1

Question 1 (10 + 5 + 5 = 20 marks)

(a) (i) Define the Lebesgue outer measure m∗ .

(ii) Show that if m∗ (A) = 0 then A is measurable.

(iii) If E is a Lebesgue measurable subset of R and A ⊂ R,

prove that
m∗ (E ∩ A) + m∗ (E ∪ A) = m∗ (E) + m∗ (A).

(b) Let f : R → R be differentiable. Prove that f ′ is Lebesgue

measurable.

(c) Let X ⊆ R and f : X → R be Lebesgue measurable. Show

that |f |p is measurable for all p > 0.

OVER PAGE
2

Question 2 (6 + 4 + 3 + 7 = 20 marks)
n
!
(a) Let f = ai χAi be a measurable simple function.
i=1
(i) Define the Lebesgue integral of f.

(ii) Let {fn } be a decreasing sequence of step functions which

converges to a step function f . Without using the mono-
tone or dominated convergence theorems, show that
" "
fn → f.

(b) Show that sin(x2 ) is not Lebesgue integrable on [0, ∞). (Hint:
Let x2 = u and compare the integral to an infinite sum).

(c) Find the Lebesgue integral over [0, 1] of the function

#
x3 , x ∈ [0, 1] − Q
f (x) =
3x, x ∈ [0, 1] ∩ Q.
$ $ $
(Hint: if A, B are disjoint, A∪B f = A f + B f.)

(d) Outline the proof of the following result. If f is Riemann inte-

grable on [a, b], then f is Lebesgue integrable and
" b " b
R f (x)dx = L f (x)dx
a a

OVER PAGE
 3

Question 3 (2 + 8 + 5 + 5 = 20 marks)

(a) State the monotone convergence theorem.

(b) (i) Show that x−1/3 is Lebesgue integrable on [0, 1].

(ii) Show that
n2 x 22/3 −1/3
sup 3 2
≤ x , x ∈ (0, 1].
n≥1 1 + n x 3
$ 1 n2 x
(iii) Calculate limn→∞ 0 1+n 3 x2 dx.

(c) Let f be integrable on R and g bounded and measurable. Show

that "
lim |f (x)(g(x) − g(x + h))|dx = 0.
h→0 R

(d) Calculate the integral

" ∞
sin x
F (t) = e−xt dx, t > 0.
0 x
You do not have to prove existence of the integral first.

OVER PAGE
4

Question 4 (9 + 5 + 6 = 20 marks)

The Fourier transform of f ∈ L1 (R) is defined by

" ∞
%
f (y) = f (x)e−iyx dx. (∗)
−∞

(a) Using the Fourier transform, solve the partial differential equa-
tion
ut = uxx + 2ux , x ∈ R,
u(x, 0) = f (x), f ∈ L1 (R).
State clearly any assumptions you have made on the solution u.

(b) Let f ∈ L1 (R). Prove that

lim |f%(y)| = 0.
|y|→∞

(Hint: Make the change of variables x = z + πy in (*) and use

the DCT.) #
1, |x| ≤ 1
(c) Calculate the Fourier transform of f (x) = . Hence
0, |x| > 1.
or otherwise show that
" ∞
sin2 y
2
dy = π.
−∞ y
You do not need to prove existence of the integral. (Hint: Par-
seval’s Theorem).

OVER PAGE
 5

Question 5 (2 + 4 + 5 + 5 + 4 = 20 marks)

(a) Define a Banach space.

(b) Show that every norm on a vector space defines a metric, but
not every metric defines a norm.

(c) Let H be a Hilbert space, {xn }, {yn } ⊂ H and suppose that as

n → ∞,
(xn , xn ) → c, (yn , yn ) → c
and (xn , yn ) → c2 . Prove that ∥xn − yn ∥ → 0. Here (x, y) is the
inner product of x, y.
$1
(d) Let f, g ∈ L2 ([0, 1]) and suppose that 0 f (x)dx = 0. Prove
that
&" 1 '2 (" 1 &" 1 '2 ) " 1
f (x)g(x)dx ≤ |g(x)|2 dx − g(x)dx |f (x)|2 dx.
0 0 0 0
$1
(Hint: Hölder’s inequality. Put α = 0
g(x)dx and observe
$1 $1
0
f (x)g(x)dx = 0
f (x)(g(x) − α)dx. )

(e) If f ∈ L2 ([a, b]) prove that f ∈ L1 ([a, b]).

OVER PAGE
6

Question 6 (6 + 2 + 5 + 5 +2 = 20 marks)

(a) Suppose that f ∈ L1 ([−π, π]) and that the Fourier coefficients
$π
are f%(n) = 2π
1
−π
f (y)e−iny dy. Show that
!N " π
1
f%(n)e =
inx
f (y)DN (x − y)dy,
n=−N
2π −π

sin([N + 12 ]x)
where DN (x) = sin( 12 x)
is Dirichlet’s kernel.

(b) State the Radon-Nikodym theorem.

(c) If λ, µ and ν are finite measures such that λ << ν and ν << µ,
show that
dλ dλ dν
= .
dµ dν dµ

(e) If X, Y are independent random variables on R, find an expres-

sion for the probability density of X + Y.

(f) State the Riesz Representation Theorem for a Hilbert space.