R EAL A NALYSIS

F OURTH E DITION (2010), F IRST P RINTING

Royden and Fitzpatrick

PARTIAL S CRUTINY,
S OLUTIONS OF S ELECTED P ROBLEMS ,
C OMMENTS , S UGGESTIONS AND E RRATA
Jose Renato Ramos Barbosa
2013
Departamento de Matematica
Universidade Federal do Parana
Curitiba - Parana - Brasil
jrrb@ufpr.br

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Errata by Fitzpatrick1
On the dedication page, To John Slavins, H. L. Royden was inadvertently omitted;
Contents:
In the title of 15.1, change Helley to Helly;
In the title of 19.2, change p to p < ;

In the title of 19.4, change p < 1 to p < ;

Preface:
On p. x, Replace 1998 by 1990;
On p. xi, replace Helley by Helly, twice.

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PART ONE

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1
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Errata, p. 4, ll. -10 and -9
Delete either define or is defined !
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Errata, p. 9
Between The Completeness Axiom and The triangle inequality, S should be E.
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PROBLEMS 4-5, p. 10
Cf. [Fit06]2 , EXERCISES 17,20, pp. 11-12. Here comes the solution of EX. 17, p. 11:
o
n 2
b. x S, 0 < r < min b 2bc , b (b r )2 > b2 2br > c > x2 x < b r!
c. 0 < r < min

c b2
2b+1 , 1

(b + r )2 < b2 + 2br + r < c b + r S!

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PROB. 6, p. 11
There is a b R such that b x for all x E. Hence x b for all x E. Thus, if s = sup { x | x E},
s x for all x E and b s for each such b.
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Errata by Fitzpatrick
(iii), PROB. 15, p. 13: Replace r n1 by r n+1 .
Lines -9 and -8, p. 14: The image of g is contained in the integers, not the natural numbers. So redefine
g as follows: define g( x ) = 2(( p + q)2 + q) for x = p/q > 0, g( x ) = g( x ) + 1 for x = p/q < 0, and
g(0) = 1.
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PROB. 21, p. 16
Let f be an invertible mapping from {1, . . . , (n + 1) + m} onto {1, . . . , n + 1}. If f (n + 1 + m) = n + 1,
define
 1 g ( i ) =
f (i ) for each i {1, . . . , n + m}. Otherwise, define g(i ) = f (i ) for each i {1, . . . , n + m}
f (n + 1) and g( f 1 (n + 1)) = f (n + 1 + m). In any case, g is an invertible mapping from {1, . . . , n + m}
onto {1, . . . , n}. This contradicts the induction hypothesis.
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Comment, p. 17, Proof, Prop. 9
1 Patrick
2 Patrick

Fitzpatricks errata placed on http://www2.math.umd.edu/pmf/RealAnalysis/index.html.

Fitzpatricks Advanced Calculus, Thomson Brooks/Cole, 2006.

 By the definition of bx , there is a number y > w such that ( x, y) O , ... : Suppose ( x, y) 6 O for each
y > w. Thus, since y w for each ( x, y) O , w = bx !

... { Ix } xO is disjoint. : If Ix1 Ix2 6= , either one of a x1 , bx1 , a x2 and bx2 belongs to O , which is not
possible, or Ix1 = Ix2 = Ix for some x O .

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Errata, p. 17, l. -7
Therefore every open interval that contains x ... .
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Errata, p. 18, Proof, Prop. 11
X E should be R E .
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Comment, The Heine-Borel Theorem, p. 18
Concerning its Proof, if c < b then there is an < such that {O1 , . . . , Ok , O} covers [ a, c + ]!
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Errata/Comment, p. 19, Proof, The Nested Set Theorem
4 should be 11 and F should be F1 ;
The hypothesis that F1 is bounded works with The Heine-Borel Theorem.
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Errata, p. 20, l. 6
Shouldnt ... Proposition 4 ... be ... Proposition 11 ... ?
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PROB. 27, p. 20
Q is open (thus R Q is closed) since its points are isolated;
Q is not closed (thus R Q is not open) since R Q Q.
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Errata by Fitzpatrick, p. 23, last line
Replace the lim inf by lim sup.
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PROB. 39, p. 24
For (i), let En = { ak | k n} and sn = sup En . Thus limn sn = l iff for every > 0, there is an index N
such that sn (l , l + ) for every index n N. Hence, concerning the part of (i), for each index n N,
since l is not an upper bound for En , there is a k n n such that akn > l , and, since l + is an upper
bound for En , ak l + for all k n. Also note that, since E1 = { a1 , . . . , a N , . . .} , E2 = { a2 , . . . , a N , . . .} , . . .,
we can have at most N 1 indices n with an > l + . Now, for the part of (i), since there are only finitely
many indices n with an > l + , there is an index N such that an l + for all n N. Therefore sn l +
provided n N. (The problem with the is the equals sign!) Also note that there cannot be an index N for
which s N l . Otherwise an l for all n N . (Thus there are only finitely many indices n with
an > l !) Hence the decreasing sequence sn is at least bounded. Now use Theo. 15, p. 21;
For (ii), (iii) (via PROB. 6, p. 11) and (v), the proof is trivial;
For (iv), if a = , use (ii) and (iii). Otherwise, the part of (iv) follows from

{ an } a
(iii)
(i)
|{z}
{z
}
|{z}
|
=
lim inf { an } = lim sup { an } = ( a).
{ an } a R lim sup { an } = a

Now, for the part of (iv), suppose { an } 6 a R. Hence there is some > 0 so that for all N there is an
n N with either an a + or an a . Thus there are infinitely many n where this happens.
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Errata by Fitzpatrick, p. 24
PROB. 42: Replace > by .
PROB. 44: Replace 0 < x < 1 by 0 x 1 and replace q/pn by q/pn , 0 < p < q.

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Errata, last paragraph before PROBLEMS, p. 27
Replace ... the Monotone Convergence Theorem for Sequence for Real Sequences that if { xn } is a sequence
... by ... the Monotone Convergence Criterion for Real Sequences that if { xn } is a decreasing sequence ....
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PROB. 58, p. 28
Let O be an open set. Thus, by Prop. 22, p. 25, there is an open set U such that f 1 (O) = R U , which is
open. Then, if F is a closed set, f 1 ( F ) is closed since R f 1 ( F ) = f 1 (R) f 1 ( F ) = f 1 (R F ) is open.
Now, f 1 ( B) is a Borel set if B is a Borel set. In fact, see PROB. 46, p. 53.
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2
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PROB. 1, p. 31
Since B = A ( B A) . . ., m( B) m( A) = m( B A) + m() + m() + 0.
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PROB. 2, p. 31
Since A . . . = A and m( A) < , m() + m() + = m( A) m( A) = 0.
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m ( A), p. 31




k=1 l ( Ik ) | A
k =1 Ik 6 = since A R = I1 j=1 ( I2j I2j+1 ) for I1 = (r, r ), I2j = ( j r, j + r ),

I2j+1 = ( j r, j + r ) and r > 1.

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Ex., p. 31

k =1

1
2k

1
2

1 21

= 1;

Errata by Fitzpatrick: Replace E by C.

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Comment, p. 33, Proof, Prop. 2
For the conclusion: Jk = (ck , dk ), ck y = ak and dk y = bk Jk = Ik + y with Ik = ( ak , bk ) .
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PROB. 5, p. 34
Suppose that [0, 1] is countable. Then m ([0, 1]) = 0 (Ex., p. 31). But m ([0, 1]) = 1 (Prop. 1, p. 31).
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PROB. 6, p. 34
Let B be the set of rational numbers in [0, 1]. Then, since m ( B) = 0 (Ex., p. 31), m ( A) = m ( A B) =

m ([0, 1]) = 1 by PROB. 9, p. 34.

