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MAT 3300/4300: Solutions for problems assigned week 38 and 39.

Exercise 4.L.
n
P
Assume that f = ai χIi where each Ii ⊂ [a, b] is an interval, and each ai ≥ 0.
i=1
We know that the Riemann integral is linear so we get that
Zb n
X Zb n
X n
X Z
f (x)dx = ai χIi (x)dx = ai l(Ii ) = ai λ(Ii ) = f dλ.
a i=1 a i=1 i=1

(Here we used the conclusion of exercise 4.A for the simple function f and the
measure λ (note that we have shown that the conclusion of 4.A holds in a lecture
some time ago).)
Let f be a non-negative continous function. Let a = t0 < t1 < · · · < t2n = b be
a partition of [a, b] where ti+1 − ti = b−a 2n . Let mi be the minimum value for f on
[ti−1 , ti ] (since f is continous the mi ’s exsist ). Let
n
2X −1
φn (x) = mi χ[ti−1 ,ti ) + m2n χ[t2n −1 ,t2n ] .
i=1

From the definition above, it is clear that φn (x) ≤ φn+1 (x), and since f is continous
it is easy to see that φn → f . Since f also is Riemann integrable, we get that
Rb Rb
φn (x)dx → f (x)dx.
a a
It follow from Monotone Convergence Theorem and from what we have showed
above that:
Z Z Zb Zb
f dλ = lim φn dλ = lim φn (x)dx = f (x)dx.
n→∞ n→∞
a a

Exercise 4.M.
Let Bb be the σ-algebra of Borel sets in [0, b], and λb be the Lesbesgues measure
restricted to Bb . Since Bb ⊂ B, we can indentify every characteristic function χE on
[0, b] where E ∈ RBb , with a Rcharacteristic function χE on X. Since λb (E) = λ(E),
we will get that χE dλb = χE dλ. Also, any given simpel function φ on [0, b] can
be indentified in a unique way, with a simpel function φ on X where φ is 0 outside
[0, b] and vice versa.
R By ourR identifications, it is clear that since the integral is
linear, we get that φdλb = φdλ.
R So for any non-negative
R function f on X we will get that
f |[0, b]dλb = f χ[0,b] dλ, since the right and left-hand side of this equality are
defined as the supremum of the set of exactly the same of values of integrals of
R Rb
simple functions. From 4.L. it follows that f |[0, b]dλb = f (x)dx, and from
0
above and from Monotone Convergence Theorem it will follow that:
Z Z Z
f dλ = lim f χ[0,n] dλ = lim f |[0, n]dλn =
n→∞ n→∞

Zn Zb
lim f (x)dx = lim f (x)dx.
n→∞ b→∞
0 0
1
2

Exercise 4.N.
This is just an example showing that Fatou’s lemma may not hold for functions
that have may have some negative values.
Exercise 5.A.
Let
R Ea = {x ∈ X : |fR(x)| > a}. Then 0 ≤ aχEa ≤ |f |, so we get that 0 ≤
aχEa dµ = aµ(Ea ) ≤ |f |dµ < ∞. So µ(Ea ) < ∞ for every a > 0. We have that

S
{x ∈ X : f (x) 6= 0} = E n1 , and this proves that {x ∈ X : f (x) 6= 0} is σ-finite.
n=1

Exercise 5.B.
+ −
If f = 0 µ-almost everywhere, then also
R +f = 0 µ-almost
R − everywhere and f = 0
µ-almost everywhere.
R It follows
R + thatR f− dµ = 0 and f dµ = 0, so f is integrable
and we get that f dµ = f dµ − f dµ = 0.
Exercise 5.C.
We have that f − g = 0 µ-almost everywhere. It follows from 5.B. that f − g
is integrable, og since f also is integrable and gR = f − (f − g),
R we getR that g is
integrable. From
R 5.B.R it also follows that: 0 = (f − g)dµ = f dµ − gdµ, and
we get that f dµ = gdµ.
Exercise 5.D.
Let  > 0. From the definition of the integral of a non-negative measurable function,
it is clear that we can Rfind simpleR functions φ+ and φ− such + +
R − that 0R ≤ −φ ≤ f  ,
− − + + 
0 ≤ φ ≤ f , 0 ≤ f dµ − φ dµ < 2 and 0 ≤ f dµ − φ dµ < 2 .
Put φ = φ+ − φ− . Then we have that |f − φ| = |(f + − f − ) − (φ+ − φ− )| =
(f + − φ+ ) + (f − − φ− ). This yields
Z Z Z
−  
|f − φ|dµ = +
(f − φ )dµ + (f − − φ− )dµ < + = .
2 2

Exercise 5.L.
Since we have uniform convergence, it is easy to see that we can find N such that
when n, m ≥ N then |fn (x) − fm (x)| < 1 for all x ∈ X. For n ≥ N , we get
that |fn | ≤ |fN | + |fn − fN | < |fN | + 1. Let g = |fN | + 1. For n ≥ N we have
that |fn | ≤ g. Since |fN | is integrable and the constant function 1 is integrable
when µ(X) < ∞, we get that g is integrable, and the conclusion will follow from
Lebesgues Dominated Convergence Theorem.
Exercise 5.M.
1
Let X = [0, ∞), µ = λ be the Lebesgue-measureR and let f1n = n χ[0,n] . It is clear
that (fn ) converges uniformly
R to f = 0,R but fn dµ = n λ([0, n]) = 1, and we
therefore get that lim fn dλ = 1 6= 0 = f dλ.
n→∞