Assignment 10

December 10, 2003

Math 7200

#2.19 Suppose {fn } L1 and fn f uniformly.

R
R
1. If (x) < , then f L1 () and fn f .
pf: Since {fn } converges
pointwise
everywhere
to f then f is measurable.
If n is such that |fn (x) f (x)| 1
R
R
R
R
for x X then
|f
|
d

|f

f
|
d
+
|f
|d
<
(X)
+
|f
|d.
Because
(x) < and fn L1 () it
n
n
n
R
1
follows that |f | d < , i.e., that f L ().
Now
fix  >
N so that n RN impliesR|fn (x) f (x)| < /(X) for any x X.1 For such n,
R
 choose
R 0 and
R
 fn d f d |fn f | d < . So fn d f d.
2. If (X) = , the conclusions of (a) can fail.
pf: : Let f : R [0, ) be any nonnegative continuous function such that lim f (x) = 0 but
|x|

f dm = ,
1

e.g., f (x) = 1/(1 + |x|). Put fn := (n,n) f then fn f uniformly on R and each fn belongs to L (R, m) but
f 6 L1 (R, m) .
R
1
On the other hand if fn = (n,n) then fn 0 uniformly on R but fn dm = 2 for every n.
n
#2.22 Interpret Fatous lemma, the monotone convergence theorem, and Lebesgues dominated convergence theorem
if is counting measure on N.
pf: First of all its worth noting that any sequence f : N R( or R or C) is a measurable function since every subset
of N is -measurable.
What does the integral
look like? If : NR [0, ] is
and has
Pn of a nonnegative simple function (sequence) S
Psimple
n
standard form = k=1 ak Ek (so Ej Ek = if j 6= k and N = kn Ek ). Then N d = k=1 ak (Ek ) =
Pn P
P
k=1
jEk (j) =
j=1 (j).
For a general nonnegative sequence f : N [0, ] put n = {1,2,...,n} f . Then for each n, n n+1 on N and for
any k, n (k) = f (k) if n k (and
N as n
The Monotone
R 0 if n < k).
R So n increases
P to f everywherePon
P.
n

Convergence Thm implies that f d = limn n d = limn k=1 n (k) = limn k=1 f (k) = k=1 f (k).
R
P
P
Now f L1 () (that is, f is integrable) iff k=1P
|f (k)| = |f | dP
< . Thus f L1 () iff the series
k=1 f (k)
P

converges absolutely. If f is real then both sums k=1 f + (k) and k=1 f (k) are finite and, since k=1 f (k) can
be summed in any order,

X
k=1

f (k) =

X
f (k)>0

f (k) +

X
f (k)<0

f (k) =

f + (k)

k=1

f (k) =

f + d

f d =:

Z
f d.

k=1

Applying this discussion to real and imaginary parts of f , if f is a complex sequence, validates the statement:
P
1
If is counting
measure
R
P on N then f L () iff series k=1 f (k) converges absolutely in C, in
which case f d = k=1 f (k).
1. Fatous lemma for sequences of nonnegative sequences.
P
P
Suppose {fn } is a collection of nonegative sequences then k lim inf n fn (k) lim inf n k fn (k).
R
R
P
P
pf:
lim inf n fn d lim inf n fn d = lim inf n k fn (k).2
k lim inf n fn (k) =
P
Here is P
another way to look at this result. Suppose that f : N N [0, ] then
k lim inf n f (k, n)
lim inf n k f (k, n).
2. Monotone Convergence theorem for monotone sequences of nonnegative sequences.
Suppose {fn } is a collection
of nonegative
P
P sequences with fn fn+1 on N for all n. For each k define
f (k) := limn fn (k) then k f (k) = limn k fn (k).
R
R
P
P
pf:
f d = limn fn d = limn k fn (k).
k f (k) =
1 Remark: If (X) = 0 then you should convince yourself that the conclusions hold even if f (x) 6 f (x) for any x X, i.e., there is
n
really nothing to show in this case. So assume that (X) is positive (but finite of course).
2 Observe that this extends a result you may have seen in an advanced calculus course: If {a } and {b } are real sequences then
n
n
lim inf an + lim inf bn lim inf(an + bn ).