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PROB. 9, p. 34
Since m is finitely subadditive (p. 34), m ( A B) m ( A) + m ( B) = m ( B). Since m is monotone (p.
31) and B A B, m ( B) m ( A B).
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Errata by Fitzpatrick, p. 35, l. 5
Replace Constantine by Constantin.
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Errata, p. 35, l. 11
)) should be ).
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Errata by Fitzpatrick, p. 39, l. 2
Change the second A1 to A2 .
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Comment, p. 39, Proof, Prop. 10

m ( A [ E + y])

m
| is translation
{z invariant}
=
m ({ A [ E + y]} y) = m ([ A y] E) since

x [ A y] E x + y A and x + y E + y x + y A [ E + y] x { A [ E + y]} y.
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PROB. 11, p. 39
A -algebra (see definition on p. 38), besides containing R = (, ), that contains intervals of the form
( a, ), also contains intervals of the form:
(, a] = R ( a, );
( a, b] = ( a, ) (, b] with a < b;
xk +b
a+b
( a, b) =
2 for each index k 1. In fact, since { xk } is
k =1 ( a, xk ] with a < b, x1 = 2 and xk +1 =
a+ a
b+b
bounded (a = 2 < x1 < 2 = b and, if a < xk < b, a = a+2 a < xk+1 < b+2 b = b) and monotone
+b

(xk+1 > xk +2 xk = xk ), there exists limk xk = . Then = 2 , that is, = b. It follows that ( a, b)

k =1 ( a, xk ] (easy!) and ( a, b ) k =1 ( a, xk ] (if x ( a, b ), then there is an index k such that a < x < xk .
Otherwise, limk xk x < b!);

[b, b] = {b} = ( a, b] ( a, b) if a < b;

(, a) = (, a] { a};
[ a, ) = ( a, ) { a};
[ a, b) = [ a, ) (, b) with a < b.
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PROB. 12, p. 39
A way to solve the problem: The Borel -algebra contains intervals of the form ( a, ). Now use the last
problem.
Another way to solve the problem: For all { a, b} R with a < b, [ a, ) = R (, a), (, a] =
R ( a, ), ( a, b] = ( a, ) (, b], [ a, b) = [ a, ) (, b) and [ a, b] = R [(, a) (b, )]
are Borel
sets since
i open intervals are Borel sets. Note that the degenerate interval [ a, a] = { a} =
h
T

k =1

a 1k , a +

1
k

is a Borel set.

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Comment/Errata, p. 41, Proof, Theo. 10


(
A

A
)
for A1 = (1, 1), A2j = (2j, (2j 1)] [2j 1, 2j)
ll. 6 and 7: E R = A1
2j
2j
+
1
j =1

and A2j+1 = ((2j + 1), 2j] [2j, 2j + 1). Then each Ek = Ak E is measurable, E =
k =1 Ek , m ( Ek )

m ( Ak ) 2 and Ek Ek = for k 6= k ;

l. 12: )) should be );
l. 15: O should be Ok .
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PROB. 16, p. 43
For measurability of E (iii), let E be a measurable set and > 0. Then EC = R E is measurable and,
since measurability (i), there is an open set O EC with m (O EC ) < . Thus F = R O is a closed set
such that F E and m ( E F ) = m ((R EC ) (R O)) = m (O EC ) < . For (iii) (iv), assume
(iii) holds for E. Choose a closed set Fk E with m ( E Fk ) < 1/k. Define F =
k =1 Fk . Then F is an F set
contained in E. Moreover, since for each k, E F E Fk , by the monotonicity of outer measure,
m ( E F ) m ( E Fk ) < 1/k.
Therefore m ( E F ) = 0 and so (iv) holds. For (iv) measurability of E, since a set of measure zero is
measurable, as is a F set, and the measurable sets are an algebra, the set
E = F [E F]

is measurable.
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Comment, p. 46, Therefore almost all x R fail to belong to
n=1 k =n Ek ... , l. 7


If E = R and E0 =
n=1 k =n Ek , m ( E0 ) = 0 and the property of failing to belong to E0 holds for all
x E E0 (see the 3 last lines of p. 45).
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PROB. 24, p. 47
That this equality holds is trivial if E1 E2 = (by using m ( E1 E2 ) = 0 and Finite Additivity, p. 46)
or E2 E1 (by using E1 E2 = E1 and E1 E2 = E2 ). Thus suppose E1 E2 6= and neither E2 E1
nor E1 E2 . Then, since E1 E2 = ( E1 E2 ) ( E1 E2 ) ( E2 E1 ), E1 = ( E1 E2 ) ( E1 E2 ) and
E2 = ( E2 E1 ) ( E1 E2 ) are disjoint unions,
m( E1 E2 ) + m( E1 E2 ) = m( E1 E2 ) + m( E1 E2 ) + m( E2 E1 ) + m( E1 E2 ) = m( E1 ) + m( E2 )
by Finite Additivity.
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Comment/Errata, p. 47, Proof, Lemma 16
U = ( + E) is bounded and therefore has finite measure. In fact, since E [b, b] and
[ , ], U [(b + ), b + ]. Then, by monotonicity, m (U ) 2(b + );
Line -2: Shouldnt > be ?
m ( E) = 0 since the RHS of (15) equals m ( E) 0 < 3 .
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Comment, p. 48, Proof, Theo. 17
Another contradiction: By the Countable Monotonicity (p. 46), m( E) = 0!
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Comment, p. 49, Proof, Theo. 18
disjoint union


|


{z
}
m ( A) = m [ A E] A EC
=
m ( A E) + m A EC .
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PROB. 29, p. 49
(i) and (ii) are trivial. For (iii), if R is the relation, since R0 and 0R but = 0, R is not transitive on
R, whereas, since the difference between two rational numbers is not an irrational number, R is not a relation
on Q.
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Comment, p. 49, Question 2
Before going any further, a countable set C = cC {c} is also Borel since each {c} is closed (see p. 20)!
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Comment, p. 52, Proof, Prop. 20
disjoint union
{z
}
|
=
m(C) + m(O).
m(O) = 1 since 1 = m([0, 1])
| {z }
0

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Errata/Comment, p. 52, Prop. 21 and its Proof

C should be C;
l. -14: See PROB. 45, p. 53;
l. -13: (O) is open since {0, 2} (O) = 4 and, by Prop. 22, p. 25, there is an open set U such that
 1

(O) = 1
(O) = {[0, 2] U } {0, 2} = (0, 2) U .

Thus (C) = [0, 2] (O) = [0, 2] [R (O)] is closed.

3
4

0 = 1 + 1 + . . ..
{0, 1} C {0, 2} (C).

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PROB. 45, p. 53
Cf. [Fit06], Theo. 3.29, p. 78.
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PROB. 46, p. 53
For f defined on an interval, which is a Borel set by PROB. 12, p. 39, if O is an open set, then f 1 (O) is a
1
Borel set by Prop. 22, p. 25. Therefore
f 1 (
set, then f 1 (R E) =

 ) is a Borel set, and, if1f (E) is
a Borel

1
f (R) f ( E) = f (R) R f ( E) is a Borel set. Now, f
k=1 Ek = k=1 f 1 ( Ek ) is a Borel set if

1
each f ( Ek ) is a Borel set.
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PROB. 47, p. 53
Let B be a Borel set contained in the interval where a continuous strictly increasing function f is defined

1
on. Thus, since f 1 is continuous, f ( B) = f 1
( B) is a Borel set.
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3
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Comment, p. 56, Proof, (ii), Prop. 5
Since { x E | f ( x ) > c} = { x D | f ( x ) > c} { x E D | f ( x ) > c}, f is measurable if f | D and f | E D
are measurable. Since D and E D are measurable sets, { x D | f ( x ) > c} = D { x E | f ( x ) > c} and
{ x E D | f ( x ) > c} = ( E D ) { x E | f ( x ) > c}, it follows that f | D and f | E D are measurable if f is
measurable.
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Comment on remarks above Theo. 6, p. 56
If f and g are finite a.e. on E, since E0 = { x E | f ( x ), g( x ) 6= }, then m ( E E0 ) = 0. Thus, since

1
(c, ) is measurable5 . There{ x E E0 | ( f + g)( x ) > c} E E0 for each real number c, ( f + g)| EE0
fore ( f + g)| E E0 is measurable. Hence, if ( f + g)| E0 is measurable, f + g is measurable on E.
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Errata/Comment, pp. 57-58, Ex.
l. -5, p. 57: ... Lemma ... should be ... Proposition ... ;
Remark on A , ll. -2 and -1, p. 57: See p. 61;

Conclusion, p. 58: x f 1 ( I ) f ( x ) I A 1 ( x ) I 1 ( x ) A x ( A).

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Comment, p. 58, Proof, Prop. 7


x ( f g)1 (O) f ( g( x )) O g( x ) f 1 (O) x g1 f 1 (O) .
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Comment on consequences of Prop. 7 and Prop. 8, pp. 58-9
| f | p = | | p f with | | p = h g, g(t) = |t| and h(u) = u p for each (t, u) R [0, ).

Let f be measurable on E. On the one hand, by Prop. 8, f + = max { f , 0} is measurable on E. On the

other hand, since { x E | f ( x ) > c} = { x E | f ( x ) < c} is measurable for each real number c, f
is measurable on E. Thus f = max { f , 0} is measurable by Prop. 8.
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PROB. 1, p. 59
If E0 [ a, b], m( E0 ) = 0 and f ( x ) = g( x ) for all x [ a, b] E0 , then E0 = or f = g on E0 . Otherwise,
since f (c) 6= g(c) for some c E0 , limxc f ( x ) 6= limxc g( x ). Hence there is an interval I [ a, b] containing
c such that f ( x ) 6= g( x ) for all x I, which is absurd since m( I ) > 0!
Now let f and g be continuous on E = [ a, b] {c} with c 6 [ a, b] 6 and f (c) 6= g(c). Therefore f ( x ) = g( x )
for all x E {c}.
5 m

6 lim

( f + g)| EE0

x c

1


(c, ) m ( E E0 ) = 0 (see p. 31) and any set of outer measure zero is measurable (see p. 35).

f ( x ) = f (c), that is, for each > 0 there is a > 0 such that f ( x ) ( f (c) , f (c) + ) whenever x (c , c + ) E . In

fact, if one takes > 0 with [ a, b] (c , c + ) = , then x = c. Hence f ( x ) = f (c).

