17.2 12) Let f : R R be Lebesgue integrable.

For a measurable set, dene (E) =

_
E
fdm.
Dene A = {x R|f(x) 0}, B = {x R|f(x) < 0} and dene,

+
(E) =
_
A

E
fdm and

(E) =
_
B

E
fdm
Let E be a Lebesgue measurable set such that 0 < (E) < . Find a positive set A contained in E
for which (A) > 0.
Use A = {x R|f(x) 0}. Then every measurable subset in A is positive, since f(x) 0 on
A. Since 0 < (E) =
+
(E) +

(E) = (A

E) +(B

E) < , we have
+
(E) = (A) > 0.
18.2 26) Let x
0
be a point in a set X and
x
0
the Dirac measure concentrated at x
0
. Character-
ize the nonnegative real-valued functions on X that are integrable over X with respect to
x
0
and the
value of
_
X
fd
x
0
.
Since
x
0
(E) = 1 if x E and
x
0
= 0 if x / E, we know that for any simple functionn : X R,
we have
_
X
d
x
0
= a
i

x
0
(A
i
) = a
i
, where A
i
= {x X : (x) = (x
0
) = a
i
}.
Therefore
_
X
fd
x
0
= f(x
0
), and the functions that are integrable over X with respect to
x
0
are
functions where f(x
0
) < .
18.3 45) Let g be a nonnnegatie function that is integrable over X. Dene
(E) =
_
E
gd for all E M
i) Show that is a measure on the measurable space (X, M)
Note that () =
_

gd = sup{
_

d : 0 g : g simple}.
Since () = 0, for any simple , we have
_

d = 0, so () = 0.
Now, let E M, E =

i=1
E
i
, and let g
n
= I

n
i=1
E
i
. Then g
n
g and g
n
g for all n. There-
fore by MCT (E) =

i=1
(E
i
).
ii) Let f be a nonnegative function on X that is measurable with respect to M. Show that
_
X
fd =
_
X
fgd
Suppose f is simple. Then f =

n
i=1
a
i
I
[A
i
]
, so
_
X
fd =

n
i=1
a
i
(A
i
). Now let 0 g, simple.
Then =

m
j=1
b
j
I
[B
j
]
and f =

n
i=1
a
i

m
j=1
b
j
I
A
i

B
j
. So
_
X
fd =

n
i=1
a
i

m
j=1
b
j
(A
i

B
j
) =

n
i=1
a
i
_
_
A
i
d
_
. By Simple Approximation and MCT, taking the sup of all such simple functions
gives us
_
X
fd =

n
i=1
a
i
_
_
A
i
gd
_
=

n
i=1
a
i
(A
i
) =
_
X
fd. By Simple approximation and
MCT, the equality also holds for any nonnegative f.
18.4 55) Let , ,
1
,
2
be measures on the measurable space (X, M).
i) Show that if and , then = 0.
Since , there exist disjoint sets A, B for which X = A

B, (A) = (B) = 0. Now let E M.

Then (E) = (E

A) + (E

B). Since (A) = 0, (A

E) = 0 as well, so (E) = 0 + (E

B).
Since and (B) = 0, we have (E

B) = 0, so (E) = 0.
ii) Show that if
1
and
2
are singular with respect to , then for any 0, 0, so is the
measure
1
+
2
.
Let A
1
, B
1
be disjoint sets such that A
1

B
1
= X and
1
(A
1
) = (B
1
) = 0, and let A
2
, B
2
be such
sets for
2
. Then let A = A
1

A
2
, and let B = A
c
= (A
1

A
2
)
c
= A
c
1

A
c
2
= B
1

B
2
. Then A and
B are disjoint with A

B = X. Furthermore,
1
(A) +
2
(A) = 0, since A A
1
and A A
2
. Also
we have (B) = (B
1

B
2
) = 0 by additivity of . Therefore
1
+
2
.
iii) Show that if
1
and
2
are absolutely continuous with respect to , then for any 0, 0, so
is the measure
1
+
2
.
Let E M, (E) = 0. Then
1
(E) +
2
(E) = 0 + 0 = 0, so
1
+
2
.
iv) Prove the uniqueness assertion in the Lebesgue decomposition.
Suppose we have =
0
+
1
and =

0
+

1
. Then
0

0
by part ii. Moreover,
0

0
=

1
(

1
) =

1
, which is absolutely continuous with respect to by part iii. Since
0

0

and
0

0
, we have
0

0
= 0. Then 0 = =
0

0
+
1

1
= 0+
1

1
, so
1

1
= 0.
Therefore the Lebesgue decomposition is unique.
17.4 19) Show that any measure induced by an outer measure is complete.
Let be the measure induced by an outer measure

. Let E M, (E) = 0. Let A E. Then

any collection {E
k
} that covers E also covers A, so clearly

(A) = 0. It remains to show that A is

measurale. Let B X. We want to show that

(B) =

(B

A) +

(B

A
c
). By subadditivity,
it suces to show that

(B)

(B

A) +

(B

A
c
). Now, since B

A A, by monotoncity

(B

A) = 0. Therefore

(B

A) +

(B

A
c
) =

(B

A
c
). Since B

A
c
B, by monotoncity

(B)

(B

A
c
), so A is measurable. Therefore is complete.
20.1 3) Let (X, A, ) = (Y, B, ) = (N, M = 2
N
, c), where c is the counting measure. State the
Fubini/Tonelli Theorems.
Let f be integrable over N N with respect to c c. Then for almost all n N, the n-section
of f, f(n, ) is integrable with respect to c and :
_
NN
fd(c c) =
_
N
__
N
f(n, m)dc(m)
_
dc(n)
20.2 16) Let [a, b] be a closed bounded interval of real numbers. Suppose that f : [a, b] R is
bounded and Lebesgue measurable. Show that the graph of f has measure zero with respect to
Lebesgue measure on the plane. Generalize this to bounded real-valued functions of several real vari-
ables.
Let Y = f(x) : x [a, b]. Since f is measurable, Y is measurable. Note that m(f(x)) = 0 for
each x. Then the measure of the graph of f is given by
_
[a,b]Y
d(mm) =
_
X
m(f(x))d(y)d(x) = 0.
Generalizing for functions of several real variables, we get the same result.