Beruflich Dokumente
Kultur Dokumente
6, Page 37
Problem 2:
(a) Prove that x is in the Cantor set i x has a ternary expansion that
uses only 0s and 2s.
(b) The Cantor-Lebesgue function is defined on the Cantor set by writing xs ternary expansion in 0s and 2s, switching 2s to 1s, and
re-interpreting as a binary expansion. Show that this is well-defined
and continuous, F (0) = 0, and F (1) = 1.
(c) Prove that F is surjective onto [0, 1].
(d) Show how to extend F to a continuous function on [0, 1].
Solution.
(a) The nth iteration of the Cantor set removes the open segment(s) consisting of all numbers with a 1 in the nth place of the ternary expansion.
Thus, the numbers remaining after n iterations will have only 0s and
2s in the first n places. So the numbers remaining at the end are precisely those with only 0s and 2s in all places. (Note: Some numbers
have a non-unique ternary representation, namely those that have a
representation that terminates. For these, we choose the infinitely repeating representation instead; if it consists of all 0s and 2s, it is in
the Cantor set. This works because we remove an open interval each
time, and numbers with terminating representations are the endpoints
of one of the intervals removed.)
(b) First, we show that this is well-defined. The only possible problem is
that some numbers have more than one ternary representation. However, such numbers can have only one representation that consists of
all 0s and 2s. This is because the only problems arise when one representation terminates and another doesnt. Now if a representation
terminates, it must end in a 2 if it contains all 0s and 2s. But then
the other representation ends with 12222... and therefore contains a
1.
Next we show F is continuous on the Cantor set; given > 0, choose
k such that 21k < . Then if we let = 31k , any numbers within will
agree in their first k places, which means that the first k places of their
images will also agree, so that their images are within 21k < of each
other.
The equalities F (0) = 0 and F (1) = 1 are obvious; for the latter,
1 = 0.2222 . . . so F (1) = 0.1111 = 1.
(c) Let x 2 [0, 1]. Choose any binary expansion of x, replace the 0s with
2s, and re-interpret as a ternary expansion. By part (a), this will
produce a member of the Cantor set whose image is x. (Note: Their
may be more than one preimage of x, e.g. F ( 13 ) = F ( 23 ) = 12 .)
(d) First, note that F is increasing on the Cantor set C. Now let
G(x) = sup{F (y) : y x, y 2 C}.
choose > 0 such that |G(x) G(z) < for z 2 C, |x z| < . Choose
z1 2 (x
, x), z2 2 (x, x + ) and let 0 < min(x z1 , z2 x). Then
for |y x| < 0 , if y 2 C we automatically have |F (y) F (x)| < . If
y2
/ C but y < x, G(x) > G(y) G(z1 ) > G(x) ; similarly, if y 2
/C
but y > x, G(x) < G(y) G(z2 ) < G(x) + .
Problem 3: Suppose that instead of removing the middle third of the segment at each step, we remove the middle , where 0 < < 1.
(a) Prove that the complement of C is the union of open intervals with
total length 1.
(b) Prove directly that m (C ) = 0.
Solution.
n
(a) At the nth
step
n (starting at n = 0), we remove 2 segments, each of
1
. The total length of these segments is
length 2
n
1
1
X
X
1
1
1
n
2
=
=
= 1.
n
2
(1
)
1
(1
)
n=0
n=0
n
(b) If Cn is the set remaining
m(Cn ) = (1
)n .
Problem 4: Construct a closed set C so that at the kth stage of the construction one removes 2k 1 centrally situated open intervals each of length
`k , with
`1 + 2`2 + + 2k 1 `k < 1.
P1
(a) If `j are chosen small enough, then k=1 2k 1 `k < 1. In this case,
> 0, and in fact,
show that m(C)
=1
m(C)
1
X
2k
`k .
k=1
k
X
j=1
2j `j
so by Corollary 3.3,
Now Ck & C,
= lim m(Ck ) = 1
m(C)
n!1
1
X
2k `k .
k=1
a
This intersection is nonempty because In+1
Ina , and the intersection
of nested closed intervals is nonempty. On the other hand, it contains
only one point, since the length of the intervals tends to 0. Thus, we
have constructed a unique point in C corresponding to the sequence a.
Since there is an injection from the uncountable set of 0-1 sequences
C is also uncountable.
into C,
(b) However, the conclusion in (a) may be false for E closed and unbounded, or for E open and bounded.
Proof. (a) First note that for any set E,
=
E
1
\
On
1
\
On .
n=1
n=1
Let E = [0, 1]\ C. Then E is clearly open and bounded. The boundary
since C contains no interval and hence has empty
of E is precisely C,
conversely,
interior. (This shows that the boundary of E contains C;
it cannot contain any points of E because E is open, so it is exactly
Hence E
= E [ @E = [0, 1]. Now
equal to C.)
1
1
1
< 1 =
On = x 2 R : d(x, E) <
= x 2 R : d(x, E)
,1 +
.
n
n
n
n
Clearly m(On ) ! 1, but m(E) = 1
< 1.
m(C)
5
1
(m(Br )
rd
1
(m(Br )
rd
+ ). Together, these
d xd )
> 0,
: (x1 , . . . , xd ) 2 E}.
...
d m(E).
Solution. First we note that for an open set U , U is also open. We could
see this from the fact that x ! x is an invertible linear transformation, and
therefore a homeomorphism. More directly, if p 2 U , let Br (p) be a neighborhood of p which is contained in U ; then if we define = min( 1 , . . . , d ),
we will have B r ( p) U .
Next, we note that for any set S, m ( S) = 1 . . . d m (S). The proof of
this is almost exactly the same as Problem 6: the dilation x 7! x and
its inverse map rectangular coverings of S to rectangular coverings of S
and vice versa; but since the exterior measure of a rectangle is just its area
(Page 12, Example 4), the infimum of the volume of rectangular coverings
is the same as the infimum over cubical coverings. Hence a rectangular
covering within of the infimum for one set is mapped to a rectangular
covering within 1 ... n for the other.
As a more detailed version
Pof the preceding argument, suppose {Qj } is a
cubical covering of SP
with |Qj | < m (S)+. Then { Qj } is a rectangular
covering of S with
| Qj | < 1 . . . d m (S) + 1 . . . P
d . Now for each rectangle Qj we can find a cubical covering {Q0jk } with k |Q0jk | < | Qj |+ 2j .
P
Then \j,k Q0jk is a cubical covering of S with j,k |Q0jk | < 1 . . . d m (S)+
(1 + 1 . . . d ). This implies that m ( S) 1 . . . d m (S). To get the reverse inequality we note that another -type transformation goes the other
direction, i.e. S = 0 ( S) where 0 = (1/ 1 , . . . , 1/ d ).
L(x0 )| M |x
x0 |
Solution.
(a) Since linear transformations on finite-dimensional spaces are always
continuous, they map compact sets to compact sets. Hence, if E is
compact, so is L(E). Moreover, because Rd is -compact, any closed
set is the countable union of compact sets. So if
E=
1
\
Fn
1
\
Knj
n=1
j=1
is too, since L(Knj ) is compact. But compact sets are closed, so this
shows that L(E) is F .
(b) Let x be a corner of a cube Q of side p
length `. Then every point
0
x in the cube is a distance of at most d` away from x, since this
is
diagonally
opposite corner. Now |x x0 | <
p the distance to the
p
0
0
pd` ) |L(x) L(x )| < dM `. Now if Q is the cube of side length
2 dMp` centered at x, the points on the exterior of the cube are all at
least dM ` away from x. L(Q) Q0 . Since a set of measure 0 has
a cubical covering with volume less thanp, its image under L has a
cubical covering with volume less than 2 dM . This implies that L
maps sets of measure 0 to sets of measure 0.
Finally, let E be any measurable set. By Corollary 3.5, E = C \ N
where C is an F set and N has measure 0. We have just shown
that L(C) is also F and L(N ) also has measure 0. Hence L(E) =
L(C) \ L(N ) is measurable.
Solution. We will use one of the Cantor-like sets from Problem 4; let C
be such a set with m(hatC) > 0. We will construct an open set whose
Let us number the intervals involved in the Cantor
closure has boundary C.
iteration as follows: If Cn is the set remaining after n iterations (with
C0 = [0, 1]), we number the 2n intervals in Cn in binary order, but with 2s
instead of 1s. For example, C2 = I00 \ I02 \ I20 \ I22 . The intervals in the
denoted by subscripted Js, are named according to the
complement of C,
intervals they bisected, by changing the last digit to a 1. For instance, in
C1 , the interval J1 is taken away to create the two intervals I0 and I2 . In
the next iteration, I0 is bisected by J01 to create I00 and I02 , while I2 is
bisected by J21 to create I20 and I21 , etc.
Having named the intervals, let G = J1 \ J001 \ J021 \ J201 \ J221 \ . . .
be the union of the intervals in C c which are removed during odd steps of
be the union of the other intervals,
the iteration, and G0 = [0, 1] \ (G \ C)
i.e. the ones removed during even steps of the iteration. I claim that the
Clearly this is a closed set (its complement in [0, 1]
closure of G is G \ C.
is the open set G0 ) containing G, so we need only show that every point in
C is a limit of points in G. To do this, we first note that with the intervals
numbered as above, an interval Iabc... whose subscript is k digits long has
length less than 21k . This is so because each iteration bisects all the existing
Is. In addition, an interval Jabc... with a k-digit subscript has length less
than 2k1 1 because it is a subinterval of an I-interval with a (k 1)-digit
Then x 2 \n Cn so for each n we can find an
subscript. Now let x 2 C.
(n)
interval I
containing x which has an n-digit subscript. Let J (n) be the
J-interval with an n-digit subscript, whose first n 1 digits match those of
I (n) . Then I (n) and J (n) are consecutive intervals in Cn . Since they both
have length at most 2n1 1 , the distance between a point in one and a point
in the other is at most 2n1 2 . Thus, if we let yn be a sequence such that
yn 2 J (n) , then yn ! x. Now let yn0 be the subsequence taken for odd
n, so that yn0 G. Then we have constructed a sequence of points in G
which converge to x 2 C.
= G\ C.
It only remains to show that @(G\ C)
=
We have shown that G
Problem 11: Let A be the subset of [0, 1] which consists of all numbers which
do not have the digit 4 appearing in their decimal expansion. Find m(A).
Proof. A has measure 0, for the same reason as the Cantor set. We can
construct A as an intersection of Cantor-like iterates. The first iterate
is the unit interval; the second has a subinterval of length 1/10 deleted,
with segments of lengths 3/10 and 6/10 remaining. (The deleted interval
corresponds to all numbers with a 4 in the first decimal place.) The next
has 9 subintervals of length 1/100 deleted, corresponding to numbers with
a non-4 in the first decimal place and a 4 in the second. Continuing, we get
closed sets Cn of length (9/10)n , with A = \Cn . Clearly A is measurable
since each Cn is; since m(Cn ) ! 0, m(A) = 0.
Problem 13:
(a) Show that a closed set is G and an open set F .
(b) Give an example of an F which is not G .
(c) Give an example of a Borel set which is neither G nor F .
Proof.
(a) Let U be open. As is well known, U is the union of the open rational
balls that it contains. However, it is also the union of the closed
rational balls that it contains. To prove this, let x 2 U and r > 0 such
that Br (x) U . Choose a rational lattice point q with |x q| < 3r ,
and a rational d with 3r < d < 2r . Then Bd(q) Br (x) U and
x 2 Bd(q), so any x 2 U is contained in a closed rational ball within
U . Thus, U is a union of closed rational balls, of which there are only
countably many. For a closed set F , write the complement Rd \ F as
a union of rational balls Bn ; then F = \Bnc is a countable intersection
of the open sets Bnc , so F is G .
(b) The rational numbers are F since they are countable and single points
are closed. However, the Baire category theorem implies that they
are not G . (Suppose they are, and let Un be open dense sets with
Q = \Un . Define Vn = Un \ {rn }, where rn is the nth rational in some
enumeration. Note that the Vn are also open and dense, but their
intersection is the empty set, a contradiction.)
(c) Let A = (Q \ (0, 1)) [ ((R \ Q) \ [2, 3]) consist of the rationals in (0, 1)
together with the irrationals in [2, 3]. Suppose A is F , say A = [Fn
where Fn is closed. Then
(R \ Q) \ [2, 3] = A \ [2, 3] = ([Fn ) \ [2, 3] = [(Fn \ [2, 3])
is also F since the intersection of the two closed sets Fn and [2, 3] is
closed. But then
Q \ (2, 3) = \(Fnc \ (2, 3))
must be dense in (0, 1). But this set is empty, a contradiction. Hence
A is not G .
Let
E = {x 2 Rd : x 2 Ek for infinitely many k} = lim sup Ek .
Solution.
Let
Bn =
1
[
Ek
k=n
n. Then x is in infinitely
n=1 k=n
m(Ek ) < .
k=N
Then
m(BN ) = m
1
[
k=N
Ek
1
X
m(Ek ) <
k=N
since this set is precisely the set where |f (x)| = 1. Since these sets are
nested, this implies
k
lim m
x : |fn (x)| >
= 0.
k!1
n
Hence, 9cn such that
n
cn o
1
m x : |fn (x)| >
< n.
n
2
Define
n
cn o
En = x : |fn (x)| >
.
n
10
1
2n ,
so
m@
1 [
1
\
m=1 j=m
Ej A = 0
fn (x)
cn
! 0 on the complement.
Problem 18: Prove the following assertion: Every measurable function is the
limit a.e. of a sequence of continuous functions.
Proof. Let f : R ! R be measurable. (The problem didnt specify whether
f can have 1 as a value, but Im assuming not.) Let Bn = [ n, n]. Then
by Lusins Theorem, there exists a closed (hence compact) subset En Bn
with m(Bn \En ) < 21n and f continuous on En . Then by Tietzes Extension
Theorem, we can extend f to a continuous function fn on all of R, where
fn = f on En . (Explicitly, such an extension could work as follows: Define
fn : R ! R by fn (x) = f (x) for x 2 En ; for x 2
/ En , since the complement
is open, x is in some open interval (a, b) Enc or in some unbounded open
interval ( 1, a) Enc or (b, 1) Enc . Let fn (x) = f (a) + xb aa f (b) in the
first case and fn (x) = f (a) in the other two cases.)
I claim that fn ! f almost everywhere. Suppose x is a point at which
fn 6! f . Then x 2 (Bnc ) [ (Bn \ En ) for infinitely many n since otherwise
fn (x) is eventually equal to f (x). Now a given x can be in only finitely many
Bnc , so it must be in infinitely many (Bn \ En ), i.e. x 2 lim sup(Bn \ En ).
But lim sup(Bn \ En ) has measure 0 by the Borel-Cantelli Lemma. Hence
the set of x at which fn (x) 6! f (x) is a subset of a set of measure 0, and
therefore has measure 0.
Problem 20: Show that there exist closed sets A and B with m(A) = m(B) =
0, but m(A + B) > 0:
(a) In R, let A = C, B = C/2. Note that A + B [0, 1].
(b) In R2 , observe that if A = I {0} and B = {0} I (where I = [0, 1]),
then A + B = I I.
Solution.