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PROB. 2, p. 59

0 if x < 0,
Consider D = (, 0), E = [0, ) and f : R R defined by f ( x ) =
1 if x 0.
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PROB. 3, p. 59
Consider E is a measurable set and f : E R is continuous except on a finite subset D of E. Since
{ x D | f ( x ) > c} is empty or finite for each real number c and f is continuous on E D, f | D and f | E D are
measurable. Therefore f is measurable. 7
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PROB. 7, p. 59


Let M be the -algebra8 of measurable sets and A = A | f 1 ( A) M , which is a -algebra since:
A since f 1 () = M;

If A A, since f 1 (R A) = f 1 (R) f 1 ( A) = E f 1 ( A) M, then R A A;

1 ( A ) M if each A A.

f 1
k
k
k =1 A k = k =1 f

Now let B be the -algebra of Borel sets. On the one hand, since (c, ) B for each real number c, if f 1 ( A)
M for all A B , then f is measurable. On the other hand, if f is measurable and A B , since A contains all
open sets 9 , B A 10 and hence f 1 ( A) M.
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Comment/Errata, p. 60, Remarks above Prop. 9
Define f n and f by
n

f n ( x ) = x for all x [0, 1] and f ( x ) =

0 if 0 x < 1,
1
if x = 1.

Hence the pointwise limit f is discontinuous at x = 1. For a pointwise limit of Riemann integrable
functions which is not Riemann integrable, see Example on p. 70;
l. -13: measureable should be measurable .
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Proof, Prop. 9, pp. 60-1
Since m( E0 ) = 0, ... f is measurable iff its restriction to E E0 is measurable. , p. 60:
f | E0 is measurable since { x E0 | f ( x ) > c} is measurable for each real number c;11
Errata, l. 3, p. 61: measureable should be measurable .
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Comment, p. 61, ... A is measurable iff A is measurable. , l. 11
1
12 On the other hand,
On the one hand, if A is measurable,
A ( c, ) = A is measurable for 0 c < 1.
if A is measurable, then A | A and A |R A are measurable since they are constant functions. Hence A is
measurable13 .
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Errata/Comment, p. 62, Proof, The Simple Approximation Lemma
7 The

argument remains valid if one replaces finite by countable. As a matter of fact, the argument still works if m( D ) = 0. Thus
f is continuous a.e. on E f is measurable .

8 See

Definition on p. 19, Theo. 9 on p. 39.

Prop. 2, p. 55.
10 See p. 39.



1
11 m
f | E0
(c, ) m ( E0 ) = 0 (see p. 31) and any set of outer measure zero is measurable (see p. 35).
9 See

12 1 ( c, ) = for
A
13 See Prop. 5, p. 56.

1
c 1, whereas
A ( c, ) = R for c < 0.

 l. 4: Defne ... should be Define ... ;

l. 6: See PROB. 7, p. 59, PROB. 12, p. 39.
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Errata, p. 63, ll. 2 and 6
Change n to n .
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PROB. 14, p. 63
Consider E0 E, m( E0 ) = 0 and f ( x ) 6= for all x E E0 . Hence, by Lusins Theorem, p. 66, for
each > 0, there is a continuous function g on R and a closed set F E E0 for which f = g on F and
m(( E E0 ) F ) < 2 . Thus F E is closed, which implies that F is measurable14 , m( E F ) < 2 (since
E F = [( E E0 ) F ] E0 implies m( E F ) = m(( E E0 ) F ) + 0 by Finite Additivity, p. 46), m( F ) <
(by Monotonicity, p. 46, since m( E) < ) and f = g is finite on F.15 Now consider En = E [n, n] for each

natural number n. Hence, since

n=1 En = E and { En } n=1 is an ascending collection of measurable sets, it
follows that, by the Continuity of Measure, p. 44,
lim m( En ) = m (
n=1 En ) = m ( E ) < .

Therefore there is an index n0 such that, for all n n0 ,

m ( E [n, n]) = m (( E E) ( E [n, n])) = m ( E ( E [n, n])) = m( E En ) = m( E) m( En ) <

.
2

Thus F0 = F [n0 , n0 ] is bounded and closed, which implies that F0 is measurable, f = g is finite and
bounded on F0 by The Extreme Value Theorem, p. 26, m( F0 ) < since m( F ) < , and
m( E F0 ) = m ( E ( F [n0 , n0 ])) = m (( E F ) ( E [n0 , n0 ])) < 16

+ = .
2 2

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Comment/Errata, p. 65, Proof, Lemma 10
Since f is real-valued, there are no points at which f and f k take infinite values of opposite signs;
f is measurable by Prop. 9, p. 60, and its Proof;
Since f and f k are measurable, so is | f f k | by Theo. 6 (and its previous remarks), p. 56, and the immediate consequence of Prop. 7, p. 58;
En =
k =n { x E | | f ( x ) f k ( x )| < };
In the last two lines, change to , twice, and replace En by EN .
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Comment, p. 65, ... m( E F ) < ... , l. -1
F A E and E F = ( E A) ( A F ).
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Comment, p. 66, Proof, Prop. 11
E F = nk=1 [ Ek Fk ]. In fact:
part: If x E F, then x Ek F for some k. Thus x Ek Fk ;


part: If x Ek Fk for some k, then x E i6=k Ei (which implies that x 6 i6=k Fi ) and x 6 Fk .

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Errata, l. 1, p. 67
should be <.
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14 See

Theo. 9, p. 39.
F is bounded, by The Extreme Value Theorem, p. 26, then f is bounded on F. What if F is not bounded? The rest of the proof shows
that, concerning Lusins Theorem, ... a closed set F ... can be replaced by ... a bounded closed set F ... if m( E) < .
16 Outer measure is countably subadditive, Prop. 3, p. 33.
15 If

PROB. 27, p. 67
See the second half of the Proof of Lemma 10, p. 65.
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PROB. 28, p. 67
See the first three items concerning the Proof of Lemma 10 above. In particular, if f is finite on E E0 with
m( E0 ) = 0, | f f k | is (properly defined and) measurable on E E0 . Now use Prop. 5, p. 56.
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4
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PROBLEMS 2-6, pp. 70-71
Cf. [Fit06], Lemmas 6.2-6.4, pp. 139-140, Theo. 6.8, p. 143, and Theo. 6.18, p. 156.
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Comment, p. 72, Lemma 1 (and its Proof)
Besides some of the ai s may be equal, in=1 Ei may not be equal to E (see (1), p. 71).
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Comment, p. 72, Proof, Prop. 2




Let j(i ) and k (i ) be indices such that Ei = 1 a j(i) 1 bk(i)

6= . Then Ei1 Ei2 = for i1 6= i2

17

and in=1 Ei = E.18

=============================================================================
Errata, lines -13,-11, p. 73
Shouldnt the comma and the period be placed after the right braces?
=============================================================================
Comment, p. 74, Proof, Theo.


R
 3 R
On the one hand, if Rl = ( R) I | a step function, f Rand Ll =
I | simple, f , since

R Ll , then sup Rl sup Ll . On the other hand, if Ru = ( R) I | a step function, f and Lu =

Rl
I | simple, f , since Ru Lu , then inf Lu inf Ru . Therefore, since sup Rl sup Ll inf Lu
inf Ru and sup Rl = inf Ru , it follows that sup Rl = sup Ll = inf Lu = inf Ru .
=============================================================================
Comment on the comment before Theo. 5, p. 75
See Theo. 17, p. 48, and the comment on characteristic functions, p. 61.
=============================================================================
Comment, pp. 75-76, Theo. 5
Let A be a nonempty set of real numbers that is bounded below and > 0. Hence A is a nonempty set
of real numbers that is bounded below and inf A = inf A. In fact, on the one hand, since inf A x for all
x A, inf A x for all x A. Thus A is bounded below and inf A inf A. On the other hand, for all
x A, since inf A x, that is, 1 inf A x, it follows that 1 inf A inf A, that is, inf A inf A.
Now, if A is a nonempty set of real numbers that is bounded above and < 0, by similar reasoning,
inf A = 19 sup {x | x A} = sup (A) = () sup A = sup A.
Now, suppose A and B are nonempty bounded sets of real numbers. Then A + B is a nonempty bounded set
of real numbers such that inf ( A + B) = inf A + inf B and sup ( A + B) = sup A + sup B. In fact, let x A
and y B. On the one hand, since inf A + inf B x + y sup A + sup B, it follows that A + B is bounded,
inf ( A + B) inf A + inf B and sup ( A + B) sup A + sup B. On the other hand, since inf ( A + B) x + y
sup ( A + B), it follows that inf ( A + B) x y sup ( A + B) x. Therefore inf ( A + B) x inf B and
sup B sup ( A + B) x, that is, inf ( A + B) inf B x and x sup ( A + B) sup B. Hence inf ( A + B)
inf B inf A and sup A sup ( A + B) sup B, that is, inf ( A + B) inf A + inf B and sup A + sup B
sup ( A + B).
=============================================================================
Errata, l. 10, p. 76
Delete the extra bound.
17 If









Ei1 Ei2 6= , then 1 a j(i1 ) 1 a j(i2 ) 6= and 1 bk(i1 ) 1 bk(i2 ) 6= . Hence, since a j(i1 ) = a j(i2 ) and bk(i1 ) = bk(i2 ) ,

it follows that Ei1 = Ei2 , that is, i1 = i2 .

