
(ii) Let M < be a constant such that |g| M . Since f is integrable, we know byRProblem 13 (#44)
that for every > 0 there exists h, continuous and of bounded support such that R |f h| < /2M .
It follows that h uniformly continuous and bounded by some constant N . Let {tn } be any sequence
tn 0 and define hn (x) = |h(x) h(x + tn )|. Then hn 0 pointwise and 0 hn (x) 2N . It follows
by the bounded convergence theorem that
Z
lim
|f (x) f (x + tn )| = 0.
n
Therefore
Z
Z
Z
Z
g(x)[f (x)f (x+tn )]dx M
|f
(x)h(x)|dx+M
|f
(x+t
)h(x+t
)|dx+M
|f (x)f (x+tn )|dx
n
n
R
By part i) and the way that h was chosen, the sum of the first two terms on the righthand side above
are bounded by . Taking the lim supn of both sides, we obtain
Z
Z
lim sup g(x) [f (x) f (x + t)]dx< + M lim
|f (x) f (x + tn )|dx = .
n
Since this is true for every > 0 and every {tn }, tn 0, we conclude
Z
lim g(x) [f (x) f (x + t)]dx.
t0
16. (#49) Let f be integrable over R. Show that the following four assertions are equivalent:
(i) f = 0 a.e on R.
R
(ii) R f g = 0 for every bounded measurable function g on R.
R
(iii) A f = 0 for every measurable set A.
R
(iv) O f = 0 for every open set O.
Solution. (1) (2)
If f = 0 a.e. on R, then m(E0 ) = 0, where
E0 = {x R : f (x) 6= 0}.
R
Since f is integrable over R, we have R |f |d < and g : R R being bounded and measurable so
|g(x)| < M for all x, then the function |f g| is bounded from above by M |f |, so we have
Z
Z
Z
|f g|d
M |f | = M
|f | < .
R
fg =
R
fg +
f g,
E0
RE0
f g = 0,
E0
RE0
Thus,
Z
f g = 0,
R
as required.
(2) (3)
For a measurable set A, let g = A . Clearly, g is measurable and bounded. Therefore,
Z
Z
Z
0=
fg =
f A =
f = 0,
R
as required.
(3) (4)
Since every open set is measurable, then if (3) holds, we have
Z
f = 0 for every open set O,
O
as required.
(4) (1)
Let {Un }nN be a countable collection of open sets. Then,
\
G=
On ,
nN
T
is a G set with On = kn Uk , where each Uk is an open set. Thus, {On }nN is a countable descending
collection of open sets, i.e.
i N : Oi Oi+1 .
9
Z
f = 0,
On
Z
f = lim
nN
On
f = 0.
On
Since every measurable set E R is of the form G E0 , where G is a G subset of R and m(E0 ) = 0,
so that
Z
f = 0 for each measurable set E R.
E
Now, define
E + = {x R : f (x) 0} and E = {x R : f (x) 0},
then E + and E are measurable subsets of R and thus,
Z
Z
+
f =
f = 0,
E+
and
(f ) =
Z
f = 0,
E
where f + = max{f, 0} and f = max{f, 0}. Finally we use the fact (proposition 9 chapter 4) that
Z
f = 0 if and only if f = 0 a.e
E
f (x) =
a
g+
Since f is the difference of two monotone increasing functions, then it is of bounded variation and f is
differentiable a.e on (a, b) by the corollary of Jordans theorem.
10
18. (#24) Show that for f defined in the last remark of this section, f 0 is not integrable over [0, 1].
Solution. The function in the remark is
(
f (x) =
x2 sin(1/x2 )
0
for 0 < x 1,
for x = 0.
To show f 0 is not integrable on [0, 1] it suffices to show that f is not of bounded variation on [0, 1].
Since every absolutely continuous function is of bounded variation it follows that f is not absolutely
continuous on [0, 1]. Hence by the Fundamental Theorem of Calculus for Lebesgue integrals we conclude
that f 0 is not integrable.
We show that f is not of bounded variation by showing that the total variation of f is bounded below
by a divergent series.
To make a suitable partition of [0, 1], note first that sin(x) = 1 for all x = 2 + 2k with k N, and
(1+2k)
with k N. Hence
sin(x) = 1 for all x = 3
2 + 2k with k N. So | sin(x)| = 1 for all x =
2
q
1
2
| sin( x2 )| = 1 for all x = (1+2k) for k N, and the value is negative if k is odd and positive if k is
even. So for each N N we can take a partition {xk }N
k=0 of [0, 1] so that
s
2
for all k = 0, . . . , N.
xk =
(1 + 2k)
Now f (xk ) and f (xk1 ) always have the opposite sign, so it follows that
T01 (f )
N
X
|f (xk ) f (xk1 )|
k=1
N
X
k=1
N
X
k=1
N
X
k=1
2
2
(2k + 1) (2k 1)
2
(2k + 1)
N
2
2 X1
=
.