(a) As noted, let C be the Cantor set, A = C, and B = C/2. Then A
consists of all numbers which have a ternary expansion using only 0s
and 2s, as shown on a previous homework set. This implies that B
consists of all numbers which have a ternary expansion using only 0s
and 1s. Now any number x 2 0, 1] can be written as a + b where
a 2 A and b 2 B as follows: Pick any ternary expansion 0.x1 x2 . . . for
x. Define
(
2
(xn = 2)
an =
0
(else)
(
1
(xn = 1)
bn =
0
(else)
11
Problem 21: Prove that there is a continuous function that maps a Lebesgue
measurable set to a non-measurable set.
Proof. As shown in the last homework, there is a continuous function f :
[0, 1] ! [0, 1] such that f (C) = [0, 1], where C is the Cantor set. Let
V [0, 1] be a Vitali set, which is non-measurable. Let E = f 1 (V ) \ C.
Then E is measurable since E is a subset of a set of measure 0. However,
f (E) = V which is not measurable.
Problem 22: Let [0,1] be the characteristic function of [0, 1]. Show that
there is no everywhere continuous function f on R such that
f (x) =
[0,1] (x)
almost everywhere.
{x : f (x) 6=
[0,1] (x)}
[0,1] (x))
> 0.
Problem 23: Suppose f (x, y) is a function on R2 that is separately continuous: for each fixed variable, f is continuous in the other variable. Prove
that f is measurable on R2 .
Solution. For all x 2 R and n 2 N, we define Dxn to be the largest nth-order
dyadic rational less than or equal to x, i.e. Dxn = 2kn where 2kn x < k+1
2n .
Let fn (x, y) = f (Dxn , y). I will show that fn is measurable and fn ! f
everywhere.
First we show that fn is measurable.
1
[
k
k+1
k
{(x, y) : fn (x, y) > a} =
(x, y) : n x <
,
f
,
y
>a
2
2n
2n
k= 1
1
[
k k+1
k
=
,
y:f
,y > a .
2n 2n
2n
k= 1
12
Problem 28: Let E R with m (E) > 0. Let 0 < < 1. Then there exists
an interval I R such that m (I \ E) m(I).
P
Proof. For any , we can find a cubical covering {Qj } of E with
|Qj | <
m (E) + . Then, by expanding each cube to an open P
cube of size 2j more,
we can construct an open cubical covering {Ij } with
|Ij | < m (E) + 2.
(We name these Ij because 1-dimensional cubes are in fact intervals.) Then
[
[
X
E
Ij ) E = (E \ Ij ) ) m (E)
m (E \ Ij ).
j
y for some x, y 2 E}
13
Problem 30: If E and F are measurable, and m(E) > 0, m(F ) > 0, prove
that
E + F = {x + y : x 2 E, y 2 F }
contains an interval.
Problem 34: Given two Cantor sets C1 , C2 [0, 1], there exists a continuous
bijection f : [0, 1] ! [0, 1] such that f (C1 ) = C2 .
Proof. Any Cantor set can be put in bijective correspondence with the set
of 0-1 sequences as follows: Given x 2 C, where C = C1 \ C2 \ . . . is a
Cantor set, define x1 = 0 if x is in the left of the two intervals in C1 (call
this left interval I0 ), and x1 = 1 if x is in the right interval I1 . Then define
x2 = 0 if x is in the left subinterval (either I00 or I10 ) in C2 , and x2 = 1 if x
is in the right subinterval. Continuing in this fashion, we obtain a bijection
from C to the set of 0-1 sequences. Note that this bijection is increasing in
the sense that if y > x for x, y 2 C, then yn > xn at the first point n in the
sequence at which xn and yn dier.
Now we can create an increasing bijection f from C1 to C2 by mapping from
C1 to 0-1 sequences, and from there to C2 . This function will be continuous
on C1 because if x, y 2 C1 are close, their corresponding sequences {xn }
and {yn } will agree in their first N terms; then f (x) and f (y) will agree in
their first N terms as well, which means theyre in the same subinterval of
the N th iterate of C2 , which has length at most 21N . Hence f (x) and f (y)
can be made arbitrarily close if x and y are sufficiently close. Then since
C1 is compact, we can extend f to a continuous bijection on all of [0, 1] in a
piecewise linear fashion, because C1c is a disjoint union of open intervals on
which f can be made piecewise linear. This construction will also preserve
the bijectivity of f . Hence we have a continuous bijection f : [0, 1] ! [0, 1]
with f (C1 ) = C2 .
14
(Gn )
1
and
(Gn ) is open for continuous and open Gn . (Of course, the string
of cups and caps in this equation could just as well start with a cap.) Now
consider the set (N ) from our construction above. Since (N ) is a subset
of the set C2 which has measure 0, (N ) is measurable by the completeness
1
of Lebesgue measure. However, is a bijection so
( (N )) = N which
is not Borel, so (N ) cannot be Borel.
15
p
d(R, U c )
d + d`(R)
d(Q, U c ) p
=2
+ d.
`(R)
`(R)
`(Q)
ThUs, if (Q) =
Now let
d(Q, U c )
d(Q, U c )
=2
`(Q)
`(Q)
d(Q,U c )
`(Q) ,
1 \
1
[
n=1 k=n
Pk
be the partition
consisting of those cubes that are eventUally in all the Pn .
p
p
c
)
I claim that 4d d(Q,U
2 d for any cube Q 2 P. Consider what
`(Q)
happens as oUr refinement process iterates. If a given cube has too small
a distance-to-side ratio, its sub-cubes will have this ratio at least doubled
in the next iteration. Hence, after enough iterations its sub-cubes
will all
p
p
have their distance-to-side ratio in the desired interval [ 4d , 2 d]. Once
they are in this interval, they are not sub-divided any further. One the
other hand, none can ever achieve a ratio too large topbe in this interval,
since a cube is only subdivided if its ratio
p is less
p than pd/4, andpthe next
iteration can then make it at most 2( d/4) + d = 3 d/2 < 2 d. This
shows that P has all its cubes in the desired interval. Consider also that
P must have disjoint interiors and cover all of U : The only cubes with
overlapping interiors are those from distinct steps in our iteration scheme,
so taking the intersection to get P will weed out any such overlaps. Also,
for a given x 2 U , if we consider the sequence of cubes containing x in
our various partitions, this sequence will shrink for a finite number of steps
and then stay constant once the distance-to-side ratio reaches a desirable
number. Hence x is contained in some cube that is eventually in all the Pn ,
so x is covered by P.
Solution. Let C be the Cantor middle-thirds set. Note that the Cantor
dust described in the hint consists precisely of those point (x, y) for which
both x and y are in C. Note also that if a line of slope 1 passes through
any cube in any iteration of the Cantor dust, it must pass through one
of the sub-cubes of that cube in the next iteration. To see this, consider
WLOG the original cube. For a line y = x + a, if 13 a 1 then the line
passes through the upper left cube; if 13 a 13 then it passes through
the lower left cube; and if 1 a 13 it passes through the lower right
cube. Thus, if Cn is the nth iteration of the Cantor dust and L is a line
16
}.
N
[
In .
n=1
Now on the compact set J 0 = J \ [In , osc(f, c) < for all c. For
each x 2 J 0 , this means we can find rx such that osc(f, x, rx ) < .
Then J 0 is covered by the open intervals Ux = (x rx , x + rx ). Let
be the Lebesgue number of this covering, so that any subinterval of
J 0 with length at most must be contained in one of the Ux . Now
17
consider a partition of J with mesh size less than . The total length of
all subintervals which intersect [In is at most + 2N since enlarging
each In by will cover all such intervals. On each of these subintervals,
sup f inf f 2M where |f | M on J. Hence the contribution these
intervals make to the dierence U (P, f ) L(P, f ) is at most 2M +4M .
The other subintervals are contained in J 0 and by construction of ,
each is contained within some Ux , so sup f inf f on each of them.
Hence the total contribution they make to U (P, f ) L(P, f ) is at most
m(J). Thus, we have
U (P, f )
Problem 6: The fact that the axiom of choice and the well-ordering principle
are equivalent is a consequence of the following considerations.
One begins by defining a partial ordering on a set E to be a binary relation
on the set E that satisfies:
(i) x x for all x 2 E.
(ii) If x y and y x, then x = y.
(iii) If x y and y z, then x z.
If in addition x y or y x whenever x, y 2 E, then is a linear ordering
of E.
The axiom of choice and the well-ordering principle are then logicall equivalent to the Hausdor maximal principle: Every non-empty partially ordered
set has a (non-empty) maximal linearly ordered subset. In other words, if
E is partially ordered by , then E contains a non-empty subset F which
is linearly ordered by and such that if F is contained in a set G also
linearly ordered by , then F = G.
An application of the Hausdor maximal principle to the collection of all
18
19
If A = ;, let g(A) = A.
By the lemma, A = ; for at least one A 2 F, and any such A is a maximal
element of F.
1
1
= f 0 (y)
f 0 (x) f 0 (y)
f 0 (x)
is nonzero at the point (x, y) 2 [0, 1] [0, 1], where G(x, y) = (x + y, f (x) +
f (y)) as above. WLOG we may assume (x, y) 2 (0, 1) (0, 1) since a
nonlinear function on [0, 1] with continuous derivative cannot have constant derivative everywhere on (0, 1). Then the Inverse Function Theorem
guarantees that there is an open neighborhood of (x, y) on which G is a
dieomorphism; since dieomorphisms are homeomorphisms, this implies
that the image of G contains an open set.
20
Finally, let
Fj =
n
\
Gk .
k=1
\ Fn
\ Fnc .
Note that the Fj are pairwise disjoint because if j 6= j 0 , then they dier
in some binary digit, say j` 6= j`0 . Suppose WLOG that j` = 1 and j`0 = 0.
Then Fj F` whereas Fj0 F`c , so they are disjoint.
Also,
[
Fk =
Fj .
Fj Fk
To see this, note that the RHS is clearly a subset of the LHS since it is a
union of subsets. Conversely, suppose x 2 Fk . Define x1 , . . . , xn by xi = 1 if
x 2 Fi and 0 otherwise. Then if m has the binary digits m1 = x1 , . . . , mn =
xn , x 2 Fm
by definition of Fm
. Since Fm
Fk , the result follows.
This implies
n
N
[
[
Fi
Fj .
But Fj
i=1
j=1
g(x)| +
|g(x)
f (x)|
at most 6m(B)
inside. If x 2
/ B, then |x| > M + 1 so
0
0
| x| = | ||x|
1
|x| > 1
(M + 1) > M,
M +1
M +1
which implies that g( x) = g(x) = 0. Now suppose x 2 B. If g(x) 6= 0,
then x 2 K and
0
0
| x| 1 +
|x| < 1 +
M <M +1
M +1
M +1
21
f (t)
{0<xtb} .
t
Then h 0 and h is clearly measurable since it is a quotient of measurable
functions times another measurable function. By Tonellis theorem,
Z 1
Z b
f (t)
h(x, t)dt =
{0<xb} dt
t
1
x
h(x, t) =
Z b
Z b Z t
f (t)
g(x) dx =
dt dx
t
0
x
Z0
=
h(x, t)
=
RR
b Z t
h(x, t) dx dt
f (t)
dx dt
t
f (t)
t
dt
t
f (t) dt.
Note that the fact that this integral is finite implies that g is integrable and
not just measurable.
y| : y 2 F }.
22
Consider
Z
I(x) =
(a) Prove that
condition
|x
(y)
dy.
y|2
(y)| |x
y|.
z| |x
y| + |y
z| < |x
y| + (y) + ) (x)
(y) < |x
y| + .
(x) < |x
y| + .
Hence | (x)
(y)| < |x y| + for any > 0. This implies | (x)
(y)| |x y|.
(b) Suppose x 2
/ F . Because F is closed, this implies (x) > 0, since
otherwise there would be a sequence of points in F converging to x.
Let = (x). By the Lipschitz condition from part (a), |x y| < 2 )
| (y)
| < 2 ) (y) 2 . Hence
I(x) =
Z
Z
1
1 |x
x+ /2
|x
(y)
dy
y|2
2
/2
x+ /2
(y)
dy
y|2
/2
/2
/2
|x
y|2
dy
1
dy = 1.
y2
1
|x
y|2
dx 2
1
(y)
1
2
dx =
x2
(y)
23
since F {x : |x y|
(y)}. Now since I(x)
0, we have by
Tonellis theorem
Z
Z
(y)
I(x) dx =
F (x)
y|2
F
RR |x
Z Z
(y)
=
(x)
dx
dy
F
y|2
R
R |x
Z
Z
1
=
(y)
dx
dy
y|2
c
F |x
ZF
2
(y)
dy
(y)
Fc
= 2m(F c ) < 1.
R
Since F I(x) dx < 1, we must have I(x) < 1 for almost all x 2 F .
(This is actually not all that shocking, since I(x) is clearly less than 1
for an interior point. Of course, there are closed sets whose boundaries
have positive measure, but those are the nasty guys.)
23n+4 d x, n, n +
f (x) =
0
c
1
22n+1
nxn+
else.
1
22n+1 , n
2Z
|f (x)| dx
m({x : |f (x)|
}) = 1.
2
2
R
24
is uniformly continuous.
y| < .
k= 1
Fk = {f (x) > 0}
k= 1
2k m(Fk ) < 1,
1
X
if and only if
k= 1
2k m(E2k ) < 1.
(
|x|
g(x) =
0
if |x| > 1
otherwise.
1
X
2k
Fk (x),
k= 1
h(x) =
1
X
2k+1
Fk (x).
k= 1
k= 1
2 m(Fk ) < 1 )
k
k= 1
f (x)dx <
h(x)dx =
1
X
k= 1
k+1
m(Fk ) = 2
1
X
k= 1
2k m(Fk ) < 1.
25
Now let
(x) =
1
X
2k
Ek (x).
k= 1
j= 1
2k =
k= 1
(
{|x| 1}
Ek = {f (x) > 2 } =
{|x| 2 k/a }
k
so
Pk
(
2d
m(Ek ) =
2d 2
k0
k 1
k0
.
k 1
kd/a
So f is integrable i
1
X
k= 1
2k m(Ek ) =
0
X
2k 2d +
k= 1
1
X
2k 2d 2
kd/a
= 2d+1 + 2d
1
X
2(1
k= 1
k=1
d/a)k
< 1.
so Ek is a cube of volume 2d 2
0
X
k= 1
2k 2d 2
kd/b
kd/b
k/b
. Hence g is integrable i
= 2d
0
X
2(1
d/b)k
k= 1
R
Exercise 11: Prove that if f is integrable on Rd , and R E f (x)dx 0 for every
measurable E, then f (x) 0 a.e. x. As a result, if E f (x)dx = 0 for every
measurable E, then f (x) = 0 a.e.
converges. This will happen i 1
Proof. Suppose it is not true that f (x) 0 a.e., so m({f (x) < 0} is positive.
Now
1
1
[
X
1
{x : f (x) < 0} =
x : f (x) <
) m({x : f (x) < 0})
m
x : f (x) <
n
n=1
n=1
by countable additivity. Hence at least one of the sets
1
En = x : f (x) <
n
has positive measure. But then
Z
Z
1
1
f (x)dx
dx =
m(En ) < 0.
n
n
En
En
1
n
26
R
By contraposition, if E f (x)dx 0 for every measurable set E, then f (x)
0 a.e. R
R
Now
if E f (x)dx = 0 for every measurable E, then E f (x)dx
0 and
R
f
(x)dx
0,
which
means
f
0
a.e.
and
f
0
a.e.
Hence
f
=0
E
a.e.