18 If x E, there is an index i such that ( x ) = a
j(i ) and ( x ) = bk(i ) .
19 See PROB. 6, p. 11.

=============================================================================
Comment, p. 77, Proof, Prop. 8
f is bounded. In fact, if r > 0 and f is not bounded above, then f ( xr ) > r for some xr E. Thus, for each
0 < < r, there is an index N such that
f n ( xr ) = f ( xr ) ( f ( xr ) f n ( xr )) > r | f ( xr ) f n ( xr )| > r
for all n N. Hence f n is not bounded above for all n N. Now, if f is not bounded below, since f is
not bounded above, there is an index N such that f n is not bounded above for all n N. Therefore f n
is not bounded below for all n N.
Since it is clear that uniform convergence implies pointwise convergence, f is measurable by Prop. 9, p.
60.
=============================================================================
Ex., p. 78
Cf. [Fit06], Ex. 9.25, p. 243.
=============================================================================
Proof, The Bounded Convergence Theorem, p. 78
| f | M on E since, for all > 0, there is an index N such that, for all n N, | f | = | f f n + f n |
| f f n | + | f n | < + M.
=============================================================================
PROB. 9, p. 79
Since outer measure is monotone (see p. 31) and any set of outer measure zero is measurable (see p. 35), f
is measurable by Definition (see p. 55). Therefore, since f is bounded, f is integrable
R (see Theo. 4, p. 74). Now,
since the integral of each simple function over E is zero by Definition (pp. 71-72), E f = 0.
=============================================================================
PROB. 10, p. 79
On the Rone hand,
function such that R f on A,
R since A is simple and A f A
R
R if is a simple
on E, then A = E A E f A , which implies that A f E f A . On the
R other Rhand, if isRa simple
function such that fR onRA, since A is simple and f A A on E, then A = E A A f A ,
which implies that A f A f A .
=============================================================================
Remark before Def.,
R p. 79 (PROB. 18, p. 84)
If f 0 on E, then E f = 0 for each E0 E such that m( E0 ) < . If f ( x ) 6= 0 for some x E, then x E0
0
for each E0 E such that f 0 on E E0 and m( E0 ) < . Let E0 and E0 be two of the E0 s and I = E0 E0 .
Therefore, since f 0 on E0 I and f 0 on E0 I,
Z

E0

f =

E0 I

f+

f =

f =

E0 I

f+

f =

E0

by Cor. 6, p. 76.
=============================================================================
Proof, Prop. 9, p. 80
Errata: X should be E;
R
R
E = 0. In fact, if E0 E with 0 on E E0 and m( E0 ) = 0, then E = 0 by PROB. 9, p. 79.
0
R
R
R
Hence, on the one hand, if m( E) < , use that E = E E + E (see Cor. 6, p. 76), and, on the
0
0
R
R
other hand, if m( E) = , use that E = E (see remark before Def., p. 79).
0

=============================================================================
Proof,
Theo. 11, p. 82
R
f
=
0 since f = 0 a.e. on E0 . In fact, if E1 = { x E0 | f ( x ) > 0}, then m( E1 ) = 0 since m( E0 ) = 0.
E0
=============================================================================
Proof, Fatous Lemma, pp. 82-3

E0 is the finite support of h (see p. 79) and h vanishes outside a set of finite measure which contains E0 .
Thus, since E0 = { x E | h( x ) > 0} =
k =1 { x E | h ( x ) 1/k } is measurable, m ( E0 ) < ;

 hn is measurable by Prop. 8, p. 58;

Concerning the first and the last equal sign, l. -1, p. 82, use Additivity Over Domains of Integration and
the vanishing of each hn on E E0 ;
R
R
E hn E f n follows from hn f n via Monotonicity of Integration, p. 80;
R
R
E h = lim inf E hn (see Prop. 19, (iv), p. 23).

=============================================================================
Errata,
l. -5, p. 83
R
R
f n should be E f n .
=============================================================================
PROB. 17, p. 84
R
Since f is a nonnegative20 measurable21 function on E and f = 0 a.e. on E 22 , E f = 0 by Prop. 9, p. 80.
=============================================================================
Errata, PROB. 24.(ii), p. 85
Remove the last comma.
=============================================================================
l. -11, p. 85
On the one hand, if f is measurable, then f + and f are measurable (see p. 59). On the other hand, let f +
and f be measurable. Hence, since there is no point at which f + and f take infinite values of opposite
sign23 , f = f + f is a properly defined measurable function.
=============================================================================
Proof, Prop. 15, p. 86
Errata: Remove the first comma, l. 7;
f = f + f is finite a.e. on E since f + and f are finite a.e. on E.24

=============================================================================
Proof, Cor. 18, p. 88
Since there is no point at which the measurable functions f , A and B 25 take infinite values of opposite
sign26 , f A and f B are properly defined measurable functions on E.
=============================================================================
Errata, (22), p. 89
f ( x ) should be f ( x ) < .
=============================================================================
PROB. 28, p. 89
R
R
For C measurable, C f = E f C for each nonnegative extended real-valued measurable function f on E .27
Hence, if f is integrable over E, it follows that
R
R
R + R R +
R
28
C f = C f C f = E f C E f C = E f C .
20 f

on E.
each real number c, { x E | f ( x ) > c} = E is measurable (see Def., p. 55).
22 f 0 on E E and m ( E ) = 0.

21 For
23

The sum of two measurable functions on E is measurable on E if the functions are finite a.e. on E in order to avoid points at which
the functions take infinite values of opposite sign (see p. 56);
f + ( x ) = f ( x ) and f ( x ) = 0 if f ( x ) = +. f + ( x ) = 0 and f ( x ) = f ( x ) if f ( x ) = .
is finite a.e. on E, 0 f + | f | and 0 f | f |.
p. 61.
26 The product of two measurable functions on E is measurable on E if the functions are finite a.e. on E in order to avoid points at which
the functions take infinite values of opposite sign (see p. 56).
27 See PROB. 10 and Def., p. 79.
28 The second equal sign follows from the previous box. For the last equal sign, f is integrable over E by the Integral Comparison
C
Test since | f C | | f | on E. For the first equal sign, f is integrable over C since | f | is integrable over C. In fact,
24 | f |

25 See

|f| =

| f | C

| f | < ,

where = follows from the previous box, follows from Theo. 10, p. 80, and < follows from Def., p. 84.

=============================================================================
l. 9, Proof,
Theo.
R 20, p. 91 R
R
nk=1 Ek f = n Ek f = 29 E f n .
k =1
=============================================================================
PROB. 37, p. 91
 R
R

E { , }30 . Therefore 31 
f
m(
E
)
=
0
since

n
n
n =1
n =1

En  En | f | = 0. Now use Theo. 21,

n =1

n =1

(ii), p. 91.
=============================================================================
Proof, Prop. 23, pp. 92-3
Errata, l. -6, p. 92: Shouldnt E0 be E?
Errata, l. 1, p. 93: Shouldnt be 0 ?
Are the last two lines really necessary?32

=============================================================================
Proof, The Vitali Convergence Theorem, p. 94
Errata, first line: Propositions ... should be Proposition ... ;
(29): For the first equal sign, since { f n } is uniformly integrable over E and m( E) < , f n is integrable
over E 33 for each index n. Now use the Linearity of Integration, p. 87.
Errata, l. -8: Shouldnt ... for any measurable subset of A ... be ... for any measurable subset A of E ... ?
Errata, l. -3: The last f n should be f .
=============================================================================
Proof, Theo. 26, p. 95
R
R
R
For (30), use A hn + E A hn = E hn ;
Errata: On the line after (30), replace ... Propositions 23 and 24, ... by ... Proposition 24, ... .