3. Lebesgues Dominated Convergence Theorem for dominated sequences of sequences.

Suppose {fn } is a collection of absolutely summable (complex) sequences such that
P fn f on N. If there is
an absolutely
summable
sequence
g
such
that,
for
each
n,
|f
|

g
on
N
then
n
k f (k) converges absolutely
P
P
and k f (k) = limn k fn (k).
P
1
pf: Lebesgues
convergence
R
R theorm implies
P dominated
P that f L (), i.e. that k f (k) converges absolutely,
and that k f (k) = f d = limn fn d = limn k fn (k).
#2.23 A bounded function f is Riemann integrable on an interval [a, b] iff the set {x [a, b] | f discontinuous at x}
has Lebesgue measure 0.
pf: The hint in the book suggests using the two lemmas:
Lemma A At each point x [a, b] define h(x) := lim

inf

0 |yx|<

f (y) and H(x) := lim

sup f (y). Then f is

0 |yx|<

continuous at x iff h(x) = H(x).

Lemma B If g and G are as in the proof of Proposition 2.28 then h = g a.e. and H = G a.e.
Assuming the lemmas for the moment then, on the interval [a, b], f is continuous a.e. iff h = H a.e. iff g = G a.e. iff
Rb
Rb
Rb
b
g dm = a G dm iff I ba = I a iff the Riemann integral a f (x) dx of f on [a, b] exists. (Its important to remember
a
here that g G and h H on the interval [a, b].)
Here is a proof of Lemma A:
Suppose that h(x) = H(x) at some x [a, b]. If  > 0 then choose > 0 small enough so that
sup|qx|< f (q) inf |qx|< f (q) < . If |y x| < then |f (y) f (x)| sup f (q) inf f (q) < .
|qx|<

|qx|<

Hence, f is continuous at x. On the other hand, if f is continuous at x then lim

sup |f (y) f (x)| = 0.

0 |yx|<

Since, 0 f (x)

inf

|yx|<

f (y)

sup |f (y) f (x)| and 0

|yx|<

sup f (y) f (x)

|yx|<

sup |f (y) f (x)|

|yx|<

then letting 0 shows that h(x) = f (x) = H(x).

A proof of Lemma B :
Now suppose that a < x b and > 0. If k is such that mesh(Pk ) < and if tj < x tj+1 then
GPk (x) = sup(tj ,tj=1 ] f (t) sup|yx|< f (y). Since G(x) GPk (x) then G(x) sup|yx|< f (y). Thus,
G(x) H(x). On the other hand, if Pk is a partition and, tj < x < tj+1 (so x is not a partition point)
then for sufficiently small, (x , x + ) (tj , tj+1 ). So sup|yx|< f (y) < sup(tj ,tj+1 ] f (t) = GPk (x) and
hence H(x) GPk (x). Thus if x is not a partition point of any partition then H(x) G(x). It follows
that H = G a.e. in [a, b].
The argument showing h = g a.e. is similar.
#2.26 If f L1 (R, m) and F (x) =

Rx

f (t) dm then F is continuous on R.

pf: Fix x R and let {xn } be any seqeunce converging to x. Put fn = (,xn ] f . Then |fn | |f | for every n and
fn (,x] f a.e. as n . Lesbegues dominated convergence theorem implies that
Z

xn

F (xn ) =

Z
fn dm

f (t) dt =

(,x] f dm =

f (t) dt = F (x).

In fact, F is uniformly continuous on R. This will follow from the

Lemma If f L1 () then to each  > 0 there exists a > 0 such that A < implies

R
A

|f | d < .

Now let be Lebesgue measure on R and as in the above Lemma. If |x y| < (with, say, x < y) then
Z y
|F (y) F (x)|
|f | d < 
x

since ([x, y]) = |x y| < .

Here is a proof of the lemma. Well assume, with Rno loss of generality, that f L+ (). Let  > 0 be given. If it is
the case that f is bounded on X by, say, M then A f d < M A <  whenever A < /M .