Exercise 12: Show that there are f 2 L1 (Rd ) and a sequence {fn } with
fn 2 L1 (Rd ) such that
kf
fn k1 ! 0,
is a cube centered at the origin with a volume greater than 10k . For any
given x, these cubes will eventually contain x, i.e. there is some K such
that
Nk+1
[
k>K)x2
Ek .
j=Nk +1
Exercise 13: Give an example of two measurable sets A and B such that
A + B is not measurable.
27
1
X
f (x
rn ).
n=1
Prove that F is integrable, hence the series defining F converges for almost
every x 2 R. However, observe that this series is unbounded on every
interval, and in fact, any function F that agrees with F a.e. is unbounded
in any interval.
Solution. First we compute the integral of f ; the improper Riemann integral is
Z 1
p 1
1
p dx = 2 x = 2,
x
0
0
but we only proved that the Lebesgue and Riemann integrals are equal for
the proper Riemann integral. Of course its true for improper integrals as
1
1
well; here, since (0, 1] = [1
n=1 ( n+1 , n ], we have by countable additivity that
Z
1 Z
X
f dx =
f dx
R
1
1
( n+1
,n
]
n=1
N Z
X
= lim
N !1
= lim
N !1
= lim
a!0
= 2.
n=1
Z 1
1
N +1
1
1
( n+1
,n
]
f dx
f dx
f dx
n=1
Since this integral is finite, F is integrable. This implies that F is finitevalued for almost all x 2 R.
Now let F be any function that agrees with F almost everywhere, and I
28
any interval on the real line. Let rN be some rational number contained in
I. Then for any M > 0, f (x rN ) > M on the interval (rN M12 , rN + M12 ),
which intersects I in an interval IM of positive measure. Since F agrees
with F almost everywhere, it must also be greater than M at almost all
points of this interval IM I. Hence F exceeds any finite value M on
I.
Z Z
f (x, y)dx dy = s.
R
(c) Note that RR |f (x, y)|dxdy = 1.
Solution.
(a) Since f is constant on boxes and 0 elsewhere, the horizontal and vertical slices are constant on intervals and 0 elsewhere, and therefore
integrable. More precisely,
8
>
< abyc 1 byc 1 x < byc
y
f (x) = abyc
byc x < byc + 1
>
:
0
else
for y
1,
(
a0
f (x) =
0
y
0x<1
else
where bxc is the greatest integer less than or equal to x. (For x < 0
the function fx (y) is identically
0, and for y < 0 the function f y (x)
R
is identically 0.) Clearly fx (y)dy = 0 for all x, since fx (y) is equal
to abxc on an interval of Rlength
1 and abxc on an interval of length 1
R
and 0 elsewhere. Hence
f (x, y)dydx = 0.
(b) Since all the integrals are of constants on intervals Rof length 1, it
immediately follows from the formulas in part (a) that f y (x)dx is a0
for 0 y < 1 and an an 1 = bn for n y < n + 1. Then
X
Z Z
1 Z n+1 Z
1
X
y
y
f (x)dx =
f (x)dx dy =
bn = s.
R
n=0
n=0
29
Z
Z Z
|f (x, y)| =
fx (y)dy dx
RR
=
=
1 Z
X
n=0
1
X
n=0
n+1
fx (y)dx dx
2an = 1
since an > a0 so the terms in the sum are bounded away from 0.
Exercise 18: Let f be a measurable finite-valued function on [0, 1], and suppose that |f (x) f (y)| is integrable on [0, 1] [0, 1]. Show that f (x) is
integrable on [0, 1].
Solution. Let g(x, y) = |f (x) f (y)|. By Fubinis Theorem, since g is
integrable on [0, 1] [0, 1], g y (x) is an integrable function of x for almost
all y 2 [0, 1]. Choose any such y. Then since f (x) f (y) |f (x) f (y)|,
Z 1
Z 1
(f (x) f (y)) dx
|f (x) f (y)|dx < 1
0
so
f (x)dx f (y) +
|f (x)
f (y)|dx < 1.
Z 1
Z 1 Z
m(E )d =
|f (x)|> dx d
0
0
Rd
Z
Z
1
=
|f (x)|> d dx
d
0
ZR
=
|f (x)|dx.
Rd
30
ZR
2i(x 2||
2 )
=
f x
e
dx
2
2||
Rd
2i
=
f x
e 2ix e 2||2 dx
2
||
Rd
=
f x
e 2ix dx
2||2
Rd
Z
1
2ix
f() =
f (x)e 2ix dx
f x
e
dx
2
2||2
Rd
Rd
Z
1
=
f (x) f x
e 2ix dx
2 Rd
2||2
and
Z
1
|f ()| =
f (x) f x
e
2 Rd
2||2
Z
1
f (x) f x
e
2 Rd
2||2
Z
1
=
f (x) f x
dx
2 Rd
2||2
=
f (x) f x
.
2
2||2 1
As || ! 1, | 2||
2 | ! 0, so kf (x)
of translation (Proposition 2.5).
f (x
2||2 )k1
2ix
2ix
dx
dx
! 0 by the L1 -continuity
= f()
Solution. Suppose such an I exists. Then for every f 2 L1 , f()I()
y)g(y)dy.
31
Solution.
(a) Since g is bounded, 9M with |g| < M everywhere. Then
Z
Z
|f g(x) f g(x0 )| =
f (x y)g(y)dy
f (x0 y)g(y)dy
Rd
Rd
Z
=
(f (x y) f (x0 y)) g(y)dy
Rd
Z
= M kf (y)
f (y + (x
x0 ))k1 .
In the penultimate
step
R
R we have used translation invariance and the
fact that f (y)dy = f ( y)dy provided both integrals are taken over
all of Rd . Now by the L1 -continuity of translation, 9 > 0 such that
=
f(x y) + (f (x y) f(x y)) g(y)dy
d
ZR
|f(x y)||g(y)|dy +
f (x y) f(x y) |g(y)|dy.
Rd
Rd
Call the first integral I1 and the second I2 . Since |g| < M , I2
M kf fk1 <R 2 . Now since g is integrable, there must exist compact
N
|g(y)|dy <
2
c
F
32
since {y : x
I1 + I2 < .
= cos(2un )
E (x) cos(2nx)dx
sin(2un )
| cos(2un )|
+1 =
2
2
R
for |n| > N . Hence E cos(2nx + un )dx ! 0 as |n| ! 1. Now
Z
Z
1
cos2 (nx + un ) =
(1 + cos(2(nx + un ))) dx
E
E 2
Z 2
m(E)
=
+
E (x) cos(2nx + 2un )dx
2
0
1
E (x) sin(2nx)dx
E (x) sin(2nx)dx
n=0
An (x) =
1
X
n=0
converges for x in a set of positive measure (or in particular for all x), then
an ! 0 and bn ! 0 as n ! 1.
p
Solution. We can rewrite An (x) = cn cos(nx + dn ) where cn = a2n + b2n
and
P dn is some phase angle (it can be arctan(bn /an ), for example). If
An (x) converges on some E with m(E) > 0, then An (x) ! 0 on E. By
33
on E 0
on E 0
cn cos(nx + dn ) ! 0
E0
R0
0
)
But E cos2 (nx+dn )dx ! m(E
by the previous problem, so c2n ! 0, which
2
implies cn ! 0, which implies an ! 0 and bn ! 0.
f` (x)| > }) ! 0
as k, ` ! 1.
f (x)| > }) ! 0
as k ! 1.
E (L
(x, y)) =
E (x
ay, y).
34
Hence
m(L(E)) =
=
RR
RR
Z
Z
= m(E),
ay, y)dx dy
(x,
y)dx
dy
E
E (x
1 c
d1 0
1 0
d1 + cd2 e cd2
=
0 1
0 d2
e 1
d2 e
d2
or
1 0
d1 0
1 c
d1
cd1
=
.
e 1
0 d2
0 1
ed1 ed1 c + d2
But a matrix of the form
0
b
a
0
35
R
Exercise 1: Suppose is an integrable function on Rd with Rd (x)dx = 1.
Set K (x) = d (x/ ), > 0.
(a) Prove that {K } >0 is a family of good kernels.
(b) Assume in addition that is bounded and supported in a bounded
set. Verify that {K } >0 is an approximation to the identity.
(c) Show that Theorem 2.3 holds for good kernels as well.
Solution.
(a) By
we have immediately
that
R the dilation Rproperties of the integral,
R
R
K
(x)dx
=
(x)dx
=
1
and
|K
(x)|dx
=
|
(x)|dx
=
Rd
Rd
Rd
Rd
k k1 < 1. This proves the first two properties of good kernels. For
the last, we recall that for
2 L1 , for every > 0 there exists a
R
compact set F such that F c | | < . Now compact subsets of Rd are
A
A
( B)d+1
|x|d+1
|f (x y) f (x)||K (y)|dydx
Rd Rd
Z Z
=
|f (x y) f (x)||K (y)|dxdy
d
d
ZR RZ
Z
Z
=
|f (x y) f (x)||K (y)|dxdy +
|f (x y) f (x)||K (y)|dxdy
|y|
Rd
|y|>
Rd
for any > 0. Let us call the first integral I1 and the second I2 . Then
Z
Z
I1 =
|K (y)|
|f (x y) f (x)|dx dy
|y|
Rd
Z
=
|K (y)|kf (x y) f (x)k1 dy.
|y|
36
I1
|K (y)| dy
2A
2
|y|
R
since Rd |K (y)|dy A for all . Thus, by choosing sufficiently
small, we may make I1 as small as we like, independent of . On the
other hand,
Z
Z
I2 =
|K (y)|
|f (x y) f (x)|dxdy
|y|>
Rd
Z
Z
|K (y)|
(|f (x y)| + |f (x)|)dxdy
|y|>
Rd
Z
=
|K (y)| 2kf k1 dy
|y|>
Z
= 2kf k1
|K (y)|dy ! 0
|y|>
37
Solution.
(a) We have
Z
Rd
|f (x)|dx = 2
1/2
1
1
dx = 2
x(log 1/x)2
log x1
1/2
=
0
2
.
log 2
1
2,
1
dx =
2|x| log(1/x)
1
log log
x
= 1.
Exercise 6: In one dimension there is a version of the basic inequality (1) for
the maximal function in the form of an identity. We defined the one-sided
maximal function
Z
1 x+h
|f (y)|dx.
f+
(x) = sup
h>0 h x
If E+ = {x 2 R : f+
(x) > }, then
Z
1
m(E+ ) =
|f (y)|dy.
E+
38
,
,
x+h
|f (y)|dy
|f (y)|dy
(x + h) >
|f (y)|dy
(x + h) + x > 0
|f (y)|dy
x.
Rx
Thus, if we define F (x) = 0 |f (y)|dy x, the set E+ is precisely the
set {x : 9h > 0 s.t. F (x + h) > F (x)}. Note also that F is continuous
by the absolute continuity of the integral (we are assuming that f 2 L1 ,
naturally). By the Rising Sun Lemma,
E+ =
1
[
(aj , bj )
j=1
aj
F (aj ) = F (bj )
Z bj
|f (y)|dy aj =
|f (y)|dy
)
Then
Z
+
E
|f (y)|dy =
as desired.
bj
aj
1 Z
X
j=1
bj
|f (y)|dy = (bj
bj
aj
|f (y)|dy =
1
X
aj ).
(bj
aj ) = m(E+ )
j=1
j
j
Um = B1/Nm
, j = 1, 2, . . . , 2Nm
2Nm
39
2N
m
X
j=1
2N
[m
j=1
j
m E c \ Um
4
m
j
E c \ Um
2N
m
X
j=1
1
1 2
4
j
m(Um
) = (2Nm )
= .
m
m Nm
m
y| : y 2 F }.
for a.e. x 2 F ,
40
Exercise 18: Verify the agreement between the two definitions given for the
Cantor-Lebesgue function in Exercise 2, Chapter 1 and Section 3.1 of this
chapter.
Solution. This is such a lame problem. Its so clear that theyre the same.
Probably the easiest way to see that is to think of the Cantor-Lebesgue
function as the following process:
Given x, let y be the greatest member of the Cantor set such that
y x. (We know such a y exists because the Cantor set is closed.)
Write the ternary expansion of y.
Change all the 2s to 1s and re-interpret as a binary expansion. The
value obtained is F (x).
Its pretty clear that both the definitions of the Cantor-Lebesgue function
given in the text do exactly this.
1
[
(aj , bj ) with
j=1
1
X
(bj
aj ) < .
j=1
x2[a,b]
1
X
j=1
mj | |bj
|Mj
mj | <
1
[
j=1
aj | so
)
1
X
j=1
|f (Mj )
f (mj )| < .
Hence f (E) is a subset of a set of measure less that . This is true for
all , so f (E) has measure zero.
(b) Let E R be measurable. Then E = F [ N where F is F and
N has measure zero. Since closed subsets of R are -compact, F is
-compact. But then f (F ) is also -compact since f is continuous.
Then f (E) = f (F ) [ f (N ) is a union of an F set and a set of measure
zero. Hence f (E) is measurable.
41
Exercise 20: This exercise deals with functions F that are absolutely continuous on [a, b] and are increasing. Let A = F (a) and B = F (b).
(a) There exists such an F that is in addition strictly increasing, but such
that F 0 (x) = 0 on a set of positive measure.
(b) The F in (a) can be chosen so that there is a measurable subset E
[A, B], m(E) = 0, so that F 1 (E) is not measurable.
(c) Prove, however, that for any increasing absolutely continuous F , and
E a measurable subset of [A, B], the set F 1 (E) \ {F 0 (x) > 0} is
measurable.
Solution.
(a) Let
F (x) =
C (x)dx
1
[
(F (aj ), F (bj ))
j=1
and
m(F (U )) =
1
X
F ((bj )
F (aj )).
j=1
But
B
A = F (b)
F (a) =
(c)
(x)dx =
(x)dx =
1
X
(F (bj )
F (aj ))
j=1
R
since = 0 on C so C (x)dx = 0. Thus m(F (U )) = m(F ([a, b])), so
that m(F (C)) = 0. This implies that m(F (S)) = 0 for any subset S
C. But since C has positive measure, it has a non-measurable subset.
Then if E = F (S), m(E) = 0 so E is measurable, but F 1 (E) = S is
not measurable.
42
Exercise 22: Suppose that F and G are absolutely continuous on [a, b]. Show
that their product F G is also absolutely continuous. This has the following
consequences.
(a) Whenever F and G are absolutely continuous in [a, b],
Z b
Z b
0
F (x)G(x)dx =
F (x)G0 (x)dx + [F (x)G(x)]ba .
a
P
such that F (x) an einx , then
X
F 0 (x)
inan einx .
(c) What happens if F ( ) 6= F ()?
Proof. Since F and G are absolutely continuous, they are continuous and
therefore bounded on the compact interval [a, b]. Suppose |F |,P
|G| M on
this interval.
Now
given
>
0,
we
can
choose
>
0
such
that
|bj aj | <
P
P
|F (bj )G(bj )
F (aj )G(aj )|
X1
=
|(F (bj F (aj ))(G(bj ) + G(aj )) + (F (bj ) + F (aj ))(G(bj ) G(aj ))|
2
X
1 X
X
1 X
2M
+ 2M
= .