=============================================================================
PROB. 40, p. 95
R
R
Since | f | is integrable over R and, by Additivity Over Domains of Integration34 , I | f | R | f | for each
interval I, f is integrable over I. Hence, by Prop. 15, p. 86, F ( x ) is properly defined. Now let x R and > 0.
Thus, by Prop. 23, p. 92, there is a > 0 such that if | x y| < , then35 :
Ry
Ry
| F ( x ) F (y)| = | x f | x | f | < for x y;
Rx
Rx
| F ( x ) F (y)| = | y f | y | f | < for x > y.
Then f is continuous at x.
=============================================================================
=============================================================================

5
=============================================================================
=============================================================================
... f n = [n,n+1] ... { f n } is uniformly integrable over R ... , l. -5, p. 97
29 PROB.

28, p. 89.
there is an index n0 such that E (n0 , n0 ), then
n=1 En = since En0 = .
31 Use Prop. 9, p. 80, and the Integral Comparison Test, p. 86.
R
32 By Theo. 11, p. 82,
E f < N. Now use Def., p. 84.
33 Prop. 23, p. 92.
34 See p. 82.
35 Use Additivity Over Domains of Integration and the Integral Comparison Test, pp. 86-7.
30 If

R n +1
R
R
R
f n = 1, which implies that A f n < for > 1,
Let A R be measurable. Since 36 A f n R f n = n
R
and 37 A f n = 0 if A [n, n + 1] = , it suffices to consider 0 < 1 and A [n, n + 1] 6= . Hence, if
0 < and m( A) < , then
Z

fn =

A[n,n+1]

fn +

A[n,n+1]

f n = 0 + m( A [n, n + 1]) m( A) <

by Additivity Over Domains of Integration, p. 82, and Def., pp. 71-2.

=============================================================================
Errata, Def., p. 98
Delete an a.
=============================================================================
Comment preceding The Vitali Convergence
Theorem,
p. 98


Let E0 E with m( E0 ) < . Since f | E0 | f R F is uniformly integrable over
R E0 , each one of its elements
is integrable over E0 by Prop. 23, p. 92. Then E | f | < . Now take E0 with E E | f | < for all f F .
0
0
Hence, by Theo. 11, p. 82,
Z
Z
Z
E

|f| =

E E0

|f| +

E0

|f| <

for all f F .
=============================================================================
Proof, The
R Theorem, p. 99
R Vitali Convergence
Since 38 E E | f | < and E | f | < , f is integrable over E.39
0
0
=============================================================================
PROB. 1, p. 99
On the one side, use The (General) Vitali Convergence Theorem (p. 98) as The Vitali Convergence Theorem (p. 94) is used in the Proof of Theo. 26, p. 95. On the other side, use PROB. 2 (p. 99) as Prop. 24 (p. 93) is
used in the Proof of Theo. 26, p. 95.
=============================================================================
PROB. 2, p. 99
n
By Prop. 24, p. 93, it suffices to prove
E. In fact, for > 0 and k {1, . . . , n}, let
R that { f k }k=1 is tight over
Ek be a set of finite measure for which E E | f k | < and E0 = nk=1 Ek . Hence, since
k

E Ek

| fk | =

E E0

| fk | +

E0 Ek

| fk |

by Additivity Over Domains of Integration, p. 82,

Z

E E0

| fk |

E Ek

| f k | < .

=============================================================================
Def., p. 99



f n f is measurable.40 Then | f n f | is measurable.41 Hence x E  | f n ( x ) f ( x )| > is measurable.42
=============================================================================
Last line of the Proof, p. 100
Use Monotonicity, p. 46.
=============================================================================
Errata by Fitzpatrick, p. 101
Concerning l. 5, replace f nk by f nk ( x );
In displayed equation (6), replace 0 by f 0.
36 Use

Additivity Over Domains of Integration, p. 82, the comments preceding the Definition, p. 79, and Theo. 3, p. 73.
Prop. 9, p. 80.
38 See lines -7 and -3, p. 98.
R
R
R
39 By Theo. 11, p. 82,
E | f | = E E0 | f | + E0 | f | < .
40 See Theo. 6, p. 56.
41 See p. 58.
42 See Def., p. 55.
37 Use

=============================================================================
PROB. 9, p. 102
Take f 0 on E = R and f n = [n,) .43
=============================================================================
Proof, Lemma 6, p. 103
Errata, l. 4: ... are and properly defined ... should be ... and are properly defined ... .
Errata by Fitzpatrick, lines 4-5: Replace ... real-valued ... by ... real ... .
Concerning ... and ... are measurable since each is the pointwise limit of a sequence of measurable
functions., lines 4-6, and Therefore f is measurable., l. 15, use Prop. 9, p. 60.
Observe that since 0 f 1 1 1 on E and 1 and 1 are integrable over E, we infer from the
integral comparison test that f is integrable over E., lines -15 and -14. In fact, since f 1 (from the
integral comparison test) and 1 are integrable over E, it follows that f = f 1 + 1 is integrable over
E by Linearity of Integration, p. 87.
=============================================================================
Errata, p. 104, l. -15
... U ( f , Pn ) and L( f , Pn ) upper ... should be ... U ( f , Pn ) and L( f , Pn ) are upper ... .
=============================================================================
PROB. 16, p. 106
Assume boundedness. f is Riemann integrable over [ a, b] by Theo. 8, p. 104. Therefore f is measurable by
the comments preceding Theo. 8, p. 104.
=============================================================================
=============================================================================

7
=============================================================================
=============================================================================
First paragraph, p. 136
Suppose f ( x ), g( x ) 6= for all x E E1 , f 0 ( x ) = f ( x ) for all x E E2 , g0 ( x ) = g( x ) for all x E
E3 and m( E1 ) = m( E2 ) = m( E3 ) = 0. Hence, since f 0 ( x ), g0 ( x ) 6= and f 0 ( x ) + g0 ( x ) = f ( x ) + g( x )
for all x E ( E1 E2 E3 ) with m ( E1 E2 E3 ) = 0, it follows that [ f 0 + g0 ] = [ f + g].
=============================================================================
R
R
... if f
= g, then E | f | p = E | g| p . , l. 15, p. 136

See Prop. 15, p. 86.

=============================================================================
(1), p. 136
If max {| a|, |b|} = | a|, then | a + b| p 2 p | a| p 2 p | a| p + 2 p |b| p .
=============================================================================
Comments at the very end of p. 136
If f = g F on E A, where m( A) = 0, { f n } f pointwise on E B, where m( B) = 0, and,
for each
index n, f n =
gn F on E En , where


m( En ) = 0, then { gn } = { f n } f = g pointwise on

E
E A B
E
,
where
m
A

= 0.
n
n
n =1
n =1
=============================================================================
Nonnegativity, First Example, p. 137
See Prop. 9, p. 80.
=============================================================================
The statement after (2), p. 138
For each positive integer n, there is some Mn 0 such that || f || + n1 > Mn and | f ( x )| Mn for all
x E En with m( En ) = 0. Hence
1
| f | < || f || + on E En .
n
=============================================================================
Errata by Fitzpatrick, l. 1, p. 138
43 Note

n
o

that m x E  | f n ( x ) f ( x )| > 12 = for all n.

Replace positivity by nonnegativity.

=============================================================================
Errata by Fitzpatrick, l. -3, p. 138
Insert f before .
=============================================================================
PROB. 1, p. 139
By PROB. 6 on p. 71, The Extreme Value Theorem on p. 26, Theo. 3 on p. 73 and, concerning [Fit06],
The Mean Value Theorem for (Riemann) Integrals on p. 166, || ||1 : C [ a, b] R is the restriction of the
Rb
norm 44 || ||1 : L1 [ a, b] R to C [ a, b] and a | f | = | f ( x0 )|(b a) for some x0 [ a, b], which implies
|| ||1 (b a)|| ||max .
=============================================================================
Errata by Fitzpatrick, PROB. 2, p. 139
Insert be after to.
=============================================================================
Errata by Fitzpatrick, l. -4, p. 139
L1 should be L p .
=============================================================================
Errata by Fitzpatrick, p. 140
On the line after (3), Lq ( X, ) should be Lq ( E).
=============================================================================
Errata by Fitzpatrick, second line of the Proof, p. 140
Replace f by g, twice.
=============================================================================
Last line of the Proof, pp. 140-1
f Lq ( E) and || f ||q = 1 since
Z

| f |q =

(1 p ) q

|| f || p

| f |( p1)q = || f || p

| f | p = 1.

=============================================================================
Proof, Cor. 3, p. 143
... g = E belongs to Lq ( E) since m( E) < . follows from the line after the definition of characteristic
function, p. 61, the consequence of Prop. 7, p. 58, and Theo. 7, p. 103;
R
E | g|q = m( E) follows from the Def. on pp. 71-2.