(3k)
3
k
k=1
2 X1
= .
3
k
k=1
if x 6= 0, x [1, 1]
if x = 0.
x2 cos(1/x)
0
11
if x 6= 0, x [1, 1]
if x = 0.
Solution. (a) We show that f is not of bounded variation by showing that the total variation of f is
bounded below by a divergent series.
Since f (x) = f (x) for all x [1, 1] it suffices to show that the total variation of f in [0, 1] is not
finite. To make a suitable partition of [0, 1], note first that cos(x) = 1 for all x = 2k with k N,
and cos(x) = 1 for all xq= (2k + 1) with k N. So | cos(x)| = 1 for all x = k with k N. Hence
| sin( x12 )| = 1 for all x =
1
k
N
X
|f (xk ) f (xk1 )|
k=1
N
X
1
1
=
k (k 1)
k=1
N
N
X
1X1
1
=
.
k
k
k=1
k=1
1X1
= .
k
k=1
g 0 (0) = lim
12
20. (#33) Let {fn } be a sequence of real-valued functions on [a, b] that converges pointwise on [a, b] to the
real-valued function f . Show that
T V (f ) lim inf T V (fn ).
Solution. Let P be any partition of [a, b], then since V (fn , P ) only depends on fn at a finite number
of points,
V (f, P ) = lim V (fn , P ).
n
21. (#35) For and positive numbers, define the function f on [0, 1] by
(
x sin(1/x ) for 0 < x 1
f (x) =
0
for x = 0.
Show that if > , then f is of bounded variation on [0, 1], by showing that f 0 is integrable over
[0, 1]. Then show that if , then f is not of bounded variation on [0, 1].
Solution. If > , then
f 0 (x) = x1 sin(1/x ) x1 cos(1/x ).
Since f is C 1 and bounded on (0, 1) we can use the fundamental theorem of calculus for Riemann
integrals to conclude that for any partition P
V (f, P ) =
n
X
Z
|f (xk ) f (xk1 )|
Z
T V (f )
|f 0 |
|f 0 |
k=0
and therefore
x1 + x1 < ,
n
2
1/
/
n
X
k
k=1
13
22. (#49) Let f be continuous on [a, b] and differentiable almost everywhere on (a, b). Show that
Z b
f 0 = f (b) f (a)
a
if and only if
Z
Z b
lim Diff1/n f = lim
a
Diff1/n f
Solution. Since f is continuous and differentiable a.e. on (a, b), we have that
Z b
Diff1/n f = lim Av1/n f (b) Av1/n f (a) = f (b) f (a),
lim
n
and
Z b
a
Z
lim Diff1/n f =
f0
f 0 g.
Solution. Since g is absolutely continuous {Diff1/n g} is uniformly integrable and therefore {(Diff1/n g)
f } is uniformly integrable. Thus
Z b
Z b
f g 0 = lim
f Diff1/n g.
n
b1/n
f (x + 1/n)g(x + 1/n)dx
a1/n
=n
f (x + 1/n)g(x + 1/n)dx
b1/n
Z
n
f (x + 1/n)g(x + 1/n)dx
a1/n
Z
= Av1/n (f g)(b) Av1/n (f g)(a)
Diff1/n f g.
(5)
(6)
Z
Diff1/n f g
f 0 g.
(7)
14
f 0 g.
24. (#53) Let the function f be absolutely continuous on [a, b]. Show that f is Lipschitz on [a, b] if and
only if there is a c > 0 for which |f 0 | c a.e. on [a, b].
Solution. Suppose f is Lipschitz, then there exists a constant c > 0 such that
|f (y) f (x)| c|y x|,
x, y [a, b].
|f (y) f (x)|
c
|y x|
Now
f 0 (x) = lim
yx
f (y) f (x)
yx
f (y) f (x)
|f (y) f (x)|
lim
|f 0 (x)| = lim
lim c = c
yx
yx
y x yx
|y x|
Thus, |f 0 | c on [a, b].
Conversely, suppose |f 0 | c on [a, b]. Since f is absolutely continuous on [a, b], then it is differentiable
a.e on (a, b). By MVT there exists (a, b) such that
|f (x) f (y)| |f 0 ()||x y| c|x y|
Hence, f is Lipschitz.
15