2
2M
2M
This proves that F G is absolutely continuous on [a, b]. We now turn to the
consequences of this:
(a) Since F G is absolutely continuous, its dierentiable almost everywhere. By elementary calculus, (F G)0 = F 0 G + F G0 at any point
where all three derivatives exist, which
is almost everywhere. InteR
grating both sides and subtracting F G0 yields
Z b
Z b
Z b
F 0 (x)G(x)dx =
F (x)G0 (x)dx +
(F G)0 (x)dx.
a
(b) It would be nice if the problem would actually define this for us, but
Im assuming that the here means is represented by as opposed to
any kind of statement about whether the function actually converges
43
to its Fourier series or not. Then suppose bn are the Fourier coefficients
of F 0 , so by definition
Z
1
bn =
F 0 (x)e inx dx.
2
bn =
1
2
F (x)( ine
inx
)dx+[F (x)e
inx b
]a
1
= in
2
F (x)e
inx
dx = inan .
(c) Then all bets are o. As one example, consider F (x) = x which is
clearly absolutely continuous on [ , ]. Then
Z
1
1 xe inx
e inx
2i
inx
an =
xe
dx =
+
= ( 1)n
2
2
2
in
n
n
R
for n 6= 0, and a0 =
xdx = 0. However, F 0 (x) = 1 which has
Exercise 25: The following shows the necessity of allowing for general exceptional sets of measure zero in the dierentiation Theorems 1.4, 3.4, and
3.11. Let E be any set of measure zero in Rd . Show that:
(a) There exists a non-negative integrable f in Rd , such that
Z
1
lim inf
f (y)dy = 1 for each x 2 E.
m(B)!0 m(B) B
x2B
= 1.
On
n
2n
d
Rd
n=1 R
n=1
n=1
44
f (y)dy.
F (x + h)
h
F (x)
= lim inf
h!0
h<0
x+h
f (y)dy
The conclusion in (a) implies that both of these are infinite, since
one can consider integrals over the balls [x, x + h) and (x h, x].
(Technically, I suppose we should work with open balls, but one can
look at e.g. (x
, x + h) for sufficiently small .)
45
a+h
In particular,
Z (n+1)h
nh
F (nh))
F (x + h)
Nh
F (x) h
N
X1
F ((n + 2)h)
F (nh)
n= N
h F ((N + 1)h) + F (N h)
2h(F (+1)
F ( 1))
(x + h)
(x)
F (( N + 1)h)
F ( N h)
F ( 1) is a finite constant,
(x + h) F (x + h)
F (x) .
F (x)
(x + h)
(x) dx =
Hence
(x + h) F (x + h)
F (x) dx
| (x + h)| F (x + h)
F (x) dx
ZR
R
F (x + h)
F (x) dx
A|h|.
Z
F (x)
(x + h)
h
(x)
dx A.
46
(tj
tj
2
1)
+ (F (tj )
F (tj
2
1 ))
j=1
n
X
(tj tj
1 )+(F (tj )
F (tj
1 ))
=x
+F (
x).
j=1
We wish to show that this upper bound is in fact the least upper bound
when F is the Cantor-Lebesgue function. Consider the iterates Fn (x) of
which this function is the limit. The interval [0, 1] can be divided into
2n+1 1 intervals on which Fn (x) alternately increases and stays constant;
suppose we label them I1 , C1 , I2 , C2 , . . . , C2n 1 , I2n . The intervals Cj have
varying lengths, since they correspond to intervals that are deleted from the
Cantor set at varying stages of the iteration; however, the Ij all have length
1
iteration of
3n since they correspond to the intervals remaining in the nth
2n
the Cantor set. Hence the sum of the lengths of the Ij is 3n , while the
2n
sum of the lengths of the Cj is 1
3n .
Now let x
2 [0, 1], and consider the partition Pn consisting of all points less
than or equal to x
which are an endpoint of one of the Cj or Ij . Thus we
have 0 = t0 < t1 < < tm = x
where Fn is increasing on [t0 , t1 ], constant
on [t1 , t2 ], increasing on [t2 , t3 ], etc. Note also that F (tj ) = Fn (tj ) since all
the tj are endpoints of the Ck intervals, which remain fixed in all successive
iterations. Then
m q
X
j=1
m
X
(tj
(tj
j=1
j odd
m
X
=F (
x) +
2
1)
+ (F (tj )
F (tj
2
1 ))
tj
2
1)
+ (F (tj )
F (tj
2
1 ))
m q
X
(tj
j=1
j even
(F (tj )
j=1
j odd
tj
X
k
=F (
x) + x
F (tj
|Ck \ [0, x
]|
X
X
k
=F (
x) + x
j=1
j even
F (
x) + x
1 ))
m
X
|Ik \ [0, x
]|
|Ik |
n
2
.
3
(tj
tj
1)
tj
2
1)
+ (F (tj )
F (tj
2
1 ))
47
f (y)| M |x
y|
for some M and all x, y 2 R, if and only if f satisfies the following two
properties:
(i) f is absolutely continuous.
(ii) |f 0 (x)| M for a.e. x.
Solution.
Suppose P
f is Lipschitz. Then for any > 0, if we let = M
, then
P
|bj aj | < )
|f (bj ) f (aj )| < . Hence f is absolutely continuous.
This implies f is dierentiable a.e.; if x is a point for which f 0 (x) exists, the
Lipschitz condition implies | f (x+h)h f (x) | M for all h. Taking the limit
as h ! 0 implies |f 0 (x)| M .
Conversely, suppose f is absolutely continuous and has bounded derivative a.e. Since absolutely continuous functions are the integrals of their
derivatives,
Z y
Z max(x,y)
Z max(x,y)
0
0
|f (y) f (x)| =
f (t)dt
|f (t)|dt
M dt = M |x y|
x
min(x,y)
min(x,y)
so f is Lipschitz.
)x2 ) (x1 ) + (1
) (x2 )
for every x1 , x2 2 (a, b) and 0 1. One can also observe as a consequence that we have the following inequality of the slopes:
(x + h)
h
(1)
(x)
(y)
y
(x)
x
(y)
(y
h
h)
whenever x < y, h > 0, and x + h < y. The following can then be proved.
(a) is continuous on (a, b).
(b) satisfies a Lipschitz condition of order 1 in any proper closed subinterval [a0 , b0 ] of (a, b). Hence is absolutely continuous in each subinterval.
(c) 0 exists at all but an at most denumerable number of points, and
0
= D+ is an increasing function with
Z y
0
(y)
(x) =
(t)dt.
x
(d) RConversely, if
is any increasing function on (a, b), then
x
(t)dt
is
a
convex
function in (a, b) for c 2 (a, b).
c
Solution.
(x) =
48
n ) (y)
for all n. But n ! 1, and since (xn ) < (x) , this implies
(x) < (x) for sufficiently large n, a contradiction.
Hence is continuous.
(b) First, I prove an inequality of slopes that I like better than the one
given. I claim that for s < t < u with s, t, u 2 (a, b),
(2)
(3)
(t)
(s)
(u)
(s)
(u)
(t)
.
t s
u s
u t
This follows straightforwardly from the convexity condition:
u t
t s
t=
s+
u
u s
u s
u t
t s
) (t)
(s) +
(u)
u s
u s
) (u s) (t) (u t) (s) + (t s) (u)
) (u
s) (t)
(u
s) (s) (s
t) (s) + (t
s) (u)
(t)
(s)
(u)
(s)
.
t s
u s
Taking a dierent route from inequality (3) leads to
)
(u
t) (u)
)
(u
(u)
u
t) (s) (u
(s)
(u)
u
s) (u)
(t)
t
(u
s) (t)
49
h)
h
(a0 )
(y)
y
(a0 h)
(y)
a0 + h
y
(x)
x
(b0 + h)
b0 + h
(x)
x
(b0 + h)
h
The leftmost and rightmost terms above are constants, which we may
call m and M ; we thus have m|y x| | (y)
(x)| M |y x|,
whence is Lipschitz on [a0 , b0 ].
(c) Since is Lipschitz on any closed subinterval [x, y] (a, b), is absolutely
(x) =
R y 0 continuous on [x, y] by Exercise 32 above; hence (y)
(t)dt.
x
Now inequality (2) implies that (x+h)h (x) is an increasing function
of h at any x 2 (a, b). This implies that D+ = D+ and D = D ,
that |D+ |, |D | < 1, and that D+
D . The inequality (1) tells
us that x < y ) D+ (x) D (y). This in turn implies that D+
and D are increasing. To show that D+ = D except at countably
many points, let {x } be those points in (a, b) for which this is not
true, and define j > 0 by j = D+ ( )(x ) D ( )(x ). Then on
any subinterval [a0 , b0 ], if {x1 , . . . , xn } [a0 , b0 ], we have
n+1
X
D+ ( )(xk )
k=1
n+1
X
D+ ( )(xk )
k=1
=D+ ( )(b0 )
D ( )(xk )
n+1
X
D ( )(xk ) +
D ( )(xk )
k=1
D ( )(a0 ),
D+ ( )(xk
1)
x2[a0 ,b0 ]
D+ ( )(xk )
D ( )(xk )
is finite, because all finite sub-sums are bounded by the finite constant
D+ ( )(b0 ) D ( )(a0 ). So this sum can containly only countably many
nonzero terms, which means only countably many points in [a0 , b0 ] can
have D ( )(x) 6= D+ ( )(x). Since (a, b) is a countable union of closed
subintervals (e.g. \[a + n1 , b n1 ]), it can contain only countably many
points for which D+ 6= D . Everywhere else, the derivative exists.
(b0 )
50
(d) Because
x1 + (1
)x2 =
=
is increasing,
Z
x1 +(1 )x2
Zc x2
(t)dt
x2
(t)dt
Z
(t)dt
x2
(t)dt
x2
(t)dt
x2
(t)dt
(t)dt
x1 +(1 )x2
Z x2
x1 +(1 )x2
Z x2
x2
(1
x1
x1
(t)dt + (1
x2
(t)dt
x1 +(1 )x2
(t)dt
(1
(t)dt
x1 +(1 )x2
Z x2
)(x2
x1 ) (x1 + (1
x1 +(1 )x2
(t)dt
x1
(t)dt
Z x2
)
(t)dt
c
= (x1 ) + (1
So
(t)dt
x1 +(1 )x2
x2
) (x2 ).
is convex.
Exercise 4: Prove from the definition that `2 (Z) is complete and separable.
Solution. The proof that `2 is complete is exactly the same as the proof
(m)
that L2 is complete, from pp. 159-160 of the textbook. Let {aj }1
m=1 be
2
a Cauchy sequence in ` (Z). For each k
1 we can choose nk such that
m, n
nk ) ka(m) a(n) k < 21k and nk < nk+1 . Then the subsequence
a(nk ) has the property that ka(nk+1 ) a(nk ) k 21k . Define sequences a =
{aj } and b = {bj } by
(n1 )
aj = aj
1
X
(nk+1 )
aj
(nk )
aj
k=1
and
(n1 )
bj = |aj
|+
Sj
(n1 )
= aj
1
X
(nk+1 )
aj
(nk )
aj
k=1
K
X
aj
K
X
aj
(nk+1 )
aj
(nk+1 )
aj
(nk )
k=1
and
(b,K)
Sj
(n1 )
= |aj
|+
k=1
(nk )
)x2 )
51
Then
kS (b,K) k ka(n1 ) k +
K
X
1
2k
k=1
ak ka(m)
a(nK ) k + ka(nK )
ak < .
Hence a
! a.
To prove that `2 is separable, consider the subset D consisting of all rational
sequences which are 0 except at finitely many values. This is countable
because
(m)
1
[
N =1
1
[
N =1
bk2 =
1
X
j= 1
|qj
bj |2 =
|j|>N
|bj
0|2 +
N
X
j= N
2N
|qj
bj |2 <
2 X 2
+
< 2 .
2+s
2
2
s=0
kf k2 M 1/2 kf k1 .
52
Solution.
(a) Let f (x) = |x| 1 |x|1d/2 and g(x) = |x|1 |x|1 d . Then Exercise 10 of
Chapter 2 shows that f and g 2 are integrable, but f 2 and g are not.
(b) Applying the Cauchy-Schwarz inequality to the inner product of f E
and E ,
Z
1/2 Z
1/2
Z
kf k1 = kf E k1 = |f E |
|f |
= m(E)1/2 kf k2 .
E
(c) Since |f | M ,
Z
Z
1/2
|f |2 M |f | ) kf k22 = |f |2 M |f | = M kf k1 ) kf k2 M 1/2 kf k1 .
d
and
enables us to construct g 2 CC (R ) with m({g 6= s}) < 2ksk1
sup |g| sup |s| < 1. (To do this, construct g from Lusins theorem;
then if g
ksk1 on the closed set F , change g to ksk1 on F . See
Rudin, Real and Complex Analysis pp. 55-56.)
Then |g s| 2ksk1
|g
s| 2 ksk1
p
2ksk1
2ksk1
= p ) kg
, so
skp < .
2
d
Exercise 7: Suppose { k }1
k=1 is an orthonormal basis for L (R ). Prove that
the collection { k,j }1k,j<1 with k,j (x, y) = k (x) j (y) is an orthonormal
basis of L2 (Rd Rd ).
R2d
Z
2
2
2
2
2
| (k, j)| =
| k (x)| | j (y)| dxdy =
| k (x)| dx
| j (y)| dy = 1
R2d
Rd
Rd
53
Rd
` m
j k
Rd
m (y)dy
Z Z
=
f (x, y) j,k (x, y)dy dx
Rd
Rd
Z Z
=
f (x, y) k (y)dy
j (x)dx
Rd
Rd
Hence, if we define
fk (x) =
we see that
Rd
Rd
f (x, y)
fk (x)
j (x)
k (y)dy,
=0
2
H2 be the space L (R). Using the mapping
i x
i+x
of R to the unit circle, show that:
(a) The correspondence U : F ! f , with
1
i x
f (x) = 1/2
F
i+x
(i + x)
x 7!
54
(b) As a result,
1
1/2
i x
i+x
1
i+x
1
n= 1
Solution.
(a) If we define = 2 tan 1 (x), then x = tan 2 , ii+xx = ei , 1 + x2 =
sec2 2 , and dx = 12 sec2 2 d. (Brings back memories of high school
calculus, dont it?) Then
2
Z
Z
1
i x
2
|f (x)| dx =
F
dx
2
i+x
R
R |i + x|
2
Z
1 1
i x
=
F
dx
2
i+x
R x +1
Z
1
1
i 2 1
2
=
|F
(e
)|
sec
d
2
2
2
sec (/2)
Z
1
=
|F (ei )|2 d
2
n
1
i x
1
in
{U (e )} = p
i+x
i+x
is an orthonormal basis for L2 (R).
S =
V.
V H subspace
V closed
55
x 2 S.
Solution.
(a) Let x 2 H and write x = xS + xS ? . Then
so P = P .
(b) Let S = im(P ) which is a subspace of H. To show S is closed, suppose
xn 2 S and xn ! x. Then because P is bounded, its continuous,
so P xn ! P x. But P xn = xn , so xn ! P x which implies P x = x.
Hence x 2 S, so S is closed. Also, if w 2 S ? , then for all v 2 S,
hx, P wi = hP x, wi = hx, wi = 0
xk k
xk ) (PS
k)
! x.
Rd
Ef.
56
i=1
i=1
p
where MP= max(m
p i ). (In fact, this bound can be improved to M n,
because
|ci | n by the Cauchy-Schwarz inequality.)
57
Exercise 18: Let H denote a Hilbert space, and L(H) the vector space of all
bounded linear operators on H. Given T 2 L(H), we define the operator
norm
kT k = inf{B : kT vk Bkvk, for all v 2 H}.