=============================================================================
Errata by Fitzpatrick, p. 143
In the first Example, < should be ;
In the second Example, (1, ) should be (0, ), ln x should be | ln x |, and for x > 1 should be deleted.

=============================================================================
PROB. 6, p. 143
 
 

Z
Z 
 
 

|| f || p || g||q
1
 f g   f   g 
| f g|

.










||
f
||
||
g
||
||
f
||
||
g
||
||
f
||

||
g
||
||
f || p || g||q
E
p
q
p p
q q
p
q E

=============================================================================
PROB. 7, p. 143
f L p1 ( E) L p2 ( E) since
Z
Z  

p1
 x  p1 dx =
x
dx
E
E
Z 
 p

<

44 See

first Example on p. 137.

ZE
E

1
dx =
E x
Z
  p2

p2
 x  dx
x
dx =
x1/p1

dx =

Z 
E

x1/p2

 p2

dx

R
and E 1x dx = . In fact, since E x 7 g( x ) =
x E, if

h x (t) =

1
x

0
1
t

is a nonnegative measurable45 function and,46 for each

for t (0, x ),
for t [ x, 1],

R
R

R
then E h x E h | h bounded, measurable, of finite support and 0 h g on E , it follows that E g = by
the Def. on p. 79.
=============================================================================
PROB. R8, p. 143

R
Since  E f g E | f g| < (by Theo. 1 on p. 140 (p = q = 2) and the Integral Comparison Test47 ),
R
R 2
R 2
2
E f < , E g < and E ( f + g ) < , it follows that
0 2

f 2 + 2

f g+

g2 2

f 2 + 2

| f g| +

g2 < .

R
R

R 2


2
0.
Hence 4 E | f g| 4 E f 2
Eg
=============================================================================
Errata by Fitzpatrick, PROBLEMS, pp. 143-4
In 9, Replace a = b = 1 by a p = bq ;
In 12 and 20, replace p < by p ;
In 22, replace 1 < p by 1 p.
=============================================================================
Errata, Proof, Prop. 4, p. 145
Shouldnt || || p be || ||?
=============================================================================
Errata, l. -3, p. 145
Shouldnt ... lemma ... be ... proposition ... ?
=============================================================================
Proof, Prop. 5, p. 146
Errata, line preceding (7): Shouldnt ... nonnegative ... be ... positive ... ?

2
2
Since
k =1 k < , limk k = 0. Hence, for k large enough, 0 < k < k < 1. Thus k =1 k < .

=============================================================================
Proof, Theo. 6, p. 147, sentence after (12)
If gk = | f n+k f n | p for each index k, then { gk } | f f n | p pointwise a.e. on E. Hence 48
Z

| f f n | p lim inf

gk .

=============================================================================
Comment
Richard Hevener observed that the General Lebesgue Dominated Convergence Theorem, p. 89, provides
a short, direct proof of Theo. 7, p. 148.
=============================================================================
Errata by Fitzpatrick
Line -7, p. 148: Replace the second and fourth f n by f ;
Change f to f n in the last line of the statement of Theo. 8, p. 149.
45 See

Prop. 3, p. 55.
Rx
R1
= 1 1t dt for x > 0, limx0 ln x = and x
47 See p. 86.
48 See p. 82.
46 ln x

1
t

dt = ln x for x E = (0, 1].

=============================================================================
PROB. 25, p. 149
Use Cor. 3, p. 142.
=============================================================================
PROB. 30, p. 150
Errata by Fitzpatrick: In the sentence Prove that ... , replace f k by f n , twice.
Use the definition of || ||max 49 for the first . Use (6) on p. 146 for the second .
And now, the conclusion: A sequence { f n } satisfying the previous hypotheses is 50 uniformly Cauchy on
[ a, b] and therefore converges uniformly to a function f C [ a, b].
=============================================================================
PROB. 31, p. 150
Let { f n } be Cauchy in C [ a, b]. Then we mayinductively choose a strictly increasing sequence of natural

numbers {nk } for which || f nk+1 f nk ||max (1/ 2)k for all k. The subsequence f nk satisfies the hypotheses


51 f
of the PROB. 30 since
nk converges to a function f
the geometric series with ratio 1/ 2 converges. Then
in C [ a, b] since f nk f uniformly on [ a, b]. Now use Prop. 4, p. 145.
=============================================================================
PROB. 32, p. 150
Errata by Fitzpatrick: In the sentence Prove that ... , replace f k by f n , twice.
Use the definition of || ||

52

for the first . Use (6) on p. 146 for the second ;

And now, the conclusion: A sequence { f n } satisfying the previous hypotheses is 53 uniformly Cauchy on
E E0 and therefore converges uniformly to a function f L ( E) on E E0 .
=============================================================================
PROB. 33, p. 150
Let { f n } be Cauchy in L ( E). Then we may
sequence of natural
inductively choose a strictly increasing

numbers {nk } for which || f nk+1 f nk || (1/ 2)k for all k. The subsequence f nk satisfies the hypotheses


of PROB. 32 since the geometric series with ratio
1/ 2 converges. Then 54 f nk converges to a function f in

L ( E) since, for some E0 E with m( E0 ) = 0, f nk f uniformly on E E0 . Now use Prop. 4, p. 145.
=============================================================================
Proof, Prop. 9, p. 151
First paragraph: Let n be a positive integer. Then
E E0 such that

55

there are simple functions n and n defined on

n g n and 0 n n <

which implies that 0 g n n n <

implies that 56 { n } g in L ( E).

1
n

1
on E E0 ,
n

on E E0 . Hence { n } g uniformly on E E0 , which

Last sentence: Since {| n g| p } 0 pointwise on E, it follows that 57 limn || n g|| p = 0.

=============================================================================
Proof, Prop. 10, pp. 151-2
Errata by Fitzpatrick, l. -2, p. 151: ..., and ... should be . We ... ;
49 See

the last Ex., p. 138.

[Fit06], see the Def. on p. 247, Theo. 9.29, p. 247, and Theo. 9.31, p. 249.
51 See the first two lines on p. 145.
52 See the last Ex., p. 137.
53 Concerning [Fit06], see the Def. on p. 247, Theo. 9.29, p. 247, and EX. 7, p. 249.
54 See the first paragraph on p. 145.
55 See p. 61.
56 See the first paragraph on p. 145.
57 See p. 88.
50 Concerning

 Errata, l. 1, p. 152: ... [ A U ] [U A] should be ... [ A U ] [U A] ;

(14), p 152: | A U | p = | A U | = [ AU ][U A] .
=============================================================================
Comments between the Def. and Theo. 11, p. 152
Use (13) and the comments preceding Prop. 9, p. 151, and PROB. 38, p. 153.
=============================================================================
Ex., pp. 152-3
Suppose ( x1 ) = ( x2 ). Hence
















[ a,x1 ] [ a,x2 ]  = [ a,x1 ] f ( x1 ) + f ( x2 ) [ a,x2 ]  [ a,x1 ] f ( x1 )  + [ a,x2 ] f ( x2 )  < 1.





Therefore, since [ a,x1 ] [ a,x2 ]  = 1 for x1 < x2 , we have x1 = x2 .

=============================================================================
PROB. 36, p. 153
Let g X. On the one hand, if S is dense in X, then there is a function f n S satisfying || f n g|| < n1
for each positive integer n. Hence { f n } g in X. On the other hand, if > 0 and limn || f n g|| = 0 with
f n S for each positive integer n, then there is an index n such that || f n g|| < . Thus S is dense in X.
=============================================================================
PROB. 37, p. 153
If h H and > 0, then there is a function g G (which implies the existence of a function f F such
that || f g|| < 2 ) for which || g h|| < 2 . Hence || f h|| < .
=============================================================================
PROB. 38, p. 153
Since Q is countable, the cartesian product of finitely many countable sets is countable and the union of a
countable collection of countable sets is countable,
)
(

n
[

n
k
a k x  ( a0 , a1 , . . . , a n ) Q
nN{0}

k =0

is countable.
=============================================================================
Errata by Fitzpatrick, PROBLEMS, pp. 153-4
39: Replace p < by p ;
p

48: Replace ||( f ) ( g)|| p by ||( f ) ( g)|| p .

