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    Andres D. Anaya
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    Integral - Bartle

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    Integral - Bartle

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    © All Rights Reserved
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    7 просмотров4 страницы

    Integral - Bartle

    Загружено:

    Andres D. Anaya
    Integral - Bartle

    Авторское право:

    © All Rights Reserved
    Скачайте в формате PDF или читайте онлайн в Scribd
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    из 4
    20 The Elemenss uf Integr (6) The open interval (a, 6), the half-open intervals (a, 6], (a, 6), and the closed interval [a, b) all have Lebesgue measure b ~ a. 3.8. If Adenotes Lebesgue measure and £ is an open subset of Ry then AE) > 0. Use the Heine-Borel Theorem (see Reference (I), p- '85) to show that if K is a compact subset 6f R, then NK) < +00. 3.7. Show that the Lebesgue measure of the Cantor set (see Reference U0}, p. 52) is zero. 3.U, By varying the construction of the Cantor set, obtain a set of positive Lebesgue measure which contains no nonvoid open interval. 13.V. Suppose that E is a subset of a set Ne X with w(W) = 0 but that E¢ X. The sequence (/,), f. = 0, converges pralmost everywhere to xe. Hence the almost everywhere limit of a sequence of measurable functions may not be measurable. CHAPTER 4 The Integral In this chapter we shall introduce the integral first for nonnegative simple measurable functions and then for arbitrary nonnegative extended real-valued measurable functions. The principal result is the celebrated Monotone Convergence Theorem, which is a basic tool for everything that follows. ‘Throughout this chapter we shall consider a fixed measure space (%.X,u). We shall denote the collection of all X-measurable functions on X to R by M = M(X, X) and the collection of all non- negative X-measurable functions on X to R by M* = M*(X.X). ‘We shall define the integral of any function in M* with respect to the measure 4. In order to do so we shall find it convenient to introduce the notion ofa simple function. It is convenient to require that simple functions have values in R rather than in R. 4.1 Denwrion. A real-valued function is simple if it has only a finite number of values. A simple measurable function » can be represented in the form a) P= 2 Xe Where a,¢ R and ys, is the characteristic function of a set E, in X. ‘Among these representations for g there is a unique standard repre- sentation characterized by the fact that the a, are distinct and the E; n 28 The Elemente of Interration are disjoint. Indeed, if a, a2,..., a, are the distinct values of g and if E, = {x X: g(x) = a}, then the £, are disjoint and ¥ = Uj-1 £,. (Of course, if we do not require the a, to be distinct, or the sets E, to bbe disjoint, then a simple function has many representations as a linear ‘combination of characteristic functions.) 42 Derinimon. If g is a simple function in M*(X, X) with the standard representation (4.1), we define the integral of p with respect to x to be the extended real number 2) Jode= 5 ame In the expression (4.2) we employ the convention that O(+00) = 0 so the integral of the function identically 0 is equal to 0 whether the space has finite or infinite measure. It should be noted that the value Of the integral of a simple function in M* is well-defined (although it ‘may be +e0) since all the a, are nonnegative, and so we do not encounter ‘meaningless expressions such as (+00) — (+90). We shall need the following elementary properties of the integral. 43 Lemma. (@) If p and are simple functions in M*(X, X) and > 0, then? Jevdu=e fede, Jo +pdu= foes fede. (b) If A is defined for E in X by AE) = foxed, then Nis a measure on X. proor. If c= 0, then cp vanishes identically and the equality holds. If ¢ > 0, then op is in M* with standard representation op = 2 oy xsp The ieerat 29 when g has standard representation (41). ‘Therefore forw 2 ca, WE) = “3 a, hE) = fed. Let and # have standard representations on Sem b= Shans then @ + 4 has a representation o+b= 5 3 e+ batten However, this representation of @ + $ as a linear combination of characteristic functions of the disjoint sets E, F, is not necessarily the standard representation for g +, since the values a, + by may not be distinet. Let cy, h = 1,...,, be the dstinet numbers in the set fa, + by: emp k -+ym} and let G, be the union of all those sets E, 7 F, such that ay + by = cae Thus WG) = XE, O Fe), where the notation designates summation over all j,k such that 4, + by = cq. Since the standard representation of @ + ¢ is given by td= Sor. we find that foro 3 amon = 3 ¥ meson - 336+ wean = 2D G+ bE OR) = 2 DME OR) + 30. The Elements of Integration ‘Since X is the union of both of the disjoint families {2,) and (F,), then ME) = s EOF), WF = > hE; 0 Fe) ‘We employ this observation (and change the order of summation in the second term) to obtain the desired relation fow Da = > a We) + > bead fas fou To establish part (b), we observe that our 3 orate: Hence, it follows by induction from what we have proved that ME) = forede = 3 a Jrsrnde = 3 yates o8)- Since the mapping E—> (E, © E) is a measure (see Exercise 3.A) we hhave expressed Aas a linear combination of measures on X. It follows (see Exercise 3.B) that is also a measure on X. 06.0. We afe now prepared to introduce the integral of an arbitrary function in M+. Observe that we do not require the value of the integral to be finite. 44 Dermirion. If f belongs to M*(X, X), we define the integral of f with respect to to be the extended real number as Jrée= sup fade, where the supremum is extended over all simple functions in M=(X, X) satisfying 0 < 94x) < f(x) for all xe X. If f belongs to M*(X, X)and E belongs to X, then fxs belongs to M*(X, X)ané we define the integral of f over £ with respect to 1 to be the extended real umber «4 Jj fee [tree The Inegral We shall first show that the integral is monotone both with respect, to the integrand and the set over which the integral is extended. 4.5 Lemma. (a) Iffand g belong to M*(X,X) and f < g, then 4s) fr4es foc (b) Uff belongs to M*(X, X), if E, F belong to X, and if E< F, then fjtas fsa. prooF. (a) If ¢ is a simple function in M* such that 0 < @ on} 32 The Elements of Integration sothat AyeX, dy © Anersand X= Ay. According to Lemma 4.5, an Sorts J fetes [haan ‘Since the sequence (4,) is monotone increasing and has union X, it follows from Lemmas 4.3(b) and 3.4(a) that Joa = tim {oan ‘Therefore, on taking the limit in (4.7) with respect to m, we obtain: «feds < tim f fdr. Since this holds for‘ll« with O < « < 1, we infer that fod < tim fea and since ¢ is an arbitrary simple function in M * satisfying 0 < 9 0, then cf belongs to M* and ode=e frau (b) Iff.g belong to M*, then f + g belongs 10 M* and fur ord= [rans fede The Imegral 33 PRoor. (a) If ¢ = 0 the resull is immediate. If ¢ > 0, let (,) be ‘a monotone increasing sequence of simple functions in M* converging to fon X (see Lemma 2.11). Then (cpa) is a monotone sequence converging to cf. If we apply Lemma 4.) and the Monotone Convergence Theorem, we obtain folds = tim fee de = in fosds = [rau (©) If (and (Jy) are monotone increasing sequences of simple functions converging to f and g, respectively, then (m4 #) ie ‘monotone increasing sequence converging to f+ g. It follows from Lemma 4.3(a) and the Monotone Convergence Theorem that Jus erdu = tim fio. + 4adu in foc du+ in fice = [rae eee an The next result,’a consequence of the Monotone Convergence Theorem, is very important for it enables us to handle sequences of functions that are not monotone. 4.8 Fatou's Lemma. If(f,) belongs to M*(X, X), then (48) fiom it fae < tm i f de PROOF. Let gu m

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