(a) Show that kT1 + T2 k kT1 k + kT2 k whenever T1 , T2 2 L(H).
(b) Prove that
d(T1 , T2 ) = kT1
T2 k
kT xk
.
xinH,x6=0 kxk
sup
kT1 xk kT2 xk
kT1 xk
kT2 xk
+
sup
+ sup
= kT1 k + kT2 k.
kxk
kxk
kxk
kxk
(b) Since kT xk = k
T xk for all x, kT k = k
d(T1 , T2 ) = kT1
T2 k = kT2
T k. Then
T1 k = d(T2 , T1 ).
58
sup
kf k=kgk=1
sup
kf k=kgk=1
sup
kf k=kgk=1
|hT T f, gi|
|hT f, T gi|
kT f kkT gk
= sup kT f k sup kT gk
kf k=1
= kT k .
2
kgk=1
sup
kf k=kgk=1
hT f, T gi
sup hT f, T f i
kf k=1
kT k2 .
n!1
Exercise 17: Fatous theorem can be generalized by allowing a point to approach the boundary in larger regions, as follows.
For each 0 < s < 1 and point z on the unit circle, consider the region
s (z) defined as the smallest closed convex set that contains z and the
closed disc Ds (0). In other words, s (z) consists of all lines joining z with
59
pointsn in Ds (0). Near the point z, the region s (z) looks like a triangle.
See Figure 2.
We say that a function F defined in the open unit disc has a nontangential limit at a point z on the circle, if for every 0 < s < 1, the
limit
F (w)
w!z
w2 s (z)
exists.
Prove that if F is holomorphic and bounded on the open unit disc, then
F has a non-tangential limit for almost every point on the unit circle.
P1
n
Solution. Since F is holomorphic, we have F (z) = n=0 aP
n z for |z| < 1.
As shown on page 174 in the proof of Fatous theorem,
|an |2 < 1 so
2
i
there is an L (T ) function F (e ) whose Fourier coefficients are an . Note
also that F (ei ) is bounded (almost everywhere) since, by Fatous theorem,
it is the a.e. radial limit of F (z), so |F (z)| M ) |F (ei )| M .
We next prove a lemma about the Poisson kernel.
Lemma 2. For each s 2 (0, 1) there exists a constant ks such that
Pr (
) ks Pr (
s.
)=
and
1
|ei
r2
rei |2
1 r2
.
|ei
r|2
(This alternate formula can be found in any complex analysis book.) Our
task is thus reduced to proving
Pr (
|ei
r| |ei
)=
r| ks |ei
rei | + r|ei
rei |.
1| = |ei
2r sin 2
|ei
rei |
rei |
rei | + 2r sin
||
2
2r sin 2
1 r
is bounded on s . Now for each r, the maximum value of || (which will
maximize this quotient) is, as indicated in the diagram
below,
p
p one for which
2r sin 2 occurs in a triangle with 1 r and 1 s2
r2 s2 . Thus,
60
p
d p
r
d
1 s2
r2 s2 = p
< 1=
(1 r).
2
2
dr
dr
r
s
This completes the proof of the lemma. (I know, there are probably much
shorter proofs, but its late at night...)
61
Having established this lemma, the rest of the problem becomes trivial.
By the Poisson integral formula,
Z
1
|F (rei )| =
Pr (
)F (ei d
2
Z
1
Pr (
)|F (ei |d
2
Z
1
ks
Pr ( )|F (ei |d
2
Exercise 21: There are several senses in which a sequence of bounded operators {Tn } can converge to a bounded operator T (in a Hilbert space H).
First, there is convergence in the norm, that is, kTn T k ! 0 as n ! 1.
Next, there is a weaker convergence, which happens to be called strong
convergence, that requires that Tn f ! T f as n ! 1 for every f 2 H.
Finally, there is weak convergence (see also Exercise 20) that requires
(Tn f, g) ! (T f, g) for every pair of vectors f, g 2 H.
(a) Show by examples that weak convergence does not imply strong convergence, nor does strong convergence imply convergence in the norm.
(b) Show that for any bounded operator T there is a sequence {Tn } of
bounded operators of finite rank so that Tn ! T strongly as n ! 1.
Solution. (a) Let H = `2 (N). Let T be the zero operator and Tn = Rn
where R is the right shift operator; thus
Tn (a1 , a2 , . . . ) = (0, . . . , 0, a1 , a2 , . . . ).
Then for any fixed f = (a1 , a2 , . . . ) and g = (b1 , b2 , . . . ),
hTn f, gi =
1
X
k=1
ak bn+k = hf, Ln gi
62
n
X
cij ej
j=1
and extend linearly from the basis to the rest of the space (actually,
extend linearly to finite linear combinations of the basis, and then take
limits to get the rest of the space...) Clearly each TnP
is of finite rank
1
since its range is spanned by e1 , . . . , en . Now let f = i=1 ai ei . Then
Tf =
1 X
1
X
ai cij ej
i=1 j=1
whereas
Tn f =
1 X
n
X
ai cij ej
i=1 j=1
which is just the nth partial sum (in j) and hence converges to T f .
(This is where we use the fact that T is a bounded operator, since
absolute convergence allows us to rearrange these sums.) Hence Tn f !
T f weakly for all f 2 H.
hT f, T gi =
kT f + T gk2
kT f
63
know T T = I from part (a). Since T is bijective, it has a linear 2sided inverse, and the equation T T = 1 shows that T is this inverse.
Hence T T = I.
(c) The right-shift operator on `2 (N) is isometric, since
k(0, a1 , a2 , . . . )k2 =
1
X
j=1
Tk Tj = Tk Tj = 0
for all k 6= j.
is compact in H.
64
But this implies convergence to a point in the Hilbert space (since the sizes
of the tails are uniformly bounded), so we are done.
Tn k = sup|
k>n
k|
! 0.
Since all the points of the sequence {T nj } are uniformly bounded away
from each other, it can have no convergent subsequence. These points all
lie in T (B), so T (B) is not compact.
(ii)
Rd
2
d
is
R bounded on L (R ) with kTRk A. Note as a special case that if
|K(x, y)|dy A for all x, and |K(x, y)|dx A for all y, then kT k A.
2
1
|K(x, y)|w(y)dy
|K(x, y)||f (y)| w(y) dy
(a.e.)
Aw(x)
dy
65
= A2 kf k2 .
Hence kT k A.
Solution.
(a) Let
C=
z2Rd :|z|2
dz
|z|d
A
= AC
d
d
|x
y|
|z|
B
|z|2
66
where we define
Cn =
z2Rd :|z|1/n
dz
.
|z|d
2d + 2 >
,>
d
.
2
T )f for some f 2 H}
is closed.
(b) Show by example that this may fail when = 0.
(c) Show that the range of I T is all of H if and only if the null space
of I T is trivial.
Exercise 30: Let H = L2 ([ , ]) with [ , ] identified as the unit circle.
Fix a bounded sequence { n }1
n= 1 of complex numbers, and define an
operator T f by
T f (x)
1
X
inx
n an e
whenever
n= 1
f (x)
1
X
an einx .
n= 1
h = h T
for every h 2 R.
(c) Conversely, prove that if T is any bounded operator on H that commutes with translations, then T is a Fourier multiplier operator.
67
Exercise 34: Let K be a Hilbert-Schmidt kernel which is real and symmetric. Then, as we saw, the operator T whose kernel is K is compact and
symmetric. Let { k (x)} be the eigenvectors (with eigenvalues k ) that
diagonalize
T . Then
P
(a)
| k |2 < P
1.
(b) K(x, y)
k k (x) k (y) is the expansion of K in the basis {phik (x) k (y)}.
(c) Suppose T is a compact operator which
P is2 symmetric. Then T is of
Hilbert-Schmidt type if and only if
| n | < 1, where { n } are the
eigenvalues of T counted according to their multiplicities.
Exercise 35: Let H be a Hilbert space. Prove the following variants of the
spectral theorem.
(a) If T1 and T2 are two linear symmetric and compact operators on H
that commute, show that they can be diagonalized simultaneously. In
other words, there exists an orthonormal basis for H which consists of
eigenvectors for both T1 and T2 .
(b) A linear operator on H is normal if T T = T T . Prove that if T is
normal and compact, then T can be diagonalized.
(c) If U is unitary, and U = I T where T is compact, then U can be
diagonalized.
Solution.
(a) We can pretty much copy the proof verbatim with eigenvector replaced by common eigenvector. Let S be the closure of the subspace
of H spanned by all common eigenvectors of T1 and T2 . We want to
show S = H. Suppose not; then H = S S ? with S ? nonempty. If we
can show S ? contains a common eigenvector of T1 and T2 , we have a
contradiction. Note that T1 S S, which in turn implies T1 S ? S ?
since
g 2 S ? ) hT g, f i = hg, T f i = 0
T + T
T T
+i
.
2
2i
T ) = T 2 + T T
TT
T +T
2
and
T 2 = T 2
T
2i
T 2 = (T
T )(T + T )
eigenvectors of T +T
and T 2iT . Any such common eigenvector is an
2
68
eigenvector of T , since
T + T
T T
x = x and
x=
2
2i
x ) T x = ( + i 0 )x.
(c)
N
X
a k bk
k=1
PN
PN
if f (x) = k=1 a k ei k x and g(x) = k=1 b k ei k x .
(b) With this inner product H0 is a pre-Hilbert space. Notice that kf k
supx |f (x)|, if f 2 H0 , where kf k denotes the norm hf, f i1/2 . Let H
be the completion of H0 . Then H is not separable because ei x and
0
ei x are orthonormal if 6= 0 . A continuous function F defined on R
is called almost periodic if it is the uniform limit (on R) of elements
in H0 . Such functions can be identified with (certain) elements in the
completion H: We have H0 AP H, where AP denotes the almost
periodic functions.
(c) A continuous function F is in AP if for ever > 0 we can find a length
L = L such that any interval I R of length L contains an almost
period satisfying
sup|F (x + )
x
F (x)| < .
69
j,
P1
for positive constants {an } with the property that n= 1 an = A < 1.
PN
Then SN (f ) converges as N ! 1, for every f 2 H, with SN =
N Tk .
Moreover, T = limN !1 SN satisfies kT k A.
Solution. For any integers N and n,
n
N
X
N
X
j1 = N k1 = N
N
X
N
X
j1 = N k1 = N
j2n
j2n
N
X
1 = N k2n
N
X
1=
N k2n
N
X
Tk2n
Tk2n
1= N
N
X
1=
k.
70
Problem 9: A discussion of a class of regular Sturm-Liouville operators follows. Other special examples are given in the problems below.
Suppose [a, b] is a bounded interval, and L is defined on functions f that
are twice continuously dierentiable in [a, b] (we write f 2 C 2 ([a, b]) by
d2 f
q(x)f (x).
dx2
Here the function q is continuous and real-valued on [a, b], and we assume
for simplicity that q is non-negative. We say that
2 C 2 ([a, b]) is an
eigenfunction of L with eigenvalue if L( ) = , under the assumption
that satisfies the boundary conditions (a) = (b) = 0. Then one can
show:
(a) The eigenvalues are strictly negative, and the eigenspace corresponding to each eigenvalue is one-dimensional.
(b) Eigenvectors corresponding to distinct eigenvalues are orthogonal in
L2 ([a, b]).
(c) Let K(x, y) be the Greens kernel defined as follows. Choose
(x)
to be a solution of L( ) = 0, with
(a) = 0 but 0 (a) 6= 0. Similarly, choose + (x) to be a solution of L( + ) = 0 with + (b) = 0 but
0
0
0
(x)
(x) + (x), be the Wronskian
+ (b) 6= 0. Let w = + (x)
of these solutions, and note that w is a non-zero constant.
Set
(
(x) + (y)
a x y b,
w
K(x, y) =
(y)
+ (x)
a y x b.
w
L(f )(x) =
is a Hilbert-Schmidt operator, and hence compact. It is also symmetric. Moreover, whenever f is continuous on [a, b], T f is of class
C 2 ([a, b]) and
L(T f ) = f.
(d) As a result, each eigenvector of T (with eigenvalue ) is an eigenvector of L (with eigenvalue = 1/ ). Hence Theorem 6.2 proves
the completeness of the orthonormal set arising from normalizing the
eigenvectors of L.
Solution.
(a) Let be an eigenfunction of L with eigenvalue . Then
00
= (q + ) )
00
= (q + )
71
1 2
=
)
)
)
00
1 2 =
0 0
1 2+
( 1 02 )0
0
1 2 =
00
2 1
00
1 2
=(
0
1 2
0 0
1 2
0
00
1 2
0
1 2)
+ C.
00
+
00
=q
= 0;
0
it is nonzero because plugging in at a yields
(a) + (a). We already
know 0 (a) 6= 0, and + (a) cannot be zero because then + would be
an eigenfunction with eigenvalue
R R 0, 2contradicting part (a). To show T
is Hilbert-Schmidt, consider
|K |. We will treat this on the region
R = {a y x b}; the other half is symmetric. Then
ZZ
ZZ
| + (x) (y)|2
dxdy.
|K(x, y)|2 dxdy =
w2
R
R
72
is finite. So T is Hilbert-Schmidt. The symmetry of T is immediately evident from its definition. Now suppose f 2 C([a, b]). Then
T f 2 C 2 ([a, b]) because K 2 C 2 ([a, b]2 ) and the second partials of K
are bounded so that one can dierentiate T f under the integral sign.
Finally,
Z b
Z
Z
1 x
1 b
T f (x) =
K(x, y)f (y)dy =
(y)f (y)dy +
(x) + (y)f (y)dy
+ (x)
w a
w x
a
Z x
Z
(x) b
+ (x)
=
(y)f (y)dy +
+ (y)f (y)dy,
w
w
a
x
so
(T f ) (x) =
0
0
+ (x)
w
0
+ (x)
(y)f (y)dy +
+ (x)
(y)f (y)dy +
(x)
w
(x)f (x) +
Z
(x)
w
+ (y)f (y)dy
(x)
w
+ (x)f (x)
+ (y)f (y)dy
and
Z
(x) b
(T f ) (x) =
(y)f (y)dy +
(x)f (x) +
+ (y)f (y)dy
w
w
w
a
x
Z
Z
w q(x) + (x) x
q(x) (x) b
= f (x) +
(y)f (y)dy +
+ (y)f (y)dy
w
w
w
a
x
Z b
= f (x) + q(x)
K(x, y)f (y)dy
00
00
+ (x)
0
+ (x)
00
(x)
w
+ (x)f (x)
73
|f (x y)||k(y)| |k(y)| dy dx
Z
p
kf (x y)k(y)1/p kp kk(y)1/q kq dx
=
Z Z
|f (x
y)| |k(y)|dy
p/q
= kkk1 kf p kk1
|k(y)|dy
p/q
dx
p/q
kkk1 kkk1 kf p k1
= kkkp1 kf kpp .
|f (x y) fn (x y)| |k(y)|dydx
kf
L2
fn k2 kkk1 ! 0
so
f[
k() = lim f\
n k() = lim fn ()k() = k() lim fn () = k()f ().
(d) This is just the definition of a Fourier multiplication operator applied
to part (c).
Solution.
(a) Since |F (z)| M for some M ,
F (x + iy)
M
p
x + i(y + 1)
x2 + 1
74
so
Hence
1
1
F (x + iy)
x + i(y + 1)
F (z)
z+i
dx
1
1
M2
dx = M 2 .
x2 + 1
exists a.e., which in turn implies that lim F (x + iy) exists a.e.