=============================================================================
=============================================================================

8
=============================================================================
=============================================================================
Errata, l. -10, p. 155
Replace ... to said ... by ... is said ....
=============================================================================
Errata by Fitzpatrick, l. -7, p. 155
Replace ... Helley ... by ... Helly ....
=============================================================================
... (5) holds for M = || T || ., l. -4, p. 156
Since 0 = | T (0)| || T || ||0|| = 0, suppose there is some f 0 X {0} such that | T ( f 0 )| > || T || || f 0 ||,
| T ( f )|
| T ( f )|
that is, || f 0|| > || T || . Then || f 0|| is not a lower bound for M = { M | M 0, | T ( f )| M || f || for all f X }.
0

| T ( f )|

Hence there is some M0 M such that || f 0|| > M0 , that is, | T ( f 0 )| > M0 || f 0 ||, which is absurd!
0
=============================================================================
Errata, (8), p. 157

Shouldnt T ( f ) be | T ( f )|?58
=============================================================================
Proof, Prop. 2, p. 157
Errata by Fitzpatrick: Replace 59 q 1 by 1 q;
Comment by Fitzpatrick: The Proof 60 does not cover the case p = 1. For p = 1, argue by contradiction.
If || g|| > || T || ,61 there is a set E0 of finite positive measure on which | g| > || T || 62 and one gets a
contradiction by choosing f to be 1/m( E0 ) sgn( g) E0 .63
=============================================================================
Proof, Lemma 4, p. 158
The function n is integrable over E since it is dominated on E by the integrable function g., l. 14: Use
The Integral Comparison Test, p. 86.
Therefore, since n is simple, it has finite support, and hence f n belongs to L p ( E)., l. 15: If > 0
is less than the smallest positive
value
taken by
Inequality,


R p. 80, and since n is

n , by
 Chebychevs

integrable, it follows that m x E  n ( x ) 6= 0 = m x E  n ( x ) 1 E n < . Hence, even
R
R
q
if m( E) = , since | f n | p = n is simple but has finite support, we have E | f n | p = E | f n | p < with
0

m( E0 ) < and f n 0 on E E0 .64

q

Errata, l. -8: | |n should be n .

Errata by Fitzpatrick, l. -3: Remove the second comma.
=============================================================================
Errata, Theo. 5, p. 159
Rb
R
I should be a .
=============================================================================
Proof, The Riesz Representation Theo. for the Dual of L p ( E), p. 161
|| f || p = || f|| p , l. 7. In fact,

| f| p = 65

R[n,n]

| f| p +

[n,n]

| f| p =

Rn

| f |p.



|| Tn || || T || , l. 9. In fact, || Tn || = inf M | M 0, | Tn ( f )| M || f || p for all f L p [n, n] .

Suggestion, l. 9: Replace The preceding theorem tells ... by The preceding theorem and Prop. 2 on p.
157 tell ....
First paragraph after (16):
Let f be the extension of f L p [n, n] to [n 1, n + 1] that vanishes outside [n, n]. It follows
R n +1
Rn
that R( gn+1 |[n,n]) = n ( gn+1 |[n,n]) f = n1 gn+1 f = Tn+1 ( f ) = T ( f ) = T ( f) = Tn ( f ) =
Rn
n g n f = R gn .

For f L p (R) that vanishes outside a bounded set, Rthere is some natural
R number n for which f
n
vanishes outside [n, n]. Then T ( f ) = Tn ( f |[n,n]) = n gn ( f |[n,n]) = R g f .

Last sentence before the last paragraph: Use PROB. 5, p. 162.

58 See

the solution of PROB. 1, p. 162.

59 Insert

the first here.

60 Insert

(from On the other hand, ... on) here.

61 Insert
62 As

since || T || is not an essential upper bound for g (see p. 136), here.

a matter of fact, the Comment by Fitzpatrick replaces | g| > || T || by || g|| > || T || .

note that f L1 ( E) and || f ||1 1. And now, the contradiction: Integrating both sides of | g| >

63 First

Z
64 See
65 Use

E0

| g| >

pp. 71 and 79.

Additivity Over Domains of Integration, p. 82.

m( E0 )

E0

| g| m( E0 )!

1
m( E0 )

E0

| g|, we have

 Last paragraph:
b is a bounded ....
Errata: Then T is a bounded ... should be Then T
p

b
Let
Rextension of f L ( E) to all of R that vanishes outside E. Thus T ( f ) = T ( f ) =
R f be the
66
g f = Rg .
g f =
R

=============================================================================
Errata by Fitzpatrick, l. -8, p. 161
Replace Lebesgue-Stieltjes by Riemann-Stieltjes
=============================================================================
PROB. 1, p. 162
Since | T ( f )| || T || || f || for all f X (... (5) holds for M = || T || ., l. -4, p. 156),
it follows that


| T ( f )| || T || for all f X with || f || 1. Hence || T || is an upper bound for T = | T ( f )|  f X, || f || 1 .
As a matter of fact, || T || = sup T . Otherwise, there is some M0 0 such that | T ( f )| M0 < || T || for all
f X with || f || 1. Hence, for all f X {0}, we have | T ( f /|| f ||)| M0 , that is, | T ( f )| M0 || f ||, which
is absurd since || T || = inf { M | M 0, | T ( f )| M || f || for all f X }.
=============================================================================
PROB. 2, p. 162
The Nonnegativity is trivial. Since






sup || | T ( f )|  f X, || f || 1 = || sup | T ( f )|  f X, || f || 1 ,
the Positive Homegeneity holds. Since






sup |( T1 + T2 )( f )|  f X, || f || 1 sup | T1 ( f )| + | T2 ( f )|  f X, || f || 1 =






sup | T1 ( f )|  f X, || f || 1 + sup | T2 ( f )|  f X, || f || 1 ,

The Triangle Inequality holds.

=============================================================================
PROB. 5, p. 162
Let f L p ( E) and x0 E. Fix a natural number n. Define f n L p ( E) by

f ( x ) for x [ x0 n, x0 + n] E;
f n (x) =
0
for x E [ x0 n, x0 + n].
R
Since {| f n f |} 0 pointwise a.e. on E, {| f n f | p } 0 pointwise a.e. on E. Hence limn E | f n f | p = 0
by The Lebesgue Dominated Convergence Theorem, p. 88. Then 67 { f n } f in L p ( E). Now use PROB. 36,
p. 153.
=============================================================================
Errata by Fitzpatrick, PROB. 10, p. 162
Replace TV ( f ) by TV ( g).
=============================================================================
Errata by Fitzpatrick, l. 3, p. 163
Replace Radamacher by Rademacher.
=============================================================================
Ex., p. 163
The definition does not say what happens to f n on [(2n 1)/2n , 1].
For 1 p < , || f n f m || p 2( p1)/p holds since
Z 1
0

1
| f n ( x ) f m ( x )| p 2 p .
2

=============================================================================
Comment following the Proof of Prop. 6, pp. 163-4
66 Use
67 See

Additivity Over Domains of Integration, p. 87.

the last sentence of the first paragraph, p. 145.

 In order not to confuse the limits f 1 and f 2 with the first two terms of { f n }, concerning the limits, f
should be replaced by another letter.
For the first equals sign on p. 164, use Theo. 1, p. 140.
=============================================================================
Lines -6, -5 and -4, p. 166
Since g belongs to the linear span of F , there are n k s in R and gk s in F for which
Z

lim

n E

fn

n E

k lim

f n gk =

n E

k =1

f n g = lim

k =1

k =1

k =1

k gk = nlim
k

f gk =

f n gk =

k gk =

k =1

f g.

=============================================================================
Proof, Theo. 10, p. 167
First note that the set of simple functions in Lq ( E) is the linear span of itself. Therefore, on the one hand, if
{ f n } f in L p ( E) and A E is measurable, then
lim

n A

PROB. 10, p. 79 Z
Prop. 9, p. 166 Z
PROB. 10, p. 79
Z
|
|
{z
}
{z
}
{z
}
|
f A
f.
=
lim
=
=
fn
fn A
n E

On the other hand, if =

lim

in=1 ai

n E

Ei on E, where each Ei = 1 ( ai ) (see p. 71), then

n

fn =

ai nlim

i =1

which equals, provided that limn

n

ai
i =1

Ei

A fn

f n Ei

PROB. 10, p. 79
{z
}
|
=

ai nlim

i =1

Ei

fn,

f for every measurable subset A of E,

PROB. 10, p. 79
{z
}
|
=

ai
i =1

f Ei =

f .

Hence, by Prop. 9 (p. 166), { f n } f in L p ( E)

=============================================================================
Errata/Comment by Fitzpatrick, p. 167
Change the font on the last line of Theo. 11.
In the Riemann-Lebesgue Lemma, replace ... corollary ... by ... theorem .... Also, extend the lemma
to p = 1 by using Theo. 10, the density of the simple functins in L , and Theo. 12 of Chapter 2.
l. -3: Replace the second 1 by 0.
=============================================================================
Ex., pp. 167-8
For 1 < p < , { f n } f in L p (R) also follows from Theo. 12, p. 168.
The last sentence means
lim

n R

1 f n = 1 and

Prop. 6, p. 163
{z
}
|
=
1 f = 0
{ f n } 6 f in L1 (R).

=============================================================================
Errata by Fitzpatrick, p. 168, l. 14
Replace 11 by 10.
=============================================================================
Comment, pp. 168-9, Proof, The Radon-Riesz Theo.
At the very end, use Prop. 6, p. 163.

=============================================================================
PROB. 12, p. 169
Since { f n } is a subsequence of itself, use Therefore no subsequence of { f n } is Cauchy in L p ( I ) and hence
no subsequence can converge in L p ( I )., Ex., p. 163.
=============================================================================
PROB. 15, p. 170
Errata: For each natural number n, ... should be For each natural number n, ....
For Is this true for p = 1? , see the conclusion of the Ex., pp. 167-8.
=============================================================================
Errata by Fitzpatrick, p. 170
PROB. 17 (iii): Replace the second f n by f .
PROB. 19: Replace 1 p < by 1 < p < .
=============================================================================
PROB. 25, p. 171
Errata: ... there is bounded linear functional ... should be ... there is a bounded linear functional ....
For (i), if { f n } f 1 , f 2 in X, then limn T ( f n ) = T ( f 1 ), T ( f 2 ) in R. Hence T ( f 1 ) = T ( f 2 ), which implies
that T ( f 1 f 2 ) = 0. Therefore, since T ( f 1 f 2 ) = || f 1 f 2 ||, f 1 = f 2 .68
=============================================================================
Errata by Fitzpatrick, p. 171
Replace Helley by Helly, twice.
=============================================================================
Errata by Fitzpatrick, p. 172
l. 10: Replace the second69 ... is ... by ... in ....
l. -9: Replace 6 by 7 and Helley by Helly.
=============================================================================
Errata/Comment by Fitzpatrick, p. 173
l. 11: Replace 5 by 6.
In the Remark, remove the comma in the first line. Also, add the assumption that m( E) < , which is
necessary in this version of the Dunford-Pettis Theorem. In the case m( E) = , one needs to assume
tightness and uniform integrability.
=============================================================================
PROB. 32, p. 174
Proposition 2, with p and q interchanged and the observation that p is the conjugate of q, tells us that each
Tn is a bounded linear functional on X and || Tn || = || f n || p . is where the failure takes place. (In fact, if p = 1,
then q = 6 [1, ).) Another point of failure is Moreover, according to Theorem 11 of Chapter 7, since
1 < q < , X = Lq ( E) is separable. since q = .
=============================================================================
Errata by Fitzpatrick, p. 174
PROB. 33: Replace 1 p by 1 < p.
PROB. 36: Replace Helley by Helly.
=============================================================================
68 In order not to confuse the limits f and f with the first two terms of f , concerning the limits, f should be replaced by another
{ n}
2
1
letter.
69 As a matter of fact, the third!

=============================================================================
=============================================================================

PART TWO

=============================================================================
=============================================================================

13
=============================================================================
=============================================================================
Comment on the Definition, p. 254
Is the anomalous case c1 c2 = 0 really necessary?
=============================================================================
PROB. 1, p. 255
Let 6= S
 X. For
 suppose
the sufficient condition,

S is a subspace of X. On the one hand, clearly
S + S = x + y  x, y S S and S = x  x S S with R. On the other hand, if x S, then


x = 1 x S for 6= 0, and, since x x = 0 S, x = x + 0 S + S. Therefore S S and
S S + S. Now, for the necessary condition, suppose S + S S and S S, 6= 0. Thus x + y, x S for
every x, y S and R, 6= 0. (Notice that 0 x = 0 S since 0 = x + (1) x S.) Hence S is a subspace.
=============================================================================
PROB. 2, p. 255
Y + Z is a subspace of X.
In fact, let yi Y and zi Z, i = 1, . . . , n. Hence, since Y and Z are subspaces of X, it follows that
in=1 i yi Y and in=1 i zi Z for each i , i R, i = 1, . . . , n. Therefore, if i R, i = 1, . . . , n,
in=1 i (yi + zi ) = in=1 i yi + in=1 i zi Y + Z.
Y + Z span [Y Z ].
In fact, if y + z Y + Z with y Y Y Z and z Z Y Z, then y + z = 1 y + 1 z span [Y Z ].
span [Y Z ] Y + Z.
Due to Y Y + Z and Z Y + Z,70 if i R, i = 1, . . . , n, and x = in=1 i xi span [Y Z ] with xi Y
or xi Z, i = 1, . . . , n, then each xi Y + Z, which implies that x Y + Z.
=============================================================================
PROB. 3, p. 255
(i) Consider Yi is a subspace of X for each index i belonging to a set I and x1 , . . . , xn i I Yi . Hence
x1 , . . . , xn Yi for each i I. Therefore, if 1 , . . . , n R, then x = nk=1 k xk Yi for each i I. Then
x i I Yi .
(ii) Let i I Yi be the intersection of all the linear subspaces of X that contains S. Hence, since S i I Yi ,
span [S] i I Yi by (i). Concerning i I Yi span [S], it suffices to show that span [S] is a subspace. In fact,

consider x = nk=1 k xk and x = nk=1 k xk are two linear combinations in span [S] with n n . Therefore, if
and are real numbers, then
x + x =

k =1

k xk + k xk + n+1 xn +1 + + n xn span [S]

where n+1 xn +1 + + n xn occurs provided that n + 1 n .

(iii) Now let i I Yi be the intersection of all the closed linear subspaces of X that contains S, argue as in (ii),
consider PROB. 23, p. 190, and use that Yi Yi for each i I. Therefore, on the one hand,
span [S] i I Yi span [S] i I Yi

i I Yi
i I Yi .

On the other hand, since span [S] is closed and contains S, span [S] = Yi for some i I.71 Thus i I Yi
span [S].
=============================================================================
Errata/Comment, p. 256
70 In

fact, y = y + 0 and z = 0 + z for each y Y and z Z.

the closure of a linear subspace of X is a linear subspace., p. 254, at the very end.

71 ...

 l. -11: L p (E) should be L p ( E).

l. -2: ... (1) holds for M = || T ||.
On the one hand, clearly, it holds if u = 0. On the other hand, if u 6= 0, then
 

|| T (u)||
M  (1) holds . Thus, since ||u|| || T ||, (1) holds for M = || T ||.

|| T (u)||
||u||

is a lower bound for

=============================================================================
Suggestion/Errata, p. 257
Notice the underlined sign/letter:
Proof, Theo. 1: ..., set /||u|| ...;
Prop. 2: Let X and Y be normed linear spaces.
=============================================================================
PROB. 10, p. 258
It follows from the following two facts:
 

1. || T || = g.l.b. M  (1) holds ;72

2. (2) holds.73

=============================================================================
PROB. 11, p. 258
Since || T (u)|| || T || ||u|| forall u X, 74 it follows that || T (u)|| || T || for all u X with ||u|| 1. Hence
|| T || is an upper bound for T = || T (u)||  u X, ||u|| 1 . As a matter of fact, || T || = l.u.b. T . Otherwise,
there is some M0 0 such that || T (u)|| M0 < || T || for all u X with ||u|| 1. Hence, for
 all u X {0},
we have || T (u/||u||)|| M0 , that is, || T (u)|| M0 ||u||, which is absurd since || T || = g.l.b. M  (1) holds .
=============================================================================
Errata/(Errata by Fitzpatrick)/Comment, p. 260
1 line after formula (5): ei should be e1 .
3 lines after formula (5):

= M n|| x || should be M n|| x || ;

q
Due to the Cauchy-Schwarz inequality on Rn , | x1 | + + | xn | n x12 + + x2n . In fact, if


x, y Rn , then h x, yi || x ||2 ||y||2 . Now take x = (| x1 |, . . . , | xn |) and y = (1, . . . , 1).

Notice that c1 > 0!

|| x || m || x || holds for x = 0; if x 6= 0, since x/|| x || S,75 it holds due to



 x/|| x ||  = f ( x1 /|| x || , . . . , xn /|| x || ) m.

=============================================================================
Comment on ..., Y is a closed subset of the metric space X, ... , p. 261, Proof, Cor. 6
Suppose { xn } is a sequence in Y that converges to the point x X. Hence { xn } is Cauchy (in Y). Since Y is
complete, { xn } converges to x Y. As the limit of a convergent sequence is unique, x = x . Thus x Y.
=============================================================================
Errata by Fitzpatrick, p. 262
line before Proof of Rieszs Theorem
|| x0 y || should be || x y ||.
PROB. 28
Change compact to countable.
72 See

p. 256.

73 Ibid.
74 Ibid.

75   x/ || x ||


 = 1.

=============================================================================
PROB. 24, p. 262
1
Without loss of generality, consider 0 < < 1. Thus, since 0 < 1 < 1, it follows that 1
> 1. Now
d
argue from || x y1 || < 1 , the new formula (8).
=============================================================================