(b) I assume that I can take for granted that z 7! i 11+zz is a conformal
mapping of the unit disc into the upper half plane, since we did this
w
on a previous homework. Then define G(w) = F (i 11+w
) which is a
bounded holomorphic function on D. It now suffices to show that w
approaches the unit circle non-tangentially as y = Re(z) ! 0, where
w is now given by the inverse mapping
w=
x + (1 y)i
.
x + (1 + y)i
Then
x2 + (1 y)2
x2 + (1 + y)2
by straightforward arithmetic. Now if w were approaching the unit
2
circle in a tangential manner, we would have d|w|
dy |y=0 = 0. However,
|w|2 =
d|w|2
4(y 2 x2 1)
= 2
dy
(x + (1 y)2
which is nonzero at y = 0.
Exercise 4: Consider F (z) = ei/z /(z + i) in the upper half-plane. Note that
F (x + iy) 2 L2 (R), for each y > 0 and y = 0. Observe also that F (z) ! 0
as |z| ! 1. However, F 2
/ H 2 (R2+ ). Why?
Solution. For any fixed y > 0,
ei/(x+iy)
x + i(1 + y)
e1/y
x2 + 1
1
1
= 2
|x + i|2
x +1
75
whence
|f (z)|2
1
r2
ZZ
|f ()|2 dA
1
kf k2 .
r2
| z|r
n=0
2
n (z)|
B(z, w) =
c2
d(z, c )
1
X
for z 2 .
n (z) n (w)
n=0
76
(d) P
Suppose that is the unit disc. Then f 2 H exactly when f (z) =
1
n
n=0 an z , with
1
X
n=0
|an |2 (n + 1)
(n+1) 1
}n=0
1/2
B(z, w) =
< 1.
(1
z w)
2
Solution.
(a) First we prove a lemma, whose relevance was so kindly pointed out by
Prof. Garnett:
Lemma 3. Let {bn }1
n=0 be a sequence of complex numbers. Then
v
u1
1
X
uX
t
|bn |2 = P sup
an bn .
n=0
|an |2 1 n=0
P
Proof. If |bn |2 < 1 this follows from the Cauchy-Schwarz inequality
applied to `2 (N), where equality is achieved when {an } is the unit
vector inPthe same direction (actually, the conjugate) as {bn }. Now
suppose
|bn |2 = 1. Then for any N , define the truncated sequence
)
b(N ) = {b(N
n } by
(
b(N ) = bn n N
n
0 else.
Then b(N ) 2 `2 , so if a(N ) = {an }1
n=0 is the unit vector in the
conjugate direction of b(N ) , we have
(N )
1
X
)
a(N
n bn =
n=0
1
X
n=0
)(N )
a(N
= kb(N ) k.
n bn
n=0
|an |2
n=0
an n (z) = |g(z)|
kgk =
.
c
d(z, )
d(z, c )
n=0
77
n=0
2
n (z)|
1
X
sup
|an
|2 1
n (z),
an
we have
!2
n (z)
n=0
.
d(z, c )2
(b) The absolute convergence of this sum follows from part (a) and the
Cauchy-Schwarz inequality: For fixed values of z and w, {| n (z)|} and
{ n (w)} are vectors in `2 , so by the Cauchy-Schwarz inequality,
qX
qX
X
| n (z)|2
| n (w)|2 < 1.
n (z) n (w)
n=0
an
1
X
j (z)h n ,
ji
j,n
an
bk
k=0
P1
n=0
an
n (w)+
! 01
X
j (z)
@
k ,
j=0
bk
j (z)h k ,
k,j
n (z).
P1
k (w)
k=0 bk
1+
A
ji
This is the formula for projection onto a closed subspaceT erases all
the components n
in the
complement.
q orthogonal
o
n}
= zn
n+1
|z n|dA =
D
2
is orthonormal since
n+2
r=0
=0
r2 nrdrd = 2(n + 1)
r2n+2
2n + 2
1
0
=1
78
and
h
n,
p
Z
Z 2
(m + 1)(n + 1) 1
=
rn+m e2i(n
r=0 =0
m)
rdrd = 0
bn = an n+1 .
To obtain an expression for B(z, w), we first note that for any complex
number with || < 1,
1
(1
)2
1
X
(n + 1) n .
n=0
P
This may be obtained by dierentiating the series 1 = n termwise,
or by squaring it and collecting like terms. Both are justified by the
uniform absolute convergence of this series on compact subdisks of the
unit disk. Then
r
1 r
1
X
n+1 n n+1 n
1X
B(z, w) =
z
w
=
(n + 1)(z w)
n=
.
(1
z w)
2
n=0
n=0
R1
0
|f0 ()|2 d
< 1. Moreover, the mapping f0 ! f given by this
Z Z
2
2
kf k2 =
|f (x + iy)| dx dy
R
so that |f (x + iy)|2 dx is an integrable function of y, and therefore finite
almost everywhere. Then we can show that fy ()e2y is independent of y
using exactly the same proof in the book. (Our proof of the boundedness
of f on closed half-planes changes slightly: we now have
Z
1
1
|f ( + z)|2 dxdy 2 kf k22 .
|f ()|2 = 2
|z|<
79
This tells us that f0 () = 0 for a.a. < 0 (since the integral in is infinite
for < 0), and also gives us the relation
Z 1Z 1
kf k22 =
|f (x + iy)|2 dxdy
1
1
Z 1Z 1
=
|f0 ()|2 e 4y ddy
1 0
Z 1
Z 1
Tonelli
=
|f0 ()|2
e 4y dyd
0
1
Z 1
1
2
=
|f0 ()|
d
4
0
2ih
P\
(h f )() = ()d
f ()
h f () = ()e
2ih c
\
P f () = e2ih ()f().
h P (f )() = e
P[
a f () = () a f () = ()af (a).
80
Exercise 15: Suppose f 2 L2 (Rd ). Prove that there exists g 2 L2 (Rd ) such
that
@
f (x) = g(x)
@x
in the weak sense, if and only if
@
.
@x
Then L = ( 1)||
@
.
@x
\
@
() = ( 1)||
Ld
() = ( 1)|| (2i) () = (2i) ().
@x
= hf, L i.
Hence g = Lf weakly.
Conversely, suppose there exists g 2 L2 such that g = Lf weakly. Using
Plancherel again,
Z
g() ()d = h
g , i
= hg, i
= hf, L i
i
= hf, Ld
Z
= f()(2i) ()d.
81
In other words, the map that takes f to f (although not linear) is bounded
on L2 (Rd ). This diers notably from the situation in L1 (Rd ), as we observed
in Chapter 3.
(a) For each > 0, prove that if f 2 L2 (Rd ), then
Z
2A
m({x : f (x) > })
|f (x)|dx.
|f |>/2
Here, A = 3d will do.
(b) Show that
Z
Z
|f (x)|2 dx = 2
Rd
m(E )d,
Solution.
(a) Let G = {x : |f (x)| >
Z
Z
|f (y)|dy
G
2 }.
Then 1
on G , so
2
|f |
2
2
|f (y)|2 dy kf k2 < 1.
Z
Z
Z
1
1
2
m(Bx ) <
|f (y)|dy <
m(Bx ) +
|f (y)|dy ) m(Bx ) <
|f (y)|dy.
Bx
2
G \Bx
G \Bx
Here we have broken up the integral into the integral over the portion
of Bx where |f | 2 and the region where |f | > 2 and bounded each
portion. Now let K be any compact subset of E ; then K is covered
by finitely many balls Bx1 , . . . , BxN . By the Covering Lemma, there
exists a subcollection Bxn1 , . . . , BxnM such that
!
N
M
[
X
m
Bi 3d
m(Bxnj ).
i=1
j=1
Then
m(K) 3d
M
X
j=1
m(Bxnj )
Z
M Z
2 3d X
2 3d
|f (y)|dy
|f (y)|dy.
j=1 G \Bxn
G
j
m(K)
KE cpct
) m(E )
2 3d
|f (y)|dy.
82
Rd
Substituting =
Z
2
y}) dy.
(c)
Exercise 3: Consider the exterior Lebesgue measure m introduced in Chapter 1. Prove that a set E Rd is Caratheodory measurable if and only if
E is Lebesgue measurable in the sense of Chapter 1.
Exercise 4: Let r be a rotation of Rd . Using the fact that the mapping
x 7! r(x) preserves Lebesgue measure (see Problem 4 in Chapter 2 and
Exercise 26 in Chapter 3), show that it induces a measure-preserving mape
of the sphere S d 1 with its measure d .
where E
is the
Solution. Let E S d 1 . By definition, (E) = dm(E)
union of all radii with endpoints in E. Then if r is a rotation of Rd ,
by definition. But rE
= rE
since
(rE) = dm(rE)
, x =
x 2 rE
for some 1, 2 rE
, x = r(), 1, 2 E
, x 2 r(E)
= dm(E)
= m(E), so r preserves measures on the
Thus, m(rE) = dm(rE)
sphere.
Exercise
R 5: Use2 the polar coordinate formula to prove the following:
(a) Rd e |x| dx = 1, when d = 2. Deduce from this that the same
identity
holds for all d.
R
1
r 2 d 1
(b)
e
r
dr (S d 1 ) = 1, and as a result, (S d 1 ) = 2 d/2 / (d/2).
0
d/2
(c) If B is the
R unit ball,
vd = m(B) = / (d/2 + 1), since this quantity
1 d 1
equals 0 r
dr (S d 1 ).
Solution.
(a) For d = 2, we have by polar coordinates
Z
Z Z 1
Z 1
2
2
e |x| dx =
e r rdrd = 2
e
Rd
Rd
S1
rdr =
r 2
xd
1
...e
xd
d
r 2 1
|0
= 1.
dx1 . . . dxd =
R1
x2
d
dx
83
Solution.
(a) Because Q1 is a disjoint union of nd translates of the cube Q1/n ,
(Q1 ) = nd (Q1/n ) ) (Q1/n ) = n d (Q1 ) = cn d .
(b) Let E be Borel measurable with m(E) = 0. Then for any > 0 there
is an open set U with m(U \ E) < ) m(U ) < . We can write
U as a countable disjoint union of cubes Qj whose side lengths are
of the form 1/n, for example by decomposing U into dyadic rational
cubes as described
on pp.
(Qj ) = cm(Qj ) by part (a),
P
P 7-8. Then P
so (U ) =
(Qj ) =
cm(Qj ) = c m(Qj ) = cm(U ) < c. This
can be done for any , so (E) = 0. Thus, is absolutely continuous
84
Exercise 9: Let C([a, b]) denote the vector space of continuous functions on
the closed and bounded interval [a, b]. Suppose we are given a Borel measure
on this interval, with ([a, b]) < 1. Then
Z b
f 7! `(f ) =
f (x)d(x)
a
is a linear functional on C([a, b]), with ` positive in the sense that `(f ) 0
if f 0.
Prove that, conversely, for any linear functional ` on C([a, b]) that is
positive in the above sense, there is a unique finite Borel measure so that
Rb
`(f ) = a f d for f 2 C([a, b]).
85
hk ) on (ak , a0k )
and the function h0k defined by these relations will also be continuous, satisfy
h0k a0k , and have h0k < hk ) `(h0k ) < `(hk ). Now let
X
f =
ck (gk hk ).
Since we also have the relations f f and f f0 , and both ` and L are
positive,
`(f ) < `(f ) < L(f 0 ) + < L(f ) + < L(f ) + 2.
Exercise 10: Suppose , 1 , 2 are signed measures on (X, M) and a (positive) measure on M. Using the symbols ? and defined in Section 4.2,
prove:
(a) If 1 ? and 2 ? , then 1 + 2 ? .
(b) If 1 and 2 , then 1 + 2 .
(c) 1 ? 2 implies |1 | ? |2 |.
(d) ||.
(e) If ? and , then = 0.
Solution.
(a) Let disjoint A1 and B1 be chosen such that 1 (E) = 1 (A1 \ E) and
(E) = (B1 \ E) for all measurable E. Similarly, choose A2 and
B2 disjoint with 2 (E) = 2 (A2 \ E) and (E) = (B2 \ E). Let
A = A1 [ A2 and B = B1 \ B2 . Note that A and B are disjoint
because A1 \ B A1 \ B1 = ; and similarly for A2 . Then for any
measurable E, (E) = (E \ B1 ) = (E \ B) + (E \ (B1 \ B2 ).
But (B1 \ B2 ) = ((B1 \ B2 ) \ B2 ) = 0, so (E) = (E \ B).
Similarly, 1 (E) = 1 (E \ A1 ) = 1 (E \ A) 1 (E \ (A \ A1 )), but
1 (A \ A1 ) = 1 ((A \ A1 ) \ A1 ) = 0, so 1 (E) = 1 (E \ A) and by the
same token, 2 (E) = 2 (E \ A), so (1 + 2 )(E) = (1 + 2 )(E \ A).
Thus, and 1 + 2 are supported on the disjoint sets A and B.
(b) (E) = 0 ) 1 (E) = 2 (E) = 0 ) (1 + 2 )(E) = 0.
(c) Choose disjoint A and B such that 1 (E) = 1 (E \ A) and 2 (E) =
2 (E \ B) for all measurable E. Then
X
X
|1 |(E) = sup
|1 (Ej )| = sup
|1 (Ej \ A)| = |1 |(E \ A)|
j
86
A (E) =
=
inf
E[(aj ,bj ]
inf
E[(aj ,bj ]
inf
E[(aj ,bj ]
FA (bj )
XZ
Z
bj
FA (aj )
F 0 (x)dx
aj
F 0 (x)dx
[(aj ,bj ]
F 0 (x)dx.
To prove the reverse inequality, let > 0 and use the absolute
continuR
ity of the integral to find a > 0 such that m(E) < ) E F 0 (x) < .
(In case the assumption that F 0 2 L1 is a problem, we can treat
the intersection of E with each interval [n, n + 1) separately.) Now
since E is Lebesgue measurable, there is an open set U
E such
be constructed by writing U as a disjoint
that m(U \ E) < . Let U
union of open intervals (aRj , bj ) and replacing
R each0 with (aj , bj ]. Then
\E) = m(U \E) and F 0 (x)dx =
\E
m(U
F (x)dx because U
U \E
U \E
is U \ E plus countably many points. Thus
Z
Z
Z
Z
F 0 (x)dx =
F 0 (x)dx +
F 0 (x)dx +
F 0 (x)dx.
\E
U
is one of the sets over which the infimum is taken in the definiBut U
R
tion of AR(E), so A (E) + E F 0 (x)dx. This is true for any , so
A (E) = E F R0 (x)dx. R
(ii) The equation E f d = E f F 0 (x)dx follows immediately from (a) in
the case where f is a characteristic function. By the linearity of the
integral, it holds for f a simple function as well. The result for nonnegative f follows from the Monotone Convergence Theorem: Choose
87
f d =
simple fn % f . Then
Z
Z
Z
Z
(lim fn )d = lim
fn d = lim
fn (x)F 0 (x)dx =
(lim fn )(x)F 0 (x)dx =
f (x)F 0 (x)dx.
88
Exercise 14: Suppose (Xj , Mj , j ), 1 j k, is a finite collection of measure spaces. Show that parallel with the case k = 2 considered in Section 3
one can construct a product measure 1 k on X = X1 Xk . In
fact, for any set E X such that E = E1 Ek , with Ej 2 Mj for all
Qk
j, define 0 (E) = j=1 j (Ej ). Verify that 0 extends to a premeasure on
the algebra A of finite disjoint unions of such sets, and then apply Theorem
1.5.
Solution. First a hand should at least be waved at the fact that A is an
algebra. It is closed under complements because
(E1 Ek )c = (E1c X2 Xk )
[ (E1 E2c X3 Xk )
[ [ (E1 E2 Ek
Ekc ).
89
[ (F1 \ E1 F2 Fk )
[ (F1 \ E1 F2 \ E2 F3 Fk )
[ (F1 \ E1 F2 \ E2 F3 \ E3 F4 Fk )
[ [ (F1 \ E1 Fk
\ Ek
Fk \ Ek ).
We then integrate each side wrt x2 , etc. After doing this k times we obtain
1
1
X
X
j
j
1 (E1 ) . . . k (Ek ) =
1 (E1 ) . . . k (Ek ) ) 0 (E1 Ek ) =
0 (E1j Ekj )
j=1
j=1
as desired.
Since 0 is a premeasure on A, it extends to a measure on the -algebra
generated by A by Theorem 1.5.
Exercise 15: The product theory extends to infinitely many factors, under
the requisite assumptions. We consider measure spaces (Xj , Mj , j ) with
j (Xj ) = 1 for all but finitely many j. Define a cylinder set E as
{x = (xj ), xj 2 Ej , Ej 2 Mj , Ej = Xj for all but finitely many j}.
Q1
For such a set define 0 (E) = j=1 j (Ej ). If A is the algebra generated
by the cylinder sets, 0 extends to a premeasure on A, and we can apply
Theorem 1.5 again.
Solution. First, note that finite disjoint unions of cylinder sets form an algebra, which is therefore the algebra A. To see this, we can just apply
Exercise 14 because of the condition that finitely many indices inQthe cylinder have Ej 6= Xj . For example, to see how unions work, let
Q Ej be a
cylinder set (where Ej = Xj for all but finitely many j) and Fj another
cylinder set. Then there are finitely many j for which either Ej or Fj is not
Xj ; we may apply the decomposition from Exercise 14 to these components
while
Q leaving
Q the others untouched, and hence obtain a decomposition of
( Ej ) [ ( Fj ) into finitely many disjoint cylinder sets. Similar comments
apply to intersections and complements.
90
Ej be a cylinder
k=1 j=1
where the union is disjoint and all but finitely many Ejk are equal to Xj for
any fixed k. The characteristic-function version of this statement is
1
1 Y
1
Y
X
Ej (xj ) =
Ejk (xj ).
j=1
k=1 j=1
Integrating both sides with respect to x1 and using the monotone convergence theorem to move the integral inside the sum on the right,
1
1
1
Y
X
Y
k
1 (E1 )
(x
)
=
(E
)
Ej
j
1
Ejk (xj ).
1
j=2
k=1
j=2
k=1
Ejk (xj ).
j=`+1
Q
As ` ! 1, the LHS approaches 0 ( Ej ); in fact, it will equal it after
a finite number of steps because all but finitely many Ej equal Xj and
j (Xj ) = 1 for all but finitely many Xj . For the RHS, we apply monotone
convergence again (this time in `) to see that it approaches
0
1
1 Y
1
1
1
X
X
Y
j (Ejk ) =
0 @
Ejk A
k=1 j=1
k=1
j=1
91
R
to mean that an = Td f (x)e 2inx dx. Prove that if g is also integrable,
P
and g n2Zd bn e2inx , then
X
f g
an bn e2inx .
n2Zd
2inx
(e) Verify that {e
} is an orthonormal basis for L2 (Td ). As a result
P
kf kL2 (Td ) = n2Zd |an |2 .
(f) Let f be any continuous periodic function on Td . Then f can be uniformly approximated by finite linear combinations of the exponentials
{e2inx }n2Zd .
Solution.
(a) This follows from the translation invariance of . To show that the
product of translation invariant measures is translation invariant, let
E = E1 Ed be a measurable rectangle in Td , and x = (x1 , . . . , xd ) 2
Td . Then
(E+x) = (E1 +x1 ) (Ed +xd ) = 1 (E1 +x1 ) . . . d (Ed +xd ) = 1 (E1 ) . . . d (Ed ) = (E)
so is translation invariant on measurable rectangles. This implies
that the outer measure generated by coverings of measurable rectangles is also translation invariant. But is just the restriction of
to the sigma-algebra of Caratheodory-measurable sets, so it is translation invariant as well. This implies that is a multiple of Lebesgue
measure; since (Td ) = m(Q) = 1, we must have m = (modulo the
correspondence between Q and Td ).
(b) This is blindingly obvious, but
f mble (resp. cts) , f 1 (U ) mble (resp. open) for open U
, f 1 (U ) mble (resp. open) in Rd
, f mble (resp. cts).
|f (x y)||g(y)|dydx
Td Td
Z Z
=
|f (x y)||g(y)|dxdy
Td
Td
92
(d) Once again, there is absolutely nothing dierent from the one-variable
case. Since f g is integrable by our above remarks, and |e 2inx | = 1,
f g(x)e 2inx is also integrable, so by Fubinis theorem
Z
Z
Z
f g(x)e 2inx dx =
e 2inx
f (x y)g(y)dydx
Td
Td
Td
Z
Z
=
g(y)
f (x y)e 2inx dxdy
Td
Td
Z
Z
2iny
=
g(y)e
f (x y)e 2in(x y) dxdy
Td
Td
Z
=
g(y)e 2iny an dy
Td
= an bn .
Td
j=1
nj
mj
n
m
j=1
Td
> 0 such
93
g
2
L
,
Fourier
inversion
P
holds and we have f g (x) = an bn e2inx a.e. (in fact, everywhere,
since both sides are continuous). Now we can choose such that
|f f g | < 2 everywhere. For this , since the tails of the convergent
P
P
series an bn go to zero, we can choose some truncation |n|N |an bn |
P
such that |n|>N |an bn | < 2 . Then for any x,
f (x)
|n|N
an bn e2inx |f (x)
f g (x)| + f g (x)
= |f (x)
f g (x)| +
|f (x)
f g (x)| +
e2inx
|n|N
an bn e2inx
|n>N |
|n>N |
|an bn |
+ = .
2 2
Thus, f can be uniformly approximated by trigonometric polynomials.
m(
1 [
1
\
n=1 k=n
(E).
94
Then
E0 \ E =
1 [
1
\
n=1 k=n
and
E \ E0 =
1 \
1
[
n=1 k=n
(E) \ E
E\
(E).
But E \ k (E) and k (E) \ E both have measure zero (this follows from
m(E E 0 ) = 0 by an easy induction), and countable unions and intersections of null sets are null, so m(E E 0 ) = 0. Moreover,
(E 0 ) =
1 [
1
\
(E) =
n=1 k=n
1 [
1
\
(E) = E 0
n=2 k=n
because the sets inside the intersection are nested so we get the same set
whether we start at n = 1 or n = 2.
1 (E)
1 (E)
hd.
(E) \ F ) ! (E)(F )
95
gm ) + (T n (f
fm ), g) + (T n fm , gm ).
where kh(n)k < 2 for all n. Letting n ! 1, we see that (T n f, g) is eventually within 2 of (fm , 1)(1, gm ), which in turn is within C of (f, 1)(1, g)
for some constant C. This is true for all , so (T n f, g) ! (f, 1)(g, 1).)
Exercise 21: Let Td be the torus, and : x 7! x + the mapping arising
in Exercise 17. Then is ergodic if and only if = (1 , . . . , d ) with
1 , . . . , d , and 1 are linearly independent over the rationals. To do this
show that:
(a)
Z
m 1
1 X
k
f ( (x)) !
f (x)dx
m
Td
k=0
Solution.
(a) Suppose first that 1 , . . . , d and 1 are dependent over Q, say
p
a1 1 + + ad d = ,
q
where i 2 Q. Let
1
},
2
where {z} = z bzc denotes the fractional part of z. Then m(E) = 12
but E = 1 (E), so is not ergodic.
On the other hand, suppose 1 , . . . , d and 1 are independent over Q.
Let f (x) = e2inx be any complex exponential. If n = 0, then
Z
m 1
1 X
k
f (( (x)) = 1 =
f (x)dx.
m
Td
E = {(x1 , . . . , xd ) : 0 < {q(a1 x1 + + ad xd )} <
k=0
96
If n 6= 0, then
m 1
m
X1
1 X
1
e2inx 1 e2imn
f (x)dx = e2inx
e2ikn =
.
m
m
m
1 e2in
k=0
k=0
Since |1
2imn
k=0
Am f (x)
Finally, since complex exponentials are uniformly dense in the continuous periodic functions by exercise 16f, the above limit holds for any
continuous periodic function: Let f be a continuous periodic function and P a finite linear combination of complex exponentials with
|f
P | < everywhere. Choose n sufficiently large that |Am P
R
Pm 1
1
k
P dx| < for all m > n, where Am g(x) = m
k=0 g( (x)). Then
for m > n,
Z
Z
Z
f (x)dx |Am f (x) Am P (x)| + Am P (x)
P (x)dx +
(P (x)
< + + = 3.
(b) Unique ergodicity follows by the same logic as the 1-variable case.
Let be any invariant measure;Rthen part (a) plus the Mean Ergodic
Theorem shows that P (f ) = f dx, where P is the projection in
L2 () onto the subspace of invariant functions. This implies that the
image of P is just the constant functions. R But we know that the
2
L
of f onto the constants is f d, so we must have
R () projection
R
f dx = f d for continuous f . Since characteristic functions of
open rectangles can be L2 -approximated by continuous functions, this
implies that m(R) = (R) for any open rectangle R. But this implies
that m and agree on the Borel sets. Hence m is uniquely ergodic for
this .
Exercise 26: There is an L2 version of the maximal ergodic theorem. Suppose is a measure-preserving transformation on (X, ). Here we do not
assume that (X) < 1. Then
f (x) = sup
m 1
1 X
|f ( k (x))|
m
k=0
satisfies
whenever f 2 L2 (X).
The proof is the same as outlined in Problem 6, Chapter 5 for the maximal
function on Rd . With this, extend the pointwise ergodic theorem to the
case where (X) = 1, as follows:
Pm 1
1
k
(a) Show that limm!1 m
k=0 f ( (x)) converges for a.e. x to P (f )(x)
2
for every f 2 L (X), because this holds for a dense subspace of L2 (X).
(b) Prove that the conclusion holds for every f 2 L1 (X), because it holds
for the dense subspace L1 (X) \ L2 (X).
f (x))dx
97
Solution.
(a) We use the subspaces S = {f 2 L2 : f = f } and S1 = {g T g :
g 2 L2 } from the proof of the mean ergodic theorem. As shown there,
L2 (X) = S S1 . Given f 2 L2 , let > 0 and write f = f0 + f1 + f2
where f0 2 S, f1 + f2 2 S1 , f1 2 S1 , kf2 k < . Since f1 2 S1 ,
f1 = g T g for some g 2 L2 . Let h = f0 + f1 . Then Am f0 = f0 = P f0
for all m, and
m 1
1 X k
Am f1 =
T (g
m
T g) =
k=0
1
(g
m
T m g).
Clearly
! 0 for all x as m ! 1. Moreover, as shown on page
1
301, m
T g(x) ! 0 for almost all x; one can see this from the fact
that, by the monotone convergence theorem,
Z X
Z
1
1
1
1
X
X
X
1
1
1
1
m
2
m
2
m
2
|T
(g)(x)|
=
|T
(g)(x)|
=
kT
gk
=
kgk
< 1.
2
2
2
m X
m
m2
X m=1 m
m=1
m=1
m=1
P 1 m
2
Since
m2 |T (g)(x)| is integrable, it is finite almost everywhere,
which means the terms in the series tend to zero for almost all x. The
upshot is that Am f1 (x) ! P f1 (x) for a.a. x, so that Am h(x) ! P h(x)
a.e. Finally, let
n
o
E = x 2 X : lim sup |Am f (x) P f (x)| > .
1
m g(x)
m
m!1
hk2
P f (x) = Am g(x)
P g(x) + Am (f
g)(x)
P (f
g)(x).
Let
E = {x 2 X : lim sup |Am f (x)
P f (x)| > 2} .
g)(x)| > } ,
G = {x 2 X : lim sup |P (f
g)(x)| > } .
P g(x) 6! 0},
98
g)k kf
(G )
A
kf
gk1 <
A
.
gk1 <
1
.
Exercise 27: We saw that if kfn kL2 1, then fnn(x) ! 0 as n ! 1 for a.e.
x. However, show that the analogue where one replaces the L2 -norm by the
L1 -norm fails, by constructing a sequence {fn }, fn 2 L1 (X), kfn kL1 1,
but with lim sup fnn(x) = 1 for a.e. x.
Solution. This is yet another example of why Stein & Shakarchi sucks. The
problem doesnt say anything about conditions on X. In fact, the hint seems
to assume that X = [0, 1]. I will assume that X is -finite. I will also assume
that the measure has the property that for any measurable set E and any
real number with 0 (E), there is a subset S E with (S) = .
(This property holds, for example, in the case of Lebesgue measure, or any
measure which is absolutely continuous with respect to Lebesgue measure.
In fact, we dont need quite this stringent a requirementit isnt necessary
that every subset of X have this nice property, but only that we can find a
nested sequence of subsets of Xn whose measures we can control this way,
where X = [Xn and (Xn ) < 1.)
Given these assumptions, let X = [Xn where (Xn ) < 1. We construct
a sequence En of measurable subsets with the properties that (En )
1
n log n and that every x 2 X is in infinitely many En . To do this, we
will construct countably many finite sequences and then string them all
together. The first sequence E2 , . . . , EN1 will have the property that X1 =
1
[N
j=2 Ej , and (Ej ) j log j . To do this, let E2 be any subset of X1 with
1
1
measure 2 log
2 , unless (X1 ) 2 log 2 , in which case E2 = X1 . Let E3 be
1
1
any subset of X1 \ E2 with measure 3 log
3 , unless (X1 \ E2 ) 3 log 3 , in
which case E3 = X1 \E2 . Let E4 be a subset of X1 \(E2 [E3 ) with measure
1
1
at most 4 log
4 log 4 , or X1 \ (E2 [ E3 ) if this has measure P
4 . This process
1
will terminate in finitely many steps because
diverges
and (X1 )
n log n
is finite.
We then construct a second finite sequence of sets EN1 +1 , . . . , EN2 whose
union is X1 [ X2 , a third finite sequence whose union is X1 [ X2 [ X3 , etc.
Let En be the concatenation of all these finite sequences. Then every point
1
in X is in infinitely many En , and (En ) n log
n.
Now let fn = n log n En . Then kfn k1 = n log n(En ) 1. However,
fn (x)
= log n En (x) and since x is in infinitely many En , lim sup fnn(x) = 1
n
for all x.
99
1
1
1
1
0
0
0
(F1 \F2 \F3 ) < (F3 ) (F1 )(F2 ) + 2 + 4 < (F1 )(F2 )(F3 )+ 2 (F3 )+ 3
2
2
2
2
and
1
.
23
for all ` = 1, . . . , k
k
Y
j=`
j=`
(Fj ) +
k
k
X
1 Y
(Fi )
2j i=j+1
j=`+1
100
1 \
1
[
`=1 j=`
Fj0 A = 0.
But the complement of this set is just lim sup Ej0 where Ej0 =
Thus, lim sup Ej0 is almost all of X.
mj
(Ej ).
Solution.
(a) If K is compact, then (K) is also compact by continuity. Now if A
is F , then A is -compact (since every closed set in Rn is a countable
union of compact sets), so (A) is also -compact and hence F . Thus,
maps F sets to F sets. Since measurable sets are precisely those
that dier from F sets by a set of measure zero, it suffices to show that
maps sets of measure zero to sets of measure zero. (The following
argument is adopted from Rudin p. 153.) Let E O have measure
zero. For each integer n, define
Fn = {x 2 E : |
(x)|
Then for any x 2 Fn , the definition of derivative implies that | (y)
<
|y x|
n for |x y| < for some > 0. Define Fn,p Fn to be the set of
x for which = p1 works. Now m(Fn,p ) = 0 because its a subset of
E. I claim that we can cover Fn,p by balls of radius less than p1 with
centers in Fn,p and total measure at most . To do this, we can first
cover Fn,p by an open set of arbitrarily small measure. This open set
can be decomposed into cubes of arbitrarily small diameter, as shown
in chapter 1. If the diameter is sufficiently small (less than a constant
times p1 ), we can cover whichever of these cubes intersect Fn,p with
a ball centered at a point of Fn,p and radius less than p1 ; the other
cubes we discard. The total measure of the resulting balls is at most
a constant times the measure of the open set. (This constant comes
from finding the maximal possible ratio of volumes of the ball covering
one of these small-diameter cubes to the cube, which comes when the
center p
of the ball is at one corner of the cube and the radius of the
ball is 2 times the cubes diameter.) This proves the claim. Now if
we cover Fn,p by such cubes Bj , centered at xj and with radius rj < p1
then for x 2 Bj we have |T (x) T (xj )| n|x xj | nrj . This implies
that
[
X
X
T (Fn,p )
Bnrj (xj ) ) m(T (Fn,p )
m(Bnrj (xj )) = nd
m(Brj (xj )) < nd .
j
101
(ak )(Qk
ak ) (Qk ) (ak ) + (1 + )
(ak )(Qk
ak )
(1
m ( (ak ) + (1 )
since
(ak )(Qk
ak )) = (1 )| det
(ak )|m(Qk )
is linear. Thus,
X
X
)
| det 0 (ak )|m(Qk )
m( (Qk )) (1 + )
| det 0 (ak )|m(Qk ).
R
P
But
| det 0 (ak )|m(Qk ) is a Riemann sum for R | det 0 (x)|dx, and
Riemann integration works because 0 is continuous on the compact
set R. Thus,
Z
Z
(1 )
| det( 0 (x))|dx m( (R)) (1 + )
| det( 0 (x))|dx
0
ak )) .
102
Now
Un
E[N
|=
|.
R
0
Thus, we have (finally) that
R m( (E)) =R E | |.
(c) We proved in part (b) that O0 g(y)dy = O g( (x))| det 0 (x)|dx holds
if g is a characteristic function E for measurablePE O. By linearity,
this extends to a measurable simple function
cj Ej . Now for f
nonnegative, take a sequence fn % f of simple functions; then by the
Monotone Convergence Theorem,
Z
Z
f (y)dy =
lim fn (y)dy
O0
O0
Z
= lim
fn (y)dy
0
ZO
= lim
fn ( (x))| det 0 (x)|dx
O
Z
=
lim fn ( (x))| det 0 (x)|dx
O
Z
=
f ( (x))| det 0 (x)|dx.
O
a b
transformation z 7! az+b
,
where
belongs to SL2 (R).
cz+d
c d
Solution. We first note that such a transformation does in fact map the
upper half plane to itself: if z = x + iy, then
az + b
a(x + iy) + b
ac(x2 + y 2 ) + (ad + bc)x + bd
(ad bc)y
=
=
+i
2
2
cz + d
c(x + iy) + d
(cx + d) + (cy)
(cx + d)2 + (cy)2
and since y > 0 and ad bc = 1 this has positive imaginary part. Now if
0 0
we write the map z 7! az+b
cz+d in terms of its components as (x, y) 7! (x , y ),
0
0
then using the ugly formulas for x and y from the above expression, we can
compute the even uglier partial derivatives and the Jacobian. However, we
can shortcut that by using the fact that the Jacobian is always the square
norm of the complex derivative. In case this needs proof, suppose z 7! f (z)
is a complex dierentiable function. Then if f 0 (z0 ) = + i, the linear
map z 7! f 0 (z0 )(z z0 ) can be rewritten as
7!
y
103
(ad bc)z
1
=
.
2
(cz + d)
(cz + d)2
1
dx0 dy 0
0 2
(E) (y )
Z
1
=
| det 0 |dxdy
0 2
E (y )
Z
((cx + d)2 + (cy)2 )2
=
|(c(x + iy) + d)2 |2 dxdy
y2
E
Z
((cx + d)2 + (cy)2 )2
=
((cx + d)2 + (cy)2 )2 dxdy
y2
E
Z
1
=
dxdy
2
y
E
= (E).
( (E)) =
d 1
R, given by
R : y = F (x)},
(E) =
1 + |rF |2 dx.
E
!0 2
),
m((B)
104
to d dimensions, d
appendix in Book I.
Solution.
(a) We proceed in the steps outlined in Prof. Garnetts hint:
Since B is compact and c is closed, the distance between them
is greater than zero, so we can choose < d(B, c ). Let V =
{x : d(X, B) < } . For each x 2 V define I (x) = {y 2 R :
} and h(x, ) = m(I (x)).
(x, y) 2 B
V R since for (x, y) 2 Rd 1 R, d((x, y), B)
Note that B
d(x, B). By Tonellis theorem,
Z
Z Z
Z
)=
m(B
(y)
=
(y)dydx
=
h(x, )dx.
I (x)
I (x)
R
(x,y)2V R
x+
y(M )
~v
1 + (M )2
> F (x) +
y(M )2
.
1 + (M )2
y(M )
1+(M )2
y(M )
at which F (x + t0~v ) = F (x) + 1+(M
v . Then
)2 . Let x0 = x + t0~
t20 + y
t2 + (y
y(M )2
1 + (M )2
F (x0 ))2
= t20 +
y2
1 + (M
)2
2
2
y(M )
y2
+
1 + (M )2
1 + (M )2
y2
=
<
1 + (M )2
p
so y 2 Ix, . On the other hand, if y > F (x) +
1 + (M + )2 ,
suppose (x, y) 2 Ix, , so there is some x0 with dist((x, y), (x0 , F (x0 ))) <
. Clearly this implies |x0 x| < ; suppose |x0 x| = t. Then because |rF | < M + between x and x0 , F (x0 ) < F (x) + (M + )t.
Then the distance squared from (x, y) to (x0 , F (x0 )) is
t2 + (y
(M + )t) = (1 + (M + )2 )t2
2y(M + )t + y 2 .
105
y(M + )
.
1 + (M + )2
2
y(M + )
y(M + )
y2
2
2
(1 + (M + ) )
2y
+
y
=
> ,
1 + (M + )2
1 + (M + )2
1 + (M + )2
for
h(x, ) p
< 1 + (M + )2
2
< 0 . This proves that
1 + (M
)2
h(x, ) p
= 1 + |rF |2 .
!0
2
lim
dx
lim m(B ) = lim
!0 2
!0 V
2
a
Z
h(x, )
=
lim
dx
2
ZVap
=
1 + |rF |2 dx
B
= (B).
106
Sd
B
, define B 0 = {p 2 S d
[1
B
B 0 [1
, 1 + ] (B)
, 1 + ].
Here the product is in spherical coordinates, of course. The first inclu [1 , 1 + ], then (, 1) 2 B
and
sion is obvious because if (, r) 2 B
is a distance |1 r| away. For the second inclusion, let (, r) be
The distance
any point in Rd . f 2
/ B 0 , let (, 1) be any point in B.
from (, 1) to the line through the origin and (, r) is sin(a(, )) by
elementary trigonometry. By hypothesis this is greater than , so the
distance from (, 1) to (, r) is greater than . On the other hand,
if r 2
/ [1
, 1 + ], then no point in S d 1 is within of (, r). This
proves the second inclusion. Now by the spherical coordinates formulas
derived in section 3,
Z 1+
(1 + )d (1
)d
[1
rd 1 dr =
m(B
, 1 + ]) = (B)
(B),
d
1
so
[1
m(B
, 1 + ])
1 (1 + )d (1
)d
=
(B).
2
d
2
d
]) ! (B). Similarly,
1
1 (1 + )d (1
)d
m(B 0 [1
, 1 + ]) =
(B 0 ).
2
d
2
As ! 0, this approaches lim !0 (B 0 ) (provided the latter exists,
lim (B 0 ) =
of course). Now since the B 0 are nested and \B 0 = B,
= (B)
by the continuity of measures. (It hardly bears pointing
(B)
out here that (B 0 ) are all finite.) By the Sandwich Theorem,
1
) = lim
(B
!0 2
) = (B 0 ).
m(B
@x1
@
@x2
@
@x1
@
@x2
@
dd =
cos cos
cos sin
@F @F
rF =
,
=
@x1 @x2
so
1 + |rF |2 = 1 +
x21
x21
x22
x22
x21
sin sin
sin cos
x1
1
x21
x22
x22
dd = sin cos dd .
,p
1
1
x21
x22
x2
x21
=
x22
1
1
=
.
2
2
cos
sin
Then
d =
p
1 + |rF |2 dx =
1
sin cos dd = sin dd .
cos
107
= sin 1 . . . sin n
cos n
xn = sin 1 . . . sin n .
Then the Jacobian
@(x1 ,...,xn )
@(1 ,...,n )
c1 c2
c1 s2 c3
c1 s2 s3 c4
..
.
s1 s2
s1 c2 c3
s1 c2 s3 c4
..
.
0
s1 s2 s3
s1 s2 c3 c4
..
.
c1 s2 . . . sn
s1 c2 s3 . . . sn
s1 s2 c3 s4 . . . sn
is
0
0
s1 s2 s3 s4
..
.
...
...
...
..
.
s1 s2 s3 c4 s5 . . . sn
...
0
0
0
..
.
s1 . . . sn
1 cn
Jn
1 (2 , 3 , . . . , n )
+ s1 s2 sn2
Jn
1 (1 , 3 , . . . , n ).
d = sinn
1
cos2 1
1 sinn
1 n 2 n 3
s2 s3
. . . sn
1.
2 . . . sin n
1 d1
. . . dn .
Note: If the point of this exercise was to calculate the area element on
the unit sphere, it seems that a more direct way is to use the change of
variables formula to compute the volume element in spherical coordinates
(r2 sin drdd in three dimensions), and since the measure of a set E on
the unit sphere is defined to be the measure of the corresponding conical
segment, we can compute it as
Z
Z
(E) = 3
r2 sin drdd =
sin dd ,
[0,1]E 0
E0
108
(b) Show that is ergodic (in fact, mixing) if and only if A has no eigenvalues of the form e2ip/q , where p and q are integers.
(c) Note that is never uniquely ergodic. (Hint.)
Solution.
(a) Duly noted.
OK, I guess Im supposed to prove it. :-) Since A is a linear isomor be the
phism, A 1 is as well. Let E Td be measurable, and let E
d
corresponding subset of the unit cube in R . Then
= | det A 1 |m(E)
= m(E)
= (E)
(A 1 E) = m(A 1 (E))
But T
f = T f for all k, so Ajq f (x) = Aq f (x) for any integer j.
Since Aq f (x) is not zero (it is a linear combination of exponentials
with distinct periods, since we may assume WLOG that
R q is as small
as possible), the averages do not converge a.e. to Td f (x)dx = 0.
Hence cannot be ergodic.
On the other hand, suppose A has no eigenvector e2ip/q . Let f (x) =
e2inx and g(x) = e2imx for any m, n 2 Zd . Then
Z
T k
hT k f, gi =
e2i((A ) n m)x dx.
k+q
Td
109
Problem 8: Let X = [0, 1), (x) = h1/xi, x 6= 0, (0) = 0. Here hxi denotes
dx
the fractional part of x. With the measure d = log1 2 1+x
, we have of course
(X) = 1.
Show that is a measure-preserving transformation.
Solution. Let (a, b) [0, 1). Then
1
1
[
[
1
1
1
1
h i 2 (a, b) , 2
(n + a, n + b) , x 2
,
x
x n=1
n+b n+a
n=1
so
1
X
1
1
,
n+b n+a
n=1
Z 1/(n+a)
1
X
1
dx
=
log
2
1
+x
1/(n+b)
n=1
!
1
1
1 + n+a
1 X
=
log
1
log 2 n=1
1 + n+b
((a, b))) =
1
Y
1
(n + a + 1)(n + b)
=
log
.
log 2
(n + a)(n + b + 1)
n=1
But
1
Y
1+b
(n + a + 1)(n + b)
=
(n + a)(n + b + 1)
1+a
n=1
because the product telescopes; all terms cancel except 1 + b on the top
and 1 + a on the bottom. Hence
1
1+b
1
( ((a, b)) =
log
= ((a, b)).
log 2
1+a
Since is measure-preserving on intervals and these generate the Borel sets,
it is measure-preserving.
Note: By following the hint and telescoping a sum rather than a product,
it is possible to prove is measure-preserving for all Borel sets directly
rather than proving it for intervals and then passing to all Borel sets. Let
E [0, 1) be Borel, let E + k denote the translates of E, and 1/(E + k) =
{1/(x + k) : x 2 E}. Since
1
X 1
1
=
1+x
k+x
k=1
X
1
1
=
,
k+1+x
(k + x)(k + 1 + x)
k=1
110
it follows that
(E) =
1
log 2
1
log 2
=
=
1
log 2
1
log 2
1
dx
1
+
x
E
Z X
1
E k=1
1
XZ
k=1 E
1 Z
X
k=1
1
dx
(x + k)(x + k + 1)
1
dx
(x + k)(x + k + 1)
E+k
1
dx
x(x + 1)
dx
x(x+1)
1
1 X
log 2
k=1
dy
1+y ,
1/(E+k)
so this equals
1
X
1
dy =
y+1
k=1
=
= (
1
[
k=1
1
1
E+k
1
E+k
(E)).
111
f (y)| =
n
X1
j+1
x+
h
n
j+1
x+
h
n
j=0
n
X1
j=0
M
n
j=0
n
X1
= M h n1
j
x+ h
n
j
x+ h
n
Prove that
|f (x)
f (y)| C|x
y| .
1/
|yj yk |
1
preimage. Then for any k 6= j, |xj xk |
. But for
C
(Cn)1/
1
[
n= 1
E \ [n, n + 1]
1
[
n= 1
f (E \ [n, n + 1]),
f (y)| = |xk
y k | = |x
y||xk
+ xk
y + + xy k
+ yk
and the second term is continuous on the compact set [n, n + 1], hence
bounded. By Lemma 2.2, this implies m (f (E \ [n, n + 1])) = 0.
112
Show that if
Solution. Suppose to the contrary that dim [Ek > . Choose 0 with
< 0 < dim [Ek . Then m0 ([Ek ) = 1 because 0 < dim [Ek . But
0
m
P0 (Ek ) = 0 for each k because > dim Ek , which implies m0 ([Ek )
0
m (Ek ) = 0 by countable subadditivity. This is a contradiction, so
dim [